Citation analysis for Journal of Business & Economic Statistics / Taylor & Francis Journals

Journal of Business & Economic Statistics / Taylor & Francis Journals

1.77

Impact Factor

2.58

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		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.22			0				0		0		(%)			0.09
1997		0.27			0				0		0		(%)			0.09
1998		0.27			0				0		0		(%)			0.1
1999		0.31			0				0		0		(%)			0.13
2000		0.4			0				0		0		(%)			0.15
2001		0.4			0	2			0		0		(%)			0.15
2002		0.42			0				0		0		(%)			0.18
2003		0.44			0				0		0		(%)			0.18
2004		0.49			0				0		0		(%)			0.2
2005		0.53			0				0		0		(%)			0.21
2006		0.51			0				0		0		(%)			0.2
2007		0.44			0				0		0		(%)			0.18
2008		0.47			0				0		0		(%)			0.2
2009		0.47		3	3	3	1	12	0		0		(%)	2	0.67	0.19
2010	0.33	0.44	0.33	1	4	3	0.75	8	3	1	3	1	(%)			0.16
2011	0.5	0.51	0.5	78	82	27	0.33	921	4	2	4	2	(%)	25	0.32	0.2
2012	0.9	0.56	0.87	53	135	125	0.93	625	79	71	82	71	1 (%)	40	0.75	0.21
2013	1.7	0.66	1.66	44	179	297	1.66	412	131	223	135	224	(%)	58	1.32	0.23
2014	2.88	0.67	2.79	58	237	543	2.29	167	97	279	179	500	(%)	26	0.45	0.22
2015	1.77	0.82	2.58	48	285	646	2.27	72	102	181	234	604	(%)	23	0.48	0.27

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:

#	Year	Title	Cited
1	2011	Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, Colin A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249. Full description at Econpapers \|\| Download paper	323
2	2012	Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80. Full description at Econpapers \|\| Download paper	117
3	2011	Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11. Full description at Econpapers \|\| Download paper	78
4	2011	Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39. Full description at Econpapers \|\| Download paper	68
5	2013	Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299. Full description at Econpapers \|\| Download paper	64
6	2012	Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467. Full description at Econpapers \|\| Download paper	62
7	2012	Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228. Full description at Econpapers \|\| Download paper	57
8	2011	Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341. Full description at Econpapers \|\| Download paper	55
9	2013	Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264. Full description at Econpapers \|\| Download paper	53
10	2011	A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, AndrÃÂ© ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563. Full description at Econpapers \|\| Download paper	48
11	2012	Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493. Full description at Econpapers \|\| Download paper	48
12	2013	Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251. Full description at Econpapers \|\| Download paper	40
13	2014	Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, AndrÃÂ©. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284. Full description at Econpapers \|\| Download paper	38
14	2012	Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380. Full description at Econpapers \|\| Download paper	37
15	2012	Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453. Full description at Econpapers \|\| Download paper	37
16	2011	A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438. Full description at Econpapers \|\| Download paper	37
17	2013	Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44. Full description at Econpapers \|\| Download paper	33
18	2011	Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422. Full description at Econpapers \|\| Download paper	31
19	2012	Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255. Full description at Econpapers \|\| Download paper	28
20	2011	Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318. Full description at Econpapers \|\| Download paper	28
21		Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). Urga, Giovanni ; DUMITRU, ANA-MARIA. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255. Full description at Econpapers \|\| Download paper	27
22	2011	Volatility Jumps. (2011). Tauchen, George ; Todorov, Viktor . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371. Full description at Econpapers \|\| Download paper	25
23	2012	Time Varying Dimension Models. (2012). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367. Full description at Econpapers \|\| Download paper	25
24	2012	Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17. Full description at Econpapers \|\| Download paper	24
25	2011	Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227. Full description at Econpapers \|\| Download paper	20
26	2013	Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; GuÃÂ©rin, Pierre ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56. Full description at Econpapers \|\| Download paper	19
27	2012	Real-Time Forecasts of the Real Price of Oil. (2012). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:326-336. Full description at Econpapers \|\| Download paper	19
28	2011	A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594. Full description at Econpapers \|\| Download paper	18
29	2013	Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Racine, Jeffrey ; Li, Qi. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65. Full description at Econpapers \|\| Download paper	18
30	2012	Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008. (2012). Schwaab, Bernd ; Lucas, AndrÃÂ© ; Koopman, Siem Jan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:521-532. Full description at Econpapers \|\| Download paper	18
31	2013	Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164. Full description at Econpapers \|\| Download paper	17
32	2015	Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis X.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1. Full description at Econpapers \|\| Download paper	17
33	2013	A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106. Full description at Econpapers \|\| Download paper	16
34	2012	The Factor--Spline--GARCH Model for High and Low Frequency Correlations. (2012). Rangel, Jos Gonzalo ; Engle, Robert F.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:109-124. Full description at Econpapers \|\| Download paper	15
35	2013	On Identification of Bayesian DSGE Models. (2013). Smith, Ronald ; Pesaran, M ; Koop, Gary. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314. Full description at Econpapers \|\| Download paper	15
36	2011	Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160. Full description at Econpapers \|\| Download paper	15
37	2013	A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; JosÃÂ© Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369. Full description at Econpapers \|\| Download paper	14
38	2014	Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68. Full description at Econpapers \|\| Download paper	14
39	2013	Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93. Full description at Econpapers \|\| Download paper	13
40	2012	Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold. (2012). Alan T. K. Wan, ; Zhang, Xinyu ; Zhou, Sherry Z. ; Alan T. K. Wan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:132-142. Full description at Econpapers \|\| Download paper	13
41	2013	Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence. (2013). Hautsch, Nikolaus ; Podolskij, Mark . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:165-183. Full description at Econpapers \|\| Download paper	13
42	2015	Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269. Full description at Econpapers \|\| Download paper	13
43	2014	Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates. (2014). Kristensen, Dennis ; Han, Heejoon. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:3:p:416-429. Full description at Econpapers \|\| Download paper	13
44	2014	Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Xiu, Dacheng ; Qi, Lei ; Fan, Jianqing . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191. Full description at Econpapers \|\| Download paper	13
45	2013	Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357. Full description at Econpapers \|\| Download paper	12
46	2011	Real-Time Forecasts of the Real Price of Oil. (2011). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:326-336. Full description at Econpapers \|\| Download paper	12
47	2012	Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator. (2012). Hanck, Christoph ; Demetrescu, Matei . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:256-264. Full description at Econpapers \|\| Download paper	12
48	2012	VAR Estimation and Forecasting When Data Are Subject to Revision. (2012). Koenig, Evan F. ; Kishor, Kundan N.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:181-190. Full description at Econpapers \|\| Download paper	12
49	2011	The Fed and the Stock Market: An Identification Based on Intraday Futures Data. (2011). Farka, Mira ; D'Amico, Stefania. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:126-137. Full description at Econpapers \|\| Download paper	11
50	2011	Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets. (2011). Chen, Cathy W. S. ; Cathy W. S. Chen, ; Gerlach, Richard H. ; Nancy Y. C. Chan, ; Cathy W. S. Chen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:481-492. Full description at Econpapers \|\| Download paper	11

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2011	Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, Colin A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249. Full description at Econpapers \|\| Download paper	241
2	2012	Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80. Full description at Econpapers \|\| Download paper	98
3	2011	Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11. Full description at Econpapers \|\| Download paper	69
4	2013	Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299. Full description at Econpapers \|\| Download paper	57
5	2011	Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341. Full description at Econpapers \|\| Download paper	48
6	2011	Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39. Full description at Econpapers \|\| Download paper	46
7	2013	Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264. Full description at Econpapers \|\| Download paper	45
8	2012	Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228. Full description at Econpapers \|\| Download paper	44
9	2012	Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467. Full description at Econpapers \|\| Download paper	44
10	2012	Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493. Full description at Econpapers \|\| Download paper	42
11	2011	A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, AndrÃÂ© ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563. Full description at Econpapers \|\| Download paper	41
12	2014	Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, AndrÃÂ©. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284. Full description at Econpapers \|\| Download paper	38
13	2013	Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251. Full description at Econpapers \|\| Download paper	35
14	2011	A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438. Full description at Econpapers \|\| Download paper	34
15	2012	Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380. Full description at Econpapers \|\| Download paper	32
16	2011	Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422. Full description at Econpapers \|\| Download paper	27
17	2012	Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453. Full description at Econpapers \|\| Download paper	25
18	2012	Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255. Full description at Econpapers \|\| Download paper	23
19	2013	Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44. Full description at Econpapers \|\| Download paper	22
20	2011	Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). Urga, Giovanni ; DUMITRU, ANA-MARIA. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255. Full description at Econpapers \|\| Download paper	19
21	2011	Volatility Jumps. (2011). Tauchen, George ; Todorov, Viktor . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371. Full description at Econpapers \|\| Download paper	19
22	2011	Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227. Full description at Econpapers \|\| Download paper	18
23	2011	A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594. Full description at Econpapers \|\| Download paper	18
24	2015	Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis X.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1. Full description at Econpapers \|\| Download paper	17
25	2013	Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164. Full description at Econpapers \|\| Download paper	16
26	2012	Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17. Full description at Econpapers \|\| Download paper	16
27	2013	A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106. Full description at Econpapers \|\| Download paper	15
28	2011	Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318. Full description at Econpapers \|\| Download paper	15
29	2013	On Identification of Bayesian DSGE Models. (2013). Smith, Ronald ; Pesaran, M ; Koop, Gary. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314. Full description at Econpapers \|\| Download paper	15
30	2013	Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Racine, Jeffrey ; Li, Qi. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65. Full description at Econpapers \|\| Download paper	14
31	2011	Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160. Full description at Econpapers \|\| Download paper	14
32	2014	Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68. Full description at Econpapers \|\| Download paper	14
33	2012	The Factor--Spline--GARCH Model for High and Low Frequency Correlations. (2012). Rangel, Jos Gonzalo ; Engle, Robert F.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:109-124. Full description at Econpapers \|\| Download paper	13
34	2013	Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence. (2013). Hautsch, Nikolaus ; Podolskij, Mark . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:165-183. Full description at Econpapers \|\| Download paper	13
35	2014	Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Xiu, Dacheng ; Qi, Lei ; Fan, Jianqing . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191. Full description at Econpapers \|\| Download paper	13
36	2012	Time Varying Dimension Models. (2012). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367. Full description at Econpapers \|\| Download paper	13
37	2015	Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269. Full description at Econpapers \|\| Download paper	13
38	2013	A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; JosÃÂ© Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369. Full description at Econpapers \|\| Download paper	12
39	2014	Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates. (2014). Kristensen, Dennis ; Han, Heejoon. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:3:p:416-429. Full description at Econpapers \|\| Download paper	12
40	2013	Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; GuÃÂ©rin, Pierre ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56. Full description at Econpapers \|\| Download paper	12
41	2012	Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008. (2012). Schwaab, Bernd ; Lucas, AndrÃÂ© ; Koopman, Siem Jan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:521-532. Full description at Econpapers \|\| Download paper	12
42	2013	Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93. Full description at Econpapers \|\| Download paper	11
43	2012	Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold. (2012). Alan T. K. Wan, ; Zhang, Xinyu ; Zhou, Sherry Z. ; Alan T. K. Wan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:132-142. Full description at Econpapers \|\| Download paper	10
44	2011	Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets. (2011). Chen, Cathy W. S. ; Cathy W. S. Chen, ; Gerlach, Richard H. ; Nancy Y. C. Chan, ; Cathy W. S. Chen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:481-492. Full description at Econpapers \|\| Download paper	10
45	2011	Flexible Approximation of Subjective Expectations Using Probability Questions. (2011). KrÃÂ¶ger, Sabine ; Bissonnette, Luc ; Bellemare, Charles. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:1:p:125-131. Full description at Econpapers \|\| Download paper	10
46	2013	Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357. Full description at Econpapers \|\| Download paper	10
47	2014	Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216. Full description at Econpapers \|\| Download paper	9
48	2014	Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?. (2014). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:136-151. Full description at Econpapers \|\| Download paper	9
49	2013	Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects. (2013). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:315-330. Full description at Econpapers \|\| Download paper	9
50	2012	Regime-Specific Predictability in Predictive Regressions. (2012). Pitarakis, Jean-Yves ; Jesús Gonzalo, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:229-241. Full description at Econpapers \|\| Download paper	8

Citing documents used to compute impact factor 181:

Year	Title
2015	The information content of option-implied information for volatility forecasting with investor sentiment. (2015). Kim, Jun Sik ; Seo, Sung Won . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:50:y:2015:i:c:p:106-120. Full description at Econpapers \|\| Download paper
2015	Is income inequality persistent? Evidence using panel stationarity tests, 1870â2011. (2015). Madsen, Jakob ; Islam, Md. ; Islam, Md. Rabiul, . In: Economics Letters. RePEc:eee:ecolet:v:127:y:2015:i:c:p:17-19. Full description at Econpapers \|\| Download paper
2015	Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility. (2015). Kruse, Robinson ; Hanck, Christoph ; Demetrescu, Matei . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112916. Full description at Econpapers \|\| Download paper
2015	Testing heteroskedastic time series for normality. (2015). Kruse, Robinson ; Demetrescu, Matei . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113221. Full description at Econpapers \|\| Download paper
2015	Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, SÃÂ©bastien ; Tola, Albi ; Walti, Sebastien . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:55:y:2015:i:c:p:108-123. Full description at Econpapers \|\| Download paper
2015	New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels. (2015). Lucas, AndrÃÂ© ; Opschoor, and Anne ; Janus, Pawel ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140073. Full description at Econpapers \|\| Download paper
2015	Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting. (2015). Zhang, Xin ; Lucas, AndrÃÂ© ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140092. Full description at Econpapers \|\| Download paper
2015	Mixed Density based Copula Likelihood. (2015). Lucas, AndrÃÂ© ; Azam, Kazim . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150003. Full description at Econpapers \|\| Download paper
2015	Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions. (2015). Lucas, AndrÃÂ© ; Koopman, Siem Jan ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150037. Full description at Econpapers \|\| Download paper
2015	Euro Area Government BondsâIntegration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:15-13. Full description at Econpapers \|\| Download paper
2015	Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1479. Full description at Econpapers \|\| Download paper
2015	The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico ; Lucas, AndrÃÂ© ; Koopman, Siem Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150070. Full description at Econpapers \|\| Download paper
2015	ECB policy and Eurozone fragility: Was De Grauwe right?. (2015). Fuertes, Ana-Maria ; Saka, Orkun ; Kalotychou, Elena . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:168-185. Full description at Econpapers \|\| Download paper
2015	Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John . In: Working Papers. RePEc:gla:glaewp:2015_15. Full description at Econpapers \|\| Download paper
2015	US Monetary and Fiscal Policies - Conflict or Cooperation?. (2015). Crosby, John ; Kim, Minjoo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:686. Full description at Econpapers \|\| Download paper
2015	Modeling financial sector joint tail risk in the euro area. (2015). Zhang, Xin ; Schwaab, Bernd ; Lucas, AndrÃÂ©. In: Working Paper Series. RePEc:hhs:rbnkwp:0308. Full description at Econpapers \|\| Download paper
2015	Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting. (2015). Zhang, Xin ; Lucas, AndrÃÂ©. In: Working Paper Series. RePEc:hhs:rbnkwp:0309. Full description at Econpapers \|\| Download paper
2015	Correlated Defaults of UK Banks: Dynamics and Asymmetries. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John . In: Working Papers. RePEc:gla:glaewp:2015_24. Full description at Econpapers \|\| Download paper
2015	High dimensional dynamic stochastic copula models. (2015). Creal, Drew ; Tsay, Ruey S. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:335-345. Full description at Econpapers \|\| Download paper
2015	Euro Area Government BondsâIntegration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10583. Full description at Econpapers \|\| Download paper
2015	Generalized Autoregressive Method of Moments. (2015). Lucas, AndrÃÂ© ; Koopman, Siem Jan ; Creal, Drew ; Zamojski, Marcin . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150138. Full description at Econpapers \|\| Download paper
2015	Conditional Systemic Risk with Penalized Copula. (2015). Trueck, Stefan ; Sheen, Jeffrey ; Ristig, Alexander ; Truck, Stefan ; Okhrin, Ostap . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-038. Full description at Econpapers \|\| Download paper
2015	Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes. (2015). Aknouche, Abdelhakim . In: MPRA Paper. RePEc:pra:mprapa:69572. Full description at Econpapers \|\| Download paper
2015	Risk-parameter estimation in volatility models. (2015). Zakoian, Jean-Michel ; Francq, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:1:p:158-173. Full description at Econpapers \|\| Download paper
2015	Robust score and portmanteau tests of volatility spillover. (2015). Hill, Jonathan ; Aguilar, Mike . In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:1:p:37-61. Full description at Econpapers \|\| Download paper
2015	Nonstationary ARCH and GARCH with t-Distributed Innovations. (2015). Pedersen, Rasmus ; Rahbek, Anders . In: Discussion Papers. RePEc:kud:kuiedp:1507. Full description at Econpapers \|\| Download paper
2015	Nonstationary ARCH and GARCH with t-distributed Innovations. (2015). Pedersen, Rasmus ; Rahbek, Anders . In: CREATES Research Papers. RePEc:aah:create:2015-27. Full description at Econpapers \|\| Download paper
2015	Hausman tests for the error distribution in conditionally heteroskedastic models. (2015). Zhu, Ke. In: MPRA Paper. RePEc:pra:mprapa:66991. Full description at Econpapers \|\| Download paper
2015	Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels. (2015). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:67195. Full description at Econpapers \|\| Download paper
2015	Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations. (2015). Zhu, Ke ; Chen, Min . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:313-320. Full description at Econpapers \|\| Download paper
2015	New independent component analysis tools for time series. (2015). Matilainen, Markus ; Oja, Hannu ; Nordhausen, Klaus . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:80-87. Full description at Econpapers \|\| Download paper
2015	The Impact of the Magyar Nemzeti Banks Funding for Growth Scheme on Firm Level Investment. (2015). Endresz, Marianna ; Lieli, Robert ; Harasztosi, PÃÂ©ter. In: MNB Working Papers. RePEc:mnb:wpaper:2015/2. Full description at Econpapers \|\| Download paper
2015	Transmission of Quantitative Easing: The Role of Central Bank Reserves. (2015). Krogstrup, Signe ; Christensen, Jens ; Jens H. E. Christensen, . In: Working Papers. RePEc:snb:snbwpa:2015-06. Full description at Econpapers \|\| Download paper
2015	A probability-based stress test of Federal Reserve assets and income. (2015). Rudebusch, Glenn ; Lopez, Jose. In: Journal of Monetary Economics. RePEc:eee:moneco:v:73:y:2015:i:c:p:26-43. Full description at Econpapers \|\| Download paper
2015	Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?. (2015). Soula, Jean-Loup. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-09. Full description at Econpapers \|\| Download paper
2015	Asymptotic analysis of the squared estimation error in misspecified factor models. (2015). . In: Journal of Econometrics. RePEc:eee:econom:v:186:y:2015:i:2:p:388-406. Full description at Econpapers \|\| Download paper
2015	Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?. (2015). Hartigan, Luke . In: Discussion Papers. RePEc:swe:wpaper:2015-17. Full description at Econpapers \|\| Download paper
2015	Forecasting GDP with global components. This time is different. (2015). Thorsrud, Leif ; Ravazzolo, Francesco ; BjÃÂ¸rnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0029. Full description at Econpapers \|\| Download paper
2015	Have long-term inflation expectations declined?. (2015). Nechio, Fernanda. In: FRBSF Economic Letter. RePEc:fip:fedfel:00051. Full description at Econpapers \|\| Download paper
2015	Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models. (2015). Pisani, Massimiliano ; Notarpietro, Alessandro ; Emiliozzi, Simone ; Burlon, Lorenzo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_257_15. Full description at Econpapers \|\| Download paper
2015	Marxs Theory of Money and 21st-century Macrodynamics. (2015). Young-Taft, Tai . In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_841. Full description at Econpapers \|\| Download paper
2015	Oil-Price Density Forecasts of U.S. GDP. (2015). Ravazzolo, Francesco ; Rothman, Philip . In: Working Papers. RePEc:bny:wpaper:0038. Full description at Econpapers \|\| Download paper
2015	Certainty and overconfidence in future preferences for food. (2015). Thunstrom, Linda ; Shogren, Jason ; NordstrÃÂ¶m, Jonas. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:51:y:2015:i:c:p:101-113. Full description at Econpapers \|\| Download paper
2015	Simultaneous Edit-Imputation for Continuous Microdata. (2015). Reiter, Jerome P ; Wang, Quanli ; Kim, Hang J ; Cox, Lawrence H ; Karr, Alan F. In: Working Papers. RePEc:cen:wpaper:15-44. Full description at Econpapers \|\| Download paper
2015	Cholesky Realized Stochastic Volatility Model. (2015). Omori, Yasuhiro ; Shirota, Shinichiro ; Piao, Haixiang ; Lopes, Hedibert F. In: CIRJE F-Series. RePEc:tky:fseres:2015cf979. Full description at Econpapers \|\| Download paper
2015	MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516. Full description at Econpapers \|\| Download paper
2015	Financial indicators signaling correlation changes in sovereign bond markets. (2015). De Santis, Roberto A. ; Stein, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:56:y:2015:i:c:p:86-102. Full description at Econpapers \|\| Download paper
2015	Endogenous Social Interactions: Which Peers Matter?. (2015). Tatsi, Eirini . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113168. Full description at Econpapers \|\| Download paper
2015	ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models. (2015). Kristensen, Dennis ; Creel, Michael. In: Journal of Empirical Finance. RePEc:eee:empfin:v:31:y:2015:i:c:p:85-108. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper
2015	Measuring Political Budget Cycles: A Bayesian Semiparametric Assessment. (2015). Tanaka, Masahiro . In: Working Papers. RePEc:wap:wpaper:1415. Full description at Econpapers \|\| Download paper
2015	Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX). (2015). Kristensen, Dennis ; Cavaliere, Giuseppe ; Rahbek, Anders ; Agosto, Arianna . In: CREATES Research Papers. RePEc:aah:create:2015-11. Full description at Econpapers \|\| Download paper
2015	Qml inference for volatility models with covariates. (2015). Francq, Christian ; Thieu, Le Quyen . In: MPRA Paper. RePEc:pra:mprapa:63198. Full description at Econpapers \|\| Download paper
2015	Volatility transmission in global financial markets. (2015). Hurn, Stan ; Clements, Adam ; Volkov, V. V.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:3-18. Full description at Econpapers \|\| Download paper
2015	Misspeciï¬cation Testing in GARCH-MIDAS Models. (2015). Schienle, Melanie ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0597. Full description at Econpapers \|\| Download paper
2015	Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns. (2015). Sucarrat, Genaro ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:67140. Full description at Econpapers \|\| Download paper
2015	Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification. (2015). Lee, Ying-Ying . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2015:i:1:p:2:d:61252. Full description at Econpapers \|\| Download paper
2015	Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification. (2015). Lee, Ying-Ying . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2015:i:1:p:2-:d:61252. Full description at Econpapers \|\| Download paper
2015	Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095. Full description at Econpapers \|\| Download paper
2015	Die Machbarkeit von Kurzfristprognosen fÃ¼r den Freistaat Sachsen. (2015). Wohlrabe, Klaus ; Lehmann, Robert ; Henzel, Steffen. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:22:y:2015:i:04:p:21-25. Full description at Econpapers \|\| Download paper
2015	EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi . In: CREATES Research Papers. RePEc:aah:create:2015-12. Full description at Econpapers \|\| Download paper
2015	EuroMInd-D: A density estimate of monthly gross domestic product for the euro area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi . In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:032015. Full description at Econpapers \|\| Download paper
2015	EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi . In: CEIS Research Paper. RePEc:rtv:ceisrp:340. Full description at Econpapers \|\| Download paper
2015	Nowcasting Regional GDP: The Case of the Free State of Saxony. (2015). Wohlrabe, Klaus ; Lehmann, Robert ; Henzel, Steffen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5336. Full description at Econpapers \|\| Download paper
2015	Nowcasting Regional GDP: The Case of the Free State of Saxony. (2015). Wohlrabe, Klaus ; Lehmann, Robert ; Henzel, Steffen. In: MPRA Paper. RePEc:pra:mprapa:63714. Full description at Econpapers \|\| Download paper
2015	lCARE â localizing Conditional AutoRegressive Expectiles. (2015). Mihoci, Andrija ; HÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang Karl ; Xu, Xiu . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-052. Full description at Econpapers \|\| Download paper
2015	Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2015). Sheng, Xuguang ; Lahiri, Kajal ; Peng, Huaming . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5468. Full description at Econpapers \|\| Download paper
2015	Choosing the Right Skew Normal Distribution: the Macroeconomistâ Dilemma. (2015). DÃÂaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos . In: Discussion Papers in Economics. RePEc:lec:leecon:15/08. Full description at Econpapers \|\| Download paper
2015	Extreme risk interdependence. (2015). Stoja, Evarist ; Polanski, Arnold . In: Bank of England working papers. RePEc:boe:boeewp:0563. Full description at Econpapers \|\| Download paper
2015	Macro frictions and theoretical identification of the New Keynesian Phillips curve. (2015). Krogh, Tord S.. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:43:y:2015:i:c:p:191-204. Full description at Econpapers \|\| Download paper
2015	Identification of DSGE modelsâThe effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54. Full description at Econpapers \|\| Download paper
2015	Approximating Time Varying Structural Models With Time Invariant Structures. (2015). Matthes, Christian ; ferroni, filippo ; Canova, Fabio . In: Working Paper. RePEc:fip:fedrwp:15-10. Full description at Econpapers \|\| Download paper
2015	Approximating time varying structural models with time invariant structures. (2015). Matthes, Christian ; ferroni, filippo ; Canova, Fabio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10803. Full description at Econpapers \|\| Download paper
2015	Optimal Portfolio Choice under Decision-Based Model Combinations. (2015). Pettenuzzo, Davide . In: Working Papers. RePEc:bny:wpaper:0037. Full description at Econpapers \|\| Download paper
2015	EuroMInd-D: A density estimate of monthly gross domestic product for the euro area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi . In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:032015. Full description at Econpapers \|\| Download paper
2015	EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi . In: CEIS Research Paper. RePEc:rtv:ceisrp:340. Full description at Econpapers \|\| Download paper
2015	Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section. (2015). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele . In: Working Papers. RePEc:igi:igierp:550. Full description at Econpapers \|\| Download paper
2015	Probabilistic time series forecasting with boosted additive models: an application to smart meter data. (2015). Hyndman, Rob ; Ben Taieb, Souhaib ; Genton, Marc G. ; Huser, Raphael . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-12. Full description at Econpapers \|\| Download paper
2015	Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: âBack from the Futureâ Approach. (2015). DÃÂaz, Carlos ; Charemza, Wojciech ; Diaz, Carlos ; Makarova, Svetlana . In: Discussion Papers in Economics. RePEc:lec:leecon:15/09. Full description at Econpapers \|\| Download paper
2015	Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2015). Medel, Carlos A.. In: MPRA Paper. RePEc:pra:mprapa:67081. Full description at Econpapers \|\| Download paper
2015	Reinforced urn processes for credit risk models. (2015). Mira, Antonietta ; Peluso, Stefano ; Muliere, Pietro . In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:1:p:1-12. Full description at Econpapers \|\| Download paper
2015	A bootstrapped spectral test for adequacy in weak ARMA models. (2015). Zhu, Ke ; Li, Wai Keung . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:113-130. Full description at Econpapers \|\| Download paper
2015	What is beneath the surface? Option pricing with multifrequency latent states. (2015). Calvet, Laurent ; Leippold, Markus ; Fisher, Adlai J. ; Fearnley, Marcus . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:498-511. Full description at Econpapers \|\| Download paper
2015	LSV models with stochastic interest rates and correlated jumps. (2015). Itkin, Andrey . In: Papers. RePEc:arx:papers:1511.01460. Full description at Econpapers \|\| Download paper
2015	Optimal investment in multidimensional Markov-modulated affine models. (2015). Neykova, Daniela ; Zagst, Rudi ; ESCOBAR, MARCOS . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:503-530. Full description at Econpapers \|\| Download paper
2015	Assessing the link between price and financial stability. (2015). Saraceno, Francesco ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:71-88. Full description at Econpapers \|\| Download paper
2015	MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516. Full description at Econpapers \|\| Download paper
2015	Dynamic Correlations and Portfolio Diversification between Islamic and Conventional Sector Equity Indexes. (2015). Åensoy, Ahmet ; Yoon, Seong-Min ; Hammoudeh, Shawkat ; Mensi, Walid . In: Working Paper. RePEc:bor:wpaper:1531. Full description at Econpapers \|\| Download paper
2015	Risk Measure Inference. (2015). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, SÃÂ©bastien ; Hurlin, Christophe. In: Working Papers. RePEc:hal:wpaper:halshs-00877279. Full description at Econpapers \|\| Download paper
2015	European economic and monetary union sovereign debt markets. (2015). Rostom, Ahmed ; Hacihasanoglu, Erk ; Åensoy, Ahmet. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7149. Full description at Econpapers \|\| Download paper
2015	Dynamic Principal Components: a New Class of Multivariate GARCH Models. (2015). Caporin, Massimiliano ; Aielli, Gian Piero . In: Marco Fanno Working Papers. RePEc:pad:wpaper:0194. Full description at Econpapers \|\| Download paper
2015	Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Hacihasanoglu, Erk ; Åensoy, Ahmet ; Nguyen, Duc Khuong . In: Working Paper. RePEc:bor:wpaper:1525. Full description at Econpapers \|\| Download paper
2015	Not all emerging markets are the same: A classification approach with correlation based networks. (2015). Tabak, Benjamin ; Hacihasanoglu, Erk ; Åensoy, Ahmet ; Ozturk, Kevser . In: Working Paper. RePEc:bor:wpaper:1526. Full description at Econpapers \|\| Download paper
2015	Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix). (2015). Sanhaji, Bilel ; PEGUIN-FEISSOLLE, Anne. In: AMSE Working Papers. RePEc:aim:wpaimx:1516. Full description at Econpapers \|\| Download paper
2015	Cross-sectoral interactions in Islamic equity markets. (2015). YÄ±lmaz, Mustafa ; Hacihasanoglu, Erk ; Åensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20. Full description at Econpapers \|\| Download paper
2015	Systemic Risk in Conventional vs Islamic Equity Markets. (2015). Åensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1528. Full description at Econpapers \|\| Download paper
2015	Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2015). Peresetsky, Anatoly ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo . In: MPRA Paper. RePEc:pra:mprapa:64503. Full description at Econpapers \|\| Download paper
2015	Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market. (2015). pragidis, ioannis ; Chionis, Dionysios ; Schizas, P. ; Aielli, G. P.. In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:127-138. Full description at Econpapers \|\| Download paper
2015	Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Åensoy, Ahmet. In: Resources Policy. RePEc:eee:jrpoli:v:44:y:2015:i:c:p:150-160. Full description at Econpapers \|\| Download paper
2015	Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis. (2015). Maghyereh, Aktham I. ; Al Hilu, Khalil ; Awartani, Basel . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:56:y:2015:i:c:p:123-138. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1508. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150077. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349. Full description at Econpapers \|\| Download paper
2015	Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848. Full description at Econpapers \|\| Download paper
2015	Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns. (2015). Sucarrat, Genaro ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:67140. Full description at Econpapers \|\| Download paper
2015	Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe. (2015). Erturk, Mutahhar ; Åensoy, Ahmet ; Eraslan, Veysel . In: Working Paper. RePEc:bor:wpaper:1530. Full description at Econpapers \|\| Download paper
2015	Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix). (2015). Sanhaji, Bilel ; PEGUIN-FEISSOLLE, Anne. In: Working Papers. RePEc:hal:wpaper:halshs-01133751. Full description at Econpapers \|\| Download paper
2015	Joint inference on market and estimation risks in dynamic portfolios. (2015). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:68100. Full description at Econpapers \|\| Download paper
2015	Assessing the link between price and financial stability. (2015). Blot, Christophe ; Saraceno, Francesco ; Labondance, Fabien ; Creel, Jerome . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/114p6m6s0395gqm0es4g7kgv3u. Full description at Econpapers \|\| Download paper
2015	Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Chan, Joshua ; Eisenstat, Eric . In: CAMA Working Papers. RePEc:een:camaaa:2015-32. Full description at Econpapers \|\| Download paper
2015	The Value of News. (2015). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0034. Full description at Econpapers \|\| Download paper
2015	Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42. Full description at Econpapers \|\| Download paper
2015	Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2015). Leiva-Leon, Danilo ; GuÃÂ©rin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:15-24. Full description at Econpapers \|\| Download paper
2015	Markov-switching mixed-frequency VAR models. (2015). Marcellino, Massimiliano ; GuÃÂ©rin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:692-711. Full description at Econpapers \|\| Download paper
2015	Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model. (2015). Barsoum, Fady. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1519. Full description at Econpapers \|\| Download paper
2015	Stochastic levels and duration dependence in US unemployment. (2015). Franses, Philip Hans ; de Bruijn, B. In: Econometric Institute Research Papers. RePEc:ems:eureir:78710. Full description at Econpapers \|\| Download paper
2015	Price-level uncertainty and instability in the United Kingdom. (2015). Surico, Paolo ; Sargent, Thomas ; Cogley, Timothy ; ThomasJ. Sargent, . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:52:y:2015:i:c:p:1-16. Full description at Econpapers \|\| Download paper
2015	The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-07. Full description at Econpapers \|\| Download paper
2015	Short term inflation forecasting: the M.E.T.A. approach. (2015). Venditti, Fabrizio ; Silvestrini, Andrea ; Sbrana, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1016_15. Full description at Econpapers \|\| Download paper
2015	Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey. (2015). Wong, Benjamin. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:47:y:2015:i:8:p:1673-1689. Full description at Econpapers \|\| Download paper
2015	Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2015). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu ; Twari, Aviral Kumar . In: Working Papers. RePEc:pre:wpaper:201591. Full description at Econpapers \|\| Download paper
2015	The time varying effect of oil price shocks on euro-area exports. (2015). Venditti, Fabrizio ; Riggi, Marianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1035_15. Full description at Econpapers \|\| Download paper
2015	The time varying effect of oil price shocks on euro-area exports. (2015). Venditti, Fabrizio ; Riggi, Marianna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:59:y:2015:i:c:p:75-94. Full description at Econpapers \|\| Download paper
2015	Hidden regimes and the demand for carbon dioxide from motor-gasoline. (2015). Roach, Travis. In: Energy Economics. RePEc:eee:eneeco:v:52:y:2015:i:pb:p:306-315. Full description at Econpapers \|\| Download paper
2015	Asymmetric impact of crude price on oil product pricing in the United States: An application of multiple threshold nonlinear autoregressive distributed lag model. (2015). Pal, Debdatta ; Mitra, Subrata Kumar . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:436-443. Full description at Econpapers \|\| Download paper
2015	Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling. (2015). Zhang, Junsen . In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:1:p:253-281. Full description at Econpapers \|\| Download paper
2015	A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks. (2015). Zhang, Xiaohui ; GAO, Jiti ; Peng, Bin ; Feng, Guohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-9. Full description at Econpapers \|\| Download paper
2015	Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity. (2015). GAO, Jiti ; Peng, Bin ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-7. Full description at Econpapers \|\| Download paper
2015	New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models. (2015). Li, Degui ; Xia, Yingcun ; Chen, Jia . In: Discussion Papers. RePEc:yor:yorken:15/17. Full description at Econpapers \|\| Download paper
2015	Semiparametric single-index panel data models with cross-sectional dependence. (2015). GAO, Jiti ; Peng, Bin ; Dong, Chaohua . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:301-312. Full description at Econpapers \|\| Download paper
2015	A semiparametric model for heterogeneous panel data with fixed effects. (2015). LINTON, OLIVER ; Koerber, Lena ; Boneva, Lena . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:327-345. Full description at Econpapers \|\| Download paper
2015	Going Beyond LATE: Bounding Average Treatment Effects of Job Corps Training. (2015). Flores-Lagunes, Alfonso ; Chen, Xuan . In: IZA Discussion Papers. RePEc:iza:izadps:dp9511. Full description at Econpapers \|\| Download paper
2015	Empirical Relevance of Ambiguity in First Price Auction Models. (2015). Aryal, Gaurab ; Kim, Dong-Hyuk . In: Papers. RePEc:arx:papers:1504.02516. Full description at Econpapers \|\| Download paper
2015	Smoking Initiation: Peers and Personality. (2015). Hsieh, Chih-Sheng ; van Kippersluis, Hans . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150093. Full description at Econpapers \|\| Download paper
2015	Urban Social Structure, Social Capital and Spatial Proximity. (2015). Zenou, Yves ; Picard, Pierre ; Patacchini, Eleonora. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10501. Full description at Econpapers \|\| Download paper
2015	Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2015). Prucha, Ingmar ; Kuersteiner, Guido. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5445. Full description at Econpapers \|\| Download paper
2015	Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: IZA Discussion Papers. RePEc:iza:izadps:dp8896. Full description at Econpapers \|\| Download paper
2015	Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:lacicr:1504. Full description at Econpapers \|\| Download paper
2015	Neighborhood Effects in Education. (2015). Zenou, Yves ; Patacchini, Eleonora ; Del Bello, Carlo Leone. In: IZA Discussion Papers. RePEc:iza:izadps:dp8956. Full description at Econpapers \|\| Download paper
2015	Games on Networks. (2015). Jackson, Matthew O. ; Zenou, Yves . In: Handbook of Game Theory with Economic Applications. RePEc:eee:gamchp:v:4:y:2015:i:c:p:95-163. Full description at Econpapers \|\| Download paper
2015	How Social Networks Shape Our Beliefs: A Natural Experiment among Future French Politicians. (2015). Zenou, Yves ; Do, Quoc-Anh ; Algan, Yann ; Le Chapelain, Alexis ; Dalvit, Nicolo . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/78vacv4udu92eq3fec89svm9uv. Full description at Econpapers \|\| Download paper
2015	Testing information diffusion in the decentralized unsecured market for euro funds. (2015). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1022_15. Full description at Econpapers \|\| Download paper
2015	Peer effects, fast food consumption and adolescent weight gain. (2015). Yazbeck, Myra ; Fortin, Bernard. In: Journal of Health Economics. RePEc:eee:jhecon:v:42:y:2015:i:c:p:125-138. Full description at Econpapers \|\| Download paper
2015	Utilizing spatial autoregressive models to identify peer effects among adolescents. (2015). Lin, XU. In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:3:p:929-960. Full description at Econpapers \|\| Download paper
2015	Parametric and Semiparametric IV Estimation of Network Models with Selectivity. (2015). Arduini, Tiziano ; Rainone, Edoardo ; Patacchini, Eleonora . In: EIEF Working Papers Series. RePEc:eie:wpaper:1509. Full description at Econpapers \|\| Download paper
2015	Spatial Methods. (2015). Gibbons, Steve ; Patacchini, Eleonora ; Overman, Henry G. In: Handbook of Regional and Urban Economics. RePEc:eee:regchp:5-115. Full description at Econpapers \|\| Download paper
2015	Neighborhood and Network Effects. (2015). Zenou, Yves ; Topa, Giorgio . In: Handbook of Regional and Urban Economics. RePEc:eee:regchp:5-561. Full description at Econpapers \|\| Download paper
2015	Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity. (2015). Pesaran, Hashem M. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:111-134. Full description at Econpapers \|\| Download paper
2015	Ready for boarding? The effects of a boarding school for disadvantaged students. (2015). Gurgand, Marc ; de Chaisemartin, ClÃÂ©ment ; Behaghel, Luc. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1059. Full description at Econpapers \|\| Download paper
2015	Inference for nonparametric high-frequency estimators with an application to time variation in betas. (2015). Kalnina, Ilze. In: Cahiers de recherche. RePEc:mtl:montde:2015-08. Full description at Econpapers \|\| Download paper
2015	Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices. (2015). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:284. Full description at Econpapers \|\| Download paper
2015	Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas. (2015). Kalnina, Ilze. In: Cahiers de recherche. RePEc:mtl:montec:13-2015. Full description at Econpapers \|\| Download paper
2015	Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting. (2015). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim. In: CREATES Research Papers. RePEc:aah:create:2015-14. Full description at Econpapers \|\| Download paper
2015	Changes in the global oil market. (2015). Osborn, Denise ; Bataa, Erdenebat. In: Working Papers. RePEc:lan:wpaper:75761696. Full description at Econpapers \|\| Download paper
2015	Edgeworth expansion for the pre-averaging estimator. (2015). Veliyev, Bezirgen ; Podolskij, Mark ; Yoshida, Nakahiro . In: CREATES Research Papers. RePEc:aah:create:2015-60. Full description at Econpapers \|\| Download paper
2015	Validity of Edgeworth expansions for realized volatility estimators. (2015). Veliyev, Bezirgen ; Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2015-21. Full description at Econpapers \|\| Download paper
2015	Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes. (2015). Patton, Andrew ; Liu, Lily Y. ; Sheppard, Kevin . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:293-311. Full description at Econpapers \|\| Download paper
2015	Edgeworth expansion for the pre-averaging estimator. (2015). Veliyev, Bezirgen ; Podolskij, Mark ; Yoshida, Nakahiro . In: Papers. RePEc:arx:papers:1512.04716. Full description at Econpapers \|\| Download paper
2015	Testing the separability condition in two-stage nonparametric models of production. (2015). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia . In: LEM Papers Series. RePEc:ssa:lemwps:2015/21. Full description at Econpapers \|\| Download paper
2015	Testing the Separability Condition in Two-Stage Nonparametric Models of Production. (2015). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia . In: DIAG Technical Reports. RePEc:aeg:report:2015-08. Full description at Econpapers \|\| Download paper
2015	npbr: A Package for Nonparametric Boundary Regression in R. (2015). Daouia, Abdelaati ; Noh, Hohsuk ; Laurent, Thibault . In: TSE Working Papers. RePEc:tse:wpaper:29308. Full description at Econpapers \|\| Download paper
2015	Optimal smoothing in nonparametric conditional quantile derivative function estimation. (2015). Lin, Wei ; Su, LI ; Cai, Zongwu . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:502-513. Full description at Econpapers \|\| Download paper
2015	The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence. (2015). Petraglia, Carmelo ; Crudu, Federico ; Ardizzi, G. In: Working Paper CRENoS. RePEc:cns:cnscwp:201517. Full description at Econpapers \|\| Download paper
2015	Mixed data kernel copulas. (2015). Racine, Jeffrey. In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:1:p:37-59. Full description at Econpapers \|\| Download paper
2015	Efficient estimation of Bayesian VARMAs with time-varying coefficients. (2015). Chan, Joshua ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-19. Full description at Econpapers \|\| Download paper
2015	Factor augmented autoregressive distributed lag models with macroeconomic applications. (2015). Stevanovic, Dalibor. In: CIRANO Working Papers. RePEc:cir:cirwor:2015s-33. Full description at Econpapers \|\| Download paper
2015	Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes. (2015). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Olubusoye, Olusanya E. In: Working Papers. RePEc:pre:wpaper:201580. Full description at Econpapers \|\| Download paper
2015	An improved bootstrap test of density ratio ordering. (2015). Beare, Brendan ; Shi, Xiaoxia . In: MPRA Paper. RePEc:pra:mprapa:74772. Full description at Econpapers \|\| Download paper
2015	Behavioral Responses to Local Tax Rates: Quasi-Experimental Evidence from a Foreigners Tax Scheme in Switzerland. (2015). Schmidheiny, Kurt ; Slotwinski, Michaela . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5518. Full description at Econpapers \|\| Download paper
2015	Behavioral Responses to Local Tax Rates: Quasi-Experimental Evidence from a Foreigners Tax Scheme in Switzerland. (2015). Schmidheiny, Kurt ; Slotwinski, Michaela . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10833. Full description at Econpapers \|\| Download paper
2015	Regression Discontinuity Designs Based on Population Thresholds: Pitfalls and Solutions. (2015). Grembi, Veronica ; Freier, Ronny . In: IZA Discussion Papers. RePEc:iza:izadps:dp9553. Full description at Econpapers \|\| Download paper
2015	Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach. (2015). Ghysels, Eric ; Ozkan, Nazire . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1009-1020. Full description at Econpapers \|\| Download paper
2015	The State and the Future of Cyprus Macroeconomic Forecasting. (2015). Andreou, Elena ; Kourtellos, Andros . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:9:y:2015:i:1:p:73-90. Full description at Econpapers \|\| Download paper
2015	Disaggregation methods based on MIDAS regression. (2015). Guay, Alain ; Maurin, Alain . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:123-129. Full description at Econpapers \|\| Download paper
2015	CONNECTION OF EUROPEAN ECONOMIC GROWTH WITH THE DYNAMICS OF VOLATILITY OF STOCK MARKET RETURNS. (2015). Calin, Adrian Cantemir ; Clin, Adrian Cantemir . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:19:y:2015:i:1:p:53-66. Full description at Econpapers \|\| Download paper
2015	Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; GuÃÂ©rin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252. Full description at Econpapers \|\| Download paper
2015	Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices?. (2015). Etienne, Xiaoli. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205124. Full description at Econpapers \|\| Download paper
2015	Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices. (2015). Etienne, Xiaoli. In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:211626. Full description at Econpapers \|\| Download paper
2015	Can market power be controlled by regulation of core prices alone?: An empirical analysis of airport demand and car rental price. (2015). Czerny, Achim I. ; Shi, Zijun ; Zhang, Anming . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150041. Full description at Econpapers \|\| Download paper
2015	How Falsifiable is the Collective Model? A New Test with an Application to Monogamous and Bigamous Households in Burkina Faso. (2015). Lacroix, Guy ; Fortin, Bernard ; Dauphin, Anyck . In: IZA Discussion Papers. RePEc:iza:izadps:dp9002. Full description at Econpapers \|\| Download paper
2015	Debt Concentration of European Firms. (2015). Giannetti, Caterina. In: SEP Working Papers. RePEc:ris:sepewp:2015_003. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Tractable Term-Structure Models and the Zero Lower Bound. (2015). Feunou, Bruno ; Lundblad, Christian ; LE, ANH ; Fontaine, Jean-Sebastien . In: Staff Working Papers. RePEc:bca:bocawp:15-46. Full description at Econpapers \|\| Download paper
2015	Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?. (2015). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:881. Full description at Econpapers \|\| Download paper
2015	Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?. (2015). Serletis, Apostolos ; Istiak, Khandokar . In: Working Papers. RePEc:clg:wpaper:2015-17. Full description at Econpapers \|\| Download paper
2015	Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Paper Series. RePEc:ecb:ecbwps:20151856. Full description at Econpapers \|\| Download paper
2015	Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38. Full description at Econpapers \|\| Download paper
2015	Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253. Full description at Econpapers \|\| Download paper
2015	Does money matter in the euro area? Evidence from a new Divisia index. (2015). Darvas, Zsolt. In: Economics Letters. RePEc:eee:ecolet:v:133:y:2015:i:c:p:123-126. Full description at Econpapers \|\| Download paper
2015	Corruption and management practices: Firm level evidence. (2015). Goujard, Antoine ; Athanasouli, Daphne . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:43:y:2015:i:4:p:1014-1034. Full description at Econpapers \|\| Download paper
2015	Tail risk premia and return predictability. (2015). Bollerslev, Tim ; Xu, Lai ; Todorov, Viktor . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:113-134. Full description at Econpapers \|\| Download paper
2015	US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85. Full description at Econpapers \|\| Download paper
2015	The impact of commercial sweeping on the demand for monetary assets during the Great Recession. (2015). Jones, Barry ; Fleissig, Adrian R. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:412-422. Full description at Econpapers \|\| Download paper
2015	A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306. Full description at Econpapers \|\| Download paper
2015	Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). Bulut, Levent. In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130. Full description at Econpapers \|\| Download paper
2015	The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure. (2015). Rubio-Ramirez, Juan F ; Caldara, Dario ; Arias, Jonas E.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1131. Full description at Econpapers \|\| Download paper
2015	Money and Output: Friedman and Schwartz Revisited. (2015). Ireland, Peter ; Belongia, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:21796. Full description at Econpapers \|\| Download paper
2015	Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates. (2015). Wolter, James . In: Economics Series Working Papers. RePEc:oxf:wpaper:761. Full description at Econpapers \|\| Download paper
2015	Modelling the Australian Dollar. (2015). Hambur, Jonathan ; Wright, Michelle ; Smith, Penelope ; Potter, Christopher ; Cockerell, Lynne . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2015-12. Full description at Econpapers \|\| Download paper
2015	The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure. (2015). Rubio-Ramirez, Juan F ; Caldara, Dario ; Arias, Jonas . In: 2015 Meeting Papers. RePEc:red:sed015:359. Full description at Econpapers \|\| Download paper
2015	Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Papers. RePEc:stm:wpaper:7. Full description at Econpapers \|\| Download paper
2015	Testing for Granger Causality in Large Mixed-Frequency VARs. (2015). Smeekes, Stephan ; Hecq, Alain ; GÃÂ¶tz, Thomas. In: Research Memorandum. RePEc:unm:umagsb:2015036. Full description at Econpapers \|\| Download paper
2015	Global Equity Market Volatility Spillovers: A Broader Role for the United States. (2015). Buncic, Daniel ; Gisler, Katja I. M., . In: Economics Working Paper Series. RePEc:usg:econwp:2015:08. Full description at Econpapers \|\| Download paper
2015	Macroeconomic Factors and Equity Premium Predictability. (2015). Buncic, Daniel ; Tischhauser, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2015:22. Full description at Econpapers \|\| Download paper
2015	Comparing predictive accuracy in small samples. (2015). Coroneo, Laura ; Iacone, Fabrizio . In: Discussion Papers. RePEc:yor:yorken:15/15. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso. (2014). Kock, Anders ; Caner, Mehmet. In: CREATES Research Papers. RePEc:aah:create:2014-36. Full description at Econpapers \|\| Download paper
2014	Inference in High-dimensional Dynamic Panel Data Models. (2014). Kock, Anders ; Tang, Haihan . In: CREATES Research Papers. RePEc:aah:create:2014-58. Full description at Econpapers \|\| Download paper
2014	USING IMPUTATION TECHNIQUES TO EVALUATE STOPPING RULES IN ADAPTIVE SURVEY DESIGN. (2014). Reiter, Jerry ; Paiva, Thais . In: Working Papers. RePEc:cen:wpaper:14-40. Full description at Econpapers \|\| Download paper
2014	Immmigration and Internal Mobility in Canada. (2014). Coulombe, Serge ; Beine, Michel . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4823. Full description at Econpapers \|\| Download paper
2014	Financial indicators signalling correlation changes in sovereign bond markets. (2014). Stein, Michael ; De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20141746. Full description at Econpapers \|\| Download paper
2014	GARCH with omitted persistent covariate. (2014). Han, Heejoon ; Park, Joon Y.. In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:248-254. Full description at Econpapers \|\| Download paper
2014	A bootstrap test for jumps in financial economics. (2014). Shin, Dong Wan ; Hwang, Eunju . In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:1:p:74-78. Full description at Econpapers \|\| Download paper
2014	Long memory dynamics for multivariate dependence under heavy tails. (2014). Lucas, AndrÃÂ© ; Koopman, Siem Jan ; Janus, Pawel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:187-206. Full description at Econpapers \|\| Download paper
2014	Recessions, Inequality, and Democratization. (2014). Maarek, Paul ; Dorsch, Michael. In: THEMA Working Papers. RePEc:ema:worpap:2014-19. Full description at Econpapers \|\| Download paper
2014	Can spanned term structure factors drive stochastic yield volatility?. (2014). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Christensen, Jens H. E., . In: Working Paper Series. RePEc:fip:fedfwp:2014-03. Full description at Econpapers \|\| Download paper
2014	Swiss unconventional monetary policy: lessons for the transmission of quantitative easing. (2014). Krogstrup, Signe ; Christensen, Jens ; Christensen, Jens H. E., . In: Working Paper Series. RePEc:fip:fedfwp:2014-18. Full description at Econpapers \|\| Download paper
2014	What Drives Bank Funding Spreads?. (2014). Lewis, Kurt ; King, Thomas. In: Working Paper Series. RePEc:fip:fedhwp:wp-2014-23. Full description at Econpapers \|\| Download paper
2014	On the role of recognition in consumer choice: A model comparison. (2014). Hilbig, Benjamin E.. In: Judgment and Decision Making. RePEc:jdm:journl:v:9:y:2014:i:1:p:51-57. Full description at Econpapers \|\| Download paper
2014	Panel Data Analysis with Heterogeneous Dynamics. (2014). Okui, Ryo ; Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:906. Full description at Econpapers \|\| Download paper
2014	Wirtschaftliche Partnerschaftsabkommen (EPAs) der EU mit Afrika: Dominanz der EU Exportinteressen statt Partnerschaft auf AugenhÃ¶he. (2014). Kohnert, Dirk. In: MPRA Paper. RePEc:pra:mprapa:56457. Full description at Econpapers \|\| Download paper
2014	Horse trading? EU-African Economic Partnership Agreements (EPAs). (2014). Kohnert, Dirk. In: MPRA Paper. RePEc:pra:mprapa:57070. Full description at Econpapers \|\| Download paper
2014	Kernel filtering of spot volatility in presence of LÃ©vy jumps and market microstructure noise. (2014). Zhang, BO ; Fang, Yue ; Zhao, Xujie ; Yu, Chao . In: MPRA Paper. RePEc:pra:mprapa:63293. Full description at Econpapers \|\| Download paper
2014	The Distribution of Household Spending in Australia. (2014). Finlay, Richard ; Beech, Amy ; Dollman, Rosetta ; la Cava, Gianni . In: RBA Bulletin. RePEc:rba:rbabul:mar2014-02. Full description at Econpapers \|\| Download paper
2014	Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Clements, Michael ; Galvo, Ana Beatriz . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-04. Full description at Econpapers \|\| Download paper
2014	Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, AndrÃÂ©. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130063. Full description at Econpapers \|\| Download paper
2014	Discussion of âPrincipal Volatility Component Analysisâ by Yu-Pin Hu and Ruey Tsay. (2014). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140025. Full description at Econpapers \|\| Download paper
2014	Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties. (2014). Lucas, AndrÃÂ© ; Koopman, Siem Jan ; Blasques, Francisco ; and André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140074. Full description at Econpapers \|\| Download paper
2014	Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Schaumburg, Julia ; Lucas, AndrÃÂ© ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107. Full description at Econpapers \|\| Download paper
2014	Combined Density Nowcasting in an Uncertain Economic Environment. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140152. Full description at Econpapers \|\| Download paper
2014	A Nonparametric Test of Exogenous Participation in First-Price Auctions. (2014). Liu, Nianqing ; Luo, Yao . In: Working Papers. RePEc:tor:tecipa:tecipa-519. Full description at Econpapers \|\| Download paper
2014	Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Schaumburg, Julia ; Lucas, AndrÃÂ© ; Koopman, Siem Jan ; Blasques, Francisco. In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory. (2013). Nonejad, Nima . In: CREATES Research Papers. RePEc:aah:create:2013-24. Full description at Econpapers \|\| Download paper
2013	Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Ng, Serena ; Wright, Jonathan H.. In: Journal of Economic Literature. RePEc:aea:jeclit:v:51:y:2013:i:4:p:1120-54. Full description at Econpapers \|\| Download paper
2013	Long- versus medium-run identification in fractionally integrated VAR models. (2013). Weigand, Roland ; Weber, Enzo ; Tschernig, Rolf. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29162. Full description at Econpapers \|\| Download paper
2013	Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances. (2013). Luger, Richard ; Gungor, Sermin. In: Staff Working Papers. RePEc:bca:bocawp:13-16. Full description at Econpapers \|\| Download paper
2013	Regime Switches in the Risk-Return Trade-Off. (2013). Marcellino, Massimiliano ; GuÃÂ©rin, Pierre ; Ghysels, Eric . In: Staff Working Papers. RePEc:bca:bocawp:13-51. Full description at Econpapers \|\| Download paper
2013	Forecasting growth during the Great Recession: is financial volatility the missing ingredient?. (2013). Marsilli, ClÃÂ©ment ; Ferrara, Laurent ; Ortega, J-P., . In: Working papers. RePEc:bfr:banfra:454. Full description at Econpapers \|\| Download paper
2013	On the correlation between commodity and equity returns: implications for portfolio allocation. (2013). Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:420. Full description at Econpapers \|\| Download paper
2013	Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section. (2013). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele. In: Working Paper. RePEc:bno:worpap:2013_19. Full description at Econpapers \|\| Download paper
2013	Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach. (2013). Kimura, Takeshi ; Nakajima, Jouchi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:13-e-7. Full description at Econpapers \|\| Download paper
2013	Social Networks and Peer Effects at Work. (2013). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-27. Full description at Econpapers \|\| Download paper
2013	De Finetti Meets Ellsberg. (2013). Epstein, Larry ; Seo, Kyoungwon . In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-35. Full description at Econpapers \|\| Download paper
2013	Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility. (2013). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9312. Full description at Econpapers \|\| Download paper
2013	Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?. (2013). Rossi, Barbara ; GÃÂ¼rkaynak, Refet ; Gurkaynak, Refet S. ; Kisacikoglu, Burin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9576. Full description at Econpapers \|\| Download paper
2013	Regime Switches in the Risk-Return Trade-off. (2013). Marcellino, Massimiliano ; GuÃÂ©rin, Pierre ; Ghysels, Eric . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9698. Full description at Econpapers \|\| Download paper
2013	The Allocation of Time in Sleep: a Social Network Model with Sampled Data. (2013). Patacchini, Eleonora ; Liu, Xiaodong ; Rainone, Edoardo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9752. Full description at Econpapers \|\| Download paper
2013	On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26. Full description at Econpapers \|\| Download paper
2013	The effect of Teach for America on the distribution of student achievement in primary school: Evidence from a randomized experiment. (2013). Antecol, Heather ; Eren, Ozkan . In: Economics of Education Review. RePEc:eee:ecoedu:v:37:y:2013:i:c:p:113-125. Full description at Econpapers \|\| Download paper
2013	Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers \|\| Download paper
2013	Efficient estimation of partially linear varying coefficient models. (2013). Ouyang, Min ; Long, Wei ; Shang, Ying . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:1:p:79-81. Full description at Econpapers \|\| Download paper
2013	Moving average stochastic volatility models with application to inflation forecast. (2013). Chan, Joshua ; Chan, Joshua C. C., . In: Journal of Econometrics. RePEc:eee:econom:v:176:y:2013:i:2:p:162-172. Full description at Econpapers \|\| Download paper
2013	Time-varying combinations of predictive densities using nonlinear filtering. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:213-232. Full description at Econpapers \|\| Download paper
2013	Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:357-373. Full description at Econpapers \|\| Download paper
2013	Optimal choice of a reserve price under uncertainty. (2013). Kim, Dong-Hyuk . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:31:y:2013:i:5:p:587-602. Full description at Econpapers \|\| Download paper
2013	Changes in predictive ability with mixed frequency data. (2013). GalvÃÂ£o, Ana ; Galvo, Ana Beatriz . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:395-410. Full description at Econpapers \|\| Download paper
2013	Dynamic relationship between precious metals. (2013). Åensoy, Ahmet ; Sensoy, Ahmet . In: Resources Policy. RePEc:eee:jrpoli:v:38:y:2013:i:4:p:504-511. Full description at Econpapers \|\| Download paper
2013	The effect of noncognitive ability on the earnings of young men: A distributional analysis with measurement error correction. (2013). Eren, Ozkan . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:293-304. Full description at Econpapers \|\| Download paper
2013	Alternative econometric implementations of multi-factor models of the U.S. financial markets. (2013). Ravazzolo, Francesco ; Guidolin, Massimo ; Tortora, Andrea Donato . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:53:y:2013:i:2:p:87-111. Full description at Econpapers \|\| Download paper
2013	Risk and return in the Tehran stock exchange. (2013). Jahan-Parvar, Mohammad ; Mohammadi, Hassan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:53:y:2013:i:3:p:238-256. Full description at Econpapers \|\| Download paper
2013	A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance. (2013). Pinquet, Jean ; Michaud, Pierre-Carl ; Dionne, Georges. In: Research in Transportation Economics. RePEc:eee:retrec:v:43:y:2013:i:1:p:85-97. Full description at Econpapers \|\| Download paper
2013	Greece in recession: economic predictions, mispredictions and policy implications. (2013). Prodromidis, Prodromos ; Petralias, Athanassios ; Petros, Sotirios . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:52626. Full description at Econpapers \|\| Download paper
2013	Modeling the impact of forecast-based regime switches on macroeconomic time series. (2013). Paap, Richard ; Bel, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40884. Full description at Econpapers \|\| Download paper
2013	Social Networks and Peer Effects at Works. (2013). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: Working Papers. RePEc:gat:wpaper:1323. Full description at Econpapers \|\| Download paper
2013	Social Networks and Peer Effects at Work. (2013). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: Working Papers. RePEc:hal:wpaper:halshs-00855047. Full description at Econpapers \|\| Download paper
2013	Greece in Recession: Economic predictions, mispredictions and policy implications. (2013). Prodromidis, Prodromos ; Petralias, Athanassios ; Petros, Sotirios . In: GreeSE â Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:75. Full description at Econpapers \|\| Download paper
2013	Social Networks and Peer Effects at Work. (2013). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: IZA Discussion Papers. RePEc:iza:izadps:dp7521. Full description at Econpapers \|\| Download paper
2013	Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes. (2013). Barsoum, Fady ; Stankiewicz, Sandra . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1310. Full description at Econpapers \|\| Download paper
2013	Social Networks and Peer Effects at Work. (2013). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: Cahiers de recherche. RePEc:lvl:lacicr:1320. Full description at Econpapers \|\| Download paper
2013	The Allocation of Time in Sleep: A Social Network Model with Sampled Data. (2013). Patacchini, Eleonora ; Liu, Xiaodong ; Rainone, Edoardo . In: Center for Policy Research Working Papers. RePEc:max:cprwps:162. Full description at Econpapers \|\| Download paper
2013	Mixed Data Kernel Copulas. (2013). Racine, Jeffrey. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2013-12. Full description at Econpapers \|\| Download paper
2013	âThey do know what they are doing... at least most of them.â Asymmetric Information in the (private) Disability Insurance. (2013). . In: MEA discussion paper series. RePEc:mea:meawpa:12260. Full description at Econpapers \|\| Download paper
2013	Ã¢â¬ÅThey do know what they are doing... at least most of them.Ã¢â¬ Asymmetric Information in the (private) Disability Insurance. (2013). Spindler, Martin . In: MEA discussion paper series. RePEc:mea:meawpa:201209. Full description at Econpapers \|\| Download paper
2013	Non- and Semi-Parametric Panel Data Models: A Selective Review. (2013). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-18. Full description at Econpapers \|\| Download paper
2013	In the Shadow of a Giant: Medicares Influence on Private Physician Payments. (2013). Gottlieb, Joshua ; Clemens, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:19503. Full description at Econpapers \|\| Download paper
2013	Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks. (2013). Chen, Shiu-Sheng. In: MPRA Paper. RePEc:pra:mprapa:49240. Full description at Econpapers \|\| Download paper
2013	Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia . In: MPRA Paper. RePEc:pra:mprapa:50940. Full description at Econpapers \|\| Download paper
2013	A bootstrapped spectral test for adequacy in weak ARMA models. (2013). Zhu, Ke ; Li, Wai-Keung . In: MPRA Paper. RePEc:pra:mprapa:51224. Full description at Econpapers \|\| Download paper
2013	Markov-Switching Quantile Autoregression. (2013). Liu, Xiaochun. In: MPRA Paper. RePEc:pra:mprapa:55800. Full description at Econpapers \|\| Download paper
2013	Mixed Data Kernel Copulas. (2013). Racine, Jeffrey. In: Working Paper Series. RePEc:rim:rimwps:46_13. Full description at Econpapers \|\| Download paper
2013	Structural Evolution of the Postwar U.S. Economy. (2013). Morley, James ; Liu, Yuelin. In: Discussion Papers. RePEc:swe:wpaper:2013-15a. Full description at Econpapers \|\| Download paper
2013	Forecasting yield spreads under crisis-induced multiple breakpoints. (2013). Guidolin, Massimo ; Grazzini, Caterina Forti . In: Applied Economics Letters. RePEc:taf:apeclt:v:20:y:2013:i:18:p:1656-1664. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2012

Year	Citing document
2012	Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2012). Chan, Joshua ; Joshua C C Chan, ; Joshua C C Chan, . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2012-591. Full description at Econpapers \|\| Download paper
2012	Combination of Combinations of P-values. (2012). Sheng, Xuguang. In: Working Papers. RePEc:amu:wpaper:2012-11. Full description at Econpapers \|\| Download paper
2012	How should we treat under-performing schools? A regression discontinuity analysis of school inspections in England. (2012). Allen, Rebecca ; Burgess, Simon . In: The Centre for Market and Public Organisation. RePEc:bri:cmpowp:12/287. Full description at Econpapers \|\| Download paper
2012	The Tragedy of the Commons and Inflation Bias in the Euro Area. (2012). Westermann, Frank ; Steinkamp, Sven ; Dinger, Valeriya. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4036. Full description at Econpapers \|\| Download paper
2012	A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts. (2012). Pincheira, Pablo. In: Journal EconomÃa Chilena (The Chilean Economy). RePEc:chb:bcchec:v:15:y:2012:i:3:p:04-39. Full description at Econpapers \|\| Download paper
2012	Are Forecast Combinations Efficient?. (2012). Pincheira, Pablo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:661. Full description at Econpapers \|\| Download paper
2012	. Full description at Econpapers \|\| Download paper
2012	The impact of the Securities Markets Programme. (2012). Manganelli, Simone . In: Research Bulletin. RePEc:ecb:ecbrbu:2012:0017:1. Full description at Econpapers \|\| Download paper
2012	Conditional probabilities and contagion measures for euro area sovereign default risk. (2012). Schwaab, Bernd. In: Research Bulletin. RePEc:ecb:ecbrbu:2012:0017:2. Full description at Econpapers \|\| Download paper
2012	Bank dependence and investment during the financial crisis. (2012). Vermeulen, Philip. In: Research Bulletin. RePEc:ecb:ecbrbu:2012:0017:3. Full description at Econpapers \|\| Download paper
2012	Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris. In: SIRE Discussion Papers. RePEc:edn:sirdps:317. Full description at Econpapers \|\| Download paper
2012	Debts on debts. (2012). Wu, Zhongmin ; Wang, Le ; Faria, Joao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:2:p:203-219. Full description at Econpapers \|\| Download paper
2012	Testing forecasting model versatility. (2012). Taylor, Nick. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:803-806. Full description at Econpapers \|\| Download paper
2012	Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence. (2012). Hung, Chi-Hsiou ; Azad, A.S.M. ; Azad, A. S. M. Sohel, ; Fang, Victor . In: International Review of Financial Analysis. RePEc:eee:finana:v:22:y:2012:i:c:p:38-47. Full description at Econpapers \|\| Download paper
2012	Empirical bias in intraday volatility measures. (2012). SÃÂ©vi, BenoÃÂ®t ; Ielpo, Florian ; Fang, Yan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:4:p:231-237. Full description at Econpapers \|\| Download paper
2012	Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:32526. Full description at Econpapers \|\| Download paper
2012	Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics. (2012). Hansen, Peter ; Timmermann, Allan . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/24. Full description at Econpapers \|\| Download paper
2012	The response of interest rates to U.S. and U.K. quantitative easing. (2012). Rudebusch, Glenn ; Christensen, Jens ; Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2012-06. Full description at Econpapers \|\| Download paper
2012	International channels of the Fedâs unconventional monetary policy. (2012). Neely, Christopher ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2012-12. Full description at Econpapers \|\| Download paper
2012	Methods of policy accommodation at the interest-rate lower bound. (2012). Woodford, Michael. In: Proceedings - Economic Policy Symposium - Jackson Hole. RePEc:fip:fedkpr:y:2012:p:185-288. Full description at Econpapers \|\| Download paper
2012	International channels of the Fedâs unconventional monetary policy. (2012). Neely, Christopher ; Bauer, Michael. In: Working Papers. RePEc:fip:fedlwp:2012-028. Full description at Econpapers \|\| Download paper
2012	The Tragedy of the Commons and Inflation Bias in the Euro Area. (2012). Westermann, Frank ; Steinkamp, Sven ; Dinger, Valeriya. In: Working Papers. RePEc:iee:wpaper:wp0094. Full description at Econpapers \|\| Download paper
2012	GMM Estimation of Mixtures from Grouped Data:. (2012). Hajargasht, Gholamreza ; Griffiths, William. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1148. Full description at Econpapers \|\| Download paper
2012	Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance. (2012). Hajargasht, Gholamreza ; Griffiths, William. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1149. Full description at Econpapers \|\| Download paper
2012	Calculating Poverty Measures from the Generalized Beta Income Distribution. (2012). Rao, D.S. Prasada ; Griffiths, William ; Chotikapanich, Duangkamon ; DUANGKAMON CHOTIKAPANICH, WILLIAM GRIFFITHS, WASAN, . In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1154. Full description at Econpapers \|\| Download paper
2012	Academic Inbreeding and Research Productivity in Australian Law Schools. (2012). Smyth, Russell ; Mishra, Vinod. In: Monash Economics Working Papers. RePEc:mos:moswps:2012-46. Full description at Econpapers \|\| Download paper
2012	Are More Senior Academics Really More Research Productive than Junior Academics? Evidence from Australian Law Schools. (2012). Smyth, Russell ; Mishra, Vinod. In: Monash Economics Working Papers. RePEc:mos:moswps:2012-47. Full description at Econpapers \|\| Download paper
2012	Returns to Schooling in Urban China, 2001-2010: Evidence from Three Waves of the China Urban Labor Survey. (2012). Smyth, Russell ; Gao, Wenshu . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-50. Full description at Econpapers \|\| Download paper
2012	It Pays to Be Happy (If You are a Man): Subjective Wellbeing and the Gender Wage Gap in Urban China. (2012). Smyth, Russell ; Mishra, Vinod. In: Monash Economics Working Papers. RePEc:mos:moswps:2012-51. Full description at Econpapers \|\| Download paper
2012	Regime switches in the volatility and correlation of financial institutions. (2012). Koopman, Siem Jan ; Danielsson, Jon ; Boudt, Kris . In: Working Paper Research. RePEc:nbb:reswpp:201210-227. Full description at Econpapers \|\| Download paper
2012	Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2012). Diebold, Francis. In: NBER Working Papers. RePEc:nbr:nberwo:18391. Full description at Econpapers \|\| Download paper
2012	Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:38591. Full description at Econpapers \|\| Download paper
2012	How should we treat under-performing schools? A regression discontinuity analysis of school inspections in England. (2012). Burgess, Simon ; Allen, Rebecca. In: DoQSS Working Papers. RePEc:qss:dqsswp:1202. Full description at Econpapers \|\| Download paper
2012	LetÂ´s do it again: bagging equity premium predictors. (2012). Medeiros, Marcelo ; Lee, Tae Hwy ; Hillebrand, Eric. In: Textos para discussÃ£o. RePEc:rio:texdis:604. Full description at Econpapers \|\| Download paper
2012	Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120118. Full description at Econpapers \|\| Download paper
2012	Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1206. Full description at Econpapers \|\| Download paper
2012	Term Structure Persistence. (2012). Moreno, Antonio ; Lovcha, Yuliya ; Gil-Alana, Luis ; Abbritti, Mirko. In: Faculty Working Papers. RePEc:una:unccee:wp2612. Full description at Econpapers \|\| Download paper
2012	Out-of-sample forecast tests robust to the choice of window size. (2012). Rossi, Barbara ; Inoue, Atsushi. In: Economics Working Papers. RePEc:upf:upfgen:1404. Full description at Econpapers \|\| Download paper
2012	Health and Wealth: Short Panel Granger Causality Tests for Developing Countries. (2012). Roy, Nilanjana ; Clarke, Judith ; Chen, Weichun . In: Econometrics Working Papers. RePEc:vic:vicewp:1204. Full description at Econpapers \|\| Download paper
2012	IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. (2012). Demetrescu, Matei ; Tarcolea, Adina ; Hanck, Christoph . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62072. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	CIRANO Working Papers / CIRANO	2
2	Review / Federal Reserve Bank of St. Louis	2
3	Statistical Methods & Applications / Springer	1
4	CSEF Working Papers / Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy	1
5	Working Papers / Queen Mary University of London, School of Economics and Finance	1
6	IHEID Working Papers / Economics Section, The Graduate Institute of International Studies	1
7	Review of World Economics (Weltwirtschaftliches Archiv) / Springer	1
8	ICMA Centre Discussion Papers in Finance / Henley Business School, Reading University	1
9	International Journal of Educational Development / Elsevier	1
10	Working Papers / University of Strathclyde Business School, Department of Economics	1
11	2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts / Agricultural and Applied Economics Association	1

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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