Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

CAMA Working Papers / Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University


1.17

Impact Factor

1.06

5-Years IF

20

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.370400 (%)0.18
20030.4000 (%)0.19
20040.41141460.4322003 (13.6%)50.360.18
20050.140.430.14294350.12921421427 (7.6%)20.070.21
20060.210.440.212669160.23724394392 (2.8%)60.230.19
20070.270.370.2831100240.241505515691914 (9.3%)30.10.17
20080.510.390.4139139510.371315729100415 (3.8%)40.10.17
20090.50.360.3529168580.351477035139493 (2%)80.280.17
20100.50.340.4441209780.372526834154679 (3.6%)80.20.15
20110.530.410.4537246900.3717370371667413 (7.5%)90.240.2
20120.650.450.64563021420.47145785117711311 (7.6%)170.30.21
20130.680.50.73783802380.63435936320214721 (4.8%)470.60.2
20140.870.550.9784583220.728513411724121823 (8.1%)560.720.25
20151.30.571.03485063910.771431562032902998 (5.6%)290.60.26
20161.170.661.06745804500.781121261472973153 (2.7%)430.580.34
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:


#YearTitleCited
12010Inflation in an Era of Relative Pirce Shocks. (2010). Jones, Callum ; Fry, Renee ; Kent, Christopher . In: CAMA Working Papers. RePEc:een:camaaa:2010-38.

Full description at Econpapers || Download paper

80
22009RECOVERY BEFORE REDEMPTION: A THEORY OF DELAYS IN SOVEREIGN DEBT RENEGOTIATIONS. (2009). Wright, Mark ; Benjamin, David ; Mark L. J. Wright, ; Mark L . J. Wright, . In: CAMA Working Papers. RePEc:een:camaaa:2009-15.

Full description at Econpapers || Download paper

80
32007DO COUNTRIES DEFAULT IN BAD TIMES?. (2007). Wright, Mark ; Mark L . J. Wright, ; Tomz, Michael ; Mark L. J. Wright, . In: CAMA Working Papers. RePEc:een:camaaa:2007-23.

Full description at Econpapers || Download paper

78
42010The effects of bank capital on lending: What do we know, and what does it mean?. (2010). Berrospide, Jose M. ; Edge, Rochelle M.. In: CAMA Working Papers. RePEc:een:camaaa:2010-26.

Full description at Econpapers || Download paper

75
52011The Role of Energy in the Industrial Revolution and Modern Economic Growth. (2011). Stern, David ; Kander, Astrid. In: CAMA Working Papers. RePEc:een:camaaa:2011-01.

Full description at Econpapers || Download paper

57
62013Subjective Well-Being and Income: Is There Any Evidence of Satiation?. (2013). Wolfers, Justin ; Stevenson, Betsey ; Siregar, Reza Yamora . In: CAMA Working Papers. RePEc:een:camaaa:2013-21.

Full description at Econpapers || Download paper

56
72013Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model. (2013). Kollmann, Robert. In: CAMA Working Papers. RePEc:een:camaaa:2013-30.

Full description at Econpapers || Download paper

48
82013Causality Between Energy and Output in the Long-Run. (2013). Stern, David ; Enflo, Kerstin. In: CAMA Working Papers. RePEc:een:camaaa:2013-01.

Full description at Econpapers || Download paper

43
92010Four Centuries of British Economic Growth: The Roles of Technology and Population. (2010). Madsen, Jakob ; Banerjee, Rajabrata ; Ang, James ; JakobB. Madsen, . In: CAMA Working Papers. RePEc:een:camaaa:2010-18.

Full description at Econpapers || Download paper

33
102015The great plunge in oil prices: causes, consequences, and policy responses. (2015). Ohnsorge, Franziska ; Kose, Ayhan ; Baffes, John ; Stocker, Marc . In: CAMA Working Papers. RePEc:een:camaaa:2015-23.

Full description at Econpapers || Download paper

30
112008INFLATION DYNAMICS WITH SEARCH FRCTIONS: A STRUCTURAL ECONOMETRIC ANALYSIS. (2008). Krause, Michael ; Lopez-Salido, David ; Lubik, Thomas . In: CAMA Working Papers. RePEc:een:camaaa:2008-06.

Full description at Econpapers || Download paper

30
122013Financial Crises: Explanations, Types and Implications. (2013). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2013-06.

Full description at Econpapers || Download paper

28
132011Trust in Public Institutions over the Business Cycle. (2011). Wolfers, Justin ; Stevenson, Betsey. In: CAMA Working Papers. RePEc:een:camaaa:2011-06.

Full description at Econpapers || Download paper

27
142013Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2013). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2013-31.

Full description at Econpapers || Download paper

26
152013Empirical Research on Sovereign Debt and Default. (2013). Wright, Mark ; Mark L . J. Wright, ; Tomz, Michael ; Mark L. J. Wright, . In: CAMA Working Papers. RePEc:een:camaaa:2013-16.

Full description at Econpapers || Download paper

24
162014International Capital Flows and the Boom-Bust Cycle in Spain. (2014). Ratto, Marco ; Pataracchia, Beatrice ; Kollmann, Robert ; in 't Veld, Jan ; Roeger, Werner . In: CAMA Working Papers. RePEc:een:camaaa:2014-40.

Full description at Econpapers || Download paper

23
172014Wage Determination and Imperfect Competition. (2014). Booth, Alison. In: CAMA Working Papers. RePEc:een:camaaa:2014-27.

Full description at Econpapers || Download paper

22
182009THE ECONOMIC AND ENVIRONMENTAL EFFECTS OF BORDER TAX ADJUSTMENTS FOR CLIMATE POLICY. (2009). Wilcoxen, Peter ; McKibbin, Warwick ; Warwick J. Mc Kibbin, . In: CAMA Working Papers. RePEc:een:camaaa:2009-09.

Full description at Econpapers || Download paper

21
192014Measuring the stance of monetary policy in conventional and unconventional environments. (2014). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2014-06.

Full description at Econpapers || Download paper

21
202008LEARNING, EXPECTATIONS FORMATION, AND THE PITFALLS OF OPTIMAL CONTROL MONETARY POLICY. (2008). Williams, John ; Orphanides, Athanasios. In: CAMA Working Papers. RePEc:een:camaaa:2008-17.

Full description at Econpapers || Download paper

21
212013Global House Price Fluctuations: Synchronization and Determinants. (2013). Terrones, Marco ; Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki. In: CAMA Working Papers. RePEc:een:camaaa:2013-07.

Full description at Econpapers || Download paper

20
222015The 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

20
232016Shocking language: understanding the macroeconomic effects of central bank communication. (2016). Hansen, Stephen ; McMahon, Michael . In: CAMA Working Papers. RePEc:een:camaaa:2016-04.

Full description at Econpapers || Download paper

19
242005CONVERGENCE AND PER CAPITA CARBON EMISSIONS. (2005). Stegman, Alison ; McKibbin, Warwick ; Warwick J. Mc Kibbin, . In: CAMA Working Papers. RePEc:een:camaaa:2005-10.

Full description at Econpapers || Download paper

19
252012Self-Fulfilling Crises in the Eurozone. An Empirical Test. (2012). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei . In: CAMA Working Papers. RePEc:een:camaaa:2012-37.

Full description at Econpapers || Download paper

18
262013Shadow banks and macroeconomic instability. (2013). Nelson, Benjamin ; Meeks, Roland ; Alessandri, Piergiorgio. In: CAMA Working Papers. RePEc:een:camaaa:2013-78.

Full description at Econpapers || Download paper

18
272015Selective reporting and the social cost of carbon. (2015). Zilberman, David ; Janda, Karel ; Irsova, Zuzana ; Havranek, Tomas. In: CAMA Working Papers. RePEc:een:camaaa:2015-28.

Full description at Econpapers || Download paper

18
282005SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH. (2005). pagan, adrian ; Fry-McKibbin, Renee. In: CAMA Working Papers. RePEc:een:camaaa:2005-19.

Full description at Econpapers || Download paper

18
292014Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23.

Full description at Econpapers || Download paper

17
302008SOVEREIGN THEFT: THEORY AND EVIDENCE ABOUT SOVEREIGN DEFAULT AND EXPROPRIATION. (2008). Wright, Mark ; Mark L . J. Wright, ; Tomz, Michael ; Mark L. J. Wright, . In: CAMA Working Papers. RePEc:een:camaaa:2008-07.

Full description at Econpapers || Download paper

17
312006Global Macroeconomic Consequences of Pandemic Influenza. (2006). McKibbin, Warwick ; Sidorenko, Alexandra . In: CAMA Working Papers. RePEc:een:camaaa:2006-26.

Full description at Econpapers || Download paper

16
322014Real Exchange Rates and Sectoral Productivity in the Eurozone. (2014). Engel, Charles ; Devereux, Michael ; Berka, Martin. In: CAMA Working Papers. RePEc:een:camaaa:2014-66.

Full description at Econpapers || Download paper

16
332007THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR. (2007). Fry-McKibbin, Renee ; Dungey, Mardi. In: CAMA Working Papers. RePEc:een:camaaa:2007-29.

Full description at Econpapers || Download paper

16
342016The post-crisis slump in the Euro area and the US: evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: CAMA Working Papers. RePEc:een:camaaa:2016-10.

Full description at Econpapers || Download paper

15
352010Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve. (2010). Groshenny, Nicolas. In: CAMA Working Papers. RePEc:een:camaaa:2010-37.

Full description at Econpapers || Download paper

14
362011Actually This Time Is Different. (2011). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: CAMA Working Papers. RePEc:een:camaaa:2011-12.

Full description at Econpapers || Download paper

14
372012Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David . In: CAMA Working Papers. RePEc:een:camaaa:2012-47.

Full description at Econpapers || Download paper

14
382013Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence. (2013). Hsiao, Cody Yu-Ling ; Chan, Joshua ; Cody Y L Hsiao, ; Joshua C C Chan, ; Joshua C C Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2013-74.

Full description at Econpapers || Download paper

13
392012Mutual Responsiveness of Biofuels, Fuels and Food Prices. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel. In: CAMA Working Papers. RePEc:een:camaaa:2012-38.

Full description at Econpapers || Download paper

13
402006A CREDIBLE FOUNDATION FOR LONG TERM INTERNATIONAL COOPERATION ON CLIMATE CHANGE. (2006). Wilcoxen, Peter ; McKibbin, Warwick ; Warwick J. Mc Kibbin, . In: CAMA Working Papers. RePEc:een:camaaa:2006-15.

Full description at Econpapers || Download paper

13
412014The Impact of Oil Price Shocks on U.S. Bond Market Returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2014-33.

Full description at Econpapers || Download paper

13
422013Time-Frequency Dynamics of Biofuels-Fuels-Food System. (2013). Vacha, Lukas ; Krištoufek, Ladislav ; Janda, Karel ; Zilbermand, David ; Kristoufek, Ladislav . In: CAMA Working Papers. RePEc:een:camaaa:2013-27.

Full description at Econpapers || Download paper

13
432013A tractable framework for zero-lower-bound Gaussian term structure models. (2013). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2013-49.

Full description at Econpapers || Download paper

13
442014Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-09.

Full description at Econpapers || Download paper

12
452005CONVERGENCE IN CARBON EMISSIONS PER CAPITA. (2005). Stegman, Alison. In: CAMA Working Papers. RePEc:een:camaaa:2005-08.

Full description at Econpapers || Download paper

12
462010What determines European real exchange rates?. (2010). Devereux, Michael ; Berka, Martin. In: CAMA Working Papers. RePEc:een:camaaa:2010-17.

Full description at Econpapers || Download paper

11
472013Regionalization vs. Globalization. (2013). Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki. In: CAMA Working Papers. RePEc:een:camaaa:2013-09.

Full description at Econpapers || Download paper

11
482016China’s slowdown and global financial market volatility: Is world growth losing out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: CAMA Working Papers. RePEc:een:camaaa:2016-57.

Full description at Econpapers || Download paper

11
492008THE INDIAN GROWTH MIRACLE AND ENDOGENOUS GROWTH. (2008). Saxena, Shishir ; Madsen, Jakob ; Ang, James ; JakobB. Madsen, . In: CAMA Working Papers. RePEc:een:camaaa:2008-29.

Full description at Econpapers || Download paper

11
502014Modelling Inflation Volatility. (2014). Strachan, Rodney ; Eisenstat, Eric. In: CAMA Working Papers. RePEc:een:camaaa:2014-21.

Full description at Econpapers || Download paper

11

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


#YearTitleCited
12013Subjective Well-Being and Income: Is There Any Evidence of Satiation?. (2013). Wolfers, Justin ; Stevenson, Betsey ; Siregar, Reza Yamora . In: CAMA Working Papers. RePEc:een:camaaa:2013-21.

Full description at Econpapers || Download paper

46
22010The effects of bank capital on lending: What do we know, and what does it mean?. (2010). Berrospide, Jose M. ; Edge, Rochelle M.. In: CAMA Working Papers. RePEc:een:camaaa:2010-26.

Full description at Econpapers || Download paper

41
32013Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model. (2013). Kollmann, Robert. In: CAMA Working Papers. RePEc:een:camaaa:2013-30.

Full description at Econpapers || Download paper

35
42011The Role of Energy in the Industrial Revolution and Modern Economic Growth. (2011). Stern, David ; Kander, Astrid. In: CAMA Working Papers. RePEc:een:camaaa:2011-01.

Full description at Econpapers || Download paper

34
52013Causality Between Energy and Output in the Long-Run. (2013). Stern, David ; Enflo, Kerstin. In: CAMA Working Papers. RePEc:een:camaaa:2013-01.

Full description at Econpapers || Download paper

31
62015The great plunge in oil prices: causes, consequences, and policy responses. (2015). Ohnsorge, Franziska ; Kose, Ayhan ; Baffes, John ; Stocker, Marc . In: CAMA Working Papers. RePEc:een:camaaa:2015-23.

Full description at Econpapers || Download paper

30
72009RECOVERY BEFORE REDEMPTION: A THEORY OF DELAYS IN SOVEREIGN DEBT RENEGOTIATIONS. (2009). Wright, Mark ; Benjamin, David ; Mark L. J. Wright, ; Mark L . J. Wright, . In: CAMA Working Papers. RePEc:een:camaaa:2009-15.

Full description at Econpapers || Download paper

27
82010Inflation in an Era of Relative Pirce Shocks. (2010). Jones, Callum ; Fry, Renee ; Kent, Christopher . In: CAMA Working Papers. RePEc:een:camaaa:2010-38.

Full description at Econpapers || Download paper

24
92013Financial Crises: Explanations, Types and Implications. (2013). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2013-06.

Full description at Econpapers || Download paper

20
102014Wage Determination and Imperfect Competition. (2014). Booth, Alison. In: CAMA Working Papers. RePEc:een:camaaa:2014-27.

Full description at Econpapers || Download paper

20
112013Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2013). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2013-31.

Full description at Econpapers || Download paper

19
122016Shocking language: understanding the macroeconomic effects of central bank communication. (2016). Hansen, Stephen ; McMahon, Michael . In: CAMA Working Papers. RePEc:een:camaaa:2016-04.

Full description at Econpapers || Download paper

19
132013Empirical Research on Sovereign Debt and Default. (2013). Wright, Mark ; Mark L . J. Wright, ; Tomz, Michael ; Mark L. J. Wright, . In: CAMA Working Papers. RePEc:een:camaaa:2013-16.

Full description at Econpapers || Download paper

19
142015The 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

18
152015Selective reporting and the social cost of carbon. (2015). Zilberman, David ; Janda, Karel ; Irsova, Zuzana ; Havranek, Tomas. In: CAMA Working Papers. RePEc:een:camaaa:2015-28.

Full description at Econpapers || Download paper

18
162014Measuring the stance of monetary policy in conventional and unconventional environments. (2014). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2014-06.

Full description at Econpapers || Download paper

16
172014International Capital Flows and the Boom-Bust Cycle in Spain. (2014). Ratto, Marco ; Pataracchia, Beatrice ; Kollmann, Robert ; in 't Veld, Jan ; Roeger, Werner . In: CAMA Working Papers. RePEc:een:camaaa:2014-40.

Full description at Econpapers || Download paper

16
182010Four Centuries of British Economic Growth: The Roles of Technology and Population. (2010). Madsen, Jakob ; Banerjee, Rajabrata ; Ang, James ; JakobB. Madsen, . In: CAMA Working Papers. RePEc:een:camaaa:2010-18.

Full description at Econpapers || Download paper

16
192016The post-crisis slump in the Euro area and the US: evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: CAMA Working Papers. RePEc:een:camaaa:2016-10.

Full description at Econpapers || Download paper

15
202007DO COUNTRIES DEFAULT IN BAD TIMES?. (2007). Wright, Mark ; Mark L . J. Wright, ; Tomz, Michael ; Mark L. J. Wright, . In: CAMA Working Papers. RePEc:een:camaaa:2007-23.

Full description at Econpapers || Download paper

15
212014Real Exchange Rates and Sectoral Productivity in the Eurozone. (2014). Engel, Charles ; Devereux, Michael ; Berka, Martin. In: CAMA Working Papers. RePEc:een:camaaa:2014-66.

Full description at Econpapers || Download paper

14
222014The Impact of Oil Price Shocks on U.S. Bond Market Returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2014-33.

Full description at Econpapers || Download paper

13
232014Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23.

Full description at Econpapers || Download paper

13
242013A tractable framework for zero-lower-bound Gaussian term structure models. (2013). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2013-49.

Full description at Econpapers || Download paper

13
252013Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence. (2013). Hsiao, Cody Yu-Ling ; Chan, Joshua ; Cody Y L Hsiao, ; Joshua C C Chan, ; Joshua C C Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2013-74.

Full description at Econpapers || Download paper

12
262013Shadow banks and macroeconomic instability. (2013). Nelson, Benjamin ; Meeks, Roland ; Alessandri, Piergiorgio. In: CAMA Working Papers. RePEc:een:camaaa:2013-78.

Full description at Econpapers || Download paper

12
272011Trust in Public Institutions over the Business Cycle. (2011). Wolfers, Justin ; Stevenson, Betsey. In: CAMA Working Papers. RePEc:een:camaaa:2011-06.

Full description at Econpapers || Download paper

12
282016China’s slowdown and global financial market volatility: Is world growth losing out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: CAMA Working Papers. RePEc:een:camaaa:2016-57.

Full description at Econpapers || Download paper

11
292014An Estimated DSGE Model with a Deflation Steady State. (2014). Hirose, Yasuo. In: CAMA Working Papers. RePEc:een:camaaa:2014-52.

Full description at Econpapers || Download paper

10
302008INFLATION DYNAMICS WITH SEARCH FRCTIONS: A STRUCTURAL ECONOMETRIC ANALYSIS. (2008). Krause, Michael ; Lopez-Salido, David ; Lubik, Thomas . In: CAMA Working Papers. RePEc:een:camaaa:2008-06.

Full description at Econpapers || Download paper

10
312013Time-Frequency Dynamics of Biofuels-Fuels-Food System. (2013). Vacha, Lukas ; Krištoufek, Ladislav ; Janda, Karel ; Zilbermand, David ; Kristoufek, Ladislav . In: CAMA Working Papers. RePEc:een:camaaa:2013-27.

Full description at Econpapers || Download paper

10
322013Global House Price Fluctuations: Synchronization and Determinants. (2013). Terrones, Marco ; Otrok, Christopher ; Kose, Ayhan ; Hirata, Hideaki. In: CAMA Working Papers. RePEc:een:camaaa:2013-07.

Full description at Econpapers || Download paper

10
332012Self-Fulfilling Crises in the Eurozone. An Empirical Test. (2012). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei . In: CAMA Working Papers. RePEc:een:camaaa:2012-37.

Full description at Econpapers || Download paper

10
342013Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach. (2013). Zheng, Jasmine. In: CAMA Working Papers. RePEc:een:camaaa:2013-64.

Full description at Econpapers || Download paper

10
352016The impact of oil price shocks on the US stock market: A note on the roles of US and non-US oil production. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2016-33.

Full description at Econpapers || Download paper

9
362014U.S. Natural Gas Exports and their Global Impacts. (2014). Cai, Yiyong ; Arora, Vipin. In: CAMA Working Papers. RePEc:een:camaaa:2014-22.

Full description at Econpapers || Download paper

9
372014Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion. (2014). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-51.

Full description at Econpapers || Download paper

9
382015Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35.

Full description at Econpapers || Download paper

9
392013Financial exposure and the international transmission of financial shocks. (2013). Thoenissen, Christoph ; Kamber, Gunes. In: CAMA Working Papers. RePEc:een:camaaa:2013-39.

Full description at Econpapers || Download paper

9
402016Oil prices and the global economy: Is it different this time around?. (2016). Pesaran, M ; Mohaddes, Kamiar. In: CAMA Working Papers. RePEc:een:camaaa:2016-56.

Full description at Econpapers || Download paper

8
412015Carbon dioxide emissions in the short run: The rate and sources of economic growth matter. (2015). Stern, David ; Shahiduzzaman, Md ; Burke, Paul. In: CAMA Working Papers. RePEc:een:camaaa:2015-12.

Full description at Econpapers || Download paper

8
422014Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-09.

Full description at Econpapers || Download paper

8
432014Modelling Inflation Volatility. (2014). Strachan, Rodney ; Eisenstat, Eric. In: CAMA Working Papers. RePEc:een:camaaa:2014-21.

Full description at Econpapers || Download paper

8
442014Analyzing business and financial cycles using multi-level factor models. (2014). Eickmeier, Sandra ; Breitung, Jörg. In: CAMA Working Papers. RePEc:een:camaaa:2014-43.

Full description at Econpapers || Download paper

8
452012Can Technological Innovation Help China Take on Its Climate Responsibility? A Computable General Equilibrium Analysis. (2012). JIN, WEI. In: CAMA Working Papers. RePEc:een:camaaa:2012-51.

Full description at Econpapers || Download paper

7
462015Large Bayesian VARs: A flexible Kronecker error covariance structure. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-41.

Full description at Econpapers || Download paper

7
472015Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean. (2015). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-08.

Full description at Econpapers || Download paper

7
482014Asset markets and monetary policy shocks at the zero lower bound. (2014). Krippner, Leo ; Claus, Iris. In: CAMA Working Papers. RePEc:een:camaaa:2014-42.

Full description at Econpapers || Download paper

7
492015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: CAMA Working Papers. RePEc:een:camaaa:2015-15.

Full description at Econpapers || Download paper

6
502013Consumer Loss in Czech Photovoltaic Power Plants. (2013). Janda, Karel ; Klimesova, Andrea ; Prusa, Jan . In: CAMA Working Papers. RePEc:een:camaaa:2013-50.

Full description at Econpapers || Download paper

6

Citing documents used to compute impact factor 147:


YearTitle
2016Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression. (2016). Lanne, Markku ; Luoto, Jani . In: CREATES Research Papers. RePEc:aah:create:2016-04.

Full description at Econpapers || Download paper

2016State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2016). Uzeda, Luis . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-632.

Full description at Econpapers || Download paper

2016Modeling energy price dynamics: GARCH versus stochastic volatility. (2016). Grant, Angelia ; Chan, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:182-189.

Full description at Econpapers || Download paper

2016Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models. (2016). Catania, Leopoldo ; Nonejad, Nima . In: Papers. RePEc:arx:papers:1605.00230.

Full description at Econpapers || Download paper

2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables. (2016). Cross, Jamie ; Poon, Aubrey . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51.

Full description at Econpapers || Download paper

2016Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox. (2016). Nima, Nonejad . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:1:p:55-90:n:2.

Full description at Econpapers || Download paper

2016Measuring Uncertainty and Its Impact on the Economy. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1639.

Full description at Econpapers || Download paper

2016Large Bayesian VARMAs. (2016). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:374-390.

Full description at Econpapers || Download paper

2016Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5755.

Full description at Econpapers || Download paper

2016Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Journal of the Association of Environmental and Resource Economists. RePEc:ucp:jaerec:doi:10.1086/684160.

Full description at Econpapers || Download paper

2016When China Sneezes Does ASEAN Catch a Cold?. (2016). Rafiq, Sohrab . In: IMF Working Papers. RePEc:imf:imfwpa:16/214.

Full description at Econpapers || Download paper

2016Understanding the energy-GDP elasticity: A sectoral approach. (2016). Csereklyei, Zsuzsanna ; Burke, Paul. In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:199-210.

Full description at Econpapers || Download paper

2016Trend Prediction and Decomposed Driving Factors of Carbon Emissions in Jiangsu Province during 2015–2020. (2016). Tang, Decai ; Bethel, Brandon J ; Li, Zhijiang ; Ma, Tingyu . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:10:p:1018-:d:80396.

Full description at Econpapers || Download paper

2016The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236045.

Full description at Econpapers || Download paper

2016Contemporaneous interactions among fuel, biofuel and agricultural commodities. (2016). Frijns, Bart ; Fernandez-Perez, Adrian ; Tourani-Rad, Alireza. In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:1-10.

Full description at Econpapers || Download paper

2016The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael. In: 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois. RePEc:ags:assa17:250119.

Full description at Econpapers || Download paper

2016Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2016). Siklos, Pierre ; Pang, KE. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:195-212.

Full description at Econpapers || Download paper

2016Factor complementarity and labour market dynamics. (2016). Villa, Stefania ; Di Pace, Federico. In: European Economic Review. RePEc:eee:eecrev:v:82:y:2016:i:c:p:70-112.

Full description at Econpapers || Download paper

2016Reallocation shocks, persistence and nominal rigidities. (2016). Groshenny, Nicolas ; Furlanetto, Francesco. In: Economics Letters. RePEc:eee:ecolet:v:141:y:2016:i:c:p:151-155.

Full description at Econpapers || Download paper

2016The bank lending channel of unconventional monetary policy: The impact of the VLTROs on credit supply in Spain. (2016). Marchetti, Marcos ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:427-441.

Full description at Econpapers || Download paper

2016Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices. (2016). Smirnov, Sergey ; Petronevich, Anna ; Kondrashov, Nikolai V. In: HSE Working papers. RePEc:hig:wpaper:122/ec/2016.

Full description at Econpapers || Download paper

2016Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2016). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: MPRA Paper. RePEc:pra:mprapa:74922.

Full description at Econpapers || Download paper

2016The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:tac:wpaper:2015-2016_7.

Full description at Econpapers || Download paper

2016Africas Pulse, No.13, April 2016. (2016). Chuhan-Pole, Punam ; Lopez-Monti, Rafael M ; Kubota, Megumi ; Korman, Vijdan ; Buitano, Mapi M ; Boreux, Sebastien ; Kambou, Gerard ; Calderon, Cesar . In: World Bank Other Operational Studies. RePEc:wbk:wboper:24033.

Full description at Econpapers || Download paper

2016Challenges of Fiscal Policy in Emerging and Developing Economies. (2016). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1604.

Full description at Econpapers || Download paper

2016An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1612.

Full description at Econpapers || Download paper

2016An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93118.

Full description at Econpapers || Download paper

2016Challenges of Fiscal Policy in Emerging and Developing Economies. (2016). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11347.

Full description at Econpapers || Download paper

2016Export restrictions РDo consumers really benefit? The wheat-to-bread supply chain in Serbia. (2016). G̦tz, Linde ; Djuric, Ivan ; Gotz, Linde . In: Food Policy. RePEc:eee:jfpoli:v:63:y:2016:i:c:p:112-123.

Full description at Econpapers || Download paper

2016The oil price crash in 2014/15: Was there a (negative) financial bubble?. (2016). Fantazzini, Dean. In: Energy Policy. RePEc:eee:enepol:v:96:y:2016:i:c:p:383-396.

Full description at Econpapers || Download paper

2016Bonanzas y crisis de la actividad petrolera y su efecto sobre la economía colombiana. (2016). Zarate-Solano, Hector ; Ramos Forero, Jorge ; Melo Becerra, Ligia ; Parrado-Galvis, Ligia Marcela ; Ramos-Forero, Jorge Enrique ; Melo-Becerra, Ligia Alba . In: Borradores de Economia. RePEc:bdr:borrec:961.

Full description at Econpapers || Download paper

2016Global Energy and Climate Outlook (GECO 2016) Road from Paris. (2016). Vandyck, Toon ; Saveyn, Bert ; Kitous, Alban ; Keramidas, Kimon. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc101899.

Full description at Econpapers || Download paper

2016Commodity Markets Outlook, Ocotober 2016. (2016). Group, World Bank . In: World Bank Publications. RePEc:wbk:wbpubs:25240.

Full description at Econpapers || Download paper

2016An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160052.

Full description at Econpapers || Download paper

2016Quantifying uncertainties in global growth forecasts. (2016). Ohnsorge, Franziska ; Stocker, Marc ; Some, Modeste Y. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7770.

Full description at Econpapers || Download paper

2016Will Low Crude Oil Prices Cause a Global Recession?. (2016). Papatulic, Mariana ; Prisecaru, Petre . In: Global Economic Observer. RePEc:ntu:ntugeo:vol4-iss1-16-107.

Full description at Econpapers || Download paper

2016Topics in Labour Markets. (2016). Babecký, Jan ; Zigraiova, Diana ; Galuscak, Kamil ; Babecky, Jan ; Vasicek, Osvald ; Tvrz, Stanislav ; Stanislav Tvrz, ; Tonner, Jaromir ; Polansky, Jiri ; Bruha, Jan. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb14/1.

Full description at Econpapers || Download paper

2016Low Emission Development Strategies in Agriculture. An Agriculture, Forestry, and Other Land Uses (AFOLU) Perspective. (2016). De Pinto, Alessandro (Alex) ; Martinez, Jesus David ; Creamer, Bernardo ; Londoo, Mario Andres ; Hyman, Glenn Graham ; Haruna, Akiko ; Li, Man ; Valencia, Jhon Brayan ; Kwon, Ho-Young ; Tapasco, Jeimar . In: World Development. RePEc:eee:wdevel:v:87:y:2016:i:c:p:180-203.

Full description at Econpapers || Download paper

2016The structure of the climate debate. (2016). Tol, Richard. In: Papers. RePEc:arx:papers:1608.05597.

Full description at Econpapers || Download paper

2016Natural Resources and Economic Growth: A Meta-Analysis. (2016). Zeynalov, Ayaz ; Horvath, Roman ; Havranek, Tomas. In: World Development. RePEc:eee:wdevel:v:88:y:2016:i:c:p:134-151.

Full description at Econpapers || Download paper

2016The Structure of the Climate Debate. (2016). . In: Working Paper Series. RePEc:sus:susewp:9616.

Full description at Econpapers || Download paper

2016The price and income elasticities of natural gas demand: International evidence. (2016). Burke, Paul ; Yang, Hewen . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:466-474.

Full description at Econpapers || Download paper

2016Financial Cycles and Macroprudential and Monetary Policies. (2016). Hlaváček, Michal ; Babecký, Jan ; Plasil, Miroslav ; Frait, Jan ; Malovana, Simona ; Kejak, Michal ; Mateju, Jakub ; Audzei, Volha ; Hlavac, Petr ; Seidler, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb14/2.

Full description at Econpapers || Download paper

2016The Structure of the Climate Debate. (2016). Tol, Richard. In: Working Paper Series. RePEc:sus:susewp:09616.

Full description at Econpapers || Download paper

2016The price and income elasticities of natural gas demand: International evidence. (2016). Burke, Paul ; Yang, Hewen . In: Departmental Working Papers. RePEc:pas:papers:2016-14.

Full description at Econpapers || Download paper

2016Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: Discussion Papers. RePEc:swe:wpaper:2016-09.

Full description at Econpapers || Download paper

2016Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:584.

Full description at Econpapers || Download paper

2016The BEAR toolbox. (2016). van Roye, Björn ; Dieppe, Alistair ; Legrand, Romain . In: Working Paper Series. RePEc:ecb:ecbwps:20161934.

Full description at Econpapers || Download paper

2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

Full description at Econpapers || Download paper

2016Challenges of fiscal policy in emerging and developing economies. (2016). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: CAMA Working Papers. RePEc:een:camaaa:2016-34.

Full description at Econpapers || Download paper

2016Economic fundamentals and monetary policy autonomy. (2016). Davis, Jonathan. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:267.

Full description at Econpapers || Download paper

2016Recent credit surge in historical context. (2016). Yu, Shu ; Ohnsorge, Franziska. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7704.

Full description at Econpapers || Download paper

2016Globalization and Chinese Growth: Ends of Trends?. (2016). Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:16-029.

Full description at Econpapers || Download paper

2016International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70183.

Full description at Econpapers || Download paper

2016International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228794.

Full description at Econpapers || Download paper

2016International business cycles and risk sharing with uncertainty shocks and recursive preferences. (2016). Kollmann, Robert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:115-124.

Full description at Econpapers || Download paper

2016On the Nonlinear Relationship between Inflation and Growth: A Theoretical Exposition. (2016). Mino, Kazuo ; Arawatari, Ryo ; Hori, Takeo . In: KIER Working Papers. RePEc:kyo:wpaper:950.

Full description at Econpapers || Download paper

2016Forward Guidance as a Monetary Policy Rule. (2016). Katagiri, Mitsuru . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e06.

Full description at Econpapers || Download paper

2016Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n268-16.pdf.

Full description at Econpapers || Download paper

2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103.

Full description at Econpapers || Download paper

2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2016_09.

Full description at Econpapers || Download paper

2016VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Discussion Papers. RePEc:cfm:wpaper:1609.

Full description at Econpapers || Download paper

2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103r.

Full description at Econpapers || Download paper

2016Large Vector Autoregressions with Stochastic Volatility and Flexible Priors. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1617.

Full description at Econpapers || Download paper

2016An inflation-predicting measure of the output gap in the euro area. (2016). Lenza, Michele ; Jarociński, Marek ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20161966.

Full description at Econpapers || Download paper

2016Modeling energy price dynamics: GARCH versus stochastic volatility. (2016). Grant, Angelia ; Chan, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:182-189.

Full description at Econpapers || Download paper

2016Monetary policy and indeterminacy after the 2001 slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: CAMA Working Papers. RePEc:een:camaaa:2016-02.

Full description at Econpapers || Download paper

2016Forward Guidance as a Monetary Policy Rule. (2016). Katagiri, Mitsuru . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e06.

Full description at Econpapers || Download paper

2016Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-09.

Full description at Econpapers || Download paper

2016Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-18.

Full description at Econpapers || Download paper

2016Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Tchatokay, Firmin Doko . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145557.

Full description at Econpapers || Download paper

2016The database–modeling nexus in integrated assessment modeling of electric power generation. (2016). Hertel, Thomas ; Peters, Jeffrey C. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:107-116.

Full description at Econpapers || Download paper

2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100.

Full description at Econpapers || Download paper

2016Three Essays on the Role of Frictions in the Economy. (2016). Mortezapouraghdam, Meradj . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/293qice3lj861rvos9ns14n0h0.

Full description at Econpapers || Download paper

2016Shadow short rate and monetary policy in the Euro area. (2016). Damjanovi, Milan ; Masten, Igor . In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:2:d:10.1007_s10663-016-9328-4.

Full description at Econpapers || Download paper

2016Credit booms, banking crises, and the current account. (2016). Davis, Jonathan ; Mack, Adrienne ; Phoa, Wesley ; Vandenabeele, Anne . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:360-377.

Full description at Econpapers || Download paper

2016The post-crisis slump in the Euro area and the US: evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: CAMA Working Papers. RePEc:een:camaaa:2016-10.

Full description at Econpapers || Download paper

2016The post-crisis slump in the Euro Area and the US: evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Pataracchia, Beatrice ; Kollmann, Robert ; Roeger, Werner . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:269.

Full description at Econpapers || Download paper

2016Consumer risk appetite, the credit cycle, and the housing bubble. (2016). Breeden, Joseph L ; Canals-Cerda, Jose J. In: Working Papers. RePEc:fip:fedpwp:16-5.

Full description at Econpapers || Download paper

2016The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Pataracchia, Beatrice ; Roeger, Werner . In: Working Papers ECARES. RePEc:eca:wpaper:2013/227474.

Full description at Econpapers || Download paper

2016The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11121.

Full description at Econpapers || Download paper

2016The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: Working Paper Series. RePEc:fip:fedfwp:2016-08.

Full description at Econpapers || Download paper

2016The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:21-41.

Full description at Econpapers || Download paper

2016The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:3-20.

Full description at Econpapers || Download paper

2016The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Kollmann, Robert ; Ratto, Marco ; Pataracchia, Beatrice ; Roeger, Werner . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145473.

Full description at Econpapers || Download paper

2016Current Account Dynamics and the Housing Cycle in Spain. (2016). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian ; Maas, Daniel . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145824.

Full description at Econpapers || Download paper

2016Non-standard monetary policy, asset prices and macroprudential policy in a monetary union. (2016). Pisani, Massimiliano ; Notarpietro, Alessandro ; Gerali, Andrea ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1089_16.

Full description at Econpapers || Download paper

2016Dynamics of Integration in East Asian Equity Markets. (2016). Okimoto, Tatsuyoshi ; Tadaaki, Komatsubara ; Ken-Ichi, Tatsumi ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:16084.

Full description at Econpapers || Download paper

2016The Interdependence of Monetary and Macroprudential Policy under the Zero Lower Bound. (2016). Villa, Stefania ; Lewis, Vivien. In: Working Paper Research. RePEc:nbb:reswpp:201610-310.

Full description at Econpapers || Download paper

2016Understanding Inflation as a Joint Monetary–Fiscal Phenomenon. (2016). Leeper, E M ; Leith, C. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-2305.

Full description at Econpapers || Download paper

2016Bond premia, monetary policy and exchange rate dynamics. (2016). Munro, Anella. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2016/11.

Full description at Econpapers || Download paper

2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

Full description at Econpapers || Download paper

2016Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Chen, Hao ; Tang, Bao-Jun ; Liao, Hua . In: CEEP-BIT Working Papers. RePEc:biw:wpaper:96.

Full description at Econpapers || Download paper

2016Does a Higher Frequency of Micro-level Price Changes Matter for Macro Price Stickiness?: Assessing the Impact of Temporary Price Changes. (2016). Kurachi, Yoshiyuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e09.

Full description at Econpapers || Download paper

2016Does self-perceptions and income inequality match?. (2016). Poppitz, Philipp. In: IMK Working Paper. RePEc:imk:wpaper:173-2016.

Full description at Econpapers || Download paper

2016Persistence and volatility of real exchange rates: the role of supply shocks revisited. (2016). Yao, Fang ; Gehrke, Britta. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2016/02.

Full description at Econpapers || Download paper

2016Relative Prices, Non-Homothetic Preferences, and Product Quality. (2016). Velic, Adnan ; Struck, Clemens . In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1516.

Full description at Econpapers || Download paper

2016Public Debt and Relative Prices in a Cross-Section of Countries. (2016). Velic, Adnan ; Galstyan, Vahagn. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep0816.

Full description at Econpapers || Download paper

2016Value-added Trade, Exchange Rate Pass-Through and Trade Elasticity: Revisiting the Trade Competitiveness. (2016). Uddin, Syed. In: 2016 Papers. RePEc:jmp:jm2016:pud11.

Full description at Econpapers || Download paper

2016The price of development: The Penn–Balassa–Samuelson effect revisited. (2016). Hassan, Fadi . In: Journal of International Economics. RePEc:eee:inecon:v:102:y:2016:i:c:p:291-309.

Full description at Econpapers || Download paper

2016Factor substitution and productivity in New Zealand. (2016). Steenkamp, Daan. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2016/12.

Full description at Econpapers || Download paper

2016Persistence and Volatility of Real Exchange Rates: The Role of Supply Shocks Revisited. (2016). Yao, Fang ; Gehrke, Britta. In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145752.

Full description at Econpapers || Download paper

2016Financial intermediation, resource allocation, and macroeconomic interdependence. (2016). Ozhan, Galip. In: ESRB Working Paper Series. RePEc:srk:srkwps:201628.

Full description at Econpapers || Download paper

2016Terms of Trade Shocks and Investment in Commodity-Exporting Economies. (2016). Kirchner, Markus ; Fornero, Jorge ; Yany, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:773.

Full description at Econpapers || Download paper

2016Solving DSGE models with stochastic trends. (2016). Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps15.

Full description at Econpapers || Download paper

2016Monetarism, Indeterminacy and the Great Inflation. (2016). Qureshi, Irfan. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1123.

Full description at Econpapers || Download paper

2016Indeterminacy and learning: An analysis of monetary policy in the Great Inflation. (2016). Matthes, Christian ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:82:y:2016:i:c:p:85-106.

Full description at Econpapers || Download paper

2016Terms of trade and Russian economic development. (2016). Sinelnikov-Murylev, Sergey ; Ponomarev, Yuriy ; Idrisov, Georgy. In: Russian Journal of Economics. RePEc:eee:rujoec:v:2:y:2016:i:3:p:279-301.

Full description at Econpapers || Download paper

2016Determinants of International Consumption Risk Sharing in Emerging Markets and Developing Countries. (2016). Gardberg, Malin . In: EcoMod2016. RePEc:ekd:009007:9452.

Full description at Econpapers || Download paper

2016The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model. (2016). Brana, Sophie ; Prat, Stephanie . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:26-34.

Full description at Econpapers || Download paper

2016Large Bayesian VARMAs. (2016). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:374-390.

Full description at Econpapers || Download paper

2016Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2016). Siklos, Pierre ; Pang, KE. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:195-212.

Full description at Econpapers || Download paper

2016A finite model of riding bubbles. (2016). Doblas-Madrid, Antonio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:65:y:2016:i:c:p:154-162.

Full description at Econpapers || Download paper

2016Symmetric Information Bubbles: Experimental Evidence. (2016). Ueda, Kozo ; Uto, Nobuyuki ; Funaki, Yukihiko ; Asako, Yasushi . In: Working Papers. RePEc:wap:wpaper:1613.

Full description at Econpapers || Download paper

2016Can firm entry explain news-driven fluctuations?. (2016). Pavlov, Oscar. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:427-434.

Full description at Econpapers || Download paper

2016On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India. (2016). Roubaud, David ; AROURI, Mohamed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00543.

Full description at Econpapers || Download paper

2016Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

Full description at Econpapers || Download paper

2016Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141.

Full description at Econpapers || Download paper

2016Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach. (2016). Uddin, Gazi ; Reboredo, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:284-298.

Full description at Econpapers || Download paper

2016When does the stock market listen to economic news? New evidence from copulas and news wires. (2016). Medovikov, Ivan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:27-40.

Full description at Econpapers || Download paper

2016Oil curse and finance–growth nexus in Malaysia: The role of investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:154-165.

Full description at Econpapers || Download paper

2016Oil price volatility forecast with mixture memory GARCH. (2016). Walther, Thomas ; Klein, Tony . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:46-58.

Full description at Econpapers || Download paper

2016Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Monash Economics Working Papers. RePEc:mos:moswps:2016-26.

Full description at Econpapers || Download paper

2016The Magnitude of Trade Misinvoicing and Resulting Revenue Loss in Pakistan. (2016). Mahmood, Zafar ; Qureshi, Tehseen Ahmed . In: Lahore Journal of Economics. RePEc:lje:journl:v:21:y:2016:i:2:p:1-30.

Full description at Econpapers || Download paper

2016One EMU Fiscal Policy for the EURO. (2016). Traficante, Guido ; Guerello, Chiara ; Cole, Alexandre. In: Working Papers CELEG. RePEc:lui:celegw:1602.

Full description at Econpapers || Download paper

2016Government Debt Deleveraging in the EMU. (2016). Traficante, Guido ; Guerello, Chiara ; Cole, Alexandre. In: Working Papers CELEG. RePEc:lui:celegw:1603.

Full description at Econpapers || Download paper

2016Output Decomposition and the Monetary Policy Transmission Mechanism in Bangladesh: A Vector Autoregressive Approach. (2016). Suranjit, K. In: MPRA Paper. RePEc:pra:mprapa:75495.

Full description at Econpapers || Download paper

2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance. (2016). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:391-405.

Full description at Econpapers || Download paper

2016Bidding for input in oligopoly. (2016). Sákovics, József ; burguet, roberto ; Sakovics, Jozsef . In: ESE Discussion Papers. RePEc:edn:esedps:266.

Full description at Econpapers || Download paper

2016Gradual Collective Wage Bargaining. (2016). Dobbelaere, Sabien ; Luttens, Roland Iwan . In: IZA Discussion Papers. RePEc:iza:izadps:dp9691.

Full description at Econpapers || Download paper

2016Gradual Collective Wage Bargaining. (2016). Dobbelaere, Sabien ; Luttens, Roland Iwan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160004.

Full description at Econpapers || Download paper

2016Wage setting in the Colombian manufacturing industry. (2016). Sala, Hector ; Agudelo, Sonia A. In: The Economics of Transition. RePEc:bla:etrans:v:24:y:2016:i:1:p:99-134.

Full description at Econpapers || Download paper

2016Gradual collective wage bargaining. (2016). Dobbelaere, Sabien ; Luttens, Roland Iwan . In: Labour Economics. RePEc:eee:labeco:v:40:y:2016:i:c:p:37-42.

Full description at Econpapers || Download paper

2016A comprehensive analysis of the wage curve in Brazil: Non-linearities, urban size, and the spatial dimension. (2016). Haddad, Eduardo ; Barufi, Ana ; Nijkamp, Peter. In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa16p279.

Full description at Econpapers || Download paper

2016Density forecasting using Bayesian global vector autoregressions with stochastic volatility. (2016). Huber, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:818-837.

Full description at Econpapers || Download paper

2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103.

Full description at Econpapers || Download paper

2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2016_09.

Full description at Econpapers || Download paper

2016Fast computation of the deviance information criterion for latent variable models. (2016). Grant, Angelia ; Chan, Joshua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:847-859.

Full description at Econpapers || Download paper

2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103r.

Full description at Econpapers || Download paper

2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Huber, Florian ; Feldkircher, Martin ; Kastner, Gregor . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp235.

Full description at Econpapers || Download paper

2016Alternatives to large VAR, VARMA and multivariate stochastic volatility models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:217.

Full description at Econpapers || Download paper

2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Huber, Florian ; Feldkircher, Martin ; Kastner, Gregor . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5178.

Full description at Econpapers || Download paper

2016Alternative Bayesian compression in Vector Autoregressions and related models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:216.

Full description at Econpapers || Download paper

2016Study on the impacts of natural gas supply cost on gas flow and infrastructure deployment in China. (2016). Zhang, QI ; Li, Hailong ; Wang, GE. In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:1385-1398.

Full description at Econpapers || Download paper

2016Evolution of the exergy flow network embodied in the global fossil energy trade: Based on complex network. (2016). Hao, Xiaoqing ; Gao, Xiangyun ; Qi, Hai ; An, Haizhong . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:1515-1522.

Full description at Econpapers || Download paper

2016Effects of energy price fluctuations on industries with energy inputs: An application to China. (2016). NIE, Pu-yan ; Yang, Yong-Cong . In: Applied Energy. RePEc:eee:appene:v:165:y:2016:i:c:p:329-334.

Full description at Econpapers || Download paper

2016Probabilistic assessment of shale gas production and water demand at Xiuwu Basin in China. (2016). Zeng, Masun ; Yang, Changbing ; Zou, Youqin ; Lan, Yingying ; Wu, Daishe ; Dai, Zhenxue . In: Applied Energy. RePEc:eee:appene:v:180:y:2016:i:c:p:185-195.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016From Silence to Voice: Monetary Policy, Central Bank Governance and Communication. (2016). Romelli, Davide ; masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1627.

Full description at Econpapers || Download paper

2016Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility. (2016). Talmi, Jonathan ; Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:16-37.

Full description at Econpapers || Download paper

2016Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046.

Full description at Econpapers || Download paper

2016Challenges of Fiscal Policy in Emerging and Developing Economies. (2016). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11347.

Full description at Econpapers || Download paper

2016Central Bank Sentiment and Policy Expectations. (2016). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2016-07.

Full description at Econpapers || Download paper

2016Have FOMC minutes helped markets to predict FED funds rate changes?. (2016). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20161961.

Full description at Econpapers || Download paper

2016Deep habits and exchange rate pass-through. (2016). Uusküla, Lenno ; Jacob, Punnoose ; Uuskla, Lenno . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-4.

Full description at Econpapers || Download paper

2016How does the sensitivity of consumption to income vary over time? International evidence. (2016). Kose, Ayhan ; Islamaj, Ergys. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:169-179.

Full description at Econpapers || Download paper

2016The evolution of U.S. monetary policy: 2000–2007. (2016). Ireland, Peter ; Belongia, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:78-93.

Full description at Econpapers || Download paper

2016Not all international monetary shocks are alike for the Japanese economy. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:822-837.

Full description at Econpapers || Download paper

2016Country-specific oil supply shocks and the global economy: A counterfactual analysis. (2016). Pesaran, M ; Mohaddes, Kamiar. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:382-399.

Full description at Econpapers || Download paper

2016The price and income elasticities of natural gas demand: International evidence. (2016). Burke, Paul ; Yang, Hewen . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:466-474.

Full description at Econpapers || Download paper

2016Have minutes helped to predict fed funds rate changes?. (2016). Jung, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:49:y:2016:i:c:p:18-32.

Full description at Econpapers || Download paper

2016Challenges of fiscal policy in emerging and developing economies. (2016). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: CAMA Working Papers. RePEc:een:camaaa:2016-34.

Full description at Econpapers || Download paper

2016China’s slowdown and global financial market volatility: Is world growth losing out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: CAMA Working Papers. RePEc:een:camaaa:2016-57.

Full description at Econpapers || Download paper

2016Post-GFC external shocks and Indonesian economic performance. (2016). Tyers, Rodney ; Azwar, Prayudhi . In: CAMA Working Papers. RePEc:een:camaaa:2016-58.

Full description at Econpapers || Download paper

2016Oil price fluctuations and oil consuming sectors: An empirical analysis of Japan. (2016). Taghizadeh-Hesary, Farhad ; Kobayashi, Yoshikazu ; Rasoulinezhad, Ehsan . In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2016-002003.

Full description at Econpapers || Download paper

2016Central Bank sentiment and policy expectations. (2016). Labondance, Fabien ; Hubert, Paul. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1629.

Full description at Econpapers || Download paper

2016Oil prices and the global economy: is it different this time around?. (2016). Pesaran, M ; Mohaddes, Kamiar. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:277.

Full description at Econpapers || Download paper

2016Central Bank Sentiment and Policy Expectations. (2016). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:hal:wpaper:hal-01374710.

Full description at Econpapers || Download paper

2016Liquidity Traps and Large-Scale Financial Crises. (2016). PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2016n32.

Full description at Econpapers || Download paper

2016Portugal; Ex Post Evaluation of Exceptional Access Under the 2011 Extended Arrangement-Press Release; Staff Report; and Authorities Views. (2016). International Monetary Fund., . In: IMF Staff Country Reports. RePEc:imf:imfscr:16/302.

Full description at Econpapers || Download paper

2016China and Asia in Global Trade Slowdown. (2016). Liao, Wei ; Lee, Jae Woo ; Hong, Gee Hee ; Seneviratne, Dulani . In: IMF Working Papers. RePEc:imf:imfwpa:16/105.

Full description at Econpapers || Download paper

2016Spillovers from China’s Growth Slowdown and Rebalancing to the ASEAN-5 Economies. (2016). Raissi, Mehdi ; Mano, Rui ; Klyuev, Vladimir ; Guajardo, Jaime ; Dizioli, Allan . In: IMF Working Papers. RePEc:imf:imfwpa:16/170.

Full description at Econpapers || Download paper

2016China’s Growing Influence on Asian Financial Markets. (2016). Piao, Shi ; Liao, Wei ; Arslanalp, Serkan ; Seneviratne, Dulani . In: IMF Working Papers. RePEc:imf:imfwpa:16/173.

Full description at Econpapers || Download paper

2016Oil Prices and the Global Economy; Is It Different This Time Around?. (2016). Pesaran, M ; Mohaddes, Kamiar. In: IMF Working Papers. RePEc:imf:imfwpa:16/210.

Full description at Econpapers || Download paper

2016Spillovers from the Maturing of China’s Economy. (2016). Maliszewski, Wojciech ; Hunt, Benjamin L ; Dizioli, Allan . In: IMF Working Papers. RePEc:imf:imfwpa:16/212.

Full description at Econpapers || Download paper

2016Challenges of Fiscal Policy in Emerging and Developing Economies. (2016). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1604.

Full description at Econpapers || Download paper

2016The Evolution of U.S. Monetary Policy: 2000 - 2007. (2016). Ireland, Peter ; Belongia, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:22693.

Full description at Econpapers || Download paper

2016New Zealands experience with changing its inflation target and the impact on inflation expectations. (2016). McDermott, Christopher ; Lewis, Michelle. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2016/07.

Full description at Econpapers || Download paper

2016Policy Analysis, Forediction, and Forecast Failure. (2016). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:809.

Full description at Econpapers || Download paper

2016The price and income elasticities of natural gas demand: International evidence. (2016). Burke, Paul ; Yang, Hewen . In: Departmental Working Papers. RePEc:pas:papers:2016-14.

Full description at Econpapers || Download paper

2016The Post-Crisis Slump. (2016). Leeper, Eric ; Kollmann, Robert ; Roeger, Werner . In: MPRA Paper. RePEc:pra:mprapa:71291.

Full description at Econpapers || Download paper

2016Dissemination of Information by the Federal Reserve System: An Overview and Benchmark. (2016). Araujo, Luiz Nelson . In: MPRA Paper. RePEc:pra:mprapa:73185.

Full description at Econpapers || Download paper

2016Decomposing the Effects of Monetary Policy Using an External Instruments SVAR. (2016). Lakdawala, Aeimit. In: MPRA Paper. RePEc:pra:mprapa:78254.

Full description at Econpapers || Download paper

2016Macroprudential and Financial Regulation. (2016). Rajl, Jii . In: Český finanční a účetní časopis. RePEc:prg:jnlcfu:v:2016:y:2016:i:4:id:486:p:63-82.

Full description at Econpapers || Download paper

2016On the exposure of the BRIC countries to global economic shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina . In: ROME Working Papers. RePEc:rmn:wpaper:201605.

Full description at Econpapers || Download paper

2016Central Bank Sentiment and Policy Expectations. (2016). Labondance, Fabien ; Hubert, Paul. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4evh7bju58uep3gd1frcn5nr9.

Full description at Econpapers || Download paper

2016Central Bank Sentiment and Policy Expectations. (2016). Labondance, Fabien ; Hubert, Paul. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/7mota32nad8aopst8f7d5aebpo.

Full description at Econpapers || Download paper

2016Financial shocks and inflation dynamics. (2016). Prieto, Esteban ; Abbate, Angela ; Eickmeier, Sandra . In: Discussion Papers. RePEc:zbw:bubdps:412016.

Full description at Econpapers || Download paper

2016Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression. (2016). Zhu, Huiming ; Yang, Yan ; Peng, Cheng ; Huang, Hui . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201646.

Full description at Econpapers || Download paper

2016On the exposure of the BRIC countries to global economic shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina . In: Ruhr Economic Papers. RePEc:zbw:rwirep:622.

Full description at Econpapers || Download paper

2016Zeit für Reformen. Jahresgutachten 2016/17. (2016). . In: Annual Economic Reports / Jahresgutachten. RePEc:zbw:svrwjg:201617.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015The environmental Kuznets curve after 25 years. (2015). Stern, David. In: Working Papers. RePEc:ags:ancewp:249519.

Full description at Econpapers || Download paper

2015Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo . In: Working Papers. RePEc:bde:wpaper:1518.

Full description at Econpapers || Download paper

2015Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks. (2015). Nima, Nonejad . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:5:p:561-584:n:4.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015Monetary Policy Challenges in a Low-Inflation Environment. (2015). Babecký, Jan ; Vasicek, Borek ; Solmaz, Serhat ; Plasil, Miroslav ; Mateju, Jakub ; Filacek, Jan ; Claeys, Peter ; Bruha, Jan ; Baxa, Jaromir ; Kucharcukova, Oxana Babecka ; Andrle, Michal . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb13/2.

Full description at Econpapers || Download paper

2015Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures. (2015). Bluwstein, Kristina ; Canova, Fabio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10856.

Full description at Econpapers || Download paper

2015Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling. (2015). Nonejad, Nima . In: Economics Letters. RePEc:eee:ecolet:v:133:y:2015:i:c:p:35-39.

Full description at Econpapers || Download paper

2015Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Mnescu, Cristiana Belu ; Nuo, Galo . In: Energy Policy. RePEc:eee:enepol:v:86:y:2015:i:c:p:855-866.

Full description at Econpapers || Download paper

2015Rethinking sustainable biofuel marketing to titivate commercial interests. (2015). Edeseyi, Margaret E ; Ming, Joseph Kee ; Acquah, Caleb ; Danquah, Michael K ; Harun, Razif ; Kaita, Aminu Y. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:52:y:2015:i:c:p:781-792.

Full description at Econpapers || Download paper

2015The Optimal Inflation Rate under Schumpeterian Growth. (2015). Ueda, Kozo ; Oikawa, Koki. In: CAMA Working Papers. RePEc:een:camaaa:2015-14.

Full description at Econpapers || Download paper

2015Modeling energy price dynamics: GARCH versus stochastic volatility. (2015). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-20.

Full description at Econpapers || Download paper

2015Bayesian 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

2015Large Bayesian VARs: A flexible Kronecker error covariance structure. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-41.

Full description at Econpapers || Download paper

2015Specification 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

2015Short- and long-run tradeoff monetary easing. (2015). Ueda, Kozo ; Oikawa, Koki. In: CAMA Working Papers. RePEc:een:camaaa:2015-45.

Full description at Econpapers || Download paper

2015The environmental Kuznets curve after 25 years. (2015). Stern, David. In: CCEP Working Papers. RePEc:een:ccepwp:1514.

Full description at Econpapers || Download paper

2015A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations. (2015). Koop, Gary ; Clark, Todd ; Chan, Joshua. In: Working Paper. RePEc:fip:fedcwp:1520.

Full description at Econpapers || Download paper

2015The Impact of Agro-Economic Factors on GHG Emissions: Evidence from European Developing and Advanced Economies. (2015). Jovanovia, Miomir ; Kaaelan, Vladimir ; Despotovia, Aleksandra . In: Sustainability. RePEc:gam:jsusta:v:7:y:2015:i:12:p:15815-16310:d:60194.

Full description at Econpapers || Download paper

2015The Impact of Agro-Economic Factors on GHG Emissions: Evidence from European Developing and Advanced Economies. (2015). Jovanovia, Miomir ; Kaaelan, Vladimir ; Despotovia, Aleksandra . In: Sustainability. RePEc:gam:jsusta:v:7:y:2015:i:12:p:16290-16310:d:60194.

Full description at Econpapers || Download paper

2015The impact of the easing cycle on the Hungarian macroeconomy and financial markets. (2015). Felcser, Daniel ; Varadi, Balazs ; Soos, Gabor Daniel . In: Financial and Economic Review. RePEc:mnb:finrev:v:14:y:2015:i:3:p:39-59.

Full description at Econpapers || Download paper

2015Direct Evidence on Sticky Information from the Revision Behavior of Professional Forecasters. (2015). Pearce, Douglas ; Mitchell, Karlyn . In: MPRA Paper. RePEc:pra:mprapa:66172.

Full description at Econpapers || Download paper

2015Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data. (2015). Wohar, Mark ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201589.

Full description at Econpapers || Download paper

2015Thai Inflation Dynamics in a Globalized Economy. (2015). Manopimoke, Pym ; Direkudomsak, Wanicha . In: PIER Discussion Papers. RePEc:pui:dpaper:11..

Full description at Econpapers || Download paper

2015Large Vector Autoregressions with Asymmetric Priors. (2015). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:qmw:qmwecw:wp759.

Full description at Econpapers || Download paper

2015Large Bayesian VARMAs. (2015). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric . In: Working Paper Series. RePEc:rim:rimwps:15-36.

Full description at Econpapers || Download paper

2015The Effect of ECB Monetary Policies on Interest Rates and Volumes. (2015). Viennot, Mathilde ; Hubert, Paul ; Creel, Jerome. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1plbkk1i83dqp9vh69uffirf.

Full description at Econpapers || Download paper

2015The Effect of ECB Monetary Policies on Interest Rates and Volumes. (2015). Hubert, Paul ; Viennot, Mathilde ; Creel, Jerome . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/7erap6chdi854b9ao9a3v1e9b9.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015Determinanten und Risiken der Energiepreisentwicklung und ihre Implikationen für den städtischen Verkehr: Studie für die Hamburger Hochbahn AG. (2015). Ehrlich, Lars ; Wolf, Andre. In: HWWI Policy Papers. RePEc:zbw:hwwipp:93.

Full description at Econpapers || Download paper

Recent citations received in 2014

YearCiting document
2014A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities. (2014). Casarin, Roberto ; Horst, Enrique Ter ; Molina, German ; Leisen, Fabrizio . In: Papers. RePEc:arx:papers:1409.1956.

Full description at Econpapers || Download paper

2014Tests of Policy Ineffectiveness in Macroeconometrics. (2014). Smith, Ronald ; Pesaran, M. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1405.

Full description at Econpapers || Download paper

2014On the Importance of Sales for Aggregate Price Flexibility. (2014). Vincent, Nicolas ; Kryvtsov, Oleksiy. In: Staff Working Papers. RePEc:bca:bocawp:14-45.

Full description at Econpapers || Download paper

2014Optimal Portfolio Choice under Decision-Based Model Combinations. (2014). Ravazzolo, Francesco ; Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:80.

Full description at Econpapers || Download paper

2014Tests of Policy Ineffectiveness in Macroeconometrics. (2014). Smith, Ronald ; Pesaran, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1415.

Full description at Econpapers || Download paper

2014Tests of Policy Ineffectiveness in Macroeconometrics. (2014). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4871.

Full description at Econpapers || Download paper

2014Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10232.

Full description at Econpapers || Download paper

2014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314.

Full description at Econpapers || Download paper

2014Economic policy uncertainty, oil price shocks and GCC stock markets. (2014). Teulon, Frédéric ; Rault, Christophe ; Arouri, Mohamed . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00507.

Full description at Econpapers || Download paper

2014Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/177116.

Full description at Econpapers || Download paper

2014Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: SIRE Discussion Papers. RePEc:edn:sirdps:567.

Full description at Econpapers || Download paper

2014Large Bayesian VARMAs. (2014). Chan, Joshua ; Koop, Gary ; Eisenstat, Eric . In: SIRE Discussion Papers. RePEc:edn:sirdps:594.

Full description at Econpapers || Download paper

2014The great (De)leveraging in the GIIPS countries. Domestic credit and net foreign liabilities 1998–2013. (2014). Staehr, Karsten ; Cuestas, Juan. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2014-4.

Full description at Econpapers || Download paper

2014A dynamic analysis on global natural gas trade network. (2014). Ji, Qiang ; Geng, Jiang-Bo ; Fan, Ying . In: Applied Energy. RePEc:eee:appene:v:132:y:2014:i:c:p:23-33.

Full description at Econpapers || Download paper

2014International capital flows and the boom-bust cycle in Spain. (2014). Ratto, Marco ; Pataracchia, Beatrice ; Kollmann, Robert ; in 't Veld, Jan ; Roeger, Werner ; in 't Veld, Jan, ; In't Veld, Jan, ; in't Veld , Jan, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pb:p:314-335.

Full description at Econpapers || Download paper

2014Labor demand research: Toward a better match between better theory and better data. (2014). Varejao, Jose ; Portugal, Pedro ; Addison, John ; Varejo, Jose . In: Labour Economics. RePEc:eee:labeco:v:30:y:2014:i:c:p:4-11.

Full description at Econpapers || Download paper

2014Measuring the stance of monetary policy in conventional and unconventional environments. (2014). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2014-06.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014What drives the German current account? And how does it affect other EU member states?. (2014). Vogel, Lukas ; Ratto, Marco ; Kollmann, Robert ; in 't Veld, Jan ; Roeger, Werner . In: CAMA Working Papers. RePEc:een:camaaa:2014-35.

Full description at Econpapers || Download paper

2014International Capital Flows and the Boom-Bust Cycle in Spain. (2014). Ratto, Marco ; Pataracchia, Beatrice ; Kollmann, Robert ; in 't Veld, Jan ; Roeger, Werner . In: CAMA Working Papers. RePEc:een:camaaa:2014-40.

Full description at Econpapers || Download paper

2014Asset markets and monetary policy shocks at the zero lower bound. (2014). Krippner, Leo ; Claus, Iris. In: CAMA Working Papers. RePEc:een:camaaa:2014-42.

Full description at Econpapers || Download paper

2014Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion. (2014). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-51.

Full description at Econpapers || Download paper

2014Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert. In: CAMA Working Papers. RePEc:een:camaaa:2014-70.

Full description at Econpapers || Download paper

2014Financialisation and the Financial and Economic Crises: The Case of Germany. (2014). Hein, Eckhard ; Detzer, Daniel. In: FESSUD studies. RePEc:fes:fstudy:fstudy18.

Full description at Econpapers || Download paper

2014What drives the German current account? and how does it affect other EU member states?. (2014). Vogel, Lukas ; Ratto, Marco ; Kollmann, Robert ; in 't Veld, Jan ; in't Veld , Jan, ; Roeger, Werner ; in 't Veld, Jan, ; In't Veld, Jan, . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:176.

Full description at Econpapers || Download paper

2014International capital flows and the boom-bust cycle in Spain. (2014). Ratto, Marco ; Pataracchia, Beatrice ; Kollmann, Robert ; in 't Veld, Jan ; Roeger, Werner ; in 't Veld, Jan, ; In't Veld, Jan, ; in't Veld , Jan, . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:181.

Full description at Econpapers || Download paper

2014Exchange rates dynamics with long-run risk and recursive preferences. (2014). Kollmann, Robert. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:212.

Full description at Econpapers || Download paper

2014Evaluating monetary policy at the zero lower bound. (2014). Kahn, George ; Hakkio, Craig S.. In: Economic Review. RePEc:fip:fedker:00013.

Full description at Econpapers || Download paper

2014Dynamic prediction pools: an investigation of financial frictions and forecasting performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B.. In: Staff Reports. RePEc:fip:fednsr:695.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Versailles Redux? Eurozone Competitiveness in a Dynamic Balassa-Samuelson-Penn Framework. (2014). Subramanian, Arvind ; Stahler, Kevin . In: Working Paper Series. RePEc:iie:wpaper:wp14-10.

Full description at Econpapers || Download paper

2014China’s Monetary Policy and Commodity Prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-298.

Full description at Econpapers || Download paper

2014US Monetary Policy and Commodity Sector Prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-438.

Full description at Econpapers || Download paper

2014Economic policy uncertainty, oil price shocks and GCC stock markets. (2014). Rault, Christophe ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-547.

Full description at Econpapers || Download paper

2014The Impact of the Global Financial Crisis on Youth Labour Markets. (2014). Junankar, Pramod (Raja). In: IZA Discussion Papers. RePEc:iza:izadps:dp8400.

Full description at Econpapers || Download paper

2014When is Lift-Off? Evaluating Forward Guidance from the Shadow. (2014). Siklos, Pierre ; Neuenkirch, Matthias. In: Open Economies Review. RePEc:kap:openec:v:25:y:2014:i:5:p:819-839.

Full description at Econpapers || Download paper

2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B.. In: NBER Working Papers. RePEc:nbr:nberwo:20575.

Full description at Econpapers || Download paper

2014Asset markets and monetary policy shocks at the zero lower bound. (2014). Krippner, Leo ; Claus, Iris. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2014/03.

Full description at Econpapers || Download paper

2014Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B.. In: PIER Working Paper Archive. RePEc:pen:papers:14-034.

Full description at Econpapers || Download paper

2014A Steindlian account of the distribution of corporate profits and leverage: A stock-flow consistent macroeconomic model with agent-based microfoundations. (2014). Michell, Jo. In: Working Papers. RePEc:pke:wpaper:pkwp1412.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads. (2014). Hännikäinen, Jari ; Hannikainen, Jari . In: MPRA Paper. RePEc:pra:mprapa:56737.

Full description at Econpapers || Download paper

2014Australia after the Terms of Trade Boom. (2014). Robinson, Tim ; Wang, Hao ; Atkin, Tim ; Caputo, Mark . In: RBA Bulletin. RePEc:rba:rbabul:mar2014-06.

Full description at Econpapers || Download paper

2014Financial Reform in Australia and China. (2014). Roberts, Ivan ; Ballantyne, Alexander ; Wright, Michelle ; Hambur, Jonathan . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2014-10.

Full description at Econpapers || Download paper

2014Exchange Rate Movements and the Australian Economy. (2014). Rees, Daniel ; Perera, Dilhan ; Manalo, Josef . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2014-11.

Full description at Econpapers || Download paper

2014Large Bayesian VARMAs. (2014). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua ; Joshua C. C. Chan, . In: Working Paper Series. RePEc:rim:rimwps:40_14.

Full description at Econpapers || Download paper

2014Deviance Information Criterion for Comparing VAR Models. (2014). Yu, Jun ; Li, Yong ; Zeng, Tao . In: Working Papers. RePEc:siu:wpaper:01-2014.

Full description at Econpapers || Download paper

2014Large Bayesian VARMAs. (2014). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua ; Joshua C C Chan, ; Joshua C C Chan, . In: Working Papers. RePEc:str:wpaper:1409.

Full description at Econpapers || Download paper

2014Understanding New Resource Projects. (2014). Si, Jiawei ; Clements, Kenneth ; Simpson, Thomas . In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:14-17.

Full description at Econpapers || Download paper

2014Pessimism Shocks in a Model of Global Macroeconomic Interdependence. (2014). Tyers, Rodney. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:14-28.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2013

YearCiting document
2013Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach. (2013). Nonejad, Nima . In: CREATES Research Papers. RePEc:aah:create:2013-26.

Full description at Econpapers || Download paper

2013Understanding Global Liquidity. (2013). Hofmann, Boris ; Gambacorta, Leonardo ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:402.

Full description at Econpapers || Download paper

2013Can Price Dispersion Reveal Distance-Related Trade Costs? Evidence from the United States. (2013). Smith, Stephen ; Schaefer, Kurt ; Anderson Michael A., ; Smith Stephen L. S., ; Schaefer Kurt C., . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2013:i:2:p:151-173:n:2.

Full description at Econpapers || Download paper

2013Renewed Momentum in the German Housing Market: Boom or Bubble?. (2013). Funke, Michael ; Chen, XI. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4287.

Full description at Econpapers || Download paper

2013Economic Freedom, Money and Happiness – Why Deregulation Matters Beyond its Wealth Enhancing Effect. (2013). Rode, Martin ; Pitlik, Hans ; Knoll, Bodo . In: ifo DICE Report. RePEc:ces:ifodic:v:11:y:2013:i:2:p:19094731.

Full description at Econpapers || Download paper

2013Economic Freedom, Money and Happiness – Why Deregulation Matters Beyond its Wealth Enhancing Effect. (2013). Pitlik, Hans ; Knoll, Bodo ; Rode, Martin . In: ifo DICE Report. RePEc:ces:ifodic:v:11:y:2013:i:2:p:35-42.

Full description at Econpapers || Download paper

2013Estimating Bayesian Decision Problems with Heterogeneous Priors. (2013). McMahon, Michael ; Hansen, Stephen. In: CAGE Online Working Paper Series. RePEc:cge:wacage:127.

Full description at Econpapers || Download paper

2013Estimating Bayesian Decision Problems with Heterogeneous Priors. (2013). McMahon, Michael ; Hansen, Stephen. In: CAGE Online Working Paper Series. RePEc:cge:wacage:136.

Full description at Econpapers || Download paper

2013Promoting Millennium Development Ideals: The Risks of Defining Development Down. (2013). Pritchett, Lant ; Kenny, Charles. In: CID Working Papers. RePEc:cid:wpfacu:265.

Full description at Econpapers || Download paper

2013Understanding Financial Crises: Causes, Consequences, and Policy Responses. (2013). Valencia, Fabian ; Laeven, Luc ; Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9310.

Full description at Econpapers || Download paper

2013Financial Crises: Explanations, Types, and Implications. (2013). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9329.

Full description at Econpapers || Download paper

2013The Greek Debt Restructuring: An Autopsy. (2013). Zettelmeyer, Jeromin ; Trebesch, Christoph ; Gulati, Mitu . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9577.

Full description at Econpapers || Download paper

2013Sovereign risk and belief-driven fluctuations in the euro area. (2013). Müller, Gernot ; Meier, Andre ; Kuester, Keith ; Corsetti, Giancarlo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9723.

Full description at Econpapers || Download paper

2013Sovereign Wealth and Risk Management. A New Framework for Optimal Asset Allocation of Sovereign Wealth. (2013). Briere, Marie ; Bodie, Zvi . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/7874.

Full description at Econpapers || Download paper

2013World, country, and sector factors in international business cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:12:p:2913-2927.

Full description at Econpapers || Download paper

2013CO2 emissions, energy consumption and economic growth nexus in MENA countries: Evidence from simultaneous equations models. (2013). OMRI, Anis. In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:657-664.

Full description at Econpapers || Download paper

2013What if energy time series are not independent? Implications for energy-GDP causality analysis. (2013). Bruns, Stephan ; Gross, Christian . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:753-759.

Full description at Econpapers || Download paper

2013Emissions intensity targeting: From Chinas 12th Five Year Plan to its Copenhagen commitment. (2013). Stegman, Alison ; Lu, Yingying ; Cai, Yiyong. In: Energy Policy. RePEc:eee:enepol:v:61:y:2013:i:c:p:1164-1177.

Full description at Econpapers || Download paper

2013What determines the duration of a fiscal consolidation program?. (2013). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:113-134.

Full description at Econpapers || Download paper

2013Housing cycles and macroeconomic fluctuations: A global perspective. (2013). Cesa-Bianchi, Ambrogio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:215-238.

Full description at Econpapers || Download paper

2013Financial Crises: Explanations, Types and Implications. (2013). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2013-06.

Full description at Econpapers || Download paper

2013Estimating Bayesian Decision Problems with Heterogeneous Priors*. (2013). McMahon, Michael ; Hansen, Stephen. In: CAMA Working Papers. RePEc:een:camaaa:2013-18.

Full description at Econpapers || Download paper

2013Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence. (2013). Hsiao, Cody Yu-Ling ; Chan, Joshua ; Cody Y L Hsiao, ; Joshua C C Chan, ; Joshua C C Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2013-74.

Full description at Econpapers || Download paper

2013Efficient Jacobian evaluations for estimating zero lower bound term structure models. (2013). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2013-77.

Full description at Econpapers || Download paper

2013Shadow bank monitoring. (2013). Cetorelli, Nicola ; Ashcraft, Adam ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:638.

Full description at Econpapers || Download paper

2013The Greek Debt Restructuring: An Autopsy. (2013). Zettelmeyer, Jeromin ; Trebesch, Christoph ; Gulati, Mitu . In: Working Paper Series. RePEc:iie:wpaper:wp13-8.

Full description at Econpapers || Download paper

2013The International Finance Multiplier in Business Cycle Fluctuations. (2013). Kurozumi, Takushi ; Hirakata, Naohisa. In: IMES Discussion Paper Series. RePEc:ime:imedps:13-e-12.

Full description at Econpapers || Download paper

2013Sovereign Risk and Belief-Driven Fluctuations in the Euro Area. (2013). Müller, Gernot ; Meier, Andre ; Kuester, Keith ; Corsetti, Giancarlo ; Mueller, Gernot J.. In: IMF Working Papers. RePEc:imf:imfwpa:13/227.

Full description at Econpapers || Download paper

2013Financial Crises Explanations, Types, and Implications. (2013). Kose, Ayhan ; Claessens, Stijn. In: IMF Working Papers. RePEc:imf:imfwpa:13/28.

Full description at Econpapers || Download paper

2013Deep habits, price rigidities and the consumption response to Government spending. (2013). Jacob, Punnoose. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2013/03.

Full description at Econpapers || Download paper

2013Parameter Uncertainty and the Fiscal Multiplier. (2013). Murray, Jamie. In: Treasury Working Paper Series. RePEc:nzt:nztwps:13/19.

Full description at Econpapers || Download paper

2013How Does the Exchange Rate Affect the Real Economy? A Literature Survey. (2013). Oxley, David ; Cassino, Enzo . In: Treasury Working Paper Series. RePEc:nzt:nztwps:13/26.

Full description at Econpapers || Download paper

2013Education, income, and the distribution of happiness. (2013). Owen, Ann ; Phillips, Anne . In: MPRA Paper. RePEc:pra:mprapa:49387.

Full description at Econpapers || Download paper

2013Globalization and Transformation in Central European Countries: The Case of Poland. (2013). Kowalski, Tadeusz. In: MPRA Paper. RePEc:pra:mprapa:59306.

Full description at Econpapers || Download paper

2013CO2 Emissions, Energy Consumption and Economic Growth Nexus in MENA countries: Evidence from Simultaneous Equations Models. (2013). OMRI, Anis. In: MPRA Paper. RePEc:pra:mprapa:82501.

Full description at Econpapers || Download paper

2013CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; El Montasser, Ghassen ; Chang, Tsangyao ; André, Christophe ; Ajmi, Ahdi Noomen ; Simo -Kengne, Beatrice D. ; Andre, Christophe . In: Working Papers. RePEc:pre:wpaper:201380.

Full description at Econpapers || Download paper

2013Tracking global fuel supply, CO2 emissions and sustainable development. (2013). Wagner, Liam ; Foster, John ; Hankamer, Ben ; Ross, Ian . In: Energy Economics and Management Group Working Papers. RePEc:qld:uqeemg:7-2013.

Full description at Econpapers || Download paper

2013What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis. (2013). Gross, Christian ; Bruns, Stephan. In: FCN Working Papers. RePEc:ris:fcnwpa:2013_010.

Full description at Econpapers || Download paper

2013Is There Really Granger Causality Between Energy Use and Output?. (2013). Stern, David ; Gross, Christian ; Bruns, Stephan. In: FCN Working Papers. RePEc:ris:fcnwpa:2013_011.

Full description at Econpapers || Download paper

2013Bayesian estimation of sparse dynamic factor models with order-independent identification. (2013). Schumacher, Christian ; Kaufmann, Sylvia. In: Working Papers. RePEc:szg:worpap:1304.

Full description at Econpapers || Download paper

2013International Transmissions to Australia: The Roles of the US and Euro Area. (2013). Raghavan, Mala ; Dungey, Mardi ; Osborne, Denise . In: Working Papers. RePEc:tas:wpaper:17208.

Full description at Econpapers || Download paper

2013On the Decomposition of Regional Stabilization and Redistribution. (2013). Hayashi, Masayoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf910.

Full description at Econpapers || Download paper

2013COUPLAGE OU DÉCOUPLAGE DES CYCLES ÉCONOMIQUES DES MENA : UNE APPROCHE EN TERMES DE MODÈLE A FACTEURS DYNAMIQUES. (2013). Garfa, Kamel . In: Region et Developpement. RePEc:tou:journl:v:38:y:2013:p:225-247.

Full description at Econpapers || Download paper

2013World, Country, and Sector Factors in International Business Cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini. In: University of East Anglia Applied and Financial Economics Working Paper Series. RePEc:uea:aepppr:2012_45.

Full description at Econpapers || Download paper

2013World, Country, and Sector Factors in International Business Cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini. In: Studies in Economics. RePEc:ukc:ukcedp:1307.

Full description at Econpapers || Download paper

2013Globalization and Regional Inequality. (2013). Wu, Yanrui ; Cheong, Tsun Se . In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:13-10.

Full description at Econpapers || Download paper

2013On the Existence of a Middle Income Trap. (2013). Robertson, Peter ; Ye, Longfeng . In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:13-12.

Full description at Econpapers || Download paper

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team