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


2.69

Impact Factor

2.94

5-Years IF

91

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.20.10.182525190.7663855119417 (%)20.080.04
19910.330.090.323257460.81612571911938 (%)30.090.04
19920.30.090.34198480.491465571713139 (%)30.070.04
19930.160.10.2534132490.372063731215338 (%)40.120.05
19940.250.110.3234166790.48548751916452 (%)30.090.05
19950.340.20.48382041600.781594682316680 (%)50.130.07
19960.470.230.6239243242130937234179111 (%)100.260.09
19970.650.270.78623052870.9415067750186145 (%)60.10.09
19980.490.280.78413463911.13104510149207161 (%)170.410.1
19990.440.320.68343804171.1202710345214146 (%)150.440.13
20000.880.41.13384186191.4820697566214241 (%)110.290.15
20011.210.41.11434616911.532387287214238 (%)130.30.15
20021.330.411.22334948381.7119181108218265 (%)290.880.18
20031.50.441.74353710231.91257276114189322 (%)240.560.19
20041.790.482.344658313722.35139776136191447 (%)290.630.2
20051.810.532.35163415452.44278789161203467 (%)781.530.21
20062.260.512.686870218012.57202397219216578 (%)620.910.2
20071.880.452.226376517342.273008119224241535 (%)721.140.18
20082.60.473.114581024483.021098131341271843 (%)400.890.2
20092.60.472.876087024032.761222108281273783 (%)470.780.19
20101.430.452.555392323172.511665105150287731 (%)741.40.16
20112.320.522.695798027642.82981113262289778 (%)821.440.2
20122.770.543.2957103732633.15685110305278916 (%)420.740.2
20132.250.623.0456109340233.68923114256272826 (%)951.70.22
20142.990.643.2662115541863.62651113338283923 (%)781.260.22
20153.450.693.4559121441563.42306118407285984 (%)520.880.22
20162.690.862.9458127241603.27172121325291856 (%)631.090.26
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
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

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2093
22003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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1341
32007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

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1071
42000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

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822
51996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

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754
61996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

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751
71999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

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707
82006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

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607
92005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

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532
102005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

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513
111993Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47.

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509
121993Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118.

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497
131992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). Teräsvirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36.

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434
142007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

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433
151995Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

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400
162009What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

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393
171986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

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342
182005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

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320
192010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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318
202000Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

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306
211997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

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295
221995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

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294
232001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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291
241992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82.

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283
251993Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84.

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260
262005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

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250
271999Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510.

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250
281996The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61.

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246
291993Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60.

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243
302003A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

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241
311989The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21.

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240
321995A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25.

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240
332003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

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226
341990Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28.

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220
352002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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215
361996Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93.

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204
371997Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92.

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195
382010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

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195
392004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

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191
402005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

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189
412005The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

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188
422008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

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187
431991Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24.

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185
442014THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478.

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180
451996Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model.. (1996). Baillie, Richard ; Chung, Ching-Fan ; Tieslau, Margie A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40.

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175
461999Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). Strøm, Steinar ; Colombino, Ugo ; Aaberge, Rolf. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22.

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165
472000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

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162
482002Estimating quadratic variation using realized variance. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477.

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155
492007Growth, technological interdependence and spatial externalities: theory and evidence. (2007). KOCH, Wilfried ; Ertur, Cem. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:6:p:1033-1062.

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154
502003Value-at-risk for long and short trading positions. (2003). Laurent, Sébastien ; Giot, Pierre. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:6:p:641-663.

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143

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


#YearTitleCited
12001741
22003415
32007384
41996277
52000189
62005160
71996159
82014THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478.

Full description at Econpapers || Download paper

153
92010150
102007145
112006135
122005132
132009129
141999126
152005100
162013GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795.

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88
17199777
182013THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET. (2013). Peersman, Gert ; Baumeister, Christiane. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1087-1109.

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74
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20199370
21200170
22201069
23200869
24200265
25200563
262012Realized GARCH: a joint model for returns and realized measures of volatility. (2012). Huang, Zhuo ; Hansen, Peter ; Shek, Howard Howan . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:877-906.

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59
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28199358
292013Macroeconomic forecasting and structural change. (2013). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:82-101.

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56
30199253
312013Forecasting with Medium and Large Bayesian VARS. (2013). Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:2:p:177-203.

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53
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33201051
34199551
35201050
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37201047
382011Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974.

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47
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42199543
43199643
44198642
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462016A Social Interactions Model with Endogenous Friendship Formation and Selectivity. (2016). Lee, Lung-Fei ; Hsieh, Chih-Sheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:31:y:2016:i:2:p:301-319.

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38
472011Default priors and predictive performance in Bayesian model averaging, with application to growth determinants. (2011). Papageorgiou, Chris ; Eicher, Theo ; Raftery, Adrian E.. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:30-55.

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37
482013HOW EFFECTIVE ARE UNEMPLOYMENT BENEFIT SANCTIONS? LOOKING BEYOND UNEMPLOYMENT EXIT. (2013). van Ours, Jan ; Lalive, Rafael ; Arni, Patrick. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1153-1178.

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37
49199637
50200837

Citing documents used to compute impact factor 325:


YearTitle
2016You can lead a firm to R&D but can you make it innovate? UK evidence from SMEs. (2016). cowling, marc. In: Small Business Economics. RePEc:kap:sbusec:v:46:y:2016:i:4:d:10.1007_s11187-016-9704-2.

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2016Sparse Kalman Filtering Approaches to Covariance Estimation from High Frequency Data in the Presence of Jumps. (2016). Ho, Michael ; Xin, Jack . In: Papers. RePEc:arx:papers:1602.02185.

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2016Bayesian semiparametric modeling of realized covariance matrices. (2016). Maheu, John ; Jin, Xin . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:19-39.

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2016The U.S. Oil Supply Revolution and the Global Economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1605.

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2016The U.S. oil supply revolution and the global economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:263.

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2016Effects of the product diversification of exports on income at different stages of economic development. (2016). Gözgör, Giray ; Can, Muhlis . In: Eurasian Business Review. RePEc:spr:eurasi:v:6:y:2016:i:2:d:10.1007_s40821-016-0045-5.

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2016Economic Diversification in Resource Rich Countries: Uncovering the State of Knowledge. (2016). Alsharif, Nouf ; Intartaglia, Maurizio . In: Working Paper Series. RePEc:sus:susewp:9816.

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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.

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2016Does the commodities boom support the export led growth hypothesis? Evidence from Latin American countries. (2016). Kristjanpoller, Werner ; Salazar, Rodolfo I ; Olson, Josephine E. In: Latin American Economic Review. RePEc:spr:laecrv:v:25:y:2016:i:1:d:10.1007_s40503-016-0036-z.

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2016Economic Diversification in Resource Rich Countries: Uncovering the State of Knowledge. (2016). Intartaglia, Maurizio ; Bhattacharyya, Sambit ; Alsharif, Nouf . In: Working Paper Series. RePEc:sus:susewp:09816.

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2016Monitoring Parameter Constancy with Endogenous Regressors. (2016). Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-01.

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2016Option-Implied Equity Premium Predictions via Entropic TiltinG. (2016). Pettenuzzo, Davide ; Smith, Aaron ; Metaxoglou, Konstantinos . In: Working Papers. RePEc:brd:wpaper:99.

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

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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.

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2016Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75r.

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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.

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2016Oil-price density forecasts of US GDP. (2016). Ravazzolo, Francesco ; Francesco, Ravazzolo ; Philip, Rothman . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7.

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2016A Bayesian Infinite Hidden Markov Vector Autoregressive Model. (2016). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160107.

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

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2016Disagreement versus uncertainty: Evidence from distribution forecasts. (2016). Nolte, Ingmar ; Kruger, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s172-s186.

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2016The impact of pollution abatement investments on production technology: new insights from frontier analysis. (2016). Musolesi, Antonio ; Huiban, Jean Pierre ; Simioni, Michel ; Mastromarco, Camille . In: Working Papers. RePEc:hal:wpaper:hal-01512154.

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2016Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach. (2016). Cordero, Jose Manuel ; Polo, Cristina ; Pisaflores, Elsa C ; Pedraja-Chaparro, Francisco . In: MPRA Paper. RePEc:pra:mprapa:70674.

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2016The impact of pollution abatement investments on production technology: new insights from frontier analysis. (2016). Musolesi, Antonio ; Huiban, J P ; Simioni, M ; Mastromarco, C. In: Working Papers MOISA. RePEc:umr:wpaper:201602.

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2016Financial development and productive inefficiency: A robust conditional directional distance function approach. (2016). Tzeremes, Nickolaos ; Mallick, Sushanta ; Matousek, Roman . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:196-201.

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2016Local governments’ efficiency: A systematic literature review – Part I. (2016). Narbon-Perpia, Isabel ; de Witte, Kristof . In: Working Papers. RePEc:jau:wpaper:2016/20.

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2016Local governments’ efficiency: A systematic literature review – Part II. (2016). Narbon-Perpia, Isabel ; de Witte, Kristof . In: Working Papers. RePEc:jau:wpaper:2016/21.

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2016The spillover effects of foreign direct investment on the firms’ productivity performances. (2016). Suyanto, Suyanto ; Sari, Dyah Wulan ; Khalifah, Noor Aini . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:46:y:2016:i:2:d:10.1007_s11123-016-0484-0.

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2016The influence of public subsidies on farm technical efficiency: A robust conditional nonparametric approach. (2016). Minviel, Jean Joseph ; de Witte, Kristof . In: Working Papers SMART - LERECO. RePEc:rae:wpaper:201610.

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2016Financial Health and the Intensive Margin of Trade. (2016). YILMAZKUDAY, HAKAN ; Baglan, Deniz . In: Working Papers. RePEc:fiu:wpaper:1607.

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2016Robust estimation of the Pareto tail index: a Monte Carlo analysis. (2016). Brzeziński, Michał ; BRZEZINSKI, Michal . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:1:d:10.1007_s00181-015-0989-9.

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2016Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pb:p:300-314.

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2016Eye Tracking to Model Attribute Attendance. (2016). Palma, Marco ; Collart, Alba ; Chavez, Daniel. In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:230011.

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2016Choice certainty in Discrete Choice Experiments: Will eye tracking provide useful measures?. (2016). Olsen, Søren ; Jacobsen, Catrine ; Uggeldahl, Kennet ; Lundhede, Thomas Hedemark . In: Journal of choice modelling. RePEc:eee:eejocm:v:20:y:2016:i:c:p:35-48.

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2016Drivers of industrial and non-industrial greenhouse gas emissions. (2016). Stern, David ; Sanchez, Luis F. In: Ecological Economics. RePEc:eee:ecolec:v:124:y:2016:i:c:p:17-24.

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2016Environmental Kuznets curve hypothesis for sub-elements of the carbon emissions in China. (2016). Gozbasi, Onur ; Aslan, Alper ; Onur, Gozbasi ; Alper, Aslan . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:82:y:2016:i:2:d:10.1007_s11069-016-2246-8.

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2016Energy consumption, economic growth and carbon emissions: Cointegration and causality evidence from selected African countries. (2016). KEHO, Yaya ; ESSO, Jacques. In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:492-497.

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2016Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2016-10.

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2016High-dimensional copula-based distributions with mixed frequency data. (2016). Patton, Andrew ; Oh, Donghwan . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:349-366.

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2016Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2016Wating Longer Before Claiming, and Activating Youth. No Point?. (2016). Cockx, Bart ; van Belle, Eva . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6104.

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2016WAITING LONGER BEFORE CLAIMING AND ACTIVATING YOUTH. NO POINT?. (2016). Cockx, Bart ; van Belle, Eva . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:16/922.

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2016Waiting Longer Before Claiming, and Activating Youth: No Point?. (2016). Cockx, Bart ; van Belle, Eva . In: IZA Discussion Papers. RePEc:iza:izadps:dp10221.

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2016Waiting Longer Before Claiming and Activating Youth. No Point?. (2016). Cockx, Bart ; van Belle, Eva . In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2016019.

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2016The profound precariousness of work through temporary work agency. (2016). Marica, Mihaela-Emilia . In: Juridical Tribune (Tribuna Juridica). RePEc:asr:journl:v:6:y:2016:i:2:p:216-227.

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2016A Correction to Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data by Li, Simar & Zelenyuk (2014, CSDA). (2016). Racine, Jeffrey. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2016-01.

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2016Voting and Popularity. (2016). Kirchgassner, Gebhard . In: CREMA Working Paper Series. RePEc:cra:wpaper:2016-08.

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2016Voting and Popularity. (2016). Kirchgassner, Gebhard . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6182.

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2016Voting and Popularity. (2016). Kirchgassner, Gebhard . In: Economics Working Paper Series. RePEc:usg:econwp:2016:18.

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2016Adaptive local parametric estimation of crop yields: implication for crop insurance ratemaking. (2016). Shen, Zhiwei. In: 156th Seminar, October 4, 2016, Wagenigen, The Netherlands. RePEc:ags:eaa156:249984.

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2016Inference for First-Price Auctions with Guerre, Perrigne, and Vuongs estimator. (2016). Shneyerov, Artyom ; Marmer, Vadim. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:vadim_marmer-2016-4.

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2016Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders. (2016). Zincenko, Federico. In: Working Paper. RePEc:pit:wpaper:5855.

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2016Identifying the average treatment effect in ordered treatment models without unconfoundedness. (2016). Lewbel, Arthur ; Yang, Thomas Tao . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:1:p:1-22.

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2016A Competing Risks Model with Time-varying Heterogeneity and Simultaneous Failure. (2016). Liu, Ruixuan . In: Emory Economics. RePEc:emo:wp2003:1603.

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2016Mandatory Retirement and the Consumption Puzzle: Prices Decline or Quantities Decline?. (2016). Yang, Dennis ; Dong, Yingying . In: Upjohn Working Papers and Journal Articles. RePEc:upj:weupjo:16-251.

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2016VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11178.

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2016VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:119.

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2016VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: 2016 Meeting Papers. RePEc:red:sed016:260.

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2016Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries. (2016). Sarferaz, Samad ; Kriwoluzky, Alexander ; Kliem, Martin. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:158-184.

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2016Racial and ethnic infant mortality gaps and the role of socio-economic status. (2016). Haider, Steven ; Elder, Todd E ; Goddeeris, John H. In: Labour Economics. RePEc:eee:labeco:v:43:y:2016:i:c:p:42-54.

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2016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, Márcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio . In: Working Papers Series. RePEc:bcb:wpaper:415.

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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO ; Claudio, Morana . In: Working Papers. RePEc:mib:wpaper:330.

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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO. In: Working Paper Series. RePEc:rim:rimwps:16-02.

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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO. In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232925.

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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2016.23.

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2016Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

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2016Cyclical fiscal rules for oil-exporting countries. (2016). Snudden, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:473-483.

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2016Disentangling Moral Hazard and Adverse Selection in Private Health Insurance. (2016). Powell, David ; Goldman, Dana. In: NBER Working Papers. RePEc:nbr:nberwo:21858.

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2016Quantile Selection Models with an Application to Understanding Changes in Wage Inequality. (2016). Arellano, Manuel ; Bonhomme, Stephane . In: Working Papers. RePEc:cmf:wpaper:wp2016_1610.

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2016In-sample inference and forecasting in misspecified factor models. (2016). Rossi, Barbara ; Carrasco, Marine . In: Economics Working Papers. RePEc:upf:upfgen:1530.

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2016In-sample Inference and Forecasting in Misspecified Factor Models. (2016). Rossi, Barbara ; Carrasco, Marine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11388.

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2016Global versus local shocks in micro price dynamics. (2016). Zachariadis, Marios ; Andrade, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:98:y:2016:i:c:p:78-92.

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2016Debt-dependent effects of fiscal expansions. (2016). Shen, Wenyi ; Bi, Huixin ; Yang, Shu-Chun S. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:142-157.

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2016The Government Wage Bill and Private Activity. (2016). Pappa, Evi ; Bermperoglou, Dimitrios ; Vella, Eugenia . In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP). RePEc:lau:crdeep:16.24.

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2016Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11161.

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2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/228908.

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2016Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Center for Economic Research (RECent). RePEc:mod:recent:120.

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2016The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia. In: Working Paper Series. RePEc:ecb:ecbwps:20161967.

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2016Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194.

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2016The influence of sovereign bond yields on bank lending rates: the pass-through in Europe. (2016). Eller, Markus ; Reininger, Thomas . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:2:b:1.

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2016Breaking down world trade elasticities: a panel ECM approach. (2016). Martinez-Martin, Jaime. In: Working Papers. RePEc:bde:wpaper:1614.

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2016Breaking down world trade elasticities: a panel ECM approach. (2016). Martinez-Martin, Jaime. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:275.

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2016The Balassa–Samuelson hypothesis in the developed and developing countries revisited. (2016). Wang, Wei Guo ; Du, Chonghua ; Xue, Jing . In: Economics Letters. RePEc:eee:ecolet:v:146:y:2016:i:c:p:33-38.

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2016Fiscal Sustainability in EMU contries: A continued Fiscal commitment?. (2016). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan . In: Working Papers. RePEc:eec:wpaper:1608.

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2016A panel cointegration rank test with structural breaks and cross-sectional dependence. (2016). Karaman Örsal, Deniz ; Deniz Dilan Karaman , ; Arsova, Antonia . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145822.

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2016DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION. (2016). Whang, Yoon-Jae ; Okui, Ryo ; Lee, Sokbae (Simon). In: KIER Working Papers. RePEc:kyo:wpaper:931.

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2016The effect of mortgage interest deduction and mortgage characteristics on house prices. (2016). Buyst, Erik ; Damen, Sven ; Vastmans, Frank . In: Journal of Housing Economics. RePEc:eee:jhouse:v:34:y:2016:i:c:p:15-29.

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2016Are Macroeconomic Density Forecasts Informative?. (2016). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-02.

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2016Hospital competition with heterogeneous patient groups: Incentives and regulation. (2016). Vomhof, Markus . In: Ruhr Economic Papers. RePEc:zbw:rwirep:624.

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2016Sovereign yields and the risk-taking channel of currency appreciation. (2016). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:538.

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2016The G7 Business Cycle in a Globalized World. (2016). Carstensen, Kai ; Salzmann, Leonard . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5980.

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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.

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2016On the Exposure of the BRIC Countries to Global Economic Shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1594.

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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.

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2016Order Invariant Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans . In: Working Papers. RePEc:awi:wpaper:0608.

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2016Joint prediction bands for macroeconomic risk management. (2016). Maih, Junior ; Binning, Andrew ; Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2016_07.

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2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios. In: Open Access publications. RePEc:ucn:oapubs:10197/7323.

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2016Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. (2016). Schorfheide, Frank ; Diebold, Francis ; Shin, Minchul . In: NBER Working Papers. RePEc:nbr:nberwo:22615.

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2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227.

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2016Robust Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145547.

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

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2016Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality. (2016). Szafrański, Grzegorz ; Stelmasiak, Damian ; Szafraski, Grzegorz . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:8:y:2016:i:1:p:21-42.

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2016Structural analysis with Multivariate Autoregressive Index models. (2016). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:332-348.

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2016Forecasting Economic Activity with Mixed Frequency Bayesian VARs. (2016). Brave, Scott ; Justiniano, Alejandro ; Butters, Andrew R. In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-05.

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2016Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-55.

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2016BVAR mapping. (2016). Malakhovskaya, Oxana ; Demeshev, Boris . In: Applied Econometrics. RePEc:ris:apltrx:0300.

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2016Foreign Direct Investment and Sustainable Development. A Regional Approach for Romania. (2016). Simionescu (Bratu), Mihaela. In: Working Papers of Macroeconomic Modelling Seminar. RePEc:rjr:wpmems:162702.

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2016Bayesian Vector Autoregressions. (2016). Woźniak, Tomasz ; Woniak, Tomasz . In: Australian Economic Review. RePEc:bla:ausecr:v:49:y:2016:i:3:p:365-380.

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2016Forecasting Chinas economic growth and inflation. (2016). Zha, Tao ; Zhong, Wenna ; Higgins, Patrick . In: China Economic Review. RePEc:eee:chieco:v:41:y:2016:i:c:p:46-61.

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2016News and Uncertainty Shocks. (2016). Galvão, Ana ; Cascaldi-Garcia, Danilo ; Galvao, Ana Beatriz . In: EMF Research Papers. RePEc:wrk:wrkemf:12.

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2016Rare Events and Risk Perception: Evidence from Fukushima Accident. (2016). Wozniak, Tomasz . In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:2021.

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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.

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2016Macroeconomic forecasting and structural changes in steady states. (2016). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:204.

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2016Forecasting Macroeconomic Variables under Model Instability. (2016). Pettenuzzo, Davide ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11355.

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2016Hidden Markov models in time series, with applications in economics. (2016). Kaufmann, Sylvia. In: Working Papers. RePEc:szg:worpap:1606.

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2016The implications of monetary expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:71-84.

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2016Sparse Change-point HAR Models for Realized Variance. (2016). Dufays, Arnaud . In: Cahiers de recherche. RePEc:lvl:crrecr:1607.

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2016Structural changes in inflation dynamics: multiple breaks at different dates for different parameters. (2016). Eo, Yunjong. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:3:p:211-231:n:6.

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2016What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20162.

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2016The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach. (2016). Plödt, Martin ; Herwartz, Helmut ; Plodt, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:30-44.

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2016Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176.

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2016Fiscal multipliers in a structural VEC model with mixed normal errors. (2016). Puonti, Paivi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:144-154.

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2016Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach. (2016). Netšunajev, Aleksei ; Netunajev, Aleksei ; Kulikov, Dmitry . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2015-8.

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2016The U.S. Oil Supply Revolution and the Global Economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1605.

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2016The U.S. oil supply revolution and the global economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:263.

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2016U.S. Agricultural Export Competitiveness and Export Market Diversification. (2016). Roe, Terry ; Jha, Jaya . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236250.

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2016Confidence Sets for the Break Date in Cointegrating Regressions. (2016). Skrobotov, Anton ; Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-07.

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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.

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2016Military expenditures, economic growth and spatial spillovers. (2016). Ocal, Nadir ; Yildirim, Julide . In: Defence and Peace Economics. RePEc:taf:defpea:v:27:y:2016:i:1:p:87-104.

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2016State dependence in access to credit. (2016). Zazzaro, Alberto ; Presbitero, Andrea ; Pigini, Claudia. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:17-34.

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2016Sibling spillover effects in school achievement. (2016). Rabe, Birgitta ; Nicoletti, Cheti. In: Discussion Papers. RePEc:yor:yorken:16/02.

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2016Econometrics of network models. (2016). de Paula, Aureo. In: CeMMAP working papers. RePEc:ifs:cemmap:06/16.

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2016Young Adults Living with Their Parents and the Influence of Peers. (2016). Kaya, Ezgi ; Adamopoulou, Effrosyni. In: IZA Discussion Papers. RePEc:iza:izadps:dp10070.

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2016Alcohol consumption by youth: Peers, parents, or prices?. (2016). Egan, Kevin ; Amialchuk, Aliaksandr ; Ajilore, Olugbenga . In: Economics & Human Biology. RePEc:eee:ehbiol:v:23:y:2016:i:c:p:76-83.

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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.

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2016Chinas Increasing Global Influence: Changes in International Growth Spillovers. (2016). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:221.

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2016The dynamic relationship between school size and academic performance: An investigation of elementary schools in Wisconsin. (2016). Zimmer, David ; Welsch, David M. In: Research in Economics. RePEc:eee:reecon:v:70:y:2016:i:1:p:158-169.

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2016What slice of the pie? The corporate bond market boom in emerging economies. (2016). Saborowski, Christian ; Ayala, Diana ; Nedeljkovic, Milan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_008.

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2016Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model. (2016). Huang, Zhuo ; Wang, Tianyi ; Liu, Hao . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:812-821.

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2016Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215.

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2016Exploiting the errors: A simple approach for improved volatility forecasting. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:1-18.

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2016Bayesian semiparametric modeling of realized covariance matrices. (2016). Maheu, John ; Jin, Xin . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:19-39.

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2016Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations . (2016). Yamauchi, Yuta ; Omori, Yasuhiro . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1029.

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2016Multiple Hypothesis Testing in Experimental Economics. (2016). Xu, Yang ; Shaikh, Azeem ; list, john. In: NBER Working Papers. RePEc:nbr:nberwo:21875.

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2016Multiple Hypothesis Testing in Experimental Economics. (2016). Shaikh, Azeem ; list, john ; Xu, Yang. In: Artefactual Field Experiments. RePEc:feb:artefa:00402.

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2016Effectiveness of Paid Search Advertising: Experimental Evidence. (2016). Dai, Weijia ; Luca, Michael . In: Harvard Business School Working Papers. RePEc:hbs:wpaper:17-025.

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2016Transparency, Reproducibility, and the Credibility of Economics Research. (2016). Miguel, Edward ; Christensen, Garret. In: NBER Working Papers. RePEc:nbr:nberwo:22989.

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2016Targeting Policies: Multiple Testing and Distributional Treatment Effects. (2016). Pohl, R. Vincent ; Lehrer, Steven ; Song, Kyungchul . In: NBER Working Papers. RePEc:nbr:nberwo:22950.

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2016State-dependent exchange rate pass-through behavior. (2016). Donayre, Luiggi ; Panovska, Irina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:170-195.

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2016Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms. (2016). Serletis, Apostolos ; Jadidzadeh, Ali . In: The Energy Journal. RePEc:aen:journl:ej37-2-serletis.

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2016Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Gramacy, Robert B ; Horst, Enrique Ter. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:15-:d:65565.

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2016Social Media Use and Childrens Wellbeing. (2016). Taylor, Karl ; Roberts, Jennifer ; Powell, Philip ; McDool, Emily . In: IZA Discussion Papers. RePEc:iza:izadps:dp10412.

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2016Social Media Use and Children’s Wellbeing. (2016). Taylor, Karl ; Roberts, Jennifer ; McDool, Emily ; Powell, Phillip . In: Working Papers. RePEc:shf:wpaper:2016011.

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2016Trading on Their Terms? Commodity Exporters in the Aftermath of the Commodity Boom. (2016). Koczan, Zsoka ; Bems, Rudolfs ; Aslam, Aqib ; Elik, Sinem Kala ; Celasun, Oya ; Beidas-Strom, Samya . In: IMF Working Papers. RePEc:imf:imfwpa:16/27.

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2016Investment in Productivity and the Long-Run Effect of Financial Crises on Output. (2016). De Ridder, Maarten. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1659.

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2016Investment in Productivity and the Long-Run Effect of Financial Crises on Output. (2016). De Ridder, Maarten. In: Discussion Papers. RePEc:cfm:wpaper:1630.

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2016Investment and bank credit recovery after banking crises. (2016). Dutta, Nabamita ; Teimouri, Sheida . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:306-327.

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2016Shifts in euro area Beveridge curves and their determinants. (2016). Vanhala, Juuso ; Bonthuis, Boele ; Jarvis, Valerie . In: IZA Journal of Labor Policy. RePEc:spr:izalpo:v:5:y:2016:i:1:d:10.1186_s40173-016-0076-7.

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2016Investment in Productivity and the Long-Run Effect of Financial Crises on Output. (2016). De Ridder, Maarten. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6243.

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2016Global food prices and domestic inflation: some cross-country evidence. (2016). wachter, susan ; Simon, John ; Loungani, Prakash ; Furceri, Davide. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:68:y:2016:i:3:p:665-687..

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2016Product Market Deregulation and Growth; New Country-Industry-Level Evidence. (2016). Duval, Romain ; Bouis, Romain ; Eugster, Johannes . In: IMF Working Papers. RePEc:imf:imfwpa:16/114.

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2016The Short-Term Impact of Product Market Reforms; A cross-country firm-level analysis. (2016). Hijzen, Alexander ; Gal, Peter. In: IMF Working Papers. RePEc:imf:imfwpa:16/116.

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2016Monetary Policy Credibility and Exchange Rate Pass-Through. (2016). Magud, Nicolas ; Carrière-Swallow, Yan ; Gruss, Bertrand ; Carriere-Swallow, Yan ; Valencia, Fabian . In: IMF Working Papers. RePEc:imf:imfwpa:16/240.

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2016Fiscal Buffers, Private Debt, and Stagnation; The Good, the Bad and the Ugly. (2016). Villa, Stefania ; Melina, Giovanni ; Batini, Nicoletta . In: IMF Working Papers. RePEc:imf:imfwpa:16/104.

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2016Fiscal limits in developing countries: A DSGE Approach. (2016). Shen, Wenyi ; Bi, Huixin ; Yang, Shu-Chun S. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:49:y:2016:i:c:p:119-130.

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2016Bond portfolio optimization using dynamic factor models. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:128-158.

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2016Evolutionary Sequential Monte Carlo Samplers for Change-Point Models. (2016). Dufays, Arnaud . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:12-:d:65253.

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2016Evolutionary Sequential Monte Carlo Samplers for Change-Point Models. (2016). Dufays, Arnaud . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:12:d:65253.

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2016A narrative approach to a fiscal DSGE model. (2016). Drautzburg, Thorsten. In: Working Papers. RePEc:fip:fedpwp:16-11.

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2016Striated Metropolis–Hastings sampler for high-dimensional models. (2016). Zha, Tao ; Waggoner, Daniel ; Wu, Hongwei . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:406-420.

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2016System Priors for Econometric Time Series. (2016). Plašil, Miroslav ; Andrle, Michal ; Plail, Miroslav . In: IMF Working Papers. RePEc:imf:imfwpa:16/231.

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2016Nonnested model comparisons for time series. (2016). McElroy, T S. In: Biometrika. RePEc:oup:biomet:v:103:y:2016:i:4:p:905-914..

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2016Choosing Prior Hyperparameters. (2016). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan . In: Working Paper. RePEc:fip:fedrwp:16-09.

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2016Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century. (2016). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amirahmadi, Pooyan . In: Quantitative Economics. RePEc:wly:quante:v:7:y:2016:i:2:p:591-611.

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2016Loss Modification Incentives for Insurers Under Expected Utility and Loss Aversion. (2016). Soetevent, Adriaan ; Zhou, Liting . In: De Economist. RePEc:kap:decono:v:164:y:2016:i:1:d:10.1007_s10645-015-9259-7.

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2016Under one roof: The effect of co-residing with adult children on depression in later life. (2016). Courtin, Emilie ; Avendano, Mauricio . In: Social Science & Medicine. RePEc:eee:socmed:v:168:y:2016:i:c:p:140-149.

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2016On the role of public policies and wage formation for private investment in R&D:A long-run panel analysis. (2016). Buyse, Tim ; Schoonackers, Ruben . In: Working Paper Research. RePEc:nbb:reswpp:201601-292.

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2016Education, HIV Status and Risky Sexual Behavior: How Much Does the Stage of the HIV Epidemic Matter ?. (2016). Santaeulalia-Llopis, Raul ; Ioro, Daniela Santaeulalia-Llopis . In: Economics Working Papers. RePEc:eui:euiwps:eco2016/09.

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2016The effect of peers on HIV infection expectations among Malawian adolescents: Using an instrumental variables/school fixed effect approach. (2016). Kim, Jinho. In: Social Science & Medicine. RePEc:eee:socmed:v:152:y:2016:i:c:p:61-69.

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2016Antiretroviral therapy and demand for HIV testing: Evidence from Zambia. (2016). Wilson, Nicholas. In: Economics & Human Biology. RePEc:eee:ehbiol:v:21:y:2016:i:c:p:221-240.

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2016Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns. (2016). Garay, Urbi ; Rodriguez, Abel ; Molina, German ; Horst, Enrique Ter. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:13-:d:65308.

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2016Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns. (2016). Garay, Urbi ; Rodriguez, Abel ; Molina, German ; Horst, Enrique Ter. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:13:d:65308.

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2016An infinite hidden Markov model for short-term interest rates. (2016). YANG, QIAO ; Maheu, John. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:202-220.

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2016A Bayesian Infinite Hidden Markov Vector Autoregressive Model. (2016). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160107.

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2016Bayesian Semiparametric Forecasts of Real Interest Rate Data. (2016). Deschamps, Philippe. In: CORE Discussion Papers. RePEc:cor:louvco:2016050.

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2016Plausibility of big shocks within a linear state space setting with skewness. (2016). Koloch, Grzegorz . In: MPRA Paper. RePEc:pra:mprapa:69001.

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2016Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2016/17.

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2016Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:16011.

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2016Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f.

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2016Challenges for Central Banks´ Macro Models. (2016). Smets, Frank ; Lindé, Jesper ; Wouters, Rafael ; Linde, Jesper . In: Working Paper Series. RePEc:hhs:rbnkwp:0323.

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2016Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603.

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2016Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: MPRA Paper. RePEc:pra:mprapa:75424.

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2016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:13.

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

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2016Solution and Estimation Methods for DSGE Models. (2016). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus. In: NBER Working Papers. RePEc:nbr:nberwo:21862.

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2016Evaluating the robustness of UK term structure decompositions using linear regression methods. (2016). Meldrum, Andrew ; Malik, Sheheryar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:85-102.

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2016Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446.

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2016Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation. (2016). Issler, João ; Gaglianone, Wagner ; Matos, Silvia Maria . In: Working Papers Series. RePEc:bcb:wpaper:436.

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2016Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78.

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2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93.

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2016Who are the net senders and recipients of volatility spillovers in China’s financial markets?. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262.

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2016The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Aktham, Maghyereh ; Cherif, Guermat ; Awartani, Basel . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

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2016THE IMPACT OF INVESTMENT HORIZON ON THE RETURN AND RISK OF INVESTMENTS IN SECURITIES IN LITHUANIA. (2016). Bugajevas, Andrius ; Pipiras, Marekas ; Urbiena, Laimuta . In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:7:y:2016:i:2:id:210.

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2016Real Exchange Rate Persistence and Country Characteristics. (2016). Velic, Adnan ; Curran, Michael. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:31.

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2016House price fluctuations and the business cycle dynamics. (2016). Abate, Girum ; Anselin, Luc . In: CREATES Research Papers. RePEc:aah:create:2016-06.

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2016Business cycles in the economy and in economics: an econometric analysis. (2016). Kufenko, Vadim ; Geiger, Niels. In: Scientometrics. RePEc:spr:scient:v:107:y:2016:i:1:d:10.1007_s11192-016-1866-9.

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2016A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets. (2016). Nielsen, Morten ; Dolatabadi, Sepideh ; Xu, KE. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:623-639.

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2016Common trends in global volatility. (2016). Hurn, Stan ; Clements, Adam ; Volkov, V V. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:194-214.

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2016Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2016). Shibaev, Sergei ; Nielsen, Morten. In: CREATES Research Papers. RePEc:aah:create:2016-30.

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2016International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Toupin, Dominique ; Gagnon, Marie-Helene . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255.

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2016Forecasting exchange rates under parameter and model uncertainty. (2016). Beckmann, Joscha ; Schussler, Rainer . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:267-288.

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2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:47:y:2016:i:c:p:95-107.

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2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

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2016Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O. In: Working Papers. RePEc:gbl:wpaper:2016-07.

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2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2016). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5759.

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2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5709.

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2016OPEC vs US shale oil: Analyzing the shift to a market-share strategy. (2016). Ritz, Robert ; Behar, Alberto. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1623.

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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.

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2016The Role of Oil Price Shocks in Causing U.S. Recessions. (2016). Vigfusson, Robert ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5743.

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2016The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5751.

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2016Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach. (2016). Wang, Lijun ; Huang, Xuan ; Liu, Xiaojia . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:1608-1618.

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2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11035.

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2016The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11107.

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2016Taxing fossil fuels under speculative storage. (2016). Unsal, Filiz ; Unalmis, Ibrahim ; Tumen, Semih. In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:64-75.

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2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:30:y:2016:i:1:p:139-60.

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2016The Simple Economics of Commodity Price Speculation. (2016). Pindyck, Robert ; Knittel, Christopher. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:8:y:2016:i:2:p:85-110.

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2016Forecasting the term structure of crude oil futures prices with neural networks. (2016). Baruník, Jozef ; Malinska, Barbora ; Barunik, Jozef . In: Applied Energy. RePEc:eee:appene:v:164:y:2016:i:c:p:366-379.

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2016An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments. (2016). Chatrath, Arjun ; Wang, Tianyang ; Ramchander, Sanjay ; Miao, Hong . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:213-223.

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2016On the link between current account and oil price fluctuation in diversified economies: The case of Canada. (2016). Razafindrabe, Tovonony ; Gnimassoun, Blaise ; Joets, Marc . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2016-08.

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2016The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?. (2016). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:72094.

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2016Does the S&P500 index lead the crude oil dynamics? A complexity-based approach. (2016). Kyrtsou, Catherine ; Papana, Angeliki ; Mikropoulou, Christina . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:239-246.

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2016Predicting the oil prices: Do technical indicators help?. (2016). Yang, Qingyuan ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:338-350.

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2016Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

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2016Limit pricing and the (in)effectiveness of the carbon tax. (2016). Daubanes, Julien ; Andrade de Sa, Saraly. In: Journal of Public Economics. RePEc:eee:pubeco:v:139:y:2016:i:c:p:28-39.

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2016Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market. (2016). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Working Papers. RePEc:urv:wpaper:2072/261538.

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2016An Analysis of OPEC’s Strategic Actions, US Shale Growth and the 2014 Oil Price Crash. (2016). Ritz, Robert ; Behar, Alberto. In: IMF Working Papers. RePEc:imf:imfwpa:16/131.

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2016Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

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2016Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Tang, Bao-Jun ; Chen, Hao ; Liao, Hua . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:42-49.

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2016Monetary Policy and Mispricing in Stock Markets. (2016). Bernoth, Kerstin ; Beckers, Benjamin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1605.

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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.

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2016Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications. (2016). Vigfusson, Robert ; Moran, Kevin ; Leduc, Sylvain. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-53.

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2016Has Inflation Targeting Become Less Credible? Oil Prices, Global Aggregate Demand and Inflation Expectations during the Global Financial Crisis. (2016). Sussman, Nathan ; Zohar, Osnat . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11535.

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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.

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2016On the link between current account and oil price fluctuations in diversified economies: The case of Canada. (2016). Razafindrabe, Tovonony ; Joëts, Marc ; Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-35.

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2016On the link between current account and oil price fluctuation in diversified economies: The case of Canada.. (2016). Razafindrabe, Tovonony ; Gnimassoun, Blaise ; Joets, Marc . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-41.

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2016Cyclical fiscal rules for oil-exporting countries. (2016). Snudden, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:473-483.

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2016How is volatility in commodity markets linked to oil price shocks?. (2016). Manera, Matteo ; Behmiri, Niaz Bashiri ; Ahmadi, Maryam . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:11-23.

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2016Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212.

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2016The informational content of inventory announcements: Intraday evidence from crude oil futures market. (2016). Karali, Berna ; Ye, Shiyu . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:349-364.

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2016Oil price shocks and U.S. dollar exchange rates. (2016). Chen, Hongtao ; Zhu, Yingming ; Wang, Yudong ; Liu, LI. In: Energy. RePEc:eee:energy:v:112:y:2016:i:c:p:1036-1048.

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2016Global oil market and the U.S. stock returns. (2016). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam . In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:1277-1287.

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2016Does the volatility of commodity prices reflect macroeconomic uncertainty ?. (2016). Razafindrabe, Tovonony ; Mignon, Valérie ; Joets, M. In: Working papers. RePEc:bfr:banfra:607.

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2016Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market. (2016). Nakajima, Jouchi ; Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Higashio, Naoto . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e17.

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2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:249788.

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2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: Working Papers. RePEc:fem:femwpa:2016.70.

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2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6282.

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2016Did the renewable fuel standard shift market expectations of the price of ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CFS Working Paper Series. RePEc:zbw:cfswop:563.

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2016Shipping investor sentiment and international stock return predictability. (2016). Papapostolou, Nikos ; Nomikos, Nikos K ; Pouliasis, Panos K ; Kyriakou, Ioannis . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:96:y:2016:i:c:p:81-94.

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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.

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2016Oil prices in a real-businesscycle model with precautionary demand for oil. (2016). Olovsson, Conny . In: Working Paper Series. RePEc:hhs:rbnkwp:0332.

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2016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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2016The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach. (2016). Razafindrabe, Tovonony ; HACHE, Emmanuel ; Bremond, Vincent . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:13:y:2016:i:1:p:97-131.

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2016On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach. (2016). Guesmi, Khaled ; Abid, Ilyes ; Fiti, Zied . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:13:y:2016:i:1:p:67-79.

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2016Intergenerational poverty transmission in Europe: The role of education. (2016). Bellani, Luna ; Bia, Michela . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1602.

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2016Cognitive Ability and the Mortality Gradient by Education: Selection or Mediation?. (2016). Jones, Andrew ; Bijwaard, Govert. In: IZA Discussion Papers. RePEc:iza:izadps:dp9798.

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2016Disentangling policy effects into causal channels. (2016). Huber, Martin. In: IZA World of Labor. RePEc:iza:izawol:journl:y:2016:n:259.

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2016Bayesian inference in generalized true random-effects model and Gibbs sampling. (2016). Makieła, Kamil ; Makiea, Kamil . In: MPRA Paper. RePEc:pra:mprapa:69389.

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2016Some models for stochastic frontiers with endogeneity. (2016). Hajargasht, Gholamreza ; Griffiths, William E. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:341-348.

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2016When, where and how to estimate persistent and transient efficiency in stochastic frontier panel data models. (2016). Badunenko, Oleg ; Kumbhakar, Subal C. In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:1:p:272-287.

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2016Persistent and transient efficiency on the stochastic production and cost frontiers – an application to the motorway sector. (2016). Albalate, Daniel ; Rosell, Jordi . In: Working Papers. RePEc:xrp:wpaper:xreap2016-04.

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2016Measuring the Effectiveness of Anti-Cartel Interventions: A Conceptual Framework. (2016). Motchenkova, Evgenia ; Ulph, David . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150141.

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2016Measuring the Effectiveness of Anti-Cartel Interventions: A Conceptual Framework. (2016). Motchenkova, Evgenia ; Katsoulacos, Yannis ; Ulph, David . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160002.

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2016Measuring the Effectiveness of Anti-cartel Interventions: A Conceptual Framework. (2016). Motchenkova, Evgenia ; Katsoulacos, Yannis ; Ulph, David . In: Discussion Paper Series, Department of Economics. RePEc:san:wpecon:1602.

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2016The effects of endogenous enforcement on strategic uncertainty and cartel deterrence. (2016). Crede, Carsten ; Lu, Liang . In: Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS). RePEc:uea:wcbess:16-08.

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2016Choosing the variables to estimate singular DSGE models: Comment. (2016). Iskrev, Nikolay ; Ritto, Joao . In: MPRA Paper. RePEc:pra:mprapa:72870.

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2016A Practical Approach to Testing Calibration Strategies. (2016). Gordon, Grey ; Cao, Yongquan . In: Caepr Working Papers. RePEc:inu:caeprp:2016004.

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2016Identification and Estimation Using Heteroscedasticity Without Instruments: The Binary Endogenous Regressor Case. (2016). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:927.

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2016Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey. (2016). Çakmaklı, Cem ; Altug, Sumru ; Akmakli, Cem . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:138-153.

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2016Parallelization Experience with Four Canonical Econometric Models using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160005.

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2016Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Batrk, Nalan ; Hoogerheide, Lennart . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11-:d:65219.

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2016Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11:d:65219.

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2016Parallelization experience with four canonical econometric models using ParMitISEM. (2016). Grassi, Stefano. In: Research Memorandum. RePEc:unm:umagsb:2016013.

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2016Local quantile treatment effects. (2016). Wüthrich, Kaspar ; Melly, Blaise ; Und, Blaise Melly . In: Diskussionsschriften. RePEc:ube:dpvwib:dp1605.

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2016The effect of degree attainment on arrests: Evidence from a randomized social experiment. (2016). Parisian, Daniel ; Flores-Lagunes, Alfonso ; Amin, Vikesh . In: Economics of Education Review. RePEc:eee:ecoedu:v:54:y:2016:i:c:p:259-273.

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2016The Effect of Degree Attainment on Arrests: Evidence from a Randomized Social Experiment. (2016). Parisian, Daniel ; Flores-Lagunes, Alfonso ; Amin, Vikesh. In: IZA Discussion Papers. RePEc:iza:izadps:dp9695.

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2016Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach. (2016). Tsionas, Mike ; Tran, Kien. In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:3:p:1113-1123.

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2016Regional bank efficiency and its effect on regional growth in “normal” and “bad” times. (2016). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:413-426.

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2016Predicting Finnish economic activity using firm-level data. (2016). Fornaro, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:10-19.

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2016Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Discussion Papers. RePEc:cfm:wpaper:1604.

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2016Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507.

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2016Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Bank of England working papers. RePEc:boe:boeewp:0587.

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2016Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts. (2016). Jansen, W. Jos ; de Winter, Jasper ; Jin, Xiaowen . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:411-436.

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2016Nowcasting UK GDP during the depression. (2016). Smith, Paul ; Paul, Smith . In: Working Papers. RePEc:str:wpaper:1606.

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2016The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168.

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2016Aggregate versus disaggregate information in dynamic factor models. (2016). Perez Quiros, Gabriel ; Camacho, Maximo ; Alvarez, Rocio ; Perez-Quiros, Gabriel . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:680-694.

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2016Nowcasting Indian GDP. (2016). Fosten, Jack ; Bragoli, Daniela. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2016_06.

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2016Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs. (2016). Marcellino, Massimiliano. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:335-348.

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2016Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data. (2016). Zhang, Zhaoyong ; Koopman, Siem Jan ; Blasques, Francisco ; Mallee, M. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:405-417.

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2016Metro business cycles. (2016). Gascon, Charles ; Rapach, David E ; Arias, Maria A. In: Journal of Urban Economics. RePEc:eee:juecon:v:94:y:2016:i:c:p:90-108.

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2016Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305.

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2016Nowcasting Turkish GDP and news decomposition. (2016). Yazgan, Ege ; Modugno, Michele ; Soybilgen, Bari . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1369-1384.

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2016Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises. (2016). Scotti, Chiara. In: Journal of Monetary Economics. RePEc:eee:moneco:v:82:y:2016:i:c:p:1-19.

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2016Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11599.

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2016On the optimal number of indicators – nowcasting GDP growth in CESEE. (2016). Woerz, Julia ; Tóth, Peter ; Havrlant, David ; Worz, Julia . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:4:b:1.

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2016Forecasting Czech GDP Using Mixed-Frequency Data Models. (2016). Rusnák, Marek ; Havrlant, David ; Franta, Michal . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:12:y:2016:i:2:d:10.1007_s41549-016-0008-z.

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2016Age Anchors and the Expected Retirement Age: An Experimental Study. (2016). Vermeer, Niels . In: De Economist. RePEc:kap:decono:v:164:y:2016:i:3:d:10.1007_s10645-016-9276-1.

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2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent. In: Staff Working Papers. RePEc:bca:bocawp:16-25.

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2016Macroeconomics and the reality of mixed frequency data. (2016). Ghysels, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:294-314.

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2016The estimation of continuous time models with mixed frequency data. (2016). Chambers, Marcus. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:390-404.

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2016Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432.

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2016Estimating dynamic equilibrium models using mixed frequency macro and financial data. (2016). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper. In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:116-137.

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2016Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto . In: Working Papers. RePEc:igi:igierp:585.

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2016The Estimation of Continuous Time Models with Mixed Frequency Data. (2016). Chambers, Marcus. In: Economics Discussion Papers. RePEc:esx:essedp:15988.

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2016Modelling the business cycle of a small open economy: The Reserve Bank of New Zealands DSGE model. (2016). Theodoridis, Konstantinos ; Kamber, Gunes ; McDonald, Chris ; Sander, Nick . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:546-569.

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2016The Effectiveness of Medical and Vocational Interventions for Reducing Sick Leave of Self-Employed Workers. (2016). Baert, Stijn ; van der Klaauw, Bas ; van Lomwel, Gijsbert . In: IZA Discussion Papers. RePEc:iza:izadps:dp9692.

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2016Labor Market Effects of US Sick Pay Mandates. (2016). Ziebarth, Nicolas ; Pichler, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp9867.

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2016Long-term sick leave and the impact of a graded return-to-work program: evidence from Germany. (2016). Schneider, Udo ; Linder, Roland ; Verheyen, Frank . In: The European Journal of Health Economics. RePEc:spr:eujhec:v:17:y:2016:i:5:d:10.1007_s10198-015-0707-8.

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2016Long-term Consequences of Workplace Bullying on Sickness Absence. (2016). Mundbjerg, Tine Louise ; Hogh, Annie ; Marie, SE. In: IZA Discussion Papers. RePEc:iza:izadps:dp10101.

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2016The Pros and Cons of Sick Pay Schemes: Testing for Contagious Presenteeism and Noncontagious Absenteeism Behavior. (2016). Ziebarth, Nicolas ; Pichler, Stefan. In: NBER Working Papers. RePEc:nbr:nberwo:22530.

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2016Long-term consequences of workplace bullying on sickness absence. (2016). Mundbjerg, Tine L ; Marie, SE ; Hogh, Annie . In: Labour Economics. RePEc:eee:labeco:v:43:y:2016:i:c:p:129-150.

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2016Protecting working-age people with disabilities: experiences of four industrialized nations. (2016). Ziebarth, Nicolas ; Burkhauser, Richard ; Daly, Mary C. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:49:y:2016:i:4:d:10.1007_s12651-016-0215-z.

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2016Bargaining over Babies: Theory, Evidence, and Policy Implications. (2016). Kindermann, Fabian ; Doepke, Matthias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11158.

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2016Bargaining over Babies: Theory, Evidence, and Policy Implications. (2016). Kindermann, Fabian ; Doepke, Matthias. In: IZA Discussion Papers. RePEc:iza:izadps:dp9803.

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2016Bargaining over Babies: Theory, Evidence, and Policy Implications. (2016). Kindermann, Fabian ; Doepke, Matthias. In: Working Papers. RePEc:hka:wpaper:2016-009.

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2016Bargaining over Babies: Theory, Evidence, and Policy Implications. (2016). Kindermann, Fabian ; Doepke, Matthias. In: NBER Working Papers. RePEc:nbr:nberwo:22072.

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2016Fertility Effects of Child Benefits. (2016). Riphahn, Regina ; Wiynck, Frederik . In: Working Papers. RePEc:bav:wpaper:164_riphahnwinyck.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

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2016Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31.

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2016The gradual evolution of buyer--seller networks and their role in aggregate fluctuations. (2016). Hisano, Ryohei ; Sornette, Didier ; Ohnishi, Takaaki ; Mizuno, Takayuki ; Watanabe, Tsutomu . In: Papers. RePEc:arx:papers:1506.00236.

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2016Impossible Inference in Econometrics: Theory and Applications to Regression Discontinuity, Bunching, and Exogeneity Tests. (2016). Moreira, Marcelo ; Bertanha, Marinho. In: Papers. RePEc:arx:papers:1612.02024.

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2016Heterogeneous peer effects in education. (2016). Zenou, Yves ; Patacchini, Eleonora ; Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1048_16.

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2016Distributional Policy Effects with Many Treatment Outcomes. (2016). Carlos, Caon Salazar . In: Working Papers. RePEc:bdm:wpaper:2016-01.

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2016Family Instability and Locus of Control in Adolescence. (2016). Peter, Frauke ; Frauke, Peter ; Katharina, Spiess C. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:16:y:2016:i:3:p:1439-1471:n:4.

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2016Monetary policy and news shocks: are Taylor rules forward-looking?. (2016). Kapinos, Pavel ; Best, Gabriela. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:2:p:335-360:n:3.

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2016Econometric Analysis of Production Networks with Dominant Units. (2016). Pesaran, M ; Yang, Cynthia Fan . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1678.

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2016Self-Regulation Training, Labor Market Reintegration of Unemployed Individuals, and Locus of Control - Evidence from a Natural Field Experiment. (2016). Schunk, Daniel ; Mueller, Henning ; Berger, Eva ; Koenig, Guenther ; Schmidt, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6246.

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2016Indirect Inference with Endogenously Missing Exogenous Variables. (2016). Renault, Eric ; Chaudhuriy, Saraswata ; Frazierz, David T. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-15.

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2016Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes. (2016). Garcia-Suaza, Andres. In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:014186.

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2016Influencing Connected Legislators. (2016). Patacchini, Eleonora ; Battaglini, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11571.

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2016On the Interpretation of Non-cognitive Skills: What Is Being Measured and Why It Matters. (2016). Humphries, John ; Kosse, Fabian . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp876.

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2016Subjective Completion Beliefs and the Demand for Post-Secondary Education. (2016). Staub, Kevin ; Kunz, Johannes. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp878.

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2016Locus of Control and Mothers Return to Employment. (2016). Haywood, Luke ; Berger, Eva. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp887.

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2016Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp890.

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2016Locus of Control and Mothers Return to Employment. (2016). Haywood, Luke ; Berger, Eva. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1586.

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2016Relative Winners and Losers from Efficiency Spillovers in Africa with Policy Implications for Regional Integration. (2016). Sickles, Robin ; Kenjegalieva, Karligash ; Glass, Anthony J ; Ajayi, Victor ; Adetutu, Morakinyo . In: Working Papers. RePEc:ecl:riceco:16-003.

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2016Does environmental regulation drive away inbound foreign direct investment? Evidence from a quasi-natural experiment in China. (2016). Lu, Yi ; Yu, Linhui ; Cai, Xiqian ; Wu, Mingqin . In: Journal of Development Economics. RePEc:eee:deveco:v:123:y:2016:i:c:p:73-85.

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2016Testing for time variation in an unobserved components model for the U.S. economy. (2016). Vierke, Hauke ; Everaert, Gerdie ; Berger, Tino . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:179-208.

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2016Trend inflation, firms backward-looking behavior, and inflation gap persistence. (2016). Kim, Insu ; Yie, Myung-Soo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:116-125.

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2016Endogenous network production functions with selectivity. (2016). Patacchini, Eleonora ; Horrace, William ; Liu, Xiaodong . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:222-232.

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2016Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries. (2016). Sarferaz, Samad ; Kriwoluzky, Alexander ; Kliem, Martin. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:158-184.

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2016Immigrant-native differences in stockholding РThe role of cognitive and non-cognitive skills. (2016). Steinhardt, Max ; Luik, Marc-Andr̩. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:103-119.

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2016A time varying DSGE model with financial frictions. (2016). Galvão, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:690-716.

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2016Modeling and forecasting multivariate electricity price spikes. (2016). Eichler, Michael ; Manner, Hans ; Turk, Dennis . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:255-265.

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2016An entropy-based early warning indicator for systemic risk. (2016). Billio, Monica ; Costola, Michele ; Casarin, Roberto ; Pasqualini, Andrea . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59.

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2016Search, effort, and locus of control. (2016). McGee, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:126:y:2016:i:pa:p:89-101.

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2016Residential choices of young Americans. (2016). Patacchini, Eleonora ; Arduini, Tiziano. In: Journal of Housing Economics. RePEc:eee:jhouse:v:34:y:2016:i:c:p:69-81.

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2016International, intersectoral, or unobservable? Measuring R&D spillovers under weak and strong cross-sectional dependence. (2016). Naveed, Amjad ; Mitze, Timo ; Ahmad, Nisar . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:259-272.

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2016Worker migration or job creation? Persistent shocks and regional recoveries. (2016). Greenaway-McGrevy, Ryan ; Hood, Kyle K. In: Journal of Urban Economics. RePEc:eee:juecon:v:96:y:2016:i:c:p:1-16.

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2016Conformism and self-selection in social networks. (2016). Boucher, Vincent. In: Journal of Public Economics. RePEc:eee:pubeco:v:136:y:2016:i:c:p:30-44.

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2016A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors. (2016). Elhorst, J.Paul ; Vega, Solmaria Halleck . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:60:y:2016:i:c:p:85-95.

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2016Bias correction and refined inferences for fixed effects spatial panel data models. (2016). Yang, Zhen Lin ; Liu, Shew Fan ; Yu, Jihai . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:61:y:2016:i:c:p:52-72.

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2016Economic, Political and Cultural Proximity and Growth Propagation: A Network Model with Endogenous Proximity Matrix. (2016). ben Jemaa, Mohamed Mekki . In: Working Papers. RePEc:erg:wpaper:1047.

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2016Impacts of Government Spending on Unemployment: Evidence from a Medium-scale DSGE Model(in Japanese). (2016). Matsumae, Tatsuyoshi ; Hasumi, Ryo . In: ESRI Discussion paper series. RePEc:esj:esridp:329.

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2016Are nonlinear methods necessary at the zero lower bound?. (2016). Throckmorton, Nathaniel ; Richter, Alexander. In: Working Papers. RePEc:fip:feddwp:1606.

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2016Escaping the Great Recession. (2016). Melosi, Leonardo ; Bianchi, Francesco . In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-16.

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2016On the interpretation of non-cognitive skills – what is being measured and why it matters. (2016). Humphries, John ; Kosse, Fabian . In: Working Papers. RePEc:hka:wpaper:2016-025.

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2016Lost in Transition: The Influence of Locus of Control on Delaying Educational Decisions. (2016). Wolter, Stefan ; Jaik, Katharina. In: Economics of Education Working Paper Series. RePEc:iso:educat:0118.

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2016Subjective completion beliefs and the demand for post-secondary education. (2016). Staub, Kevin ; Kunz, Johannes. In: Economics of Education Working Paper Series. RePEc:iso:educat:0120.

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2016Unemployment and Wage Rigidity in Japan: A DSGE Model Perspective. (2016). Miyamoto, Hiroaki ; Kuo, Chun-Hung. In: Working Papers. RePEc:iuj:wpaper:ems_2016_06.

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2016The Intimate Link between Income Levels and Life Expectancy: Global Evidence from 213 Years. (2016). Stadelmann, David ; Jetter, Michael ; Laudage, Sabine. In: IZA Discussion Papers. RePEc:iza:izadps:dp10015.

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2016Residential Choices of Young Americans. (2016). Patacchini, Eleonora ; Arduini, Tiziano. In: IZA Discussion Papers. RePEc:iza:izadps:dp10186.

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2016Lost in Transition: The Influence of Locus of Control on Delaying Educational Decisions. (2016). Wolter, Stefan ; Jaik, Katharina. In: IZA Discussion Papers. RePEc:iza:izadps:dp10191.

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2016Subjective Completion Beliefs and the Demand for Post-Secondary Education. (2016). Staub, Kevin ; Kunz, Johannes. In: IZA Discussion Papers. RePEc:iza:izadps:dp10344.

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2016On the Interpretation of Non-Cognitive Skills: What Is Being Measured and Why It Matters. (2016). Humphries, John ; Kosse, Fabian . In: IZA Discussion Papers. RePEc:iza:izadps:dp10397.

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2016Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: IZA Discussion Papers. RePEc:iza:izadps:dp10406.

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2016Peace, Terrorism, or Civil Conflict? Understanding the Decision of an Opposition Group. (2016). Jetter, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp9996.

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2016Locus of Control and Mothers’ Return to Employment. (2016). Haywood, Luke ; Berger, Eva. In: Working Papers. RePEc:jgu:wpaper:1614.

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Recent citations received in 2015

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Byrne, Joseph P ; Korobilis, Dimitris ; Cao, Shuo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:679.

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2015The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1007_15.

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2015Oil-Price Density Forecasts of U.S. GDP. (2015). Ravazzolo, Francesco ; Rothman, Philip . In: Working Papers. RePEc:bny:wpaper:0038.

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2015An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Chen, Ying ; Xu, Xiu . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_012.

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2015Inference on Locally Ordered Breaks in Multiple Regressions. (2015). Perron, Pierre ; Li, YE. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-013.

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2015The Price Aint Right? Hospital Prices and Health Spending on the Privately Insured. (2015). van Reenen, John ; Gaynor, Martin ; Cooper, Zack ; VanReenen, John ; Craig, Stuart . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1395.

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2015Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: ifo Working Paper Series. RePEc:ces:ifowps:_203.

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2015Relaciones regionales en los precios de vivienda nueva en Colombia. (2015). Enriquez, Hernan ; Campo Robledo, Jacobo ; Arosemena, Antonio Avendao ; Sierra, Hernan Enriquez . In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:013824.

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2015Density forecasts based on disaggregate data: nowcasting Polish inflation. (2015). Mazur, Blazej . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:71-87.

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2015Characterising the financial cycle: a multivariate and time-varying approach. (2015). Schüler, Yves ; Peltonen, Tuomas ; Hiebert, Paul ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20151846.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: SIRE Discussion Papers. RePEc:edn:sirdps:679.

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2015Sustainability labels on coffee: Consumer preferences, willingness-to-pay and visual attention to attributes. (2015). Van Loo, Ellen ; Nayga, Rodolfo ; Verbeke, Wim ; Zhang, Baoyue ; Seo, Han-Seok ; Caputo, Vincenzina . In: Ecological Economics. RePEc:eee:ecolec:v:118:y:2015:i:c:p:215-225.

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2015Forecasting the real prices of crude oil under economic and statistical constraints. (2015). Wu, Chongfeng ; Wang, Yudong ; Liu, LI ; Diao, Xundi . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:599-608.

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2015Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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2015The price of wine. (2015). Rousseau, Peter ; Dimson, Elroy ; Spaenjers, Christophe . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:431-449.

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2015Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. (2015). Vortelinos, Dimitrios I. In: Review of Financial Economics. RePEc:eee:revfin:v:27:y:2015:i:c:p:58-67.

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2015A comprehensive dwelling unit choice model accommodating psychological constructs within a search strategy for consideration set formation. (2015). Bhat, Chandra R. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:79:y:2015:i:c:p:161-188.

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2015The 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.

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2015Efficient estimation of Bayesian VARMAs with time-varying coefficients. (2015). Chan, Joshua ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-19.

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2015Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42.

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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian . In: Working Paper. RePEc:fip:fedcwp:1439.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2015_08.

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2015SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING. (2015). Quiroz, Matias ; Kohn, Robert ; Villani, Mattias . In: Working Paper Series. RePEc:hhs:rbnkwp:0297.

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2015Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy. (2015). Joyeux, Roselyne . In: Working Papers. RePEc:hkm:wpaper:222015.

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2015The U.S. Oil Supply Revolution and the Global Economy. (2015). Raissi, Mehdi ; Mohaddes, Kamiar. In: IMF Working Papers. RePEc:imf:imfwpa:15/259.

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2015Some Misconceptions about Public Investment Efficiency and Growth. (2015). Presbitero, Andrea ; Portillo, Rafael ; Berg, Andrew ; Zanna, Luis-Felipe ; Pattillo, Catherine A ; Buffie, Edward F. In: IMF Working Papers. RePEc:imf:imfwpa:15/272.

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2015Does Informal Learning at Work Differ between Temporary and Permanent Workers? Evidence from 20 OECD Countries. (2015). Van der Velden, Rolf ; Ferreira Sequeda, Maria ; de Grip, Andries. In: IZA Discussion Papers. RePEc:iza:izadps:dp9322.

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2015Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification. (2015). Voia, Marcel ; Khalaf, Lynda ; Bernard, Jean-Thomas ; Gavin, Michael . In: Environmental & Resource Economics. RePEc:kap:enreec:v:60:y:2015:i:2:p:285-315.

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2015Nonparametric Regression-Spline Random Effects Models. (2015). Racine, Jeffrey ; Ullah, Aman ; Amanullah, . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2015-10.

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2015Forecasting VARs, model selection, and shrinkage. (2015). Trenkler, Carsten ; Kascha, Christian. In: Working Papers. RePEc:mnh:wpaper:38872.

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2015The Price Ain’t Right? Hospital Prices and Health Spending on the Privately Insured. (2015). van Reenen, John ; Gaynor, Martin ; Cooper, Zack ; VanReenen, John ; Craig, Stuart V. In: NBER Working Papers. RePEc:nbr:nberwo:21815.

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2015Multivariate Forecasting with BVARs and DSGE Models. (2015). Berg, Tim. In: MPRA Paper. RePEc:pra:mprapa:62405.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844.

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2015Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes. (2015). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Olubusoye, Olusanya E. In: Working Papers. RePEc:pre:wpaper:201580.

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2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: CReMFi Discussion Papers. RePEc:qmm:wpaper:2.

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2015Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3.

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

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2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Galvão, Ana ; Galvo, Ana Beatriz ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas . In: Working Papers. RePEc:qmw:qmwecw:wp770.

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2015Model Uncertainty in Panel Vector Autoregressive Models. (2015). Koop, Gary ; Korobilis, Dimitris. In: Working Paper Series. RePEc:rim:rimwps:15-35.

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2015Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters. (2015). Eo, Yunjong. In: Working Papers. RePEc:syd:wpaper:2015-18.

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2015Assessing influential trade effects via high-frequency market reactions. (2015). Guo, Meihui ; Lin, Liang-Ching ; Wang, Chi-Jeng. In: Journal of Applied Statistics. RePEc:taf:japsta:v:42:y:2015:i:7:p:1458-1471.

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2015Integrated-quantile-based estimation for first price auction models. (2015). Luo, Yao ; Wan, Yuanyuan . In: Working Papers. RePEc:tor:tecipa:tecipa-539.

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2015Consumption smoothing at retirement: average and quantile treatment effects in the regression discontinuity design. (2015). Burkhard, Daniel . In: Diskussionsschriften. RePEc:ube:dpvwib:dp1512.

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2015Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Working Papers. RePEc:ucn:wpaper:201523.

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2015Does on-the-job informal learning in OECD countries differ by contract duration. (2015). Van der Velden, Rolf ; Ferreira Sequeda, Maria ; de Grip, Andries ; Ferreira Sequeda M. T., ; Velden R. K. W. van der, . In: Research Memorandum. RePEc:unm:umagsb:2015021.

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2015Does on-the-job informal learning in OECD countries differ by contract duration?. (2015). Van der Velden, Rolf ; Ferreira Sequeda, Maria ; de Grip, Andries. In: ROA Research Memorandum. RePEc:unm:umaror:2015008.

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2015THE EFFECTS OF THE FEDERAL RESERVE’S TAPERING ANNOUNCEMENTS ON THE US REAL ESTATE MARKET. (2015). Calin, Adrian Cantemir ; Clin, Adrian Cantemir . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:19:y:2015:i:3:p:79-90.

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2015Transport policies and development. (2015). Selod, Harris ; Liu, Yishen ; Deichmann, Uwe. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7366.

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Recent citations received in 2014

YearCiting document
2014Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441.

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2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). Diez de los Rios, Antonio ; Bauer, Gregory ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:14-42.

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2014Are There Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.. In: Staff Working Papers. RePEc:bca:bocawp:14-46.

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2014Do oil price increases cause higher food prices?. (2014). Kilian, Lutz ; Baumeister, Christiane. In: Economic Policy. RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747.

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2014Mixed frequency structural VARs. (2014). Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2014_01.

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2014Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control. (2014). Magnac, Thierry ; Gobillon, Laurent. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5077.

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2014Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10075.

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2014Neighborhood and Network Effects. (2014). Zenou, Yves ; topa, giorgio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10126.

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2014A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10162.

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2014Risky sexual behavior: biological markers and self-reported data. (2014). de Paula, Aureo ; Corno, Lucia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10271.

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2014Following the Trend: Tracking GDP when Long-Run Growth is Uncertain. (2014). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10272.

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2014Markov-Switching Mixed-Frequency VAR Models. (2014). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9815.

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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2014). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9931.

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2014Sickness Absence and Works Councils: Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; Brändle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp691.

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2014The Impact of Oil Revenues on the Iranian Economy and the Gulf States. (2014). Dreger, Christian ; Rahmani, Teymur . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1369.

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2014Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2014). Sallenave, Audrey ; Mignon, Valérie ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-14.

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2014Cross-Market Spillovers with ‘Volatility Surprise’. (2014). Chevallier, Julien ; Aboura, Sofiane . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-46.

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2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections. (2014). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta. In: Working Papers ECARES. RePEc:eca:wpaper:2013/158499.

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2014On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Korobilis, Dimitris ; Ribeiro, Pinho J ; Byrne, Joseph P. In: SIRE Discussion Papers. RePEc:edn:sirdps:612.

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2014A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors. (2014). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:257-275.

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2014Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks. (2014). Lütkepohl, Helmut ; Herwartz, Helmut ; Lutkepohl, Helmut. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:104-116.

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2014The distribution of the gains from spillovers through worker mobility between workers and firms. (2014). Zubanov, Nick ; Stoyanov, Andrey. In: European Economic Review. RePEc:eee:eecrev:v:70:y:2014:i:c:p:17-35.

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2014On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets. (2014). Conrad, Christian ; Loch, Karin ; Rittler, Daniel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:26-40.

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2014Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

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2014How do oil producers respond to oil demand shocks?. (2014). Güntner, Jochen ; Guntner, Jochen H. F., . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:1-13.

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2014The differential effects of oil demand and supply shocks on the global economy. (2014). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:113-134.

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2014Oil price shocks and agricultural commodity prices. (2014). Yang, Li ; Wu, Chongfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:22-35.

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2014The impact of oil price shocks on U.S. bond market returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:248-258.

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2014Oil price shocks in a data-rich environment. (2014). Aastveit, Knut Are. In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:268-279.

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2014Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea. (2014). Miller, J. ; Chang, Yoosoon ; Kim, Changsik ; Park, Sungkeun . In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:334-347.

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2014Understanding recent oil price dynamics: A novel empirical approach. (2014). Montalbano, Pierluigi ; Magrini, Emiliano ; Triulzi, Umberto ; D'Ecclesia, Rita L.. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s11-s17.

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2014Are there gains from pooling real-time oil price forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s33-s43.

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2014Speculative storage in imperfectly competitive markets. (2014). Thille, Henry ; Mitraille, Sebastien . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:35:y:2014:i:c:p:44-59.

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2014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

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2014Are there really bubbles in oil prices?. (2014). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:631-638.

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2014Cross-market spillovers with ‘volatility surprise’. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207.

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2014Business cycle, storage, and energy prices. (2014). Kurov, Alexander ; Kucher, Oleg . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:217-226.

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2014Persistent and Transient Cost Efficiency – An Application to the Swiss Hydropower Sector. (2014). Greene, William ; Filippini, Massimo ; Geissmann, Thomas . In: CER-ETH Economics working paper series. RePEc:eth:wpswif:16-251.

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2014Industrialization and the demand for mineral commodities. (2014). Stuermer, Martin. In: Working Papers. RePEc:fip:feddwp:1413.

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2014The Role of Oil Price Shocks in Causing U.S. Recessions. (2014). Vigfusson, Robert ; Kilian, Lutz. In: International Finance Discussion Papers. RePEc:fip:fedgif:1114.

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2014Time-varying structural vector autoregressions and monetary policy: a corrigendum. (2014). Primiceri, Giorgio ; Del Negro, Marco. In: Staff Reports. RePEc:fip:fednsr:619.

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2014On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2014_16.

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2014Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Working Papers. RePEc:hal:wpaper:halshs-01052488.

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2014The Macroeconomic Effects of Oil Price Fluctuations in ASEAN Countries: Analysis Using a VAR with Block Exogeneity. (2014). Nakata, Hayato ; Vu, Tuan Khai . In: Discussion Paper Series. RePEc:hit:hituec:619.

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2014Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; Brändle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: IAAEU Discussion Papers. RePEc:iaa:dpaper:201410.

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2014Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; Brändle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: IAW Discussion Papers. RePEc:iaw:iawdip:107.

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2014Oil Price Fluctuations and Trade Balance of Turkey. (2014). Uğurlu, Erginbay ; Ugurlu, Erginbay ; Acikalin, Suleyman . In: International Conference on Economic Sciences and Business Administration. RePEc:icb:wpaper:v:1:y:2014:i:1:6-13.

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2014Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik. In: CeMMAP working papers. RePEc:ifs:cemmap:35/14.

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2014Medium-Term Fiscal Multipliers during Protracted Recessions. (2014). Poplawski-Ribeiro, Marcos ; Koloskova, Ksenia ; Dell'Erba, Salvatore . In: IMF Working Papers. RePEc:imf:imfwpa:14/213.

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2014Taxing Fossil Fuels under Speculative Storage. (2014). Unsal, Filiz ; Unalmis, Ibrahim ; Tumen, Semih. In: IMF Working Papers. RePEc:imf:imfwpa:14/228.

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Recent citations received in 2013

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

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2013Oil Price Shocks and the Stock Market: Evidence from Japan. (2013). Xu, Bing ; Abhay Abhyankar, Bing Xu,, ; Wang, Jiayue . In: The Energy Journal. RePEc:aen:journl:ej34-2-07.

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2013The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, . In: The Energy Journal. RePEc:aen:journl:ej34-3-01.

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2013The Role of Financial Speculation in Driving the Price of Crude Oil. (2013). Alquist, Ron ; Gervais, Olivier . In: The Energy Journal. RePEc:aen:journl:ej34-3-02.

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

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

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

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

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

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2013Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data. (2013). Ito, Ryoko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1315.

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

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

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

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

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

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

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2013Regional Growth and Regional Decline. (2013). Temple, Jonathan ; Ottaviano, Gianmarco ; Breinlich, Holger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9568.

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2013Effects of Transitory Shocks to Aggregate Output on Consumption in Poor Countries. (2013). Brückner, Markus ; Gradstein, Mark ; Bruckner, Markus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9658.

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

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2013A theory of vintage capital investment and energy use. (2013). Puch, Luis ; Díaz, Antonia ; Diaz, Antonia . In: UC3M Working papers. Economics. RePEc:cte:werepe:we1320.

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

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2013Introducing Systemic Financial instability into macroeconomics: how to meet the challenge?. (2013). Kremer, Manfred ; Hubrich, Kirstin ; Hartmann, Philipp . In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:1.

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2013Wealth heterogeneity and the response of consumption to shocks. (2013). Slacalek, Jiri . In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:2.

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2013The euro system household finance and consumption survey: an important resource for policy-makers and researchers. (2013). Christelis, Dimitris ; Perez-Duarte, Sebastien . In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:3.

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

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2013Observation driven mixed-measurement dynamic factor models with an application to credit risk. (2013). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Working Paper Series. RePEc:ecb:ecbwps:20131626.

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2013Model Switching and Model Averaging in Time- Varying Parameter Regression Models. (2013). Koop, Gary ; Miguel, Belmonte ; Gary, Koop . In: SIRE Discussion Papers. RePEc:edn:sirdps:440.

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

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2013Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107.

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2013Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141.

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2013Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195.

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2013Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2013Internet piracy: the estimated impact on sales. (2013). Liebowitz, Stan J.. In: Chapters. RePEc:elg:eechap:14906_23.

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2013Handling biases in forecasting when making transportation policy. (2013). Benson, Brien ; Button, Kenneth . In: Chapters. RePEc:elg:eechap:15483_4.

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