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Journal of Business & Economic Statistics / Taylor & Francis Journals

1.17

Impact Factor

2.07

5-Years IF

32

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 (%)0.04
19910.1000 (%)0.04
19920.09000 (%)0.04
19930.11000 (%)0.05
19940.120100 (%)0.04
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.26000 (%)0.09
19980.28000 (%)0.1
19990.32000 (%)0.13
20000.39000 (%)0.15
20010.390200 (%)0.14
20020.4000 (%)0.17
20030.43000 (%)0.18
20040.48000 (%)0.19
20050.52000 (%)0.2
20060.510100 (%)0.2
20070.45000 (%)0.18
20080.48000 (%)0.2
20090.493341.332800 (%)20.670.19
20100.670.460.671441113232 (%)0.17
20110.750.490.757882380.461643434310 (%)290.370.19
20120.960.520.99531351411.0410407976828111 (1.1%)420.790.19
20131.890.581.84441793221.87991312471352489 (1.1%)591.340.2
20143.250.63.18582376172.6356973151795694 (1.1%)250.430.2
20152.020.612.94482857432.612481022062346872 (%)320.670.19
20161.420.682.89523378532.53137106150281813 (%)130.250.2
20171.170.732.07453828712.2863100117255528 (%)100.220.22
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
12011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

554
22012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

254
32011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

160
42011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

115
52013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

111
62013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

105
72012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

102
82011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

100
92012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

Full description at Econpapers || Download paper

85
102012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

Full description at Econpapers || Download paper

73
112011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

Full description at Econpapers || Download paper

68
122013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

Full description at Econpapers || Download paper

68
132013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

Full description at Econpapers || Download paper

68
142011A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438.

Full description at Econpapers || Download paper

63
152012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

63
162011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

63
172012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

61
182014Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284.

Full description at Econpapers || Download paper

54
192013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

53
202015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

52
212011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227.

Full description at Econpapers || Download paper

47
222011Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318.

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45
23Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). Urga, Giovanni ; DUMITRU, ANA-MARIA. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255.

Full description at Econpapers || Download paper

43
242011Volatility Jumps. (2011). Tauchen, George ; Todorov, Viktor. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371.

Full description at Econpapers || Download paper

42
252012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

Full description at Econpapers || Download paper

42
262011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

Full description at Econpapers || Download paper

38
272014Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Fan, Jianqing ; Xiu, Dacheng ; Qi, Lei. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191.

Full description at Econpapers || Download paper

37
282013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

Full description at Econpapers || Download paper

37
292011A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594.

Full description at Econpapers || Download paper

36
302015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

Full description at Econpapers || Download paper

33
312012Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17.

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33
322013A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106.

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32
332012Time Varying Dimension Models. (2012). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367.

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32
342013Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; Guérin, Pierre ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56.

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31
352013Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Racine, Jeffrey ; Li, Qi ; Lin, Juan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65.

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31
362014Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68.

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30
372013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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29
382013Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164.

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29
392014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500.

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29
402009A State Space Approach to Extracting the Signal From Uncertain Data. (2009). Labhard, Vincent ; Eklund, Jana ; Cunningham, Alastair ; Kapetanios, George ; Jeffery, Chris . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2009:i:2:p:173-180.

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26
412015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

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25
422013On Identification of Bayesian DSGE Models. (2013). Smith, Ronald ; Pesaran, M ; Koop, Gary. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314.

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25
432012The Factor--Spline--GARCH Model for High and Low Frequency Correlations. (2012). Rangel, Jos Gonzalo ; Engle, Robert F.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:109-124.

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25
442015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

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25
452011Employer-to-Employer Flows in the United States: Estimates Using Linked Employer-Employee Data. (2011). McEntarfer, Erika ; Haltiwanger, John ; Fallick, Bruce ; Bjelland, Melissa . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:493-505.

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24
462011Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets. (2011). Chen, Cathy W. S. ; Cathy W. S. Chen, ; Gerlach, Richard H. ; Nancy Y. C. Chan, ; Cathy W. S. Chen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:481-492.

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23
472013Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence. (2013). Hautsch, Nikolaus ; Podolskij, Mark. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:165-183.

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23
482014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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22
492012Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008. (2012). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:521-532.

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22
502014Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates. (2014). Kristensen, Dennis ; Han, Heejoon. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:3:p:416-429.

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22

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

#YearTitleCited
12011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

260
22012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

148
32011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

100
42011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

63
52013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

61
62012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

60
72013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

57
82011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

53
92012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

Full description at Econpapers || Download paper

46
102013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

44
112015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

42
122011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

39
132013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

Full description at Econpapers || Download paper

38
142011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

Full description at Econpapers || Download paper

34
152011A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438.

Full description at Econpapers || Download paper

33
162015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

Full description at Econpapers || Download paper

33
172012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

33
182012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

32
192014Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284.

Full description at Econpapers || Download paper

31
202011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

Full description at Econpapers || Download paper

30
212011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227.

Full description at Econpapers || Download paper

29
222014Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Fan, Jianqing ; Xiu, Dacheng ; Qi, Lei. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191.

Full description at Econpapers || Download paper

28
232012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

Full description at Econpapers || Download paper

26
242013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

Full description at Econpapers || Download paper

25
252011A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594.

Full description at Econpapers || Download paper

25
262013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

Full description at Econpapers || Download paper

24
272014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500.

Full description at Econpapers || Download paper

23
282012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

Full description at Econpapers || Download paper

22
292011Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). Urga, Giovanni ; DUMITRU, ANA-MARIA. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255.

Full description at Econpapers || Download paper

22
302011Volatility Jumps. (2011). Tauchen, George ; Todorov, Viktor. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371.

Full description at Econpapers || Download paper

22
312015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

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21
322014Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68.

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21
332016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

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20
342013A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106.

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19
352014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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19
362011Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318.

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19
372013Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Racine, Jeffrey ; Li, Qi ; Lin, Juan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65.

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18
382013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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18
392013Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164.

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17
402015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

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17
412015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

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16
422011Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets. (2011). Chen, Cathy W. S. ; Cathy W. S. Chen, ; Gerlach, Richard H. ; Nancy Y. C. Chan, ; Cathy W. S. Chen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:481-492.

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16
432014Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates. (2014). Kristensen, Dennis ; Han, Heejoon. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:3:p:416-429.

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15
442011Employer-to-Employer Flows in the United States: Estimates Using Linked Employer-Employee Data. (2011). McEntarfer, Erika ; Haltiwanger, John ; Fallick, Bruce ; Bjelland, Melissa . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:493-505.

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15
452013Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence. (2013). Hautsch, Nikolaus ; Podolskij, Mark. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:165-183.

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14
462012Reality Checks and Comparisons of Nested Predictive Models. (2012). McCracken, Michael W. ; Clark, Todd E.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:53-66.

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12
472011Adaptive Experimental Design Using the Propensity Score. (2011). Karlan, Dean ; Hirano, Keisuke ; Hahn, Jinyong. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:96-108.

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12
482014Consistent Nonparametric Tests for Lorenz Dominance. (2014). Bhattacharya, Debopam ; Barrett, Garry ; Donald, Stephen G.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:1-13.

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11
492012VAR Estimation and Forecasting When Data Are Subject to Revision. (2012). Koenig, Evan F. ; Kishor, Kundan N.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:181-190.

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11
502017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

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11

Citing documents used to compute impact factor 117:

YearTitle
2017Regression discontinuity with categorical outcomes. (2017). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:1-18.

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2017Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests. (2017). Moreira, Marcelo ; Bertanha, Marinho Angelo. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:787.

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2017Can Audits Backfire? Evidence from Public Procurement in Chile. (2017). Pomeranz, Dina ; Litschig, Stephan ; Gerardino, Maria Paula. In: NBER Working Papers. RePEc:nbr:nberwo:23978.

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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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2017Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2017). Rudebusch, Glenn ; Bauer, Michael. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:2:p:511-553..

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2017On a vector double autoregressive model. (2017). Zhu, Huafeng ; Li, Yuan ; Liang, Xin ; Zhang, Xingfa . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:86-95.

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2017Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects. (2017). Han, Chirok ; Lee, Goeun. In: Discussion Paper Series. RePEc:iek:wpaper:1707.

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2017Liquidity from Two Lending Facilities. (2017). Vossmeyer, Angela ; Anbil, Sriya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-117.

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2017Asset Pricing and Excess Returns over the Market Return. (2017). Horenstein, Alex ; Ahn, Seung C. In: Working Papers. RePEc:mia:wpaper:2017-12.

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2017The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation. (2017). Huber, Martin ; Wiesenfarth, Manuel ; Frolich, Markus. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:91-102.

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2017Testing and confidence intervals for high dimensional proportional hazards models. (2017). Fang, Ethan X ; Liu, Han ; Ning, Yang. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:5:p:1415-1437.

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2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Abedifar, Pejman ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0134.

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2017Estimation of Graphical Models using the $L_{1,2}$ Norm. (2017). Chiong, Khai X ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1709.10038.

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2017Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Emmert-Streib, Frank ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Musa, Aliyu. In: Papers. RePEc:arx:papers:1710.04455.

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2017Categorical network models for systemic risk measurement. (2017). Giudici, Paolo ; Cerchiello, Paola. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:4:d:10.1007_s11135-016-0354-x.

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2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Giudici, Paolo ; Abedifar, Pejman ; Hashem, Shatha Qamhieh. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

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2017Sovereign risk in the Euro area: a multivariate stochastic process approach. (2017). Parisi, Laura ; Giudici, Paolo. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:12:p:1995-2008.

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2017Quantile Treatment Effects in Difference in Differences Models with Panel Data. (2017). Li, Tong ; Callaway, Brantly. In: DETU Working Papers. RePEc:tem:wpaper:1701.

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2017Estimation of Average Treatment Effects Using Panel Data when Treatment Effects Are Heterogeneous by Unobserved Fixed Effects. (2017). Sakaguchi, Shosei . In: KIER Working Papers. RePEc:kyo:wpaper:970.

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2017Normality Tests for Dependent Data. (2017). Vavra, Marian ; Psaradakis, Zacharias. In: Working and Discussion Papers. RePEc:svk:wpaper:1053.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274717.

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2017An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts. (2017). McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2017-040.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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2017Tests of equal accuracy for nested models with estimated factors. (2017). McCracken, Michael ; Goncalves, Silvia ; Perron, Benoit ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:231-252.

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2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tong.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:tong.

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2017Economic Predictions with Big Data: The Illusion Of Sparsity. (2017). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12256.

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2017The State of Applied Econometrics: Causality and Policy Evaluation. (2017). Imbens, Guido ; Athey, Susan. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:3-32.

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2017Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges. (2017). Athey, Susan ; Wager, Stefan ; Pham, Thai ; Imbens, Guido. In: Papers. RePEc:arx:papers:1702.01250.

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2017Realized stochastic volatility with general asymmetry and long memory. (2017). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:202-212.

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2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1726.

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2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576.

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2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170105.

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2017Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserves Approach. (2017). Tulip, Peter ; Reifschneider, David L. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-20.

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2017Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading. (2017). Shephard, Neil ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:19-42.

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2017Health care demand elasticities by type of service. (2017). Ellis, Randall ; Zhu, Wenjia ; Martins, Bruno. In: Journal of Health Economics. RePEc:eee:jhecon:v:55:y:2017:i:c:p:232-243.

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2017THE EFFECT OF INSURANCE COVERAGE ON PREVENTIVE CARE. (2017). Cabral, Marika ; Cullen, Mark R. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1452-1467.

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2017Identifying Exchange Rate Common Factors. (2017). Sul, Donggyu ; Mark, Nelson ; Greenaway-McGrevy, Ryan ; Wu, Jyh-Lin. In: NBER Working Papers. RePEc:nbr:nberwo:23726.

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2017Vulnerable Growth. (2017). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: 2017 Meeting Papers. RePEc:red:sed017:1317.

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2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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2017Global macroeconomic uncertainty. (2017). Kempa, Bernd ; Grabert, Sibylle ; Berger, Tino. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:42-56.

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2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1145.

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2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087.

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2017Information provision and consumer behavior: A natural experiment in billing frequency. (2017). Wichman, Casey. In: Journal of Public Economics. RePEc:eee:pubeco:v:152:y:2017:i:c:p:13-33.

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2017Doubly robust uniform confidence band for the conditional average treatment effect function. (2017). Whang, Yoon-Jae ; Okui, Ryo ; Lee, Sokbae (Simon). In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86852.

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2017Threshold stochastic volatility: Properties and forecasting. (2017). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1105-1123.

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2017Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model. (2017). Lucas, Andre ; Koopman, Siem Jan ; Lit, Rutger . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:520:p:1490-1503.

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2017Full and fast calibration of the Heston stochastic volatility model. (2017). Cui, Yiran ; Germano, Guido ; del Bao, Sebastian . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:625-638.

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2017Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704.

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2017Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Working Papers. RePEc:ucd:wpaper:201704.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

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2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

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2017Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts. (2017). Ravazzolo, Francesco ; Clark, Todd ; Kruger, Fabian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:3:p:470-485.

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2017On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments. (2017). Windmeijer, Frank ; Farbmacher, Helmut. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:17/22.

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2017On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments. (2017). Windmeijer, Frank ; Farbmacher, Helmut ; Davies, Neil ; Smith, George Davey. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:16/674.

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2017Practical Considerations for Questionable IVs. (2017). Clarke, Damian ; Matta, Benjamin . In: MPRA Paper. RePEc:pra:mprapa:79991.

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2017Identification of additive and polynomial models of mismeasured regressors without instruments. (2017). Lewbel, Arthur ; D'Haultfoeuille, Xavier ; Ben-Moshe, Dan ; Dhaultfuille, Xavier . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:207-222.

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2017On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments. (2017). Windmeijer, Frank ; Farbmacher, Helmut ; Smith, George Davey ; Davies, Neil. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168196.

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2017Beyond Plausibly Exogenous. (2017). van Kippersluis, Hans ; Rietveld, Niels. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170096.

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2017Uncovering waste in US healthcare. (2017). Doyle, Joseph J ; Gruber, Jonathan ; Graves, John A. In: Journal of Health Economics. RePEc:eee:jhecon:v:54:y:2017:i:c:p:25-39.

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2017Equity premium prediction: The role of economic and statistical constraints. (2017). Tsiakas, Ilias ; Li, Jiahan. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:56-75.

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2017A test for the global minimum variance portfolio for small sample and singular covariance. (2017). Bodnar, Taras ; Podgorski, Krzysztof ; Mazur, Stepan. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:101:y:2017:i:3:d:10.1007_s10182-016-0282-z.

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2017DSGE pileups. (2017). Morris, Stephen D. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:56-86.

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2017Culture and Financial Literacy. (2017). Brown, Martin ; Henchoz, Caroline ; Spycher, Thomas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:03.

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2017Slow diffusion of information and price momentum in stocks: Evidence from options markets. (2017). Chen, Zhuo ; Lu, Andrea . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:98-108.

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2017Equity index variance: Evidence from flexible parametric jump–diffusion models. (2017). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:85-103.

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2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). Senia, Mark C ; Arunanondchai, Panit . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

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2017Financial investor sentiment and the boom/bust in oil prices during 2003–2008. (2017). Du, Ding ; Zhao, Xiaobing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0553-5.

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2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

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2017OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2017). Yoon, Seong-Min ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201726.

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2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211.

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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2017Combining Multivariate Volatility Forecasts: An Economic-Based Approach. (2017). Santos, Andre ; Moura, Guilherme ; Nogales, Francisco J ; Caldeira, Joo F. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:2:p:247-285..

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017Can investor attention predict oil prices?. (2017). Yin, Libo ; Han, Liyan ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2017Car resale price forecasting: The impact of regression method, private information, and heterogeneity on forecast accuracy. (2017). Voss, Stefan ; Lessmann, Stefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:864-877.

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2017Oil Returns and Volatility: The Role of Mergers and Acquisitions. (2017). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Working Papers. RePEc:pre:wpaper:201775.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

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2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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2017Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26.

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2017Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions. (2017). Diez de los Rios, Antonio. In: Staff Working Papers. RePEc:bca:bocawp:17-33.

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2017A simple nonlinear predictive model for stock returns. (2017). GAO, Jiti ; Cai, Biqing. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-18.

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2017Going beyond LATE: Bounding Average Treatment Effects of Job Corps Training. (2017). Flores-Lagunes, Alfonso ; Chen, Xuan. In: GLO Discussion Paper Series. RePEc:zbw:glodps:93.

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2017Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review. (2017). Wüthrich, Kaspar ; Huber, Martin ; Wuthrich, Kaspar. In: FSES Working Papers. RePEc:fri:fribow:fribow00479.

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2017Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects. (2017). Han, Chirok ; Lee, Goeun. In: Discussion Paper Series. RePEc:iek:wpaper:1707.

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2017On copula-based conditional quantile estimators. (2017). Remillard, Bruno ; Bouezmarni, Taoufik ; Nasri, Bouchra . In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:14-20.

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2017D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

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2017External debt composition and domestic credit cycles. (2017). Sousa, Ricardo ; Avdjiev, Stefan ; Binder, Stephan . In: BIS Working Papers. RePEc:bis:biswps:627.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Agnello, Luca ; Hammoudeh, Shawkat ; Castro, Vitor. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

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2017Assessing fiscal policy through the lens of the financial and the commodity price cycles. (2017). Sousa, Ricardo ; Alberola, Enrique ; Alberola-Ila, Enrique . In: BIS Working Papers. RePEc:bis:biswps:638.

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2017Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:65-85.

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2017Moneys causal role in exchange rate: Do Divisia monetary aggregates explain more?. (2017). Ghosh, Taniya ; Bhadury, Soumya. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-010.

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2017Liquidity traps and large-scale financial crises. (2017). Pellegrino, Giovanni ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Parent, Antoine. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:99-114.

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2017The Demand for Divisia Money: Theory and Evidence. (2017). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

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2017Permanent versus temporary monetary base Injections: Implications for past and future Fed Policy. (2017). Beckworth, David. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pa:p:110-126.

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2017Circumventing the zero lower bound with monetary policy rules based on money. (2017). Ireland, Peter ; Belongia, Michael. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pa:p:42-58.

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2017Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2017). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1707.

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2017.

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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2017Measuring News Sentiment. (2017). Wilson, Daniel ; Shapiro, Adam ; Sudhof, Moritz . In: Working Paper Series. RePEc:fip:fedfwp:2017-01.

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2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: BIS Working Papers. RePEc:bis:biswps:619.

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2017Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts. (2017). Vasnev, Andrey ; Gibbs, Christopher. In: Discussion Papers. RePEc:swe:wpaper:2017-10.

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2017Do oil futures prices predict stock returns?. (2017). I-Hsuan Ethan Chiang, ; Hughen, Keener W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:129-141.

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2017Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2017). Bulut, Levent. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0003.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

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2017Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:322-332.

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2017Macroeconomic factors and equity premium predictability. (2017). Buncic, Daniel ; Tischhauser, Martin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:621-644.

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2017Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: CFS Working Paper Series. RePEc:zbw:cfswop:577.

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2017Hedging under square loss. (2017). Bloznelis, Daumantas. In: MPRA Paper. RePEc:pra:mprapa:83442.

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2017A Term Structure Model of Interest Rates with Quadratic Volatility. (2017). Takamizawa, Hideyuki. In: Working Paper Series. RePEc:hit:hcfrwp:g-1-18.

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2017Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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2017Quasi-Real-Time Data of the Economic Tendency Survey. (2017). Österholm, Pär ; Osterholm, Par ; Samuelsson, Johan ; Franden, Kristina ; Billstam, Maria . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0016-7.

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2017What is the Globalisation of Inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf. In: EconStor Open Access Articles. RePEc:zbw:espost:171324.

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Recent citations (cites in year: CiY)

Recent citations received in 2017
YearCiting document
2017Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar. In: CREATES Research Papers. RePEc:aah:create:2017-39.

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2017The Realized Hierarchical Archimedean Copula in Risk Modelling. (2017). Okhrin, Ostap ; Tetereva, Anastasija. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:26-:d:101602.

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2017A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2017). Lejay, Antoine ; Pigato, Paolo. In: Working Papers. RePEc:hal:wpaper:hal-01669082.

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2017Identification of Structural Vector Autoregressions by Stochastic Volatility. (2017). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1711.

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2017A trendy approach to UK inflation dynamics. (2017). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: Discussion Papers. RePEc:mpc:wpaper:0049.

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2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2017Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects. (2017). Malikov, Emir ; Sun, Yiguo. In: MPRA Paper. RePEc:pra:mprapa:83671.

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2017Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Knapik, Oskar ; Haldrup, Niels. In: CEIS Research Paper. RePEc:rtv:ceisrp:422.

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2017A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations. (2017). Lanne, Markku ; Luoto, Jani . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:5:p:969-995.

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Recent citations received in 2016
YearCiting document
2016Estimating Treatment Effects using Multiple Surrogates: The Role of the Surrogate Score and the Surrogate Index. (2016). Chetty, Raj ; Athey, Susan ; Kang, Hyunseung ; Imbens, Guido. In: Papers. RePEc:arx:papers:1603.09326.

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2016The State of Applied Econometrics - Causality and Policy Evaluation. (2016). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1607.00699.

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2016How Successful Was the New Deal? The Microeconomic Impact of New Deal Spending and Lending Policies in the 1930s. (2016). Fishback, Price. In: CAGE Online Working Paper Series. RePEc:cge:wacage:274.

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2016Political Foundations of the Lender of Last Resort: A Global Historical Narrative. (2016). Laeven, Luc ; Flandreau, Marc ; Calomiris, Charles . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11448.

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2016Doing More When Youre Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments for the Young and Privately Insured?. (2016). Kowalski, Amanda. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2045.

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2016Doing more when youre running LATE: Applying marginal treatment effect methods to examine treatment effect heterogeneity in experiments. (2016). Kowalski, Amanda. In: Artefactual Field Experiments. RePEc:feb:artefa:00560.

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2016Nonparametric instrumental variable estimation under monotonicity. (2016). Wilhelm, Daniel ; Chetverikov, Denis. In: CeMMAP working papers. RePEc:ifs:cemmap:48/16.

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2016How Successful Was the New Deal? The Microeconomic Impact of New Deal Spending and Lending Policies in the 1930s. (2016). Fishback, Price. In: NBER Working Papers. RePEc:nbr:nberwo:21925.

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2016Doing More When Youre Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments. (2016). Kowalski, Amanda. In: NBER Working Papers. RePEc:nbr:nberwo:22363.

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2016Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis. (2016). Imbens, Guido ; Doudchenko, Nikolay. In: NBER Working Papers. RePEc:nbr:nberwo:22791.

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2016Large exposure estimation through automatic business group identification. (2016). Benediktsdottir, Sigriur ; Hansen, Gumundur A ; Bjarnadottir, Margret V. In: Annals of Operations Research. RePEc:spr:annopr:v:247:y:2016:i:2:d:10.1007_s10479-015-1952-z.

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2016Three essays on the causal impacts of child labour laws in Brazil. (2016). Piza, Caio ; Toledo, Caio Cicero . In: Economics PhD Theses. RePEc:sus:susphd:0616.

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2016Progressive Universalism? The Impact of Targeted Coverage on Healthcare Access and Expenditures in Peru. (2016). O'Donnell, Owen ; Neelsen, Sven ; Odonnell, Owen . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160019.

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Recent citations received in 2015
YearCiting document
2015Tractable Term-Structure Models and the Zero Lower Bound. (2015). Feunou, Bruno ; Lundblad, Christian ; Le, Anh ; Fontaine, Jean-Sebastien. In: Staff Working Papers. RePEc:bca:bocawp:15-46.

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2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?. (2015). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:881.

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2015Dynamics of Global Business Cycles Interdependence. (2015). Leiva-Leon, Danilo ; Ductor, Lorenzo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:763.

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2015Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?. (2015). Serletis, Apostolos ; Istiak, Khandokar. In: Working Papers. RePEc:clg:wpaper:2015-17.

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2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Paper Series. RePEc:ecb:ecbwps:20151856.

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2015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

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2015Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup ; Akdeniz, Levent ; Altay-Salih, Aslihan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253.

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2015Does money matter in the euro area? Evidence from a new Divisia index. (2015). Darvas, Zsolt. In: Economics Letters. RePEc:eee:ecolet:v:133:y:2015:i:c:p:123-126.

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2015Corruption and management practices: Firm level evidence. (2015). Goujard, Antoine ; Athanasouli, Daphne . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:43:y:2015:i:4:p:1014-1034.

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2015Tail risk premia and return predictability. (2015). Bollerslev, Tim ; Xu, Lai ; Todorov, Viktor. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:113-134.

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2015US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85.

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2015The impact of commercial sweeping on the demand for monetary assets during the Great Recession. (2015). Jones, Barry ; Fleissig, Adrian R. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:412-422.

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2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306.

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2015Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). . In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130.

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2015Measuring Ambiguity Aversion. (2015). Jahan-Parvar, Mohammad ; Liu, Hening ; Gallant, Ronald A. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-105.

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2015The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure. (2015). Rubio-Ramirez, Juan F ; Caldara, Dario ; Arias, Jonas E.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1131.

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2015Impact of No-arbitrage on Interest Rate Dynamics. (2015). Takamizawa, Hideyuki. In: Working Paper Series. RePEc:hit:hcfrwp:g-1-5.

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2015Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Working Papers. RePEc:mib:wpaper:292.

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2015Money and Output: Friedman and Schwartz Revisited. (2015). Ireland, Peter ; Belongia, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:21796.

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2015Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates. (2015). Wolter, James . In: Economics Series Working Papers. RePEc:oxf:wpaper:761.

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2015Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach. (2015). Mandalinci, Zeyyad. In: Working Papers. RePEc:qmw:qmwecw:758.

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2015Modelling the Australian Dollar. (2015). Smith, Penelope ; Wright, Michelle ; Potter, Christopher ; Cockerell, Lynne ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2015-12.

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2015The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure. (2015). Rubio-Ramirez, Juan F ; Caldara, Dario ; Arias, Jonas . In: 2015 Meeting Papers. RePEc:red:sed015:359.

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2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Papers. RePEc:stm:wpaper:7.

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2015The Dynamic Skellam Model with Applications. (2015). Lucas, Andre ; Koopman, Siem Jan ; André Lucas, ; Lit, Rutger . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140032.

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2015Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model. (2015). Lucas, Andre ; Koopman, Siem Jan ; Lit, Rutger . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150076.

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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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2015Testing for Granger Causality in Large Mixed-Frequency VARs. (2015). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas. In: Research Memorandum. RePEc:unm:umagsb:2015036.

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2015Global Equity Market Volatility Spillovers: A Broader Role for the United States. (2015). Buncic, Daniel ; Gisler, Katja I. M., . In: Economics Working Paper Series. RePEc:usg:econwp:2015:08.

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2015Macroeconomic Factors and Equity Premium Predictability. (2015). Buncic, Daniel ; Tischhauser, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2015:22.

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2015PREDICTING BY LEARNING: AN ADAPTIVE RATIONALE. (2015). Deng, Kaihua. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500177.

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2015Comparing predictive accuracy in small samples. (2015). Iacone, Fabrizio ; Coroneo, Laura. In: Discussion Papers. RePEc:yor:yorken:15/15.

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Recent citations received in 2014
YearCiting document
2014Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso. (2014). Kock, Anders ; Caner, Mehmet. In: CREATES Research Papers. RePEc:aah:create:2014-36.

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2014Inference in High-dimensional Dynamic Panel Data Models. (2014). Kock, Anders ; Tang, Haihan . In: CREATES Research Papers. RePEc:aah:create:2014-58.

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2014USING IMPUTATION TECHNIQUES TO EVALUATE STOPPING RULES IN ADAPTIVE SURVEY DESIGN. (2014). Reiter, Jerry ; Paiva, Thais . In: Working Papers. RePEc:cen:wpaper:14-40.

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2014Immmigration and Internal Mobility in Canada. (2014). Coulombe, Serge ; Beine, Michel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4823.

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2014Financial indicators signalling correlation changes in sovereign bond markets. (2014). Stein, Michael ; De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20141746.

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2014GARCH with omitted persistent covariate. (2014). Han, Heejoon ; Park, Joon Y.. In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:248-254.

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2014A bootstrap test for jumps in financial economics. (2014). Shin, Dong Wan ; Hwang, Eunju. In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:1:p:74-78.

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2014Long memory dynamics for multivariate dependence under heavy tails. (2014). Lucas, Andre ; Koopman, Siem Jan ; Janus, Pawel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:187-206.

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2014Recessions, Inequality, and Democratization. (2014). Maarek, Paul ; Dorsch, Michael. In: THEMA Working Papers. RePEc:ema:worpap:2014-19.

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2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?. (2014). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Christensen, Jens H. E., . In: Working Paper Series. RePEc:fip:fedfwp:2014-03.

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2014What Drives Bank Funding Spreads?. (2014). Lewis, Kurt ; King, Thomas. In: Working Paper Series. RePEc:fip:fedhwp:wp-2014-23.

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2014On the role of recognition in consumer choice: A model comparison. (2014). Hilbig, Benjamin E.. In: Judgment and Decision Making. RePEc:jdm:journl:v:9:y:2014:i:1:p:51-57.

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2014Panel Data Analysis with Heterogeneous Dynamics. (2014). Yanagi, Takahide ; Okui, Ryo. In: KIER Working Papers. RePEc:kyo:wpaper:906.

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2014Wirtschaftliche Partnerschaftsabkommen (EPAs) der EU mit Afrika: Dominanz der EU Exportinteressen statt Partnerschaft auf Augenhöhe. (2014). Kohnert, Dirk. In: MPRA Paper. RePEc:pra:mprapa:56457.

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2014Horse trading? EU-African Economic Partnership Agreements (EPAs). (2014). Kohnert, Dirk. In: MPRA Paper. RePEc:pra:mprapa:57070.

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2014Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise. (2014). Zhang, BO ; Fang, Yue ; Zhao, Xujie ; Yu, Chao . In: MPRA Paper. RePEc:pra:mprapa:63293.

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2014The Distribution of Household Spending in Australia. (2014). Finlay, Richard ; Beech, Amy ; Dollman, Rosetta ; la Cava, Gianni. In: RBA Bulletin. RePEc:rba:rbabul:mar2014-02.

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2014Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-04.

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2014Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130063.

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2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay. (2014). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140025.

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2014Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; and André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140074.

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2014Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107.

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2014Combined Density Nowcasting in an Uncertain Economic Environment. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140152.

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2014A Nonparametric Test of Exogenous Participation in First-Price Auctions. (2014). Liu, Nianqing ; Luo, Yao. In: Working Papers. RePEc:tor:tecipa:tecipa-519.

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2014Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632.

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