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


1.93

Impact Factor

2.45

5-Years IF

92

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.20.10.182525190.7664655119417 (%)20.080.04
19910.330.090.323257460.81616571911938 (%)30.090.04
19920.30.090.314198490.51476571713140 (%)30.070.04
19930.160.10.2534132490.372094731215338 (%)40.120.05
19940.250.110.3234166790.48552751916452 (%)30.090.05
19950.340.20.48382041600.781614682316680 (%)50.130.07
19960.470.230.6239243242131467234179111 (%)100.260.09
19970.660.270.78623052890.9515277751186146 (%)60.10.09
19980.490.280.78413463911.13105710149207161 (%)170.410.1
19990.440.320.68343804171.1205810345214146 (%)150.440.13
20000.880.41.13384186191.4821037566214241 (%)110.290.15
20011.220.41.12434616931.533657288214239 (%)130.30.15
20021.320.411.21334948361.69121181107218264 (%)290.880.18
20031.510.441.714353710231.91263976115189323 (%)240.560.19
20041.790.482.344658313742.36143276136191447 (%)290.630.2
20051.810.532.35163415472.44285689161203466 (%)781.530.21
20062.250.512.676870218002.56207497218216577 (%)620.910.2
20071.890.452.226376517402.273100119225241536 (%)721.140.18
20082.610.473.124581024543.031135131342271846 (%)400.890.19
20092.660.472.896087024052.761269108287273788 (%)470.780.19
20101.430.452.555392323202.511734105150287731 (%)741.40.16
20112.320.512.695798027752.831011113262289778 (%)821.440.2
20122.780.543.357103732763.16718110306278918 (%)420.740.2
20132.250.623.0556109340493.7969114257272830 (%)961.710.22
201430.633.2862115542173.65719113339283928 (%)791.270.21
20153.460.663.4659121442033.46366118408285987 (%)580.980.21
20162.740.82.9874128842603.31209121331291866 (%)660.890.24
20171.931.12.4568135636652.722133257308754 (%)180.260.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

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2208
22003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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1383
32007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

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1114
42000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

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841
51996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

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774
61996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

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767
71999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

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723
82006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

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622
92005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

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550
102005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

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526
111993Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47.

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519
121993Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118.

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503
132007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

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442
141992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). Teräsvirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36.

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437
152009What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

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405
161995Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

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401
171986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

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347
182010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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342
192005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

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327
202000Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

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311
211995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

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301
221997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

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301
232001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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298
241992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82.

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284
251993Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84.

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265
262005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

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255
271999Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510.

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253
282003A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

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251
291996The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61.

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247
301993Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60.

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244
311989The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21.

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243
321995A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25.

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243
332003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

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228
341990Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28.

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223
352002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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218
362010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

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207
371996Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93.

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204
382014THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478.

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204
391997Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92.

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199
402004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

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198
412005The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

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195
422005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

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194
432008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

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191
441991Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24.

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186
451996Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model.. (1996). Baillie, Richard ; Chung, Ching-Fan ; Tieslau, Margie A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40.

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176
461999Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). Strøm, Steinar ; Colombino, Ugo ; Aaberge, Rolf. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22.

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169
472000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

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164
482007Growth, technological interdependence and spatial externalities: theory and evidence. (2007). KOCH, Wilfried ; Ertur, Cem. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:6:p:1033-1062.

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162
492002Estimating quadratic variation using realized variance. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477.

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156
502003Value-at-risk for long and short trading positions. (2003). Laurent, Sébastien ; Giot, Pierre. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:6:p:641-663.

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145

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


#YearTitleCited
12001615
22003313
32007282
41996183
52000133
62014THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478.

Full description at Econpapers || Download paper

120
72005117
82010113
91996108
102006102
11200996
12200792
13200590
14199983
15200562
162013GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795.

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59
17201052
182013THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET. (2013). Peersman, Gert ; Baumeister, Christiane. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1087-1109.

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51
19199751
20200351
21200847
22200546
23200244
24200743
25199341
26199241
27201039
28200538
29201037
30201037
312014MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA. (2014). Modugno, Michele ; Banbura, Marta ; Babura, Marta . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:1:p:133-160.

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37
32201037
33200136
342013Macroeconomic forecasting and structural change. (2013). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:82-101.

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35
35199335
36199534
372012Realized GARCH: a joint model for returns and realized measures of volatility. (2012). Huang, Zhuo ; Hansen, Peter ; Shek, Howard Howan . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:877-906.

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33
38200333
39199633
402013Forecasting with Medium and Large Bayesian VARS. (2013). Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:2:p:177-203.

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32
41200832
42199531
432011Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974.

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29
44200929
45200828
46200428
472013HOW EFFECTIVE ARE UNEMPLOYMENT BENEFIT SANCTIONS? LOOKING BEYOND UNEMPLOYMENT EXIT. (2013). van Ours, Jan ; Lalive, Rafael ; Arni, Patrick. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1153-1178.

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28
48199227
49199826
50198626

Citing documents used to compute impact factor 257:


YearTitle
2017Testing endogeneity of spatial and social networks. (2017). Cheng, Wei ; Lee, Lung-Fei . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:64:y:2017:i:c:p:81-97.

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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy. (2017). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5554.

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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy. (2017). Martin Feldkircher Author-Email: martin. feldkirch, . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp248.

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2017Why Should Practitioners be Concerned about Predictive Uncertainty of Groundwater Management Models?. (2017). Dupuy, A ; Pryet, A ; Delottier, H. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:31:y:2017:i:1:d:10.1007_s11269-016-1508-2.

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2017The Magnitude of the Task Ahead: Macro Implications of Heterogeneous Technology. (2017). Eberhardt, Markus ; Teal, Francis . In: Discussion Papers. RePEc:not:notgep:17/16.

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2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyedmehdi ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201704.

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2017The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2017/04.

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2017The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1702.

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2017The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Napoletano, Mauro . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l.

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2017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). Gruber, Lutz F ; West, Mike . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

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2017Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach. (2017). Teye, Alfred Larm ; Ahelegbey, Daniel Felix . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:65:y:2017:i:c:p:56-64.

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2017Labor supply analysis with non-convex budget sets without the Hausman approach. (2017). Strøm, Steinar ; Dagsvik, John. In: Discussion Papers. RePEc:ssb:dispap:857.

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2017An Up-to-Date Joint Labor Supply and Child Care Choice Model. (2017). Thoresen, Thor O ; Vatto, Trine Engh . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6641.

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2017Invariance Axioms and Functional Form Restrictions in Structural Models. (2017). Dagsvik, John K. In: Memorandum. RePEc:hhs:osloec:2017_008.

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2017Silver points, silver flows, and the measure of Chinese financial integration. (2017). Zhao, Liuyan ; Jacks, David S ; Yan, Se. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:377-386.

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2017A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix. (2017). Herrera, Marcos ; Ruiz-Marin, Manuel ; Mur, Jesus . In: Working Papers. RePEc:slt:wpaper:18.

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2017How does education improve cognitive skills? Instructional time versus timing of instruction. (2017). Dahmann, Sarah C. In: Labour Economics. RePEc:eee:labeco:v:47:y:2017:i:c:p:35-47.

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2017Early Tracking, Academic vs. Vocational Training and the Value of Second Chance Options. (2017). Biewen, Martin ; Tapalaga, Madalina . In: IZA Discussion Papers. RePEc:iza:izadps:dp11080.

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2017Bouncing back from health shocks: Locus of control and labor supply. (2017). Schurer, Stefanie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:133:y:2017:i:c:p:1-20.

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2017On the interpretation of non-cognitive skills – What is being measured and why it matters. (2017). Humphries, John ; Kosse, Fabian . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:136:y:2017:i:c:p:174-185.

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2017On the efficiency of school tracking: a perspective from outcomes in dual VET in Switzerland. (2017). Latina, Joelle ; Ramirez, Jose V. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:51:y:2017:i:1:d:10.1186_s12651-017-0233-5.

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2017Self-Regulation Training and Job Search Effort: A Natural Field Experiment within an Active Labor Market Program. (2017). Mueller, Henning ; Konig, Gunther ; Muller, Henning ; Schunk, Daniel ; Berger, Eva ; Schmidt, Felix. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168177.

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2017Noncognitive Skills and Labor Market Outcomes: A Machine Learning Approach. (2017). Mareckova, Jana ; Pohlmeier, Winfried. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168195.

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2017Self-Regulation Training and Job Search Effort: A Natural Field Experiment within an Active Labor Market Program. (2017). Schmidt, Felix ; Schunk, Daniel ; Mueller, Henning ; Berger, Eva ; Muller, Henning ; Koenig, Guenther . In: Working Papers. RePEc:jgu:wpaper:1712.

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2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). Vašíček, Bořek ; Plašil, Miroslav ; Boek, Vaiek ; Miroslav, Plail ; Jaromir, Baxa . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3.

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2017The Impacts of Environmental Regulations on Competitiveness. (2017). Dechezleprêtre, Antoine ; Sato, Misato ; Dechezlepretre, Antoine . In: Review of Environmental Economics and Policy. RePEc:oup:renvpo:v:11:y:2017:i:2:p:183-206..

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2017Crop Production and Crop Diversity in France: A Spatial Analysis. (2017). Donfouet, Hermann ; Maigne, Elise ; Detang-Dessendre, Cecile ; Barczak, Aleksandra ; Pierre, Hermann Pythagore . In: Ecological Economics. RePEc:eee:ecolec:v:134:y:2017:i:c:p:29-39.

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2017On the environmental consequences of intra-industry trade. (2017). Roy, Jayjit. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:83:y:2017:i:c:p:50-67.

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2017Trade Liberalization, Transboundary Pollution and Market Size. (2017). Sanctuary, Mark ; Okubo, Toshihiro ; Forslid, Rikard. In: Research Papers in Economics. RePEc:hhs:sunrpe:2017_0004.

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2017Trade Liberalization, Transboundary Pollution and Market Size. (2017). Sanctuary, Mark ; Okubo, Toshihiro ; Forslid, Rikard. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2017-019.

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2017Does temporary interruption in postsecondary education induce a wage penalty? Evidence from Canada. (2017). Fortin, Bernard ; Ragued, Safa . In: Economics of Education Review. RePEc:eee:ecoedu:v:58:y:2017:i:c:p:108-122.

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2017A time varying parameter structural model of the UK economy. (2017). Waldron, Matt ; Masolo, Riccardo M. ; Kapetanios, George ; Petrova, Katerina . In: Bank of England working papers. RePEc:boe:boeewp:0677.

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2017The time-varying GARCH-in-mean model. (2017). Dias, Gustavo Fruet . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:129-132.

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2017Dynamic Interbank Network Analysis Using Latent Space Models. (2017). Linardi, Fernando ; Lazier, Iuri ; van der Leij, Marco ; Diks, Cees . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170101.

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2017Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement. (2017). Stinebrickner, Todd ; Mehta, Nirav ; Conley, Tim . In: University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers. RePEc:uwo:hcuwoc:20177.

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

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2017Gender Peer Effects Heterogeneity in Obesity. (2017). Fortin, Bernard ; Dieye, Rokhaya. In: Cahiers de recherche. RePEc:lvl:crrecr:1702.

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2017Peer Effects and Risk-Taking Among Entrepreneurs: Lab-in-the-Field Evidence. (2017). Marchand, Steeve ; Lopera, Maria Adelaida . In: Cahiers de recherche. RePEc:lvl:crrecr:1703.

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2017Testing for Stochastic Dominance in Social Networks. (2017). Masson, Virginie ; Garrard, Robert ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-02.

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2017Specification and Estimation of Network Formation and Network Interaction Models with the Exponential Probability Distribution. (2017). Hsieh, Chih-Sheng ; Lee, Lung Fei . In: MPRA Paper. RePEc:pra:mprapa:60726.

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2017Social Interactions, Mechanisms, and Equilibrium: Evidence From a Model of Study Time and Academic Achievement. (2017). Stinebrickner, Todd ; Mehta, Nirav ; Conley, Tim . In: Working Papers. RePEc:hka:wpaper:2017-042.

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2017Social ties and the demand for financial services. (2017). Patacchini, Eleonora ; Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1115_17.

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2017Social Ties and the Demand for Financial Services. (2017). Patacchini, Eleonora ; Rainone, Edoardo . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:52:y:2017:i:1:d:10.1007_s10693-017-0279-0.

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2017Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach. (2017). Johnsson, Ida ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1709.10024.

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2017Gender and racial peer effects with endogenous network formation. (2017). Hsieh, Chih-Sheng ; Lin, XU. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:67:y:2017:i:c:p:135-147.

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2017Nonparametric Identification in Index Models of Link Formation. (2017). Gao, Wayne Yuan . In: Papers. RePEc:arx:papers:1710.11230.

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2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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2017The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis. (2017). Tracy, Joseph ; Rich, Robert. In: Staff Reports. RePEc:fip:fednsr:808.

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2017Inattentive agents and disagreement about economic activity. (2017). Kim, Insu ; Hur, Joonyoung . In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:175-190.

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2017Formation of inflation expectations in turbulent times. Recent evidence from the European Survey of Professional Forecasters. (2017). Paloviita, Maritta ; Łyziak, Tomasz. In: NBP Working Papers. RePEc:nbp:nbpmis:261.

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2017Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Łyziak, Tomasz ; Paloviita, Maritta . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_013.

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2017Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6.

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2017Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms. (2017). Kruger, Fabian. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1228-3.

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2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries. (2017). Sekhposyan, Tatevik ; Rossi, Barbara. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1248-z.

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2017Disagreement and monetary policy. (2017). Falck, Elisabeth ; Hurtgen, Patrick ; Hoffmann, Mathias . In: Discussion Papers. RePEc:zbw:bubdps:292017.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan . In: Working Paper. RePEc:bno:worpap:2017_21.

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2017Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone. (2017). Panagiotidis, Theodore ; Milas, Costas ; Boumparis, Periklis . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:39-71.

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2017The source of global stock market risk: A viewpoint of economic policy uncertainty. (2017). I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:122-131.

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2017The German labor market in the Great Recession: Shocks and institutions. (2017). Merkl, Christian ; Lechthaler, Wolfgang ; Gehrke, Britta. In: IAB Discussion Paper. RePEc:iab:iabdpa:201714.

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2017Debt Hangover in the Aftermath of the Great Recession. (2017). Gomme, Paul ; Eyquem, Aurélien ; Auray, Stéphane. In: Working Papers. RePEc:crd:wpaper:17001.

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2017Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors. (2017). Chu, Ba. In: MPRA Paper. RePEc:pra:mprapa:79709.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2017Bank-specific shocks and house price growth in the U.S.. (2017). Noth, Felix ; Bremus, Franziska ; Krause, Thomas . In: IWH Discussion Papers. RePEc:zbw:iwhdps:32017.

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2017Bank-Specific Shocks and House Price Growth in the U.S.. (2017). Noth, Felix ; Bremus, Franziska ; Krause, Thomas . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1636.

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2017Estimation and Inference for Actual and Counterfactual Growth Incidence Curves. (2017). Firpo, Sergio ; Ferreira, Francisco ; Galvao, Antonio F. In: IZA Discussion Papers. RePEc:iza:izadps:dp10473.

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2017Partial identification of functionals of the joint distribution of “potential outcomes”. (2017). Fan, Yanqin ; Zhu, Dongming ; Guerre, Emmanuel . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:42-59.

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2017Equality-minded treatment choice. (2017). Tetenov, Aleksey ; Kitagawa, Toru . In: CeMMAP working papers. RePEc:ifs:cemmap:10/17.

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2017The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations. (2017). Paccagnini, Alessia ; Bekiros, Stelios ; Cardani, Roberta . In: Working Papers. RePEc:ucn:wpaper:201701.

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2017Could the boom-bust in the eurozone periphery have been prevented?. (2017). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal ; Bielecki, Marcin. In: NBP Working Papers. RePEc:nbp:nbpmis:263.

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2017Complementarity between Merit Goods and Private Consumption: Evidence from estimated DSGE model for Japan. (2017). Kotera, GO ; Sakai, Saisuke . In: KIER Working Papers. RePEc:kyo:wpaper:978.

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2017Determinants of firm-level domestic sales and exports with spillovers: Evidence from China. (2017). Baltagi, Badi H ; Kesina, Michaela ; Egger, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:184-201.

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2017Determinants of Firm-Level Domestic Sales and Exports with Spillovers: Evidence from China. (2017). Baltagi, Badi H ; Kesina, Michaela ; Egger, Peter H. In: Center for Policy Research Working Papers. RePEc:max:cprwps:209.

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2017A continuous spatio-temporal model for house prices in the USA. (2017). Laurini, Márcio. In: The Annals of Regional Science. RePEc:spr:anresc:v:58:y:2017:i:1:d:10.1007_s00168-016-0801-6.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705.

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2017European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis. (2017). Ramajo, Julian ; Marquez, Miguel Angel ; Cordero, Jose Manuel . In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0249-y.

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2017Dispersed Information and Sovereign Risk Premia. (2017). Margaretic, Paula ; Becerra, Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808.

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2017A simple randomization test for spatial correlation in the presence of common factors and serial correlation. (2017). Millo, Giovanni . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:28-38.

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2017Piling Pills? Forward-Looking Behavior and Stockpiling of Prescription Drugs. (2017). Simonsen, Marianne ; Skipper, Niels. In: Economics Working Papers. RePEc:aah:aarhec:2017-08.

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2017How much should we trust regression-kink-design estimates?. (2017). Ando, Michihito. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1155-8.

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2017Spatial dynamic panel data models with interactive fixed effects. (2017). Shi, Wei ; Lee, Lung-Fei . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:323-347.

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2017GMM gradient tests for spatial dynamic panel data models. (2017). Tapinar, Suleyman ; Bera, Anil K ; Doan, Osman . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:65:y:2017:i:c:p:65-88.

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2017Regional economic growth disparities: A political economy perspective. (2017). Okabe, Tomohito ; Kam, Timothy . In: European Journal of Political Economy. RePEc:eee:poleco:v:46:y:2017:i:c:p:26-39.

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2017Income Inequality and Growth: New Insights from Italy. (2017). Ho, Sin-Yu ; Iyke, Bernard Njindan . In: MPRA Paper. RePEc:pra:mprapa:78268.

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2017The impact of the German response to the Fukushima earthquake. (2017). Waterson, Michael ; Heim, Sven ; Grossi, Luigi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:450-465.

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2017Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). Schüler, Yves ; Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743.

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2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando Daniel ; Araujo, Fausto Jose . In: Textos para discussão. RePEc:fgv:eesptd:445.

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2017Corporate innovation and economic freedom: Cross-country comparisons. (2017). Zhu, Hui . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:50-65.

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2017Variety, Competition, and Population in Economic Growth: Theory and Empirics. (2017). Carbonari, Lorenzo ; Bucci, Alberto ; Trovato, Giovanni. In: Departmental Working Papers. RePEc:mil:wpdepa:2017-06.

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2017Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Nikitopoulos-Sklibosios, Christina ; Thorp, Susan ; Yeung, Danny ; Squires, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

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2017Positive semidefinite integrated covariance estimation, factorizations and asynchronicity. (2017). Quaedvlieg, Rogier ; Laurent, Sébastien ; Lunde, Asger ; Boudt, Kris ; Sauri, Orimar . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:347-367.

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

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2017Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?. (2017). Mohaddes, Kamiar ; Raissi, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1710.

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2017Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?. (2017). Raissi, Mehdi ; Mohaddes, Kamiar. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:304.

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2017Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts. (2017). Rodríguez, Gabriel ; Alvaro, Dennis ; Guillen, Angel . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:1:d:10.1007_s10290-016-0271-z.

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2017Oil, Volatility and Institutions: Cross-Country Evidence from Major Oil Producers. (2017). Nugent, Jeffrey ; Mohaddes, Kamiar ; El-Anshasy, Amany . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:310.

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2017The Extractives Dependence Index (EDI). (2017). Hailu, Degol ; Kipgen, Chinpihoi . In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:251-264.

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2017Child mortality, commodity price volatility and the resource curse. (2017). Vinogradov, Dmitri ; Kellard, Neil ; Makhlouf, Yousef . In: Social Science & Medicine. RePEc:eee:socmed:v:178:y:2017:i:c:p:144-156.

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2017Oil, Volatility and Institutions: Cross-Country Evidence From Major Oil Producers. (2017). Nugent, Jeffrey ; Mohaddes, Kamiar ; El-Anshasy, Amany . In: Working Papers. RePEc:erg:wpaper:1115.

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2017The U.S. Oil Supply Revolution and the Global Economy. (2017). Mohaddes, Kamiar ; Raissi, Mehdi. In: Working Papers. RePEc:erg:wpaper:1124.

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2017Central Banks: Evolution and Innovation in Historical Perspective. (2017). Siklos, Pierre ; Bordo, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:23847.

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2017A Bayesian Infinite Hidden Markov Vector Autoregressive Model. (2017). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160107.

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2017Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility. (2017). Dimitrakopoulos, Stefanos . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:10-14.

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2017Time Series Copulas for Heteroskedastic Data. (2017). Loaiza-Maya, Rub'En ; Maneesoonthorn, Worapree ; Smith, Michael S. In: Papers. RePEc:arx:papers:1701.07152.

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2017Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets.. (2017). Lecat, Remy ; Avouyi-Dovi, Sanvi ; Ray, S ; Labonne, C. In: Working papers. RePEc:bfr:banfra:620.

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2017Does realized volatility help bond yield density prediction?. (2017). Shin, Minchul ; Zhong, Molin . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389.

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2017The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation. (2017). Dimitrakopoulos, Stefanos . In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:14-18.

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2017National Accounts System: Source of Information in Macroeconomic Forecast. (2017). Anghelache, Constantin ; Solomon, Alina-Georgiana ; Madalina - Gabriela Anghel, . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:2:p:76-82.

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2017MACROECONOMIC FORECAST MODELS – CONCEPTS AND THEORETICAL NOTIONS. (2017). Costel, Florin Paul ; Marinescu, Andreea Ioana . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:6:p:118-123.

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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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2017Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043.

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2017Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

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2017Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; Chiu, Ching-Wai ; Mumtaz, Haroon . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

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2017Semiparametric stochastic frontier models: A generalized additive model approach. (2017). Vidoli, Francesco ; Ferrara, Giancarlo . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:2:p:761-777.

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2017The influence of public subsidies on farm technical efficiency: A robust conditional nonparametric approach. (2017). Minviel, Jean Joseph ; de Witte, Kristof . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1112-1120.

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2017Effectiveness and efficiency of European Regional Development Fund on separate waste collection: evidence from Italian regions by a stochastic frontier approach. (2017). Agovino, Massimiliano ; Crociata, Alessandro ; Casaccia, Mariaconcetta . In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:1:d:10.1007_s40888-016-0050-2.

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2017On the role of cultural participation in tourism destination performance: an assessment using robust conditional efficiency approach. (2017). Mignosa, Anna ; Lisi, Domenico ; Guccio, Calogero ; Martorana, Marco . In: Journal of Cultural Economics. RePEc:kap:jculte:v:41:y:2017:i:2:d:10.1007_s10824-017-9295-z.

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2017Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach. (2017). Cordero, Jose M ; Polo, Cristina ; Pisaflores, Elsa C ; Pedraja-Chaparro, Francisco . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:48:y:2017:i:1:d:10.1007_s11123-017-0500-z.

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2017European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis. (2017). Ramajo, Julian ; Marquez, Miguel Angel ; Cordero, Jose Manuel . In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0249-y.

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2017The Impact of Foreign Capital Inflows, Infrastructure and Role of Institutions on Economic Growth: An Error Correction Model. (2017). Musibau, Hammed Oluwaseyi ; Hammed, Agboola Yusuf ; Mahmood, Suraya. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:3:y:2017:i:4:p:35-49.

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2017Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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2017Qualitative and Quantitative Evidence on the True Local Welfare Costs of Forest Conservation in Madagascar: Are Discrete Choice Experiments a Valid ex ante Tool?. (2017). Rakotonarivo, Sarobidy O ; Hockley, Neal ; Mandimbiniaina, Rina H ; Ramamonjisoa, Bruno S ; Nielsen, Martin R ; Larsen, Helle O ; Jacobsen, Jette B. In: World Development. RePEc:eee:wdevel:v:94:y:2017:i:c:p:478-491.

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2017Global Economic Prospects, January 2017. (2017). Group, World Bank . In: World Bank Publications. RePEc:wbk:wbpubs:25823.

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2017Public capital in the 21st century: As productive as ever?. (2017). Ferdinandusse, Marien ; De Jong, Jasper ; Funda, Josip . In: DNB Working Papers. RePEc:dnb:dnbwpp:542.

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2017Unemployment, Growth and Welfare Effects of Labor Market Reforms. (2017). Lim, King Yoong ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:232.

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2017Weakness in investment growth : causes, implications and policy responses. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Islamaj, Ergys ; Ye, Lei Sandy . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7990.

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2017Economic and Political Factors in Infrastructure Investment: Evidence from Railroads and Roads in Africa 1960–2015. (2017). Storeygard, Adam ; Jedwab, Remi . In: Working Papers. RePEc:gwi:wpaper:2017-3.

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2017Weakness in Investment Growth: Causes, Implications and Policy Responses. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Islamaj, Ergys ; Ye, Lei Sandy . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11886.

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2017Infrastructure & economic growth from a meta-analysis approach: do all roads lead to Rome?. (2017). Tuesta, David ; Adame, Vctor ; Prez, Luisa ; Alonso, Javier . In: Working Papers. RePEc:bbv:wpaper:17/07.

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2017Explaining Ethiopia’s Growth Acceleration—The Role of Infrastructure and Macroeconomic Policy. (2017). Wacker, Konstantin ; Moller, Lars Christian . In: World Development. RePEc:eee:wdevel:v:96:y:2017:i:c:p:198-215.

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2017On estimating long-run effects in models with lagged dependent variables. (2017). Reed, W. ; Zhu, Min . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:302-311.

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2017Back to Planning. (2017). Raiser, Martin ; Vinuela, Lorena ; Kizito, Joseph ; Kikoni, Edith ; Briceno-Garmendia, Cecilia ; Procee, Paul ; Clarke, Roland. In: World Bank Other Operational Studies. RePEc:wbk:wboper:28286.

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2017Mexico’s economic infrastructure: international benchmark and its impact on growth. (2017). Cantu, Catalina. In: Journal of Economic Structures. RePEc:spr:jecstr:v:6:y:2017:i:1:d:10.1186_s40008-017-0092-9.

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2017Economic growth and global particulate pollution concentrations. (2017). van Dijk, Jeremy ; Stern, David. In: Climatic Change. RePEc:spr:climat:v:142:y:2017:i:3:d:10.1007_s10584-017-1955-7.

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2017The Asymptotic Validity of Standard Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions. (2017). Stypka, Oliver ; Kawka, Rafael ; Grabarczyk, Peter ; Wagner, Martin . In: Economics Series. RePEc:ihs:ihsesp:333.

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2017A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Storti, Giuseppe ; Bauwens, Luc ; Braione, Manuela . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61.

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2017Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information. (2017). Hautsch, Nikolaus ; Voigt, Stefan. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168222.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

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2017Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168206.

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2017Atypical Employment and Prospects of the Youth on the Labor Market in a Crisis Context. (2017). Couprie, Hélène ; Joutard, Xavier. In: THEMA Working Papers. RePEc:ema:worpap:2017-08.

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2017The healthy fright of losing a good one for a bad one. (2017). Pinoli, Sara ; Origo, Federica ; Cristini, Annalisa . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:59:y:2017:i:c:p:129-144.

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2017Validity and Reliability of Contingent Valuation and Life Satisfaction Measures of Welfare: An Application to the Value of National Olympic Success. (2017). Humphreys, Brad R ; Whitehead, John C ; Johnson, Bruce K. In: Working Papers. RePEc:apl:wpaper:17-08.

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2017A note on using ratio variables in regression analysis. (2017). Liu, Long ; Lien, Donald ; Hu, Yue . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:114-117.

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2017Fitting a two phase threshold multiplicative error model. (2017). Perera, Indeewara ; Koul, Hira L. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:348-367.

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2017Chasing volatility. (2017). Rossi, Eduardo ; Caporin, Massimiliano ; de Magistris, Paolo Santucci . In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:122-145.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017Shape-Constrained Density Estimation Via Optimal Transport. (2017). Cumings, Ryan. In: Papers. RePEc:arx:papers:1710.09069.

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2017Modeling heaped duration data: An application to neonatal mortality. (2017). Arulampalam, Wiji ; Gutknecht, Daniel ; Corradi, Valentina . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:363-377.

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2017Regression discontinuity design with continuous measurement error in the running variable. (2017). Le Barbanchon, Thomas ; Davezies, Laurent . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:260-281.

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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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2017Minimum age regulation and child labor: New evidence from Brazil. (2017). Bargain, Olivier ; Boutin, Delphine . In: Working Papers. RePEc:cdi:wpaper:1893.

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2017Regression discontinuity: review with extensions. (2017). Choi, Jin-Young ; Lee, Myoung-Jae . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0745-z.

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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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2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Gehrke, Britta ; Yao, Fang . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Byrne, Joseph ; Lorusso, Marco . In: MPRA Paper. RePEc:pra:mprapa:80668.

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2017Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Andre, Martinez ; Bernabe, Lopez-Martin . In: Working Papers. RePEc:bdm:wpaper:2017-04.

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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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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing . In: CEERP Working Paper Series. RePEc:hwc:wpaper:006.

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2017Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying . In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

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2017Economic Analysis of Price Premiums in the Presence of Non-convexities - Evidence from German Electricity Markets. (2017). Paschmann, Martin . In: EWI Working Papers. RePEc:ris:ewikln:2017_012.

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2017Gender wage gap and the role of skills: evidence from PIAAC dataset. (2017). Christl, Michael ; Koppl-Turyna, Monika. In: Working Papers. RePEc:zbw:agawps:05.

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2017Gender wage gap and the role of skills: evidence from PIAAC dataset. (2017). Köppl-Turyna, Monika ; Christl, Michael ; Koppl-Turyna, Monika. In: GLO Discussion Paper Series. RePEc:zbw:glodps:63.

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2017Sample Selection in Quantile Regression: A Survey. (2017). Arellano, Manuel ; Bonhomme, Stephane . In: Working Papers. RePEc:cmf:wpaper:wp2017_1702.

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2017METHODS AND TECHNIQUES FOR PREPARING FORECASTS. (2017). Anghelache, Constantin ; Stoica, Radu ; Samson, Tudor ; Madalina - Gabriela Anghel, . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:4:p:26-36.

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2017A simple randomization test for spatial correlation in the presence of common factors and serial correlation. (2017). Millo, Giovanni . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:28-38.

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2017The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2017/04.

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2017The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1702.

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2017The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Napoletano, Mauro . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l.

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2017Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence. (2017). Franta, Michal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:136-157.

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2017A tale of fat tails. (2017). Malik, Samreen ; Dave, Chetan . In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:293-317.

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2017Effects of Fiscal Policy Shocks in CE3 Countries (TVAR Approach). (2017). Mirdala, Rajmund ; Kamenik, Martin . In: MPRA Paper. RePEc:pra:mprapa:79918.

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2017Clearing Up the Fiscal Multiplier Morass. (2017). Leeper, Eric M ; Walker, Todd B ; Traum, Nora . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2409-54.

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2017Real estate price and heterogeneous investment behavior in China. (2017). Wang, Ren ; He, Xiaobei ; Hou, Jie . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:271-280.

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2017Macroeconomic impacts of fiscal policy shocks in the UK: A DSGE analysis. (2017). Trzeciakiewicz, Dawid ; Bhattarai, Keshab. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:321-338.

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2017The government wage bill and private activity. (2017). Pappa, Evi ; Vella, Eugenia ; Bermperoglou, Dimitrios . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:21-47.

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2017Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence. (2017). Hur, Joonyoung ; Lee, Kang Koo . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:473-486.

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2017The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S.. (2017). Escobari, Diego ; Egly, Peter V ; Killins, Robert N. In: MPRA Paper. RePEc:pra:mprapa:80529.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2017SYSTEMATIC MONETARY POLICY AND THE MACROECONOMIC EFFECTS OF SHIFTS IN LOAN-TO-VALUE RATIOS. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/934.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan. (2017). Hanisch, Max . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:110-134.

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2017The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model. (2017). Kerssenfischer, Mark. In: Discussion Papers. RePEc:zbw:bubdps:082017.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017The impact of oil shocks on the housing market: Evidence from Canada and U.S. (2017). Escobari, Diego ; Egly, Peter V ; Killins, Robert N. In: Journal of Economics and Business. RePEc:eee:jebusi:v:93:y:2017:i:c:p:15-28.

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2017Testing for breaks in the weighting matrix. (2017). mur, jesus ; Burridge, Peter ; Angulo, Ana . In: Documentos de Trabajo. RePEc:zar:wpaper:dt2017-01.

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2017An empirical analysis of the nexus between investment, fiscal balances and current account balances in Greece, Portugal and Spain. (2017). Litsios, Ioannis ; Pilbeam, Keith . In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:143-152.

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2017The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries. (2017). Albulescu, Claudiu ; Ionescu, Adrian . In: Working Papers. RePEc:hal:wpaper:hal-01503950.

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2017Human capital, energy, and economic development – Evidence from Chinese provincial data. (2017). Fang, Zheng ; Chen, Yang. In: RIEI Working Papers. RePEc:xjt:rieiwp:2017-03.

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2017Price relationships between crude oil and transport fuels in the European Union before and after the 2008 financial crisis. (2017). Hajko, Vladimir ; Cerdeira Bento, João ; Moutinho, Victor . In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:76-83.

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2017Does human capital matter for energy consumption in China?. (2017). Chen, George S ; Salim, Ruhul ; Yao, Yao. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:49-59.

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2017Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect. (2017). Konopczak, Micha. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:239-245.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2017Purchasing power parity across eight worlds. (2017). Morrison, Michael ; Fontenla, Matias . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:62-66.

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2017Noncognitive Skills and Labor Market Outcomes: A Machine Learning Approach. (2017). Mareckova, Jana ; Pohlmeier, Winfried. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168195.

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2017The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis. (2017). Tracy, Joseph ; Rich, Robert. In: Staff Reports. RePEc:fip:fednsr:808.

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2017Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms. (2017). Kruger, Fabian. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1228-3.

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2017Do hospital mergers reduce costs?. (2017). Schmitt, Matt . In: Journal of Health Economics. RePEc:eee:jhecon:v:52:y:2017:i:c:p:74-94.

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2017Politics, Hospital Behavior, and Health Care Spending Effect Methods to Examine Treatment Effect Heterogeneity in Experiments for the Young and Privately Insured?. (2017). Kowalski, Amanda ; Wu, Jennifer ; Powell, Eleanor Neff ; Cooper, Zack . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3006.

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2017Politics, Hospital Behavior, and Health Care Spending. (2017). Kowalski, Amanda ; Cooper, Zack ; Wu, Jennifer ; Powell, Eleanor N. In: NBER Working Papers. RePEc:nbr:nberwo:23748.

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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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2017On the exposure of the BRIC countries to global economic shocks. (2017). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina . In: GLO Discussion Paper Series. RePEc:zbw:glodps:37.

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2017On the Exposure of the BRIC Countries to Global Economic Shocks. (2017). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina . In: IZA Discussion Papers. RePEc:iza:izadps:dp10634.

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2017The G7 business cycle in a globalized world. (2017). Carstensen, Kai ; Salzmann, L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:134-161.

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2017Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity. (2017). Nguyen, Bao H ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:17102.

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2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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2017On the exposure of the BRIC countries to global economic shocks. (2017). Dreger, Christian ; Dubova, Irina ; Belke, Ansgar . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168110.

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2017Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach. (2017). Kotze, Kevin ; GUPTA, RANGAN ; Anguyo, Francis Leni . In: Working Papers. RePEc:pre:wpaper:201748.

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

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2017News Shocks and the Slope of the Term Structure of Interest Rates : Comment. (2017). Cascaldi-Garcia, Danilo. In: EMF Research Papers. RePEc:wrk:wrkemf:15.

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2017Financial conditions and density forecasts for US output and inflation. (2017). mumtaz, haroon ; Alessandri, Piergiorgio. In: Review of Economic Dynamics. RePEc:red:issued:14-103.

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2017Aggregate Density Forecasting from Disaggregate Components Using Large VARs. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76849.

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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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2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2017). Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1706.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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2017The role of news-based implied volatility among US financial markets. (2017). Su, Zhi ; Yin, Libo ; Fang, Tong . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:24-27.

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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Pan, Zhiyuan ; Yin, Libo ; Wu, Chongfeng ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2017Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Ghodsi, Zara ; Hassani, Hossein . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9548-x.

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Recent citations received in 2017

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2017
2017Validity and Reliability of Contingent Valuation and Life Satisfaction Measures of Welfare: An Application to the Value of National Olympic Success. (2017). Humphreys, Brad R ; Whitehead, John C ; Johnson, Bruce K. In: Working Papers. RePEc:apl:wpaper:17-08.

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2017Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach. (2017). Barbaglia, Luca ; Wilms, Ines ; Croux, Christophe . In: Papers. RePEc:arx:papers:1708.02073.

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2017
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2017The financial stability dark side of monetary policy. (2017). Conti, Antonio ; Alessandri, Piergiorgio ; Venditti, Fabrizio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1121_17.

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2017The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics. (2017). Hu, Yingyao . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:154-168.

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

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2017Charging Drivers by the Pound: The Effects of the UK Vehicle Tax System. (2017). Cerruti, Davide ; Linn, Joshua ; Alberini, Anna . In: CER-ETH Economics working paper series. RePEc:eth:wpswif:17-271.

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2017The Unconventional Oil Supply Boom: Aggregate Price Response from Microdata. (2017). Newell, Richard ; Prest, Brian C. In: NBER Working Papers. RePEc:nbr:nberwo:23973.

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2017Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices. (2017). Maheu, John ; Yang, Qiao ; Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:81920.

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Recent citations received in 2016

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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Recent citations received in 2015

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

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

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

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

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

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

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

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2015Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence. (2015). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2015/04.

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

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

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

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

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

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

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

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

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

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

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

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2015The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-07.

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

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

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2015Toward a low carbon growth in Mexico : is a double dividend possible ? A dynamic general equilibrium assessment. (2015). Napoletano, Mauro ; Gaffard, Jean Luc ; Roventini, Andrea . In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1525.

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

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

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2015Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing. (2015). Roventini, Andrea ; Napoletano, Mauro ; Gaffard, Jean-Luc. In: GREDEG Working Papers. RePEc:gre:wpaper:2015-30.

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

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

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

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

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

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2015Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model. (2015). Teglio, Andrea ; Raberto, Marco ; Mazzocchetti, Andrea ; Cincotti, Silvano ; Ponta, Linda . In: Working Papers. RePEc:jau:wpaper:2015/07.

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

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

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

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

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

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

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

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

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

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

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

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

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2015Choques fiscais e instabilidade financeira no Brasil: uma abordagem TVAR. (2015). Soave, Gian Paulo . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon2.

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2015Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing. (2015). Roventini, Andrea ; Napoletano, Mauro ; Gaffard, Jean-Luc. In: LEM Papers Series. RePEc:ssa:lemwps:2015/19.

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

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

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

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

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Recent citations received in 2014

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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