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CIRANO Working Papers / CIRANO


0.23

Impact Factor

0.24

5-Years IF

25

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.05
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.130100 (%)0.06
19940.14232350.222050013 (6.3%)30.130.06
19950.480.180.485174350.472782311231130 (10.8%)80.160.1
19960.470.220.4734108630.58847435743513 (15.5%)100.290.09
19970.270.220.3142150490.3319185231083421 (11%)80.190.09
19980.220.240.2339189400.2111276171503426 (23.2%)50.130.13
19990.270.30.2448237610.2616481221894518 (11%)110.230.15
20000.250.360.2260297760.2622087222144839 (17.7%)160.270.14
20010.280.370.28713681150.31366108302236232 (8.7%)170.240.17
20020.50.370.37934611710.37339131652609722 (6.5%)270.290.18
20030.490.40.38705311830.342691648031111711 (4.1%)150.210.19
20040.480.410.44635942340.394111637934215013 (3.2%)140.220.18
20050.470.430.32376311920.353133623571132 (3.8%)50.140.21
20060.440.450.39306612360.362241004433413110 (4.5%)130.430.19
20070.390.380.34306912000.2911767262931015 (4.3%)80.270.17
20080.380.390.37307212060.29896023230866 (6.7%)60.20.17
20090.420.360.35507712290.31736025190677 (4%)300.60.17
20100.260.340.34498201790.222428021177612 (%)50.10.15
20110.440.40.5778972360.261739944189956 (3.5%)80.10.19
20120.370.440.36379342050.227312646236855 (6.8%)100.270.2
20130.270.490.43479811920.294114312431049 (9.6%)50.110.2
20140.50.530.544710282760.275484422601413 (5.6%)40.090.24
20150.340.560.45310812570.243294322571043 (9.4%)30.060.25
20160.380.640.365911402550.223210038261942 (6.3%)70.120.29
20170.230.690.242811682330.2211122624359 (%)150.540.33
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
11994High-Wage Workers and High-Wage Firms. (1994). MARGOLIS, David ; Kramarz, Francis ; Abowd, John. In: CIRANO Working Papers. RePEc:cir:cirwor:94s-23.

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147
22004The MIDAS Touch: Mixed Data Sampling Regression Models. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-20.

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145
32010Using Innovation Surveys for Econometric Analysis. (2010). Mohnen, Pierre ; MAIRESSE, Jacques. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-15.

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83
42002Unobserved Ability and the Return to Schooling. (2002). Hansen, Jorgen ; Belzil, Christian. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-19.

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81
52006Innovativity: A Comparison Across Seven European Countries. (2006). Mohnen, Pierre ; MAIRESSE, Jacques ; Dagenais, Marcel . In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-11.

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65
62003Identification, Weak Instruments and Statistical Inference in Econometrics. (2003). Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-49.

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64
72010Measuring the Returns to R&D. (2010). Mohnen, Pierre ; MAIRESSE, Jacques ; Hall, Bronwyn. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-02.

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63
82001Marriage Market, Divorce Legislation and Household Labor Supply. (2001). Lacroix, Guy ; Fortin, Bernard ; Chiappori, Pierre. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-16.

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63
91995Empirical Martingale Simulation for Asset Prices. (1995). Simonato, Jean-Guy ; Duan, Jin-Chuan. In: CIRANO Working Papers. RePEc:cir:cirwor:95s-43.

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61
102001Testing and Comparing Value-at-Risk Measures. (2001). Inoue, Atsushi ; Hahn, Jinyong ; Christoffersen, Peter. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-03.

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54
112009Effectiveness of R&D Tax Incentives in Small and Large Enterprises in Québec. (2009). Mohnen, Pierre ; Baghana, Rufin. In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-01.

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52
122001An Eigenfunction Approach for Volatility Modeling. (2001). Meddahi, Nour. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-70.

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49
132006A Domain-Specific Risk-Taking (DOSPERT)Scale for Adult Populations. (2006). Blais, Ann-Renee ; Weber, Elke U.. In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-24.

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49
142000Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results. (2000). Ghysels, Eric ; Andreou, Elena. In: CIRANO Working Papers. RePEc:cir:cirwor:2000s-19.

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47
152011Bank Leverage Regulation and Macroeconomic Dynamics. (2011). Moran, Kevin ; Christensen, Ian ; Meh, Cesaire . In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-76.

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43
162004The Determinants of Credit Default Swap Premia. (2004). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo A.. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-55.

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41
171997Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints. (1997). Detemple, Jerome B. ; Murthy, Shashidhar. In: CIRANO Working Papers. RePEc:cir:cirwor:97s-12.

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40
182006Do Wealth Differences Affect Fairness Considerations?. (2006). armantier, olivier. In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-13.

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35
191998Job Characteristics and the Form of Compensation. (1998). Parent, Daniel ; Macleod, W. Bentley. In: CIRANO Working Papers. RePEc:cir:cirwor:98s-08.

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35
202000Temporal Aggregation of Volatility Models. (2000). Renault, Eric ; Meddahi, Nour. In: CIRANO Working Papers. RePEc:cir:cirwor:2000s-22.

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34
212008Physicians Multitasking and Incentives: Empirical Evidence from a Natural Experiment. (2008). Jacquemet, Nicolas ; Fortin, Bernard ; Shearer, Bruce S. ; Dumont, Etienne . In: CIRANO Working Papers. RePEc:cir:cirwor:2008s-20.

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30
221999Mobility and Cooperation: On the Run. (1999). Keser, Claudia ; Ehrhart, Karl-Martin . In: CIRANO Working Papers. RePEc:cir:cirwor:99s-24.

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29
231995Industry-Specific Capital and the Wage Profile: Evidence from the NLSY and the PSID. (1995). Parent, Daniel. In: CIRANO Working Papers. RePEc:cir:cirwor:95s-26.

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28
242012Substitution between bio-fuels and fossil fuels: is there a Green Paradox?. (2012). Long, Ngo ; Kompas, Tom ; Grafton, R. Quentin ; van Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-10.

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27
251997Methods of Pay and Earnings: A Longitudinal Analysis. (1997). Parent, Daniel. In: CIRANO Working Papers. RePEc:cir:cirwor:97s-14.

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26
262003The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time. (2003). van Norden, Simon ; Orphanides, Athanasios. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-01.

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25
272001The Unreliability of Output Gap Estimates in Real Time. (2001). van Norden, Simon ; Orphanides, Athanasios. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-57.

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25
282010Product, Process and Organizational Innovation: Drivers, Complementarity and Productivity Effects. (2010). Raymond, Wladimir ; Polder, Michael ; Mohnen, Pierre ; Leeuwen, George ; van Leeuwen, George. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-28.

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25
292009Option-Implied Measures of Equity Risk. (2009). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris ; Vainberg, Gregory . In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-33.

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24
302002What Type Of Enterprise Forges Close Links With Universities And Government Labs? Evidence From CIS 2. (2002). Mohnen, Pierre ; Hoareau, Cathy. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-25.

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24
312003Backtesting Value-at-Risk: A Duration-Based Approach. (2003). Pelletier, Denis ; Christoffersen, Peter. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-05.

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24
322000Can the Theory of Incentives Explain Decentralization?. (2000). poitevin, michel. In: CIRANO Working Papers. RePEc:cir:cirwor:2000s-32.

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23
332003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-17.

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23
341999A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation. (1999). Tauchen, George ; Ghysels, Eric ; Gallant, A. ; Chernov, Mikhail. In: CIRANO Working Papers. RePEc:cir:cirwor:99s-48.

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23
352004Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-19.

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23
362004The Econometrics of Option Pricing. (2004). Renault, Eric ; Ghysels, Eric ; Garcia, René. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-04.

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22
371994Environmental Risks and Bank Liability. (1994). Boyer, Marcel. In: CIRANO Working Papers. RePEc:cir:cirwor:94s-22.

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20
382000A Monte-Carlo Method for Optimal Portfolios. (2000). Rindisbacher, Marcel ; Garcia, René ; Detemple, Jerome B.. In: CIRANO Working Papers. RePEc:cir:cirwor:2000s-05.

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19
392004Estimation Risk in Financial Risk Management. (2004). Goncalves, Silvia ; Christoffersen, Peter ; Gonalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-15.

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19
401997Efficiency Inducing Taxation for Polluting Oligopolists. (1997). Long, Ngo ; Benchekroun, Hassan. In: CIRANO Working Papers. RePEc:cir:cirwor:97s-21.

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19
411997How Do Young People Choose College Majors ?. (1997). Montmarquette, Claude ; Cannings, Kathleen ; Mahseredjian, Sophie . In: CIRANO Working Papers. RePEc:cir:cirwor:97s-38.

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19
422000Law versus Regulation: A Political Economy Model of Instrument Choice in Environmental Policy. (2000). porrini, donatella ; Boyer, Marcel. In: CIRANO Working Papers. RePEc:cir:cirwor:2000s-57.

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18
432002Comparative Advantage, Learning, and Sectoral Wage Determination. (2002). Parent, Daniel ; Lemieux, Thomas ; Katz, Lawrence ; Gibbons, Robert. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-35.

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18
441995Are the Effects of Monetary Policy Asymmetric?. (1995). Schaller, Huntley ; Garcia, René. In: CIRANO Working Papers. RePEc:cir:cirwor:95s-06.

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18
452001Nonlinear Features of Realized FX Volatility. (2001). McCurdy, Tom ; Maheu, John. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-42.

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18
462002Occupational Gender Segregation and Womens Wages in Canada: An Historical Perspective. (2002). Huberman, Michael ; Fortin, Nicole. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-22.

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18
472011Peer Effects, Fast Food Consumption and Adolescent Weight Gain. (2011). Yazbeck, Myra ; Fortin, Bernard. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-20.

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18
481999Stochastic Volatility: Univariate and Multivariate Extensions. (1999). Rossi, Peter ; Polson, Nicholas G. ; Jacquier, Eric. In: CIRANO Working Papers. RePEc:cir:cirwor:99s-26.

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18
492004Saving Decisions of the Working Poor: Short-and Long-Term Horizons. (2004). Montmarquette, Claude ; Eckel, Catherine ; Johnson, Cathleen . In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-45.

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18
501997Do Canadian Firms Respond to Fiscal Incentives to Research and Development?. (1997). Therrien, Pierre ; Mohnen, Pierre ; Dagenais, Marcel . In: CIRANO Working Papers. RePEc:cir:cirwor:97s-34.

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18

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


#YearTitleCited
12004The MIDAS Touch: Mixed Data Sampling Regression Models. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-20.

Full description at Econpapers || Download paper

53
22010Using Innovation Surveys for Econometric Analysis. (2010). Mohnen, Pierre ; MAIRESSE, Jacques. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-15.

Full description at Econpapers || Download paper

31
32010Measuring the Returns to R&D. (2010). Mohnen, Pierre ; MAIRESSE, Jacques ; Hall, Bronwyn. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-02.

Full description at Econpapers || Download paper

31
42006A Domain-Specific Risk-Taking (DOSPERT)Scale for Adult Populations. (2006). Blais, Ann-Renee ; Weber, Elke U.. In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-24.

Full description at Econpapers || Download paper

22
52009Effectiveness of R&D Tax Incentives in Small and Large Enterprises in Québec. (2009). Mohnen, Pierre ; Baghana, Rufin. In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-01.

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13
62017Decision to Emigrate Amongst the Youth in Lebanon. (2017). Marrouch, Walid ; Fakih, Ali ; Dibeh, Ghassan. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-04.

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13
72002Unobserved Ability and the Return to Schooling. (2002). Hansen, Jorgen ; Belzil, Christian. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-19.

Full description at Econpapers || Download paper

12
82011Bank Leverage Regulation and Macroeconomic Dynamics. (2011). Moran, Kevin ; Christensen, Ian ; Meh, Cesaire . In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-76.

Full description at Econpapers || Download paper

12
92001Testing and Comparing Value-at-Risk Measures. (2001). Inoue, Atsushi ; Hahn, Jinyong ; Christoffersen, Peter. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-03.

Full description at Econpapers || Download paper

11
102003Identification, Weak Instruments and Statistical Inference in Econometrics. (2003). Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-49.

Full description at Econpapers || Download paper

10
112010Product, Process and Organizational Innovation: Drivers, Complementarity and Productivity Effects. (2010). Raymond, Wladimir ; Polder, Michael ; Mohnen, Pierre ; Leeuwen, George ; van Leeuwen, George. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-28.

Full description at Econpapers || Download paper

9
122006Innovativity: A Comparison Across Seven European Countries. (2006). Mohnen, Pierre ; MAIRESSE, Jacques ; Dagenais, Marcel . In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-11.

Full description at Econpapers || Download paper

8
132009Option-Implied Measures of Equity Risk. (2009). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris ; Vainberg, Gregory . In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-33.

Full description at Econpapers || Download paper

8
142013Revisiting the Porter Hypothesis: An Empirical Analysis of Green Innovation for the Netherlands. (2013). Mohnen, Pierre ; Leeuwen, George ; van Leeuwen, George. In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-02.

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8
152013Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2013). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean . In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-11.

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7
162012Substitution between bio-fuels and fossil fuels: is there a Green Paradox?. (2012). Long, Ngo ; Kompas, Tom ; Grafton, R. Quentin ; van Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-10.

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6
172014Bootstrapping the GMM overidentification test Under first-order underidentification. (2014). Goncalves, Silvia ; Dovonon, Prosper ; Gonalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-25.

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6
182002Occupational Gender Segregation and Womens Wages in Canada: An Historical Perspective. (2002). Huberman, Michael ; Fortin, Nicole. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-22.

Full description at Econpapers || Download paper

6
192017Gender Peer Effects Heterogeneity in Obesity. (2017). Fortin, Bernard ; Dieye, Rokhaya. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-03.

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5
202015Bootstrap inference in regressions with estimated factors and serial correlation. (2015). Perron, Benoit ; Goncalves, Silvia ; Djogbenou, Antoine ; Gonalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2015s-20.

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5
211995Empirical Martingale Simulation for Asset Prices. (1995). Simonato, Jean-Guy ; Duan, Jin-Chuan. In: CIRANO Working Papers. RePEc:cir:cirwor:95s-43.

Full description at Econpapers || Download paper

5
222006Do Wealth Differences Affect Fairness Considerations?. (2006). armantier, olivier. In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-13.

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5
232011Reference Point Effects in Antisocial Preferences. (2011). van Veelen, Matthijs ; Masclet, David ; Abbink, Klaus. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-11.

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5
242014Money talks - Paying physicians for performance. (2014). Peterle, Emmanuel ; Keser, Claudia ; Schnitzler, Cornelius . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-41.

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5
252009What Does it Take for an R&D Tax Incentive Policy to Be Effective?. (2009). Mohnen, Pierre ; Lokshin, Boris. In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-11.

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5
262001An Eigenfunction Approach for Volatility Modeling. (2001). Meddahi, Nour. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-70.

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4
272001Unemployment Insurance and Subsequent Job Duration: Job Matching vs Unobserved Heterogeneity. (2001). Belzil, Christian. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-21.

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4
282013Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability. (2013). Voia, Marcel ; Khalaf, Lynda ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-40.

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4
292014Global Value Chains and Trade Elasticities. (2014). Gangnes, Byron ; Ma, Alyson C. ; van Assche, Ari. In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-31.

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4
301999Pricing Discretely Monitored Barrier Options by a Markov Chain. (1999). Simonato, Jean-Guy ; Dudley, Evan ; Duan, Jin-Chuan ; Gauthier, Genevieve . In: CIRANO Working Papers. RePEc:cir:cirwor:99s-15.

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4
312016Dynamic 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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4
322003Iterative and Recursive Estimation in Structural Non-Adaptive Models. (2003). Renault, Eric ; Patilea, Valentin ; Pastorello, Sergio. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-08.

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4
332011Peer Effects, Fast Food Consumption and Adolescent Weight Gain. (2011). Yazbeck, Myra ; Fortin, Bernard. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-20.

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4
342015Does Retirement Make you Happy? A Simultaneous Equations Approach. (2015). Zamarro, Gema ; Lee, Jinkook ; Kapteyn, Arie ; Fonseca, Raquel ; Benito, Raquel Fonseca . In: CIRANO Working Papers. RePEc:cir:cirwor:2015s-07.

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4
352014Identification-robust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-17.

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4
362014Capital Labor Substitution, Structural Change, and the Labor Income Share. (2014). Poschke, Markus ; Long, Ngo ; Alvarez-Cuadrado, Francisco ; van Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-02.

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4
372009Measuring the Sustainability of Cities: A Survey-Based Analysis of the Use of Local Indicators. (2009). Tanguay, Georges A. ; Lanoie, Paul ; Rajaonson, Juste ; Lefebvre, Jean-Franois . In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-02.

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3
382011Social Exchange and Risk and Ambiguity Preferences. (2011). Laszlo, Sonia ; Engle-Warnick, Jim. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-46.

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3
392013Contracting Institutions and Ownership Structure in International Joint Ventures. (2013). van Assche, Ari ; Schwartz, Galina A.. In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-04.

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3
401999Mobility and Cooperation: On the Run. (1999). Keser, Claudia ; Ehrhart, Karl-Martin . In: CIRANO Working Papers. RePEc:cir:cirwor:99s-24.

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3
412011Age-Price Profiles for Canadian Painters at Auction. (2011). Hodgson, Douglas. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-15.

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3
422015How Much Do Cartel Overcharge? (The Working Paper Version). (2015). Kotchoni, Rachidi ; Boyer, Marcel. In: CIRANO Working Papers. RePEc:cir:cirwor:2015s-37.

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3
432013Regularized LIML for many instruments. (2013). Tchuente, Guy ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-20.

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3
442013Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases. (2013). Tkacz, Greg ; Galbraith, John. In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-25.

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3
452010Sharing the Cost of Global Warming. (2010). Leroux, Justin ; Billette de Villemeur, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-32.

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3
462016Bootstrapping pre-averaged realized volatility under market microstructure noise. (2016). Goncalves, Silvia ; Meddahi, Nour ; Gonalves, Silvia ; Hounyo, Ulrich. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-25.

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3
471999A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation. (1999). Tauchen, George ; Ghysels, Eric ; Gallant, A. ; Chernov, Mikhail. In: CIRANO Working Papers. RePEc:cir:cirwor:99s-48.

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481997How Do Young People Choose College Majors ?. (1997). Montmarquette, Claude ; Cannings, Kathleen ; Mahseredjian, Sophie . In: CIRANO Working Papers. RePEc:cir:cirwor:97s-38.

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3
492004The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests. (2004). Ghysels, Eric ; Andreou, Elena. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-25.

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3
501997Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints. (1997). Detemple, Jerome B. ; Murthy, Shashidhar. In: CIRANO Working Papers. RePEc:cir:cirwor:97s-12.

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3

Citing documents used to compute impact factor 26:


YearTitle
2017Network operators and the transition to decentralised electricity: An Australian socio-technical case study. (2017). Simpson, Genevieve . In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:422-433.

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2017News, Noise and Oil Price Swings. (2017). Gambetti, Luca ; Moretti, Laura . In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

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2017Extracting Information or Resource? The Hotelling Rule Revisited under Asymmetric Information. (2017). Pouyet, Jerome ; MARTIMORT, David ; Ricci, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11769.

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2017The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (2017). Kiviet, Jan ; Pleus, Milan . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:1-21.

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2017Three Degrees of Green Paradox: The Weak, The Strong, and the Extreme Green Paradox. (2017). Long, Ngo ; Roepke, Luise ; van Long, Ngo ; Gronwald, Marc. In: Cahiers de recherche. RePEc:mtl:montec:02-2017.

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2017Simultaneous Supplies of Dirty Energy and Capacity Constrained Clean Energy: Is There a Green Paradox?. (2017). Long, Ngo ; Roepke, Luise ; Gronwald, Marc. In: Environmental & Resource Economics. RePEc:kap:enreec:v:68:y:2017:i:1:d:10.1007_s10640-017-0151-6.

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2017The impact of Syrian refugees on natives’ labor market outcomes in Turkey: evidence from a quasi-experimental design. (2017). Tumen, Semih ; Torun, Huzeyfe ; Ceritoğlu, Evren ; Gurcihan, Burcu H ; Ceritoglu, Evren . In: IZA Journal of Labor Policy. RePEc:spr:izalpo:v:6:y:2017:i:1:d:10.1186_s40173-017-0082-4.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017An SDF Approach to Hedge Funds Tail Risk:Evidence from Brazilian Funds. (2017). Almeida, Caio ; Leal, Laura Simonsen . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:37:y:2017:i:1:a:62104.

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2017Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2017). Moinas, Sophie ; Valentex, Giorgio ; Nguyen, Minh. In: TSE Working Papers. RePEc:tse:wpaper:31753.

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2017Statistical tests of the demand for insurance: an “all or nothing” decision. (2017). Pannequin, François ; Montmarquette, Claude ; Corcos, Anne. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-07.

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2017Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading. (2017). Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:130-152.

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2017A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation. (2017). Hounyo, Ulrich ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:10-28.

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2017Forest land value and rotation with an alternative land use. (2017). ben Abdallah, Skander ; Lasserre, Pierre. In: Journal of Forest Economics. RePEc:eee:foreco:v:29:y:2017:i:pb:p:118-127.

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2017Do Phillips Curves Conditionally Help to Forecast Inflation?. (2017). Fujita, Shigeru ; Stark, Tom ; Dotsey, Michael . In: Working Papers. RePEc:fip:fedpwp:17-26.

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2017European Fiscal Union: Economic rationale and design challenges. (2017). Thirion, Gilles. In: CEPS Papers. RePEc:eps:cepswp:12160.

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2017Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff. (2017). Contreras, Javier ; Sosa, Anibal ; Rodriguez, Yeny E. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:286-297.

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2017Finance–growth nexus in a changing political region: How important was the Arab Spring?. (2017). Fakih, Ali ; Arayssi, Mahmoud. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:55:y:2017:i:c:p:106-123.

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2017Challenges and Pitfalls in Cartel Policy and Fining. (2017). Boyer, Marcel ; Kotchoni, Rachidi ; Faye, Anne Catherine . In: TSE Working Papers. RePEc:tse:wpaper:32121.

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2017Challenges and Pitfalls in Cartel Policy and Fining. (2017). Boyer, Marcel ; Kotchoni, Rachidi ; Faye, Anne Catherine . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-20.

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2017Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices. (2017). Smirnov, Sergey V ; Petronevich, Anna V ; Kondrashov, Nikolay V. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0014-9.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Confidence intervals in regressions with estimated factors and idiosyncratic components. (2017). Fosten, Jack. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:71-74.

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2017Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine. In: Working Papers. RePEc:qed:wpaper:1391.

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2017What is the effect of university education on chances to be self-employed in transitional countries?: Instrumental variable analysis of cross-sectional sample of 29 nations. (2017). Afandi, Elvin ; Cheung, Alex ; Habibov, Nazim. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:13:y:2017:i:2:d:10.1007_s11365-016-0409-4.

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2017Political Stability, Firm Characteristics and Performance: Evidence from 6,083 Private Firms in the Middle East. (2017). Hosny, Amr ; Amr, Hosny . In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:13:y:2017:i:1:p:21:n:3.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017Do Emigrants Self-Select Along Cultural Traits? Evidence from the MENA Countries. (2017). tansel, aysıt ; Turati, Riccardo ; Docquier, Frdric . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6777.

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2017Gender and Peer Effects in Social Networks. (2017). Villeval, Marie Claire ; Lacroix, Guy ; Beugnot, Julie ; Fortin, Bernard. In: Working Papers. RePEc:crb:wpaper:2017-03.

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2017Do emigrants self-select along cultural traits? Evidence from the MENA countries. (2017). tansel, aysıt ; Turati, Riccardo ; Docquier, Frederic. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017024.

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2017Gender and Peer Effects on Performance in Social Networks. (2017). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: Working Papers. RePEc:gat:wpaper:1711.

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2017Gender and Peer Effects in Social Networks. (2017). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: Working Papers. RePEc:hal:wpaper:hal-01481999.

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2017Gender and Peer Effects in Social Networks. (2017). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: Working Papers. RePEc:hal:wpaper:halshs-01481450.

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2017Gender and Peer Effects in Social Networks. (2017). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: IZA Discussion Papers. RePEc:iza:izadps:dp10588.

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2017Migration Aspirations among NEETs in Selected MENA Countries. (2017). Ramos, Raul. In: IZA Discussion Papers. RePEc:iza:izadps:dp11146.

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2017Do Emigrants Self-Select along Cultural Traits? Evidence from the MENA Countries. (2017). tansel, aysıt ; Turati, Riccardo ; Docquier, Frederic. In: IZA Discussion Papers. RePEc:iza:izadps:dp11173.

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2017Do emigrants self-select along cultural traits? Evidence from the MENA countries. (2017). tansel, aysıt ; Turati, Riccardo ; Docquier, Frederic. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1716.

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2017Do emigrants self-select along cultural traits? Evidence from the MENA Countries. (2017). tansel, aysıt ; Turati, Riccardo ; Docquier, Frederic. In: ERC Working Papers. RePEc:met:wpaper:1713.

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2017Do emigrants self-select along cultural traits? Evidence from the MENA countries. (2017). tansel, aysıt ; Turati, Riccardo ; Docquier, Frederic. In: MPRA Paper. RePEc:pra:mprapa:82778.

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2017Emigration Rates From Sample Surveys: An Application to Senegal. (2017). Willekens, Frans ; Leuchter, Matthias ; Zinn, Sabine. In: Demography. RePEc:spr:demogr:v:54:y:2017:i:6:d:10.1007_s13524-017-0622-y.

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2017Do emigrants self-select along cultural traits? Evidence from the MENA countries. (2017). tansel, aysıt ; Turati, Riccardo ; Docquiera, Frederic. In: Working Papers. RePEc:tek:wpaper:2017/6.

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2017Do emigrants self-select along cultural traits? Evidence from the MENA countries. (2017). tansel, aysıt ; Turati, Riccardo ; Docquier, Frederic. In: GLO Discussion Paper Series. RePEc:zbw:glodps:146.

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Recent citations received in 2016

YearCiting document
2016Testing the impossible: identifying exclusion restrictions. (2016). Kiviet, Jan. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1603.

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2016Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP.. (2016). Mogliani, Matteo ; Ferriere, T. In: Working papers. RePEc:bfr:banfra:600.

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2016Common time variation of parameters in reduced-form macroeconomic models. (2016). Stevanovic, Dalibor ; Dalibor, Stevanovic . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:159-183:n:3.

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2016Funding Liquidity Risk and the Cross-section of MBS Returns. (2016). Kitsul, Yuriy ; Ochoa, Marcelo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-52.

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2016Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions. (2016). Yamamoto, Yohei. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-26.

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2016Using Confidence Data to Forecast the Canadian Business Cycle. (2016). Moran, Kevin ; Nono, Simplice Aime . In: Cahiers de recherche. RePEc:lvl:crrecr:1606.

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2016Factor augmented VAR revisited - A sparse dynamic factor model approach. (2016). Kaufmann, Sylvia ; Beyeler, Simon . In: Working Papers. RePEc:szg:worpap:1608.

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Recent citations received in 2015

YearCiting document
2015Penalizing cartels: The case for basing penalties on price overcharge. (2015). Motchenkova, Evgenia ; Katsoulacos, Yannis ; Ulph, David. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:42:y:2015:i:c:p:70-80.

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2015Can Policy Facilitate Partial Retirement? Evidence from Germany. (2015). Ruhm, Christopher ; Berg, Peter B ; Piszczek, Matthew ; Hamman, Mary K. In: IZA Discussion Papers. RePEc:iza:izadps:dp9266.

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2015Can Policy Facilitate Partial Retirement? Evidence from Germany. (2015). Ruhm, Christopher ; Berg, Peter ; Piszczek, Matthew ; Hamman, Mary K. In: NBER Working Papers. RePEc:nbr:nberwo:21478.

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Recent citations received in 2014

YearCiting document
2014Specification Tests with Weak and Invalid Instruments. (2014). Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2014-05.

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2014On Bootstrap Validity for Specification Tests with Weak Instruments. (2014). Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2014-06.

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2014How Financially Literate are Women? An Overview and New Insights. (2014). van Rooij, Maarten ; Lusardi, Annamaria ; alessie, rob ; Bucher-Koenen, Tabea ; van Rooij, Maarten C. J., ; Alessie, Rob J. M., . In: MEA discussion paper series. RePEc:mea:meawpa:201419.

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2014Adaptation to Climate Change and International Mitigation Agreements with Heterogeneous Countries. (2014). Rus, Horatiu ; Li, Hongxiu. In: Working Papers. RePEc:wat:wpaper:1408.

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team