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

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

2.59

Impact Factor

3.07

5-Years IF

102

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.31	0.1	0.28	25	25	28	1.12	705	55	17	94	26	(%)	2	0.08	0.04
1991	0.37	0.1	0.34	32	57	49	0.86	693	57	21	119	40	(%)	3	0.09	0.04
1992	0.32	0.09	0.33	41	98	52	0.53	1604	57	18	131	43	(%)	3	0.07	0.04
1993	0.16	0.11	0.26	34	132	52	0.39	2236	73	12	153	40	(%)	4	0.12	0.05
1994	0.27	0.12	0.34	34	166	86	0.52	600	75	20	164	56	(%)	3	0.09	0.04
1995	0.37	0.19	0.51	38	204	175	0.86	1805	68	25	166	85	(%)	5	0.13	0.07
1996	0.51	0.23	0.65	39	243	250	1.03	3613	72	37	179	117	(%)	10	0.26	0.09
1997	0.69	0.26	0.84	62	305	313	1.03	1652	77	53	186	156	(%)	6	0.1	0.09
1998	0.54	0.28	0.82	41	346	415	1.2	1189	101	55	207	169	(%)	17	0.41	0.1
1999	0.45	0.32	0.71	34	380	439	1.16	2277	103	46	214	151	(%)	15	0.44	0.13
2000	0.89	0.39	1.17	38	418	649	1.55	2373	75	67	214	250	(%)	11	0.29	0.15
2001	1.28	0.39	1.18	43	461	717	1.56	4104	72	92	214	252	(%)	13	0.3	0.14
2002	1.4	0.4	1.28	33	494	872	1.77	1345	81	113	218	278	(%)	29	0.88	0.17
2003	1.57	0.43	1.76	43	537	1048	1.95	3035	76	119	189	333	(%)	24	0.56	0.18
2004	1.82	0.48	2.41	46	583	1419	2.43	1616	76	138	191	461	(%)	29	0.63	0.19
2005	1.82	0.52	2.35	51	634	1575	2.48	3260	89	162	203	478	(%)	80	1.57	0.2
2006	2.32	0.51	2.75	68	702	1869	2.66	2367	97	225	216	595	(%)	63	0.93	0.2
2007	1.95	0.45	2.32	63	765	1850	2.42	3651	119	232	241	558	(%)	74	1.17	0.18
2008	2.69	0.48	3.22	45	810	2611	3.22	1357	131	352	271	873	(%)	41	0.91	0.2
2009	2.78	0.49	3.09	60	870	2629	3.02	1487	108	300	273	843	(%)	50	0.83	0.19
2010	1.5	0.46	2.7	53	923	2537	2.75	2039	105	157	287	775	(%)	76	1.43	0.17
2011	2.37	0.49	2.81	57	980	2900	2.96	1172	113	268	289	813	(%)	82	1.44	0.19
2012	2.82	0.52	3.38	57	1037	3414	3.29	871	110	310	278	940	(%)	42	0.74	0.19
2013	2.3	0.58	3.13	56	1093	4259	3.9	1219	114	262	272	852	(%)	99	1.77	0.2
2014	3.05	0.6	3.43	62	1155	4516	3.91	987	113	345	283	972	(%)	84	1.35	0.2
2015	3.6	0.61	3.66	59	1214	4573	3.77	564	118	425	285	1044	(%)	59	1	0.19
2016	2.99	0.68	3.2	74	1288	4754	3.69	424	121	362	291	932	(%)	70	0.95	0.2
2017	2.59	0.73	3.07	78	1366	4624	3.39	159	133	344	308	946	(%)	46	0.59	0.22

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published in year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series:

#	Year	Title	Cited
1	2001	Bounds 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. Full description at Econpapers \|\| Download paper	2816
2	2003	Computation 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. Full description at Econpapers \|\| Download paper	1628
3	2007	A 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. Full description at Econpapers \|\| Download paper	1389
4	2000	Mixed 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. Full description at Econpapers \|\| Download paper	985
5	1996	Econometric 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. Full description at Econpapers \|\| Download paper	921
6	1996	Numerical 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. Full description at Econpapers \|\| Download paper	899
7	1999	Numerical 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. Full description at Econpapers \|\| Download paper	814
8	2006	Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, SÃÂ©bastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109. Full description at Econpapers \|\| Download paper	716
9	2005	Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, JosÃÂ© AntÃÂ³nio ; Mata, JosÃÂ©. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465. Full description at Econpapers \|\| Download paper	633
10	2005	Simple 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. Full description at Econpapers \|\| Download paper	626
11	1993	Detrending, 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. Full description at Econpapers \|\| Download paper	549
12	1993	Indirect 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. Full description at Econpapers \|\| Download paper	514
13	2007	Exploring 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. Full description at Econpapers \|\| Download paper	483
14	2009	What 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. Full description at Econpapers \|\| Download paper	466
15	1992	Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). TerÃÂ¤svirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36. Full description at Econpapers \|\| Download paper	465
16	1995	Convergence 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. Full description at Econpapers \|\| Download paper	449
17	2010	Large 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. Full description at Econpapers \|\| Download paper	420
18	1986	Econometric 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. Full description at Econpapers \|\| Download paper	397
19	2005	A 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. Full description at Econpapers \|\| Download paper	381
20	1995	Multiple 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. Full description at Econpapers \|\| Download paper	361
21	2000	Loss 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. Full description at Econpapers \|\| Download paper	336
22	2001	Model 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. Full description at Econpapers \|\| Download paper	335
23	1997	Numerical 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. Full description at Econpapers \|\| Download paper	322
24	1992	The 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. Full description at Econpapers \|\| Download paper	316
25	1993	Estimating 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. Full description at Econpapers \|\| Download paper	295
26	2003	A 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. Full description at Econpapers \|\| Download paper	292
27	1996	The 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. Full description at Econpapers \|\| Download paper	280
28	2005	Comparing 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. Full description at Econpapers \|\| Download paper	276
29	2014	THE 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	275
30	1999	Exchange 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. Full description at Econpapers \|\| Download paper	272
31	1995	A 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. Full description at Econpapers \|\| Download paper	269
32	1989	The 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. Full description at Econpapers \|\| Download paper	266
33	2003	Does 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. Full description at Econpapers \|\| Download paper	254
34	2010	What 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. Full description at Econpapers \|\| Download paper	253
35	1993	Common 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. Full description at Econpapers \|\| Download paper	248
36	1990	Flexible 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. Full description at Econpapers \|\| Download paper	239
37	2002	New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446. Full description at Econpapers \|\| Download paper	236
38	1996	Stock 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. Full description at Econpapers \|\| Download paper	234
39	2004	The 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. Full description at Econpapers \|\| Download paper	229
40	1997	Growth 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. Full description at Econpapers \|\| Download paper	224
41	2005	The 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. Full description at Econpapers \|\| Download paper	222
42	2008	From 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. Full description at Econpapers \|\| Download paper	220
43	1991	Bivariate 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. Full description at Econpapers \|\| Download paper	216
44	2005	What 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. Full description at Econpapers \|\| Download paper	211
45	1996	Analysing 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. Full description at Econpapers \|\| Download paper	210
46	2007	Growth, 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. Full description at Econpapers \|\| Download paper	207
47	2000	The 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. Full description at Econpapers \|\| Download paper	187
48	1999	Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). StrÃÂ¸m, Steinar ; Colombino, Ugo ; Aaberge, Rolf. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22. Full description at Econpapers \|\| Download paper	180
49	2013	GENERALIZED 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. Full description at Econpapers \|\| Download paper	171
50	2002	Estimating 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. Full description at Econpapers \|\| Download paper	171

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

#	Year	Title	Cited
1	2001		1091
2	2007		501
3	2003		492
4	1996		275
5	2000		224
6	2014	THE 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	191
7	2005		189
8	2010		179
9	1996		179
10	2006		165
11	2005		150
12	2009		149
13	1999		137
14	2007		123
15	2005		101
16	2010		91
17	2013	GENERALIZED 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. Full description at Econpapers \|\| Download paper	90
18	2003		87
19	2013	THE ROLE OF TIMEâVARYING 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. Full description at Econpapers \|\| Download paper	82
20	2007		74
21	2008		69
22	1997		67
23	2005		66
24	2002		59
25	2001		59
26	1992		58
27	2010		58
28	2010		58
29	1995		56
30	2005		55
31	2011	Stocks, 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. Full description at Econpapers \|\| Download paper	54
32	2014	MAXIMUM 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. Full description at Econpapers \|\| Download paper	53
33	2010		53
34	1986		53
35	1995		52
36	2010		52
37	2013	Forecasting 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. Full description at Econpapers \|\| Download paper	52
38	1993		50
39	1996		50
40	2003		50
41	1993		50
42	2008		50
43	2013	Macroeconomic 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. Full description at Econpapers \|\| Download paper	50
44	2012	Realized 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. Full description at Econpapers \|\| Download paper	49
45	2008		49
46	2004		47
47	1992		44
48	1993		43
49	1998		42
50	2013	COMPARING ALTERNATIVE MODELS OF HETEROGENEITY IN CONSUMER CHOICE BEHAVIOR. (2013). Wasi, Nada ; Keane, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:6:p:1018-1045. Full description at Econpapers \|\| Download paper	40

Citing documents used to compute impact factor 344:

Year	Title
2017	Testing 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. Full description at Econpapers \|\| Download paper
2017	A Spatio-temporal-similarity and Common Factor Approach of Individual Housing Prices. (2017). Elhorst, J.Paul ; Duran, Nicolas. In: Research Report. RePEc:gro:rugsom:2018007-eef. Full description at Econpapers \|\| Download paper
2017	Oil Price Pass-Through into Core Inflation. (2017). Luciani, Matteo ; Conflitti, Cristina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-85. Full description at Econpapers \|\| Download paper
2017	Sources of Regional Inflation in Poland. (2017). Gajewski, Pawel. In: Eastern European Economics. RePEc:mes:eaeuec:v:55:y:2017:i:3:p:261-276. Full description at Econpapers \|\| Download paper
2017	Spreading 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. Full description at Econpapers \|\| Download paper
2017	Spreading 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. Full description at Econpapers \|\| Download paper
2017	Why 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. Full description at Econpapers \|\| Download paper
2017	The Magnitude of the Task Ahead: Macro Implications of Heterogeneous Technology. (2017). Eberhardt, Markus ; Teal, Francis . In: Discussion Papers. RePEc:not:notgep:17/16. Full description at Econpapers \|\| Download paper
2017	Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636. Full description at Econpapers \|\| Download paper
2017	Does 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l. Full description at Econpapers \|\| Download paper
2017	Bayesian 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. Full description at Econpapers \|\| Download paper
2017	Detecting 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. Full description at Econpapers \|\| Download paper
2017	Sparse Bayesian time-varying covariance estimation in many dimensions. (2017). Kastner, Gregor. In: Papers. RePEc:arx:papers:1608.08468. Full description at Econpapers \|\| Download paper
2017	Labor supply analysis with non-convex budget sets without the Hausman approach. (2017). StrÃÂ¸m, Steinar ; Dagsvik, John. In: Discussion Papers. RePEc:ssb:dispap:857. Full description at Econpapers \|\| Download paper
2017	An Up-to-Date Joint Labor Supply and Child Care Choice Model. (2017). Thoresen, Thor ; Vatto, Trine Engh . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6641. Full description at Econpapers \|\| Download paper
2017	Invariance Axioms and Functional Form Restrictions in Structural Models. (2017). Dagsvik, John K. In: Memorandum. RePEc:hhs:osloec:2017_008. Full description at Econpapers \|\| Download paper
2017	Silver points, silver flows, and the measure of Chinese financial integration. (2017). Yan, Se ; Jacks, David ; Zhao, Liuyan. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:377-386. Full description at Econpapers \|\| Download paper
2017	A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix. (2017). mur, jesus ; Herrera, Marcos ; Ruiz-Marin, Manuel . In: Working Papers. RePEc:slt:wpaper:18. Full description at Econpapers \|\| Download paper
2017	Bayesian analysis of Hong Kongs housing price dynamics. (2017). Wu, Tommy ; Wong, Ken ; Cheng, Michael . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:312-331. Full description at Econpapers \|\| Download paper
2017	How 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. Full description at Econpapers \|\| Download paper
2017	Early 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. Full description at Econpapers \|\| Download paper
2017	Fertility effects of college education: Evidence from the German educational expansion. (2017). Kamhofer, Daniel A ; Westphal, Matthias. In: Ruhr Economic Papers. RePEc:zbw:rwirep:717. Full description at Econpapers \|\| Download paper
2017	Intergenerational Effects of Education on Risky Health Behaviours and Long-Term Health. (2017). Huebener, Mathias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1709. Full description at Econpapers \|\| Download paper
2017	Nonparametric estimates of pricing functionals. (2017). d'Addona, Stefano ; Daddona, Stefano ; Marinelli, Carlo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:19-35. Full description at Econpapers \|\| Download paper
2017	Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle. (2017). HÃÂ¤rdle, Wolfgang ; Kratschmer, Volker ; Hardle, Wolfgang K ; Grith, Maria . In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:269-298.. Full description at Econpapers \|\| Download paper
2017	SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION. (2017). HÃÂ¤rdle, Wolfgang ; Krymova, Ekaterina ; Hardle, Wolfgang Karl ; Belomestny, Denis. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500418. Full description at Econpapers \|\| Download paper
2017	U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules. (2017). Chang, Yoosoon ; Kwak, Boreum . In: Caepr Working Papers. RePEc:inu:caeprp:2017016. Full description at Econpapers \|\| Download paper
2017	Monetary/Fiscal Policy Mix and Agents Beliefs. (2017). Ilut, Cosmin ; Bianchi, Francesco. In: Review of Economic Dynamics. RePEc:red:issued:16-166. Full description at Econpapers \|\| Download paper
2017	Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers \|\| Download paper
2017	Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460. Full description at Econpapers \|\| Download paper
2017	Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76. Full description at Econpapers \|\| Download paper
2017	Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718. Full description at Econpapers \|\| Download paper
2017	Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259. Full description at Econpapers \|\| Download paper
2017	The Impacts of Environmental Regulations on Competitiveness. (2017). Sato, Misato ; DechezleprÃÂªtre, Antoine ; Dechezlepretre, Antoine. In: Review of Environmental Economics and Policy. RePEc:oup:renvpo:v:11:y:2017:i:2:p:183-206.. Full description at Econpapers \|\| Download paper
2017	Crop Production and Crop Diversity in France: A Spatial Analysis. (2017). Donfouet, Hermann ; Detang-Dessendre, Cecile ; Maigne, Elise ; Barczak, Aleksandra ; Pierre, Hermann Pythagore. In: Ecological Economics. RePEc:eee:ecolec:v:134:y:2017:i:c:p:29-39. Full description at Econpapers \|\| Download paper
2017	On 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. Full description at Econpapers \|\| Download paper
2017	Trade Liberalization, Transboundary Pollution and Market Size. (2017). Sanctuary, Mark ; Okubo, Toshihiro ; Forslid, Rikard. In: Research Papers in Economics. RePEc:hhs:sunrpe:2017_0004. Full description at Econpapers \|\| Download paper
2017	Trade Liberalization, Transboundary Pollution and Market Size. (2017). Sanctuary, Mark ; Okubo, Toshihiro ; Forslid, Rikard. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2017-019. Full description at Econpapers \|\| Download paper
2017	Does 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. Full description at Econpapers \|\| Download paper
2017	A 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Dynamic Interbank Network Analysis Using Latent Space Models. (2017). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170101. Full description at Econpapers \|\| Download paper
2017	A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. (2017). Mazzarisi, Piero ; Tantari, Daniele ; Lillo, Fabrizio ; Barucca, Paolo. In: Papers. RePEc:arx:papers:1801.00185. Full description at Econpapers \|\| Download paper
2017	Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: CAMA Working Papers. RePEc:een:camaaa:2017-52. Full description at Econpapers \|\| Download paper
2017	Surfing through the GFC: Systemic Risk in Australia. (2017). Luciani, Matteo ; Veredas, David ; Matei, Marius ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:1-19. Full description at Econpapers \|\| Download paper
2017	Measuring Transaction Costs in the Absence of Timestamps. (2017). Zikes, Filip. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-45. Full description at Econpapers \|\| Download paper
2017	Estimation of agent-based models using sequential Monte Carlo methods. (2017). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201707. Full description at Econpapers \|\| Download paper
2017	Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement. (2017). Stinebrickner, Ralph ; Mehta, Nirav ; Conley, Tim. In: University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers. RePEc:uwo:hcuwoc:20177. Full description at Econpapers \|\| Download paper
2017	Gender Peer Effects Heterogeneity in Obesity. (2017). Fortin, Bernard ; Dieye, Rokhaya. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-03. Full description at Econpapers \|\| Download paper
2017	Gender Peer Effects Heterogeneity in Obesity. (2017). Fortin, Bernard ; Dieye, Rokhaya. In: Cahiers de recherche. RePEc:lvl:crrecr:1702. Full description at Econpapers \|\| Download paper
2017	Peer 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. Full description at Econpapers \|\| Download paper
2017	Testing 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. Full description at Econpapers \|\| Download paper
2017	Specification 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. Full description at Econpapers \|\| Download paper
2017	Social Interactions, Mechanisms, and Equilibrium: Evidence From a Model of Study Time and Academic Achievement. (2017). Stinebrickner, Ralph ; Mehta, Nirav ; Conley, Tim. In: Working Papers. RePEc:hka:wpaper:2017-042. Full description at Econpapers \|\| Download paper
2017	Social 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. Full description at Econpapers \|\| Download paper
2017	Social 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. Full description at Econpapers \|\| Download paper
2017	Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach. (2017). Johnsson, Ida ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1709.10024. Full description at Econpapers \|\| Download paper
2017	Gender 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. Full description at Econpapers \|\| Download paper
2017	Simple Tests for Social Interaction Models with Network Structures. (2017). Dogan, Osman ; Bera, Anil K ; Taspinar, Suleyman . In: MPRA Paper. RePEc:pra:mprapa:82828. Full description at Econpapers \|\| Download paper
2017	Peer effects and risk-taking among entrepreneurs: Lab-in-the-field evidence. (2017). Marchand, Steeve ; Lopera, Maria Adelaida. In: Working Papers PIERI. RePEc:lvl:piercr:2017-21. Full description at Econpapers \|\| Download paper
2017	Identifying Social Network Effects. (2017). Mavromaras, Kostas ; Dolton, Peter. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i::p:1-15. Full description at Econpapers \|\| Download paper
2017	A 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Inattentive 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. Full description at Econpapers \|\| Download paper
2017	Formation of inflation expectations in turbulent times. Recent evidence from the European Survey of Professional Forecasters. (2017). Paloviita, Maritta ; Åyziak, Tomasz. In: NBP Working Papers. RePEc:nbp:nbpmis:261. Full description at Econpapers \|\| Download paper
2017	Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Paloviita, Maritta ; Åyziak, Tomasz. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_013. Full description at Econpapers \|\| Download paper
2017	Measuring 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. Full description at Econpapers \|\| Download paper
2017	Survey-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. Full description at Econpapers \|\| Download paper
2017	Macroeconomic 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. Full description at Econpapers \|\| Download paper
2017	How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters. (2017). Paloviita, Maritta ; Oinonen, Sami . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:2:d:10.1007_s41549-017-0017-6. Full description at Econpapers \|\| Download paper
2017	Disagreement and monetary policy. (2017). HÃÂ¼rtgen, Patrick ; Hurtgen, Patrick ; Hoffmann, Mathias ; Falck, Elisabeth. In: Discussion Papers. RePEc:zbw:bubdps:292017. Full description at Econpapers \|\| Download paper
2017	The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:037. Full description at Econpapers \|\| Download paper
2017	The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_037. Full description at Econpapers \|\| Download paper
2017	Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. (2017). Neely, Christopher ; Winkelmann, Lars ; Bibinger, Markus. In: Working Papers. RePEc:fip:fedlwp:2017-012. Full description at Econpapers \|\| Download paper
2017	Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568. Full description at Econpapers \|\| Download paper
2017	Measuring the Strength of the Theories of Government Size. (2017). Kourtellos, Andros ; Petrou, Kyriakos ; Lenkoski, Alex . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:11-2017. Full description at Econpapers \|\| Download paper
2017	Forecast Performance in Times of Terrorism. (2017). El-Shagi, Makram ; Benchimol, Jonathan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201701. Full description at Econpapers \|\| Download paper
2017	Monetary Policy and Asset Valuation. (2017). Bianchi, Francesco ; Ludvigson, Sydney ; Lettau, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12275. Full description at Econpapers \|\| Download paper
2017	Interlinkages Between Household and Corporate Debt in Advanced Economies. (2017). bricongne, jean-charles ; Mordonu, Aurora . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9464-x. Full description at Econpapers \|\| Download paper
2017	Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2017_21. Full description at Econpapers \|\| Download paper
2017	European Macroprudential Database. (2017). Boh, Samo ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Veiga, Joao ; Koban, Anne ; Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-04. Full description at Econpapers \|\| Download paper
2017	Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057. Full description at Econpapers \|\| Download paper
2017	Historical Patterns of Inequality and Productivity around Financial Crises. (2017). Paul, Pascal. In: Working Paper Series. RePEc:fip:fedfwp:2017-23. Full description at Econpapers \|\| Download paper
2017	Economic 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. Full description at Econpapers \|\| Download paper
2017	Stock markets response to real output shocks in Eastern European frontier markets: A VARwAL model. (2017). Ulku, Numan ; Kuzmicheva, Olga ; Kuruppuarachchi, Duminda . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:140-154. Full description at Econpapers \|\| Download paper
2017	EvaluaciÃ³n de la capacidad predictiva del Ãndice de percepciÃ³n del consumidor. (2017). AcuÃÂ±a, Guillermo ; Acua, Guillermo . In: MPRA Paper. RePEc:pra:mprapa:83154. Full description at Econpapers \|\| Download paper
2017	Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13. Full description at Econpapers \|\| Download paper
2017	A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7. Full description at Econpapers \|\| Download paper
2017	Do US consumer survey data help beat the random walk in forecasting mortgage rates?. (2017). Baghestani, Hamid ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1343017. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Debt Hangover in the Aftermath of the Great Recession. (2017). Gomme, Paul ; Eyquem, AurÃÂ©lien ; Auray, StÃÂ©phane. In: Working Papers. RePEc:crd:wpaper:17001. Full description at Econpapers \|\| Download paper
2017	Debt Hangover in the Aftermath of the Great Recession. (2017). Gomme, Paul ; Eyquem, AurÃÂ©lien ; Auray, StÃÂ©phane. In: Working Papers. RePEc:crd:wpaper:17003. Full description at Econpapers \|\| Download paper
2017	The Importance of Hiring Frictions in Business Cycles. (2017). Yashiv, Eran ; Faccini, Renato. In: Discussion Papers. RePEc:cfm:wpaper:1736. Full description at Econpapers \|\| Download paper
2017	Debt Hangover in the Aftermath of the Great Recession. (2017). Gomme, Paul ; Eyquem, AurÃÂ©lien ; Auray, StÃÂ©phane ; Paul, Gomme ; Aurelien, Eyquem ; Stephane, Auray. In: Working Papers. RePEc:crs:wpaper:2017-61. Full description at Econpapers \|\| Download paper
2017	The importance of hiring frictions in business cycles. (2017). Faccini, Renato ; Yashiv, Eran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87171. Full description at Econpapers \|\| Download paper
2017	Composite 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. Full description at Econpapers \|\| Download paper
2017	Discovering 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. Full description at Econpapers \|\| Download paper
2017	Bank-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. Full description at Econpapers \|\| Download paper
2017	Bank-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. Full description at Econpapers \|\| Download paper
2017	Estimation 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. Full description at Econpapers \|\| Download paper
2017	Partial identification of functionals of the joint distribution of âpotential outcomesâ. (2017). Fan, Yanqin ; Zhu, Dongming ; Guerre, Emmanuel . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:42-59. Full description at Econpapers \|\| Download paper
2017	Equality-minded treatment choice. (2017). Tetenov, Aleksey ; Kitagawa, Toru. In: CeMMAP working papers. RePEc:ifs:cemmap:10/17. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Could 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. Full description at Econpapers \|\| Download paper
2017	Complementarity 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. Full description at Econpapers \|\| Download paper
2017	R&D Growth and Business Cycles Measured with an Endogenous Growth DSGE Model. (2017). Nakamura, Daisuke ; Iiboshi, Hirokuni ; Hasumi, Ryo. In: MPRA Paper. RePEc:pra:mprapa:85525. Full description at Econpapers \|\| Download paper
2017	Determinants of firm-level domestic sales and exports with spillovers: Evidence from China. (2017). Egger, Peter ; Baltagi, Badi ; Kesina, Michaela. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:184-201. Full description at Econpapers \|\| Download paper
2017	Determinants of Firm-Level Domestic Sales and Exports with Spillovers: Evidence from China. (2017). Egger, Peter ; Baltagi, Badi ; Kesina, Michaela. In: Center for Policy Research Working Papers. RePEc:max:cprwps:209. Full description at Econpapers \|\| Download paper
2017	A continuous spatio-temporal model for house prices in the USA. (2017). Laurini, MÃÂ¡rcio. In: The Annals of Regional Science. RePEc:spr:anresc:v:58:y:2017:i:1:d:10.1007_s00168-016-0801-6. Full description at Econpapers \|\| Download paper
2017	The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; GÃÂ³mez-Loscos, Ana ; Gadea, MarÃÂa ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705. Full description at Econpapers \|\| Download paper
2017	European 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. Full description at Econpapers \|\| Download paper
2017	Dispersed Information and Sovereign Risk Premia. (2017). Margaretic, Paula ; Becerra, Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808. Full description at Econpapers \|\| Download paper
2017	A 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. Full description at Econpapers \|\| Download paper
2017	ItÃ¢â¬â¢s not austerity. Or is it? Assessing the effect of austerity on growth in Europe, 2010-15. (2017). Tamborini, Roberto ; Fragetta, Matteo. In: DEM Working Papers. RePEc:trn:utwprg:2017/10. Full description at Econpapers \|\| Download paper
2017	THE EFFECT OF MINIMUM WAGES ON EMPLOYMENT: A FACTOR MODEL APPROACH. (2017). Totty, Evan. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1712-1737. Full description at Econpapers \|\| Download paper
2017	Heterogeneous spillovers among Spanish provinces: A generalized spatial stochastic frontier model. (2017). Orea, Luis ; Gude, Alberto ; ÃÂlvarez, Inmaculada. In: Efficiency Series Papers. RePEc:oeg:wpaper:2017/03. Full description at Econpapers \|\| Download paper
2017	Modelling the joint impact of R and D and ICT on productivity: A frontier analysis approach. (2017). Venturini, Francesco ; Vecchi, Michela ; Pieri, Fabio. In: DEM Working Papers. RePEc:trn:utwprg:2017/13. Full description at Econpapers \|\| Download paper
2017	Piling Pills? Forward-Looking Behavior and Stockpiling of Prescription Drugs. (2017). Simonsen, Marianne ; Skipper, Niels. In: Economics Working Papers. RePEc:aah:aarhec:2017-08. Full description at Econpapers \|\| Download paper
2017	How 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. Full description at Econpapers \|\| Download paper
2017	Spatial 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. Full description at Econpapers \|\| Download paper
2017	GMM 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. Full description at Econpapers \|\| Download paper
2017	Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models. (2017). Leorato, Samantha ; BillÃÂ©, Anna Gloria ; Bille, Anna Gloria. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps44. Full description at Econpapers \|\| Download paper
2017	Regional 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. Full description at Econpapers \|\| Download paper
2017	Income Inequality and Growth: New Insights from Italy. (2017). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:78268. Full description at Econpapers \|\| Download paper
2017	The Political Economy of Opposition Groups: Peace, Terrorism, or Civil Conflict. (2017). Jetter, Michael ; Li, Bei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6747. Full description at Econpapers \|\| Download paper
2017	Macroeconomic activity and risk indicators: an unstable relationship. (2017). Marcellino, Massimiliano ; Abbate, Angela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1756. Full description at Econpapers \|\| Download paper
2017	The impact of the German response to the Fukushima earthquake. (2017). Waterson, Michael ; Grossi, Luigi ; Heim, Sven. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:450-465. Full description at Econpapers \|\| Download paper
2017	Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market. (2017). Long, Ngo ; Dungey, Mardi ; van Long, Ngo ; Ghahremanlou, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6819. Full description at Econpapers \|\| Download paper
2017	Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12339. Full description at Econpapers \|\| Download paper
2017	Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test. (2017). Reitz, Stefan ; Leppin, Julian ; Demetrescu, Matei. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2094. Full description at Econpapers \|\| Download paper
2017	Bouncing 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. Full description at Econpapers \|\| Download paper
2017	On the interpretation of non-cognitive skills â 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. Full description at Econpapers \|\| Download paper
2017	On 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. Full description at Econpapers \|\| Download paper
2017	Self-Regulation Training and Job Search Effort: A Natural Field Experiment within an Active Labor Market Program. (2017). Schmidt, Felix ; Schunk, Daniel ; Hermes, Henning ; Konig, Gunther ; Muller, Henning ; Berger, Eva . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168177. Full description at Econpapers \|\| Download paper
2017	Noncognitive 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. Full description at Econpapers \|\| Download paper
2017	Self-Regulation Training and Job Search Effort: A Natural Field Experiment within an Active Labor Market Program. (2017). Schmidt, Felix ; Schunk, Daniel ; Hermes, Henning ; Berger, Eva ; Muller, Henning ; Koenig, Guenther . In: Working Papers. RePEc:jgu:wpaper:1712. Full description at Econpapers \|\| Download paper
2017	Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). VaÅ¡ÃÄek, BoÅek ; PlaÅ¡il, 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. Full description at Econpapers \|\| Download paper
2017	Inflation dynamics during the financial crisis in Europe: Cross-sectional identification of long-run inflation expectations. (2017). HoltemÃÂ¶ller, Oliver ; Dany-Knedlik, Geraldine ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:102017. Full description at Econpapers \|\| Download paper
2017	Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). SchÃÂ¼ler, Yves ; Peltonen, Tuomas ; Hiebert, Paul P ; Schuler, Yves S. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743. Full description at Econpapers \|\| Download paper
2017	A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussÃ£o. RePEc:fgv:eesptd:445. Full description at Econpapers \|\| Download paper
2017	A dynamic Nelson-Siegel yield curve model with Markov switching. (2017). Levant, Jared ; Ma, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:73-87. Full description at Econpapers \|\| Download paper
2017	Corporate 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. Full description at Econpapers \|\| Download paper
2017	Variety, Competition, and Population in Economic Growth: Theory and Empirics. (2017). Trovato, Giovanni. In: Departmental Working Papers. RePEc:mil:wpdepa:2017-06. Full description at Econpapers \|\| Download paper
2017	ÐÐÐ§ÐÐ¢ÐÐÐ¯ ÐÐÐÐÐÐÐÐ¯ Ð ÐÐÐ ÐÐ¡Ð¡ÐÐ¯ Ð ÐÐÐÐÐÐ Ð ÐÐ¡Ð¢Ð Ð¢ÐÐ¥ÐÐÐÐÐÐÐ§ÐÐ¡ÐÐÐ¥ ÐÐÐÐÐÐ // THE USE OF FUZZY LINEAR REGRESSION IN THE MODEL OF TECHNOLOGICAL KNOWLEDG. (2017). Volkova, E ; Ð. ÐÐ¾Ð»ÐºÐ¾Ð²Ð° Ð¡., ; Ð. ÐÐ¸ÑÐ¸Ð½ Ð., ; Gisin, V. In: Ð¤Ð¸Ð½Ð°Ð½ÑÑ: ÑÐµÐ¾ÑÐ¸Ñ Ð¸ Ð¿ÑÐ°ÐºÑÐ¸ÐºÐ°/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2015:i:5:p:97-104. Full description at Econpapers \|\| Download paper
2017	Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67. Full description at Econpapers \|\| Download paper
2017	Positive semidefinite integrated covariance estimation, factorizations and asynchronicity. (2017). Quaedvlieg, Rogier ; Laurent, SÃÂ©bastien ; Lunde, Asger ; Boudt, Kris ; Sauri, Orimar . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:347-367. Full description at Econpapers \|\| Download paper
2017	Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading. (2017). Shephard, Neil ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:19-42. Full description at Econpapers \|\| Download paper
2017	Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?. (2017). Raissi, Mehdi ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1710. Full description at Econpapers \|\| Download paper
2017	Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?. (2017). Raissi, Mehdi ; Mohaddes, Kamiar. In: Globalization Institute Working Papers. RePEc:fip:feddgw:304. Full description at Econpapers \|\| Download paper
2017	Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts. (2017). RodrÃÂguez, 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. Full description at Econpapers \|\| Download paper
2017	Oil, Volatility and Institutions: Cross-Country Evidence from Major Oil Producers. (2017). Nugent, Jeffrey ; Mohaddes, Kamiar ; El-Anshasy, Amany . In: Globalization Institute Working Papers. RePEc:fip:feddgw:310. Full description at Econpapers \|\| Download paper
2017	The Extractives Dependence Index (EDI). (2017). Hailu, Degol ; Kipgen, Chinpihoi . In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:251-264. Full description at Econpapers \|\| Download paper
2017	Child 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. Full description at Econpapers \|\| Download paper
2017	Oil, 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. Full description at Econpapers \|\| Download paper
2017	The U.S. Oil Supply Revolution and the Global Economy. (2017). Raissi, Mehdi ; Mohaddes, Kamiar. In: Working Papers. RePEc:erg:wpaper:1124. Full description at Econpapers \|\| Download paper
2017	Resource-Richness and Economic Growth in Contemporary U.S.. (2017). Jaimes, Richard ; Gerlagh, Reyer. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6778. Full description at Econpapers \|\| Download paper
2017	On the effects of total productivity growth of economic freedom and total resource rents: The case of both natural resource rich and OECD countries. (2017). Ulusoy, Veysel ; Ta, Cumhur. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:173-192. Full description at Econpapers \|\| Download paper
2017	Central Banks: Evolution and Innovation in Historical Perspective. (2017). Siklos, Pierre ; Bordo, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:23847. Full description at Econpapers \|\| Download paper
2017	Monitoring Parameter Constancy with Endogenous Regressors. (2017). Perron, Pierre ; Kurozumi, Eiji ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:791-805. Full description at Econpapers \|\| Download paper
2017	Central Banks: Evolution and Innovation in Historical Perspective. (2017). Siklos, Pierre ; Bordo, Michael. In: Economics Working Papers. RePEc:hoo:wpaper:17105. Full description at Econpapers \|\| Download paper
2017	Inference on locally ordered breaks in multiple regressions. (2017). Perron, Pierre ; Li, YE. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:289-353. Full description at Econpapers \|\| Download paper
2017	A 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. Full description at Econpapers \|\| Download paper
2017	Semiparametric 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. Full description at Econpapers \|\| Download paper
2017	Time Series Copulas for Heteroskedastic Data. (2017). Loaiza-Maya, Rub'En ; Maneesoonthorn, Worapree ; Smith, Michael S. In: Papers. RePEc:arx:papers:1701.07152. Full description at Econpapers \|\| Download paper
2017	Insight 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. Full description at Econpapers \|\| Download paper
2017	Does 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	National 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. Full description at Econpapers \|\| Download paper
2017	MACROECONOMIC FORECAST MODELS â CONCEPTS AND THEORETICAL NOTIONS. (2017). Lilea, Florin Paul Costel ; Marinescu, Andreeaioana ; Costel, Florin Paul . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:6:p:118-123. Full description at Econpapers \|\| Download paper
2017	Forecasting 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. Full description at Econpapers \|\| Download paper
2017	Infinite 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. Full description at Econpapers \|\| Download paper
2017	Forecasting 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. Full description at Econpapers \|\| Download paper
2017	Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143. Full description at Econpapers \|\| Download paper
2017	Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751. Full description at Econpapers \|\| Download paper
2017	Semiparametric 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Effectiveness and efficiency of European Regional Development Fund on separate waste collection: evidence from Italian regions by a stochastic frontier approach. (2017). Crociata, Alessandro ; Agovino, Massimiliano ; 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. Full description at Econpapers \|\| Download paper
2017	On 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. Full description at Econpapers \|\| Download paper
2017	Efficiency 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. Full description at Econpapers \|\| Download paper
2017	European 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Economic Integration, Foreign Investment and International Trade: The Effects of Membership of the European Union. (2017). Tian, Meng ; Campos, Nauro ; Bruno, Randolph ; Estrin, Saul. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1518. Full description at Econpapers \|\| Download paper
2017	Measuring the Effect of Economic Growth on Countriesâ Environmental Efficiency: A Conditional Directional Distance Function Approach. (2017). Managi, Shunsuke ; HALKOS, GEORGE. In: Environmental & Resource Economics. RePEc:kap:enreec:v:68:y:2017:i:3:d:10.1007_s10640-016-0046-y. Full description at Econpapers \|\| Download paper
2017	Investigating bank efficiency in transition economies: A window-based weight assurance region approach. (2017). Tzeremes, Nickolaos ; Kourtzidis, Stavros ; Sevic, Zeljko ; Degl, Marta. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:23-33. Full description at Econpapers \|\| Download paper
2017	Economic integration, foreign investment and international trade: the effects of membership of the European Union. (2017). Campos, Nauro ; Tian, Meng ; Estrin, Saul ; Bruno, Randolph Luca. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86615. Full description at Econpapers \|\| Download paper
2017	The Impact Of Pollution Abatement Investments On Production Technology: New Insights From Frontier Analysis. (2017). Mastromarco, Camilla ; Simioni, Michel ; Musolesi, Antonio ; Huiban, Jean Pierre. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:260833. Full description at Econpapers \|\| Download paper
2017	Qualitative 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. Full description at Econpapers \|\| Download paper
2017	Examining the relationship between visual attention and stated preferences: A discrete choice experiment using eye-tracking. (2017). Fraser, Iain ; Balcombe, Kelvin ; McSorley, Eugene ; Williams, Louis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:144:y:2017:i:c:p:238-257. Full description at Econpapers \|\| Download paper
2017	Change is good!? Analyzing the relationship between attention and nutrition facts panel modifications. (2017). Grebitus, Carola ; Davis, George C. In: Food Policy. RePEc:eee:jfpoli:v:73:y:2017:i:c:p:119-130. Full description at Econpapers \|\| Download paper
2017	When does real become consequential in non-hypothetical choice experiments?. (2017). Nayga, Rodolfo ; Palma, Marco A ; Chavez, Daniel E. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266327. Full description at Econpapers \|\| Download paper
2017	Global Economic Prospects, January 2017. (2017). Group, World Bank. In: World Bank Publications. RePEc:wbk:wbpubs:25823. Full description at Econpapers \|\| Download paper
2017	Public 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. Full description at Econpapers \|\| Download paper
2017	Unemployment, Growth and Welfare Effects of Labor Market Reforms. (2017). Lim, King Yoong ; AgÃÂ©nor, Pierre-Richard ; Agenor, Pierre-Richard. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:232. Full description at Econpapers \|\| Download paper
2017	Weakness 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. Full description at Econpapers \|\| Download paper
2017	Economic and Political Factors in Infrastructure Investment: Evidence from Railroads and Roads in Africa 1960Ã¢â¬â2015. (2017). Storeygard, Adam ; Jedwab, Remi. In: Working Papers. RePEc:gwi:wpaper:2017-3. Full description at Econpapers \|\| Download paper
2017	Weakness 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. Full description at Econpapers \|\| Download paper
2017	Infrastructure & economic growth from a meta-analysis approach: do all roads lead to Rome?. (2017). Tuesta, David ; Prez, Luisa ; Alonso, Javier ; Adame, Vctor . In: Working Papers. RePEc:bbv:wpaper:17/07. Full description at Econpapers \|\| Download paper
2017	Explaining Ethiopiaâs Growth AccelerationâThe 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. Full description at Econpapers \|\| Download paper
2017	On 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. Full description at Econpapers \|\| Download paper
2017	Back 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. Full description at Econpapers \|\| Download paper
2017	Mexicoâs 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. Full description at Econpapers \|\| Download paper
2017	Middle-income traps in East Asia: An inquiry into causes for slowdown in income growth. (2017). Sonobe, Tetsushi ; Otsuka, Keijiro ; Higuchi, Yuki. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:s:p:s3-s16. Full description at Econpapers \|\| Download paper
2017	The Role and Impact of Infrastructure in Middle-Income Countries: Anything Special?. (2017). Abiad, Abdul ; Sy, Andrea Loren ; Debuque-Gonzales, Margarita. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0518. Full description at Econpapers \|\| Download paper
2017	Economic 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. Full description at Econpapers \|\| Download paper
2017	The Asymptotic Validity of Standard Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions. (2017). Wagner, Martin ; Kawka, Rafael ; Grabarczyk, Peter ; Stypka, Oliver. In: Economics Series. RePEc:ihs:ihsesp:333. Full description at Econpapers \|\| Download paper
2017	The environmental Kuznets curve after 25 years. (2017). Stern, David. In: Journal of Bioeconomics. RePEc:kap:jbioec:v:19:y:2017:i:1:d:10.1007_s10818-017-9243-1. Full description at Econpapers \|\| Download paper
2017	Sustainable Development in Four East Asian Countries Agricultural Sectors Post-World War II: Measuring Nutrient Balance and Estimating the Environmental Kuznets Curve. (2017). Moriwaki, Shota. In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:4:y:2017:i:3:p:467-483. Full description at Econpapers \|\| Download paper
2017	A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Bauwens, Luc ; Storti, Giuseppe ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61. Full description at Econpapers \|\| Download paper
2017	Large-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. Full description at Econpapers \|\| Download paper
2017	Forecasting realized volatility: a review. (2017). Bucci, Andrea. In: MPRA Paper. RePEc:pra:mprapa:83232. Full description at Econpapers \|\| Download paper
2017	Large-scale portfolio allocation under transaction costs and model uncertainty. (2017). Hautsch, Nikolaus ; Voigt, Stefan. In: CFS Working Paper Series. RePEc:zbw:cfswop:582. Full description at Econpapers \|\| Download paper
2017	Predicting 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. Full description at Econpapers \|\| Download paper
2017	Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974. Full description at Econpapers \|\| Download paper
2017	Predicting 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. Full description at Econpapers \|\| Download paper
2017	Atypical Employment and Prospects of the Youth on the Labor Market in a Crisis Context. (2017). Couprie, HÃÂ©lÃÂ¨ne ; Joutard, Xavier. In: THEMA Working Papers. RePEc:ema:worpap:2017-08. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Heigh Ho, Heigh Ho:The Way We (Would Like to) Work Now. (2017). Pecchenino, Rowena A ; Byrne, Julie. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n282-17.pdf. Full description at Econpapers \|\| Download paper
2017	Validity and Reliability of Contingent Valuation and Life Satisfaction Measures of Welfare: An Application to the Value of National Olympic Success. (2017). Whitehead, John ; Humphreys, Brad ; Johnson, Bruce K. In: Working Papers. RePEc:apl:wpaper:17-08. Full description at Econpapers \|\| Download paper
2017	A 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. Full description at Econpapers \|\| Download paper
2017	Fitting 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. Full description at Econpapers \|\| Download paper
2017	Chasing 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. Full description at Econpapers \|\| Download paper
2017	An 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. Full description at Econpapers \|\| Download paper
2017	Time-Varying Window Length for Correlation Forecasts. (2017). McCurdy, Tom ; Jeon, Yoontae . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:54-:d:122391. Full description at Econpapers \|\| Download paper
2017	Modeling 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. Full description at Econpapers \|\| Download paper
2017	Regression 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. Full description at Econpapers \|\| Download paper
2017	Regression discontinuity with categorical outcomes. (2017). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:1-18. Full description at Econpapers \|\| Download paper
2017	Minimum age regulation and child labor: New evidence from Brazil. (2017). Boutin, Delphine ; Bargain, Olivier. In: Working Papers. RePEc:cdi:wpaper:1893. Full description at Econpapers \|\| Download paper
2017	Regression discontinuity: review with extensions. (2017). Lee, Myoung-jae ; Choi, Jin-Young. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0745-z. Full description at Econpapers \|\| Download paper
2017	Minimum Age Regulation and Child Labor: New Evidence from Brazil. (2017). Boutin, Delphine ; Bargain, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01629988. Full description at Econpapers \|\| Download paper
2017	Minimum age regulation and child labor: New evidence from Brazil. (2017). Boutin, Delphine ; Bargain, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01652435. Full description at Econpapers \|\| Download paper
2017	Cost-Sharing Design Matters : A Comparison of the Rebate and Deductible in Healthcare. (2017). boone, jan ; Douven, R. C. M. H., ; Bijlsma, Michiel ; Remmerswaal, Minke. In: Discussion Paper. RePEc:tiu:tiucen:624251d4-89fb-4c0b-8dd1-f0d3d949e591. Full description at Econpapers \|\| Download paper
2017	MANDATORY RETIREMENT AND THE CONSUMPTION PUZZLE: DISENTANGLING PRICE AND QUANTITY DECLINES. (2017). Yang, Dennis ; Dong, Yingying. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1738-1758. Full description at Econpapers \|\| Download paper
2017	Cost-Sharing Design Matters: A Comparison of the Rebate and Deductible in Healthcare. (2017). Remmerswaal, Minke ; Douven, Rudy ; Bijlsma, Michiel ; Boone, Jan. In: CPB Discussion Paper. RePEc:cpb:discus:367. Full description at Econpapers \|\| Download paper
2017	Cost-Sharing Design Matters : A Comparison of the Rebate and Deductible in Healthcare. (2017). boone, jan ; Douven, R. C. M. H., ; Bijlsma, Michiel ; Remmerswaal, Minke. In: Discussion Paper. RePEc:tiu:tiutil:67163c04-3d3b-499c-882c-d68b18c48d82. Full description at Econpapers \|\| Download paper
2017	Cost-Sharing Design Matters: A Comparison of the Rebate and Deductible in Healthcare. (2017). Bijlsma, Michiel ; Remmerswaal, Minke ; Douven, Rudy ; Boone, Jan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12507. Full description at Econpapers \|\| Download paper
2017	Smoothing or strengthening the âGreat Gatsby Curveâ? The intergenerational impact of Chinaâs New Rural Pension Scheme. (2017). You, Jing ; NiÃÂ±o-ZarazÃÂºa, Miguel ; Nio-Zarazua, Miguel. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2017-199. Full description at Econpapers \|\| Download paper
2017	Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review. (2017). WÃÂ¼thrich, Kaspar ; Huber, Martin ; Wuthrich, Kaspar. In: FSES Working Papers. RePEc:fri:fribow:fribow00479. Full description at Econpapers \|\| Download paper
2017	Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114. Full description at Econpapers \|\| Download paper
2017	Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:80668. Full description at Econpapers \|\| Download paper
2017	Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model. (2017). Lopez-Martin, Bernabe ; Leal OrdÃÂ³ÃÂ±ez, Julio ; Andre, Martinez ; Bernabe, Lopez-Martin . In: Working Papers. RePEc:bdm:wpaper:2017-04. Full description at Econpapers \|\| Download paper
2017	Financial investor sentiment and the boom/bust in oil prices during 2003â2008. (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. Full description at Econpapers \|\| Download paper
2017	Oil 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. Full description at Econpapers \|\| Download paper
2017	Oil 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. Full description at Econpapers \|\| Download paper
2017	Economic 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. Full description at Econpapers \|\| Download paper
2017	Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150. Full description at Econpapers \|\| Download paper
2017	âDe-financializationâ of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Chevallier, Julien ; Guesmi, Khaled ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239. Full description at Econpapers \|\| Download paper
2017	Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111. Full description at Econpapers \|\| Download paper
2017	Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). SÃÂ©vi, BenoÃÂ®t ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn. Full description at Econpapers \|\| Download paper
2017	Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun. Full description at Econpapers \|\| Download paper
2017	Oil Price Pass-Through into Core Inflation. (2017). Luciani, Matteo ; Conflitti, Cristina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-85. Full description at Econpapers \|\| Download paper
2017	The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway. (2017). Serletis, Apostolos ; Kyritsis, Evangelos. In: Discussion Papers. RePEc:hhs:nhhfms:2017_007. Full description at Econpapers \|\| Download paper
2017	Gender wage gap and the role of skills: evidence from PIAAC dataset. (2017). KÃÂ¶ppl-Turyna, Monika ; Christl, Michael ; Koppl-Turyna, Monika. In: Working Papers. RePEc:zbw:agawps:05. Full description at Econpapers \|\| Download paper
2017	Gender wage gap and the role of skills: evidence from PIAAC dataset. (2017). KÃÂ¶ppl-Turyna, Monika ; Christl, Michael ; Koppl-Turyna, Monika. In: GLO Discussion Paper Series. RePEc:zbw:glodps:63. Full description at Econpapers \|\| Download paper
2017	Sample Selection in Quantile Regression: A Survey. (2017). Arellano, Manuel ; Bonhomme, Stephane. In: Working Papers. RePEc:cmf:wpaper:wp2017_1702. Full description at Econpapers \|\| Download paper
2017	Sample Selection in Quantile Regression: A Survey. (2017). Arellano, Manuel ; Bonhomme, Stephane. In: Working Papers. RePEc:cmf:wpaper:wp2018_1702. Full description at Econpapers \|\| Download paper
2017	METHODS 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. Full description at Econpapers \|\| Download paper
2017	A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7. Full description at Econpapers \|\| Download paper
2017	The Importance of Hiring Frictions in Business Cycles. (2017). Yashiv, Eran ; Faccini, Renato. In: Discussion Papers. RePEc:cfm:wpaper:1736. Full description at Econpapers \|\| Download paper
2017	The importance of hiring frictions in business cycles. (2017). Faccini, Renato ; Yashiv, Eran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87171. Full description at Econpapers \|\| Download paper
2017	A 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l. Full description at Econpapers \|\| Download paper
2017	Rare 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. Full description at Econpapers \|\| Download paper
2017	A 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. Full description at Econpapers \|\| Download paper
2017	Effects of Fiscal Policy Shocks in CE3 Countries (TVAR Approach). (2017). Mirdala, Rajmund ; Kamenik, Martin . In: MPRA Paper. RePEc:pra:mprapa:79918. Full description at Econpapers \|\| Download paper
2017	Time-varying fiscal multipliers in an agent-based model with credit rationing. (2017). Roventini, Andrea ; Napoletano, Mauro ; Gaffard, Jean-Luc. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017112. Full description at Econpapers \|\| Download paper
2017	Clearing Up the Fiscal Multiplier Morass. (2017). Traum, Nora ; Leeper, Eric ; Walker, Todd B. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2409-54. Full description at Econpapers \|\| Download paper
2017	Real 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. Full description at Econpapers \|\| Download paper
2017	Macroeconomic 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Fiscal 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. Full description at Econpapers \|\| Download paper
2017	Domestic bond markets in emerging economies: Crowding in or crowding out?. (2017). Flogstad, Cathrin. In: Working Papers in Economics. RePEc:hhs:bergec:2017_015. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). RÃÂ¼th, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458. Full description at Econpapers \|\| Download paper
2017	SYSTEMATIC MONETARY POLICY AND THE MACROECONOMIC EFFECTS OF SHIFTS IN LOAN-TO-VALUE RATIOS. (2017). RÃÂ¼th, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/934. Full description at Econpapers \|\| Download paper
2017	Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). RÃÂ¼th, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024. Full description at Econpapers \|\| Download paper
2017	Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Dynamical Interaction Between Financial and Business Cycles. (2017). Billio, Monica ; Petronevich, Anna. In: Working Papers. RePEc:ven:wpaper:2017:24. Full description at Econpapers \|\| Download paper
2017	The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. (2017). Kempa, Bernd ; Hanisch, Max. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:70-88. Full description at Econpapers \|\| Download paper
2017	US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701. Full description at Econpapers \|\| Download paper
2017	Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112. Full description at Econpapers \|\| Download paper
2017	Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24. Full description at Econpapers \|\| Download paper
2017	Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina . In: Globalization Institute Working Papers. RePEc:fip:feddgw:314. Full description at Econpapers \|\| Download paper
2017	Testing for breaks in the weighting matrix. (2017). mur, jesus ; Burridge, Peter ; Angulo, Ana. In: Documentos de Trabajo. RePEc:zar:wpaper:dt2017-01. Full description at Econpapers \|\| Download paper
2017	An 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Human capital, energy, and economic development â Evidence from Chinese provincial data. (2017). Fang, Zheng ; Chen, Yang. In: RIEI Working Papers. RePEc:xjt:rieiwp:2017-03. Full description at Econpapers \|\| Download paper
2017	Price relationships between crude oil and transport fuels in the European Union before and after the 2008 financial crisis. (2017). Hajko, Vladimir ; Cerdeira Bento, JoÃÂ£o ; Moutinho, Victor. In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:76-83. Full description at Econpapers \|\| Download paper
2017	Does human capital matter for energy consumption in China?. (2017). Salim, Ruhul ; Chen, George S ; Yao, Yao. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:49-59. Full description at Econpapers \|\| Download paper
2017	Impact of International capital flows on emerging marketsâ sovereign risk premium â demand vs. vulnerability effect. (2017). Konopczak, Micha. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:239-245. Full description at Econpapers \|\| Download paper
2017	Fiscal 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. Full description at Econpapers \|\| Download paper
2017	Human capital and energy in economic growth â Evidence from Chinese provincial data. (2017). Fang, Zheng ; Chen, Yang. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:340-358. Full description at Econpapers \|\| Download paper
2017	Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636. Full description at Econpapers \|\| Download paper
2017	Testing for a structural break in the weight matrix of the spatial error or spatial lag model. (2017). mur, jesus ; Angulo, Ana ; Burridge, Peter. In: Spatial Economic Analysis. RePEc:taf:specan:v:12:y:2017:i:2-3:p:161-181. Full description at Econpapers \|\| Download paper
2017	Purchasing power parity across eight worlds. (2017). Fontenla, MatÃÂas ; Morrison, Michael . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:62-66. Full description at Econpapers \|\| Download paper
2017	Noncognitive 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. Full description at Econpapers \|\| Download paper
2017	Doubly robust uniform confidence band for the conditional average treatment effect function. (2017). Whang, Yoon-Jae ; Okui, Ryo ; Lee, Sokbae (Simon). In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86852. Full description at Econpapers \|\| Download paper
2017	Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis. (2017). Wied, Dominik ; Wagner, Martin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:960-980. Full description at Econpapers \|\| Download paper
2017	Identification and critical time forecasting of real estate bubbles in the USA. (2017). Ardila, Diego ; Sornette, Didier ; Cauwels, Peter ; Sanadgol, Dorsa. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:4:p:613-631. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Survey-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. Full description at Econpapers \|\| Download paper
2017	The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:037. Full description at Econpapers \|\| Download paper
2017	The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_037. Full description at Econpapers \|\| Download paper
2017	Do hospital mergers reduce costs?. (2017). Schmitt, Matt. In: Journal of Health Economics. RePEc:eee:jhecon:v:52:y:2017:i:c:p:74-94. Full description at Econpapers \|\| Download paper
2017	Politics, Hospital Behavior, and Health Care Spending Effect Methods to Examine Treatment Effect Heterogeneity in Experiments for the Young and Privately Insured?. (2017). Cooper, Zack ; Wu, Jennifer ; Powell, Eleanor Neff ; Kowalski, Amanda E. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3006. Full description at Econpapers \|\| Download paper
2017	Politics, Hospital Behavior, and Health Care Spending. (2017). Kowalski, Amanda ; Cooper, Zack ; Wu, Jennifer ; Powell, Eleanor N. In: NBER Working Papers. RePEc:nbr:nberwo:23748. Full description at Econpapers \|\| Download paper
2017	Politics, hospital behaviour and health care spending. (2017). Kowalski, Amanda ; Wu, Jennifer ; Powell, Eleanor Neff ; Cooper, Zack. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86620. Full description at Econpapers \|\| Download paper
2017	Politics, Hospital Behaviour and Health Care Spending. (2017). Kowalski, Amanda ; Wu, Jennifer ; Powell, Eleanor Neff ; Cooper, Zack. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1523. Full description at Econpapers \|\| Download paper
2017	Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; BjÃÂ¸rnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173. Full description at Econpapers \|\| Download paper
2017	On 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. Full description at Econpapers \|\| Download paper
2017	On 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity. (2017). Okimoto, Tatsuyoshi ; Tatsuyoshi, Okimoto ; Nguyen, Bao H. In: Discussion papers. RePEc:eti:dpaper:17102. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	On the exposure of the BRIC countries to global economic shocks. (2017). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168110. Full description at Econpapers \|\| Download paper
2017	Monetary 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. Full description at Econpapers \|\| Download paper
2017	Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:322-332. Full description at Econpapers \|\| Download paper
2017	Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: CFS Working Paper Series. RePEc:zbw:cfswop:577. Full description at Econpapers \|\| Download paper
2017	Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts. (2017). Ravazzolo, Francesco ; Clark, Todd ; Kruger, Fabian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:3:p:470-485. Full description at Econpapers \|\| Download paper
2017	News Shocks and the Slope of the Term Structure of Interest Rates : Comment. (2017). Cascaldi-Garcia, Danilo. In: EMF Research Papers. RePEc:wrk:wrkemf:15. Full description at Econpapers \|\| Download paper
2017	Financial conditions and density forecasts for US output and inflation. (2017). mumtaz, haroon ; Alessandri, Piergiorgio. In: Review of Economic Dynamics. RePEc:red:issued:14-103. Full description at Econpapers \|\| Download paper
2017	Aggregate Density Forecasting from Disaggregate Components Using Large VARs. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76849. Full description at Econpapers \|\| Download paper
2017	An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211. Full description at Econpapers \|\| Download paper
2017	Directed 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. Full description at Econpapers \|\| Download paper
2017	A severity function approach to scenario selection. (2017). Mokinski, Frieder . In: Discussion Papers. RePEc:zbw:bubdps:342017. Full description at Econpapers \|\| Download paper
2017	Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830. Full description at Econpapers \|\| Download paper
2017	Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13. Full description at Econpapers \|\| Download paper
2017	Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010. Full description at Econpapers \|\| Download paper
2017	On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636. Full description at Econpapers \|\| Download paper
2017	Forecasting 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. Full description at Econpapers \|\| Download paper
2017	The role of news-based implied volatility among US financial markets. (2017). Yin, Libo ; Su, Zhi ; Fang, Tong . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:24-27. Full description at Econpapers \|\| Download paper
2017	Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Pan, Zhiyuan ; Wu, Chongfeng ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142. Full description at Econpapers \|\| Download paper
2017	Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis. (2017). GUPTA, RANGAN ; Hassani, Hossein ; Segnon, Mawuli ; Ghodsi, Zara . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9548-x. Full description at Econpapers \|\| Download paper
2017	A New TimeâVarying Parameter Autoregressive Model for U.S. Inflation Expectations. (2017). Lanne, Markku ; Luoto, Jani . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:5:p:969-995. Full description at Econpapers \|\| Download paper
2017	Indeterminate 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. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document
2017	The Impact of the Fracking Boom on Arab Oil Producers. (2017). Kilian, Lutz. In: The Energy Journal. RePEc:aen:journl:ej38-6-kilian. Full description at Econpapers \|\| Download paper
2017	Bootstrap and Asymptotic Inference with Multiway Clustering. (2017). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274712. Full description at Econpapers \|\| Download paper
2017	Pitfalls when Estimating Treatment Effects Using Clustered Data. (2017). Webb, Matthew ; MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274713. Full description at Econpapers \|\| Download paper
2017	Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274717. Full description at Econpapers \|\| Download paper
2017	Labour Supply and Informal Care Supply: The Impacts of Financial Support for Long-Term Elderly Care. (2017). Walker, Ian ; Picchio, Matteo ; Ohinata, Asako ; Hollingsworth, Bruce. In: Working Papers. RePEc:anc:wpaper:424. Full description at Econpapers \|\| Download paper
2017	Validity and Reliability of Contingent Valuation and Life Satisfaction Measures of Welfare: An Application to the Value of National Olympic Success. (2017). Whitehead, John ; Humphreys, Brad ; Johnson, Bruce K. In: Working Papers. RePEc:apl:wpaper:17-08. Full description at Econpapers \|\| Download paper
2017	Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach. (2017). Barbaglia, Luca ; Wilms, Ines ; Croux, Christophe. In: Papers. RePEc:arx:papers:1708.02073. Full description at Econpapers \|\| Download paper
2017	Tests of Policy Interventions in DSGE Models. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1706. Full description at Econpapers \|\| Download paper
2017	Is the Discretionary Income Effect of Oil Price Shocks a Hoax?. (2017). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:17-50. Full description at Econpapers \|\| Download paper
2017	The financial stability dark side of monetary policy. (2017). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1121_17. Full description at Econpapers \|\| Download paper
2017	Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models. (2017). Leorato, Samantha ; BillÃÂ©, Anna Gloria ; Bille, Anna Gloria. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps44. Full description at Econpapers \|\| Download paper
2017	Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6835. Full description at Econpapers \|\| Download paper
2017	Measuring Productivity and Absorptive Capacity Evolution in OECD Economies. (2017). Everaert, Gerdie ; Eberhardt, Markus ; de Visscher, Stef . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12261. Full description at Econpapers \|\| Download paper
2017	Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12532. Full description at Econpapers \|\| Download paper
2017	Should We Use Linearized Models To Calculate Fiscal Multipliers?. (2017). Trabandt, Mathias ; Lindi, Jesper. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12533. Full description at Econpapers \|\| Download paper
2017	Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2017). WoÅºniak, Tomasz ; LÃÂ¼tkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1707. Full description at Econpapers \|\| Download paper
2017	Assessing DSGE model nonlinearities. (2017). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:322-332. Full description at Econpapers \|\| Download paper
2017	A spatial generalized ordered-response model with skew normal kernel error terms with an application to bicycling frequency. (2017). Bhat, Chandra R ; Astroza, Sebastian ; Hamdi, Amin S. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:95:y:2017:i:c:p:126-148. Full description at Econpapers \|\| Download paper
2017	Charging 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. Full description at Econpapers \|\| Download paper
2017	Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24. Full description at Econpapers \|\| Download paper
2017	Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. (2017). Neely, Christopher ; Winkelmann, Lars ; Bibinger, Markus. In: Working Papers. RePEc:fip:fedlwp:2017-012. Full description at Econpapers \|\| Download paper
2017	An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts. (2017). McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2017-040. Full description at Econpapers \|\| Download paper
2017	Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems. (2017). Paruolo, Paolo ; Boswijk, H. Peter. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:28-:d:103006. Full description at Econpapers \|\| Download paper
2017	Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032. Full description at Econpapers \|\| Download paper
2017	Should We Use Linearized Models To Calculate Fiscal Multipliers?. (2017). Trabandt, Mathias ; LindÃÂ©, Jesper ; Linde, Jesper. In: Working Paper Series. RePEc:hhs:rbnkwp:0350. Full description at Econpapers \|\| Download paper
2017	The Renewable Fuel Standard in Competitive Equilibrium: Market and Welfare Effects. (2017). Moschini, GianCarlo ; Lapan, Harvey ; Kim, Hyunseok. In: Center for Agricultural and Rural Development (CARD) Publications. RePEc:ias:cpaper:17-wp575. Full description at Econpapers \|\| Download paper
2017	Effectiveness of Unconventional Monetary Policy in the Euro Area: An Assessment Based on a Literature Survey. (2017). Wolters, Maik ; Jannsen, Nils ; Hanisch, Nils Jannsen ; Fiedler, Salomon. In: Credit and Capital Markets. RePEc:kuk:journl:v:50:y:2017:i:4:p:455-488. Full description at Econpapers \|\| Download paper
2017	The Unconventional Oil Supply Boom: Aggregate Price Response from Microdata. (2017). Prest, Brian ; Newell, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:23973. Full description at Econpapers \|\| Download paper
2017	Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:24167. Full description at Econpapers \|\| Download paper
2017	Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702. Full description at Econpapers \|\| Download paper
2017	The Equity Premium and the One Percent. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: MPRA Paper. RePEc:pra:mprapa:79009. Full description at Econpapers \|\| Download paper
2017	Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices. (2017). Maheu, John ; Yang, Qiao ; Jin, Xin. In: MPRA Paper. RePEc:pra:mprapa:81920. Full description at Econpapers \|\| Download paper
2017	Cross-Validating Synthetic Controls. (2017). Pfeifer, Gregor ; Klossner, Stefan ; Becker, Martin. In: MPRA Paper. RePEc:pra:mprapa:83679. Full description at Econpapers \|\| Download paper
2017	Inference with Correlated Clusters. (2017). Powell, David. In: Working Papers. RePEc:ran:wpaper:wr-1137-1. Full description at Econpapers \|\| Download paper
2017	Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?. (2017). Borio, Claudio ; Hofmann, Boris. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2017-04. Full description at Econpapers \|\| Download paper
2017	A note on testing instrument validity for the identification of LATE. (2017). Mellace, Giovanni ; Laffers, Lukas. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1148-7. Full description at Econpapers \|\| Download paper
2017	The effect of Rio Convention and other structural breaks on long-run economic development-CO2 relationships. (2017). Mazzanti, Massimiliano ; Musolesi, Antonio. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:3:d:10.1007_s40888-017-0069-z. Full description at Econpapers \|\| Download paper
2017	Finite Sample Optimality of Score-Driven Volatility Models. (2017). Lucas, Andre ; Blasques, Francisco ; van Vlodrop, Andries. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170111. Full description at Econpapers \|\| Download paper
2017	Randomization inference with Stata: A guide and software. (2017). HeÃÂ, Simon. In: Stata Journal. RePEc:tsj:stataj:y:17:y:2017:i:3:p:630-651. Full description at Econpapers \|\| Download paper
2017	Homeowner Preferences after September 11th, a Microdata Approach. (2017). Sayago Gomez, Juan ; Sayago-Gomez, Juan ; Nowak, Adam. In: Working Papers. RePEc:wvu:wpaper:17-17. Full description at Econpapers \|\| Download paper
2017	Some Remarks on Real Estate Pricing. (2017). Liu, Cocker ; Smith, Patrick ; Nowak, Adam. In: Working Papers. RePEc:wvu:wpaper:17-20. Full description at Econpapers \|\| Download paper
2017	A severity function approach to scenario selection. (2017). Mokinski, Frieder . In: Discussion Papers. RePEc:zbw:bubdps:342017. Full description at Econpapers \|\| Download paper
2017	Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: CFS Working Paper Series. RePEc:zbw:cfswop:577. Full description at Econpapers \|\| Download paper
2017	Going beyond LATE: Bounding Average Treatment Effects of Job Corps Training. (2017). Flores-Lagunes, Alfonso ; Chen, Xuan. In: GLO Discussion Paper Series. RePEc:zbw:glodps:93. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). RodrÃÂguez Caballero, Carlos ; RodrÃguez Caballero, Carlos ; RodrÃÂÃÂguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Heterogeneous peer effects in education. (2016). Zenou, Yves ; Patacchini, Eleonora ; Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1048_16. Full description at Econpapers \|\| Download paper
2016	Distributional Policy Effects with Many Treatment Outcomes. (2016). Carlos, Caon Salazar . In: Working Papers. RePEc:bdm:wpaper:2016-01. Full description at Econpapers \|\| Download paper
2016	Family Instability and Locus of Control in Adolescence. (2016). Spiess, Katharina ; 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. Full description at Econpapers \|\| Download paper
2016	Monetary 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. Full description at Econpapers \|\| Download paper
2016	Econometric Analysis of Production Networks with Dominant Units. (2016). Pesaran, M ; Yang, Cynthia Fan . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1678. Full description at Econpapers \|\| Download paper
2016	Self-Regulation Training, Labor Market Reintegration of Unemployed Individuals, and Locus of Control - Evidence from a Natural Field Experiment. (2016). Schmidt, Felix ; Schunk, Daniel ; Hermes, Henning ; Berger, Eva ; Koenig, Guenther . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6246. Full description at Econpapers \|\| Download paper
2016	Indirect Inference with Endogenously Missing Exogenous Variables. (2016). Renault, Eric ; Chaudhuriy, Saraswata ; Frazierz, David T. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-15. Full description at Econpapers \|\| Download paper
2016	Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes. (2016). Garcia-Suaza, Andres. In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:014186. Full description at Econpapers \|\| Download paper
2016	Influencing Connected Legislators. (2016). Patacchini, Eleonora ; Battaglini, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11571. Full description at Econpapers \|\| Download paper
2016	On 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. Full description at Econpapers \|\| Download paper
2016	Subjective 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. Full description at Econpapers \|\| Download paper
2016	Locus of Control and Mothers Return to Employment. (2016). Haywood, Luke ; Berger, Eva. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp887. Full description at Econpapers \|\| Download paper
2016	Locus 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. Full description at Econpapers \|\| Download paper
2016	Locus of Control and Mothers Return to Employment. (2016). Haywood, Luke ; Berger, Eva. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1586. Full description at Econpapers \|\| Download paper
2016	Relative 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. Full description at Econpapers \|\| Download paper
2016	Does 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. Full description at Econpapers \|\| Download paper
2016	Testing 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. Full description at Econpapers \|\| Download paper
2016	Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100. Full description at Econpapers \|\| Download paper
2016	Trend 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. Full description at Econpapers \|\| Download paper
2016	Endogenous network production functions with selectivity. (2016). Patacchini, Eleonora ; Liu, Xiaodong ; Horrace, William. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:222-232. Full description at Econpapers \|\| Download paper
2016	Monetaryâfiscal 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. Full description at Econpapers \|\| Download paper
2016	Immigrant-native differences in stockholding â The role of cognitive and non-cognitive skills. (2016). Steinhardt, Max ; Luik, Marc-AndrÃÂ©. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:103-119. Full description at Econpapers \|\| Download paper
2016	A time varying DSGE model with financial frictions. (2016). GalvÃÂ£o, 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. Full description at Econpapers \|\| Download paper
2016	Modeling 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. Full description at Econpapers \|\| Download paper
2016	An 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. Full description at Econpapers \|\| Download paper
2016	Search, 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. Full description at Econpapers \|\| Download paper
2016	Residential 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. Full description at Econpapers \|\| Download paper
2016	International, 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. Full description at Econpapers \|\| Download paper
2016	Worker 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. Full description at Econpapers \|\| Download paper
2016	Understanding Inflation as a Joint MonetaryÃ¢â¬âFiscal Phenomenon. (2016). Leeper, E M ; Leith, C. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-2305. Full description at Econpapers \|\| Download paper
2016	Conformism 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Bias correction and refined inferences for fixed effects spatial panel data models. (2016). Yu, Jihai ; Liu, Shew Fan ; Yang, Zhenlin. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:61:y:2016:i:c:p:52-72. Full description at Econpapers \|\| Download paper
2016	Economic, 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. Full description at Econpapers \|\| Download paper
2016	Impacts 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. Full description at Econpapers \|\| Download paper
2016	Are nonlinear methods necessary at the zero lower bound?. (2016). Throckmorton, Nathaniel ; Richter, Alexander. In: Working Papers. RePEc:fip:feddwp:1606. Full description at Econpapers \|\| Download paper
2016	Escaping the Great Recession. (2016). Melosi, Leonardo ; Bianchi, Francesco. In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-16. Full description at Econpapers \|\| Download paper
2016	On the interpretation of non-cognitive skills â what is being measured and why it matters. (2016). Humphries, John ; Kosse, Fabian. In: Working Papers. RePEc:hka:wpaper:2016-025. Full description at Econpapers \|\| Download paper
2016	Lost 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. Full description at Econpapers \|\| Download paper
2016	Subjective 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. Full description at Econpapers \|\| Download paper
2016	Unemployment and Wage Rigidity in Japan: A DSGE Model Perspective. (2016). Miyamoto, Hiroaki ; Kuo, Chun-Hung. In: Working Papers. RePEc:iuj:wpaper:ems_2016_06. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Residential Choices of Young Americans. (2016). Patacchini, Eleonora ; Arduini, Tiziano. In: IZA Discussion Papers. RePEc:iza:izadps:dp10186. Full description at Econpapers \|\| Download paper
2016	Lost 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. Full description at Econpapers \|\| Download paper
2016	Subjective Completion Beliefs and the Demand for Post-Secondary Education. (2016). Staub, Kevin ; Kunz, Johannes. In: IZA Discussion Papers. RePEc:iza:izadps:dp10344. Full description at Econpapers \|\| Download paper
2016	On 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. Full description at Econpapers \|\| Download paper
2016	Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: IZA Discussion Papers. RePEc:iza:izadps:dp10406. Full description at Econpapers \|\| Download paper
2016	Peace, Terrorism, or Civil Conflict? Understanding the Decision of an Opposition Group. (2016). Jetter, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp9996. Full description at Econpapers \|\| Download paper

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Recent citations received in 2015

Year	Citing document
2015	Term 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. RePEc:ags:aaea07:679. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	A Distributional Analysis of PublicâPrivate Wage Differential in India. (2015). Prakash, Nishith ; Azam, Mehtabul. In: LABOUR. RePEc:bla:labour:v:29:y:2015:i:4:p:394-414. Full description at Econpapers \|\| Download paper
2015	Oil-Price Density Forecasts of U.S. GDP. (2015). Ravazzolo, Francesco ; Rothman, Philip . In: Working Papers. RePEc:bny:wpaper:0038. Full description at Econpapers \|\| Download paper
2015	An 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. Full description at Econpapers \|\| Download paper
2015	Inference 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: ifo Working Paper Series. RePEc:ces:ifowps:_203. Full description at Econpapers \|\| Download paper
2015	Rare 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. Full description at Econpapers \|\| Download paper
2015	Relaciones 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 ECONOMÃA. RePEc:col:000442:013824. Full description at Econpapers \|\| Download paper
2015	Density forecasts based on disaggregate data: nowcasting Polish inflation. (2015). Mazur, BÅaÅ¼ej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:71-87. Full description at Econpapers \|\| Download paper
2015	Characterising the financial cycle: a multivariate and time-varying approach. (2015). SchÃÂ¼ler, Yves ; Peltonen, Tuomas ; Hiebert, Paul ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20151846. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: SIRE Discussion Papers. RePEc:edn:sirdps:679. Full description at Econpapers \|\| Download paper
2015	Sustainability 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. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Point 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. Full description at Econpapers \|\| Download paper
2015	Time-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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Out-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. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-07. Full description at Econpapers \|\| Download paper
2015	Efficient 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. Full description at Econpapers \|\| Download paper
2015	Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42. Full description at Econpapers \|\| Download paper
2015	Toward 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. Full description at Econpapers \|\| Download paper
2015	Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian . In: Working Papers (Old Series). RePEc:fip:fedcwp:1439. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2015_08. Full description at Econpapers \|\| Download paper
2015	Time-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. Full description at Econpapers \|\| Download paper
2015	SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING. (2015). Quiroz, Matias ; Kohn, Robert ; Villani, Mattias . In: Working Paper Series. RePEc:hhs:rbnkwp:0297. Full description at Econpapers \|\| Download paper
2015	Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy. (2015). Joyeux, Roselyne. In: Working Papers. RePEc:hkm:wpaper:222015. Full description at Econpapers \|\| Download paper
2015	The U.S. Oil Supply Revolution and the Global Economy. (2015). Raissi, Mehdi ; Mohaddes, Kamiar. In: IMF Working Papers. RePEc:imf:imfwpa:15/259. Full description at Econpapers \|\| Download paper
2015	Some 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. Full description at Econpapers \|\| Download paper
2015	Does 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. Full description at Econpapers \|\| Download paper
2015	Budgetary 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. Full description at Econpapers \|\| Download paper
2015	Environmental 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. Full description at Econpapers \|\| Download paper
2015	Nonparametric Regression-Spline Random Effects Models. (2015). Ullah, Aman ; Racine, Jeffrey ; Ma, Shujie ; Amanullah, . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2015-10. Full description at Econpapers \|\| Download paper
2015	Forecasting VARs, model selection, and shrinkage. (2015). Trenkler, Carsten ; Kascha, Christian. In: Working Papers. RePEc:mnh:wpaper:38872. Full description at Econpapers \|\| Download paper
2015	The Price Ainât 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. Full description at Econpapers \|\| Download paper
2015	Multivariate Forecasting with BVARs and DSGE Models. (2015). Berg, Tim. In: MPRA Paper. RePEc:pra:mprapa:62405. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844. Full description at Econpapers \|\| Download paper
2015	Time 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. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3. Full description at Econpapers \|\| Download paper
2015	Large Vector Autoregressions with Asymmetric Priors. (2015). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:qmw:qmwecw:wp759. Full description at Econpapers \|\| Download paper
2015	A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). GalvÃÂ£o, Ana ; Galvo, Ana Beatriz ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas . In: Working Papers. RePEc:qmw:qmwecw:wp770. Full description at Econpapers \|\| Download paper
2015	Model Uncertainty in Panel Vector Autoregressive Models. (2015). Koop, Gary ; Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:15-35. Full description at Econpapers \|\| Download paper
2015	Choques fiscais e instabilidade financeira no Brasil: uma abordagem TVAR. (2015). Soave, Gian. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon2. Full description at Econpapers \|\| Download paper
2015	Time-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. Full description at Econpapers \|\| Download paper
2015	Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters. (2015). Eo, Yunjong. In: Working Papers. RePEc:syd:wpaper:2015-18. Full description at Econpapers \|\| Download paper
2015	Assessing 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. Full description at Econpapers \|\| Download paper
2015	Integrated-quantile-based estimation for first price auction models. (2015). Luo, Yao ; Wan, Yuanyuan. In: Working Papers. RePEc:tor:tecipa:tecipa-539. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2014

Year	Citing document
2014	A fractionally cointegrated VAR analysis of economic voting and political support. (2014). Nielsen, Morten ; Popiel, Michal Ksawery . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274652. Full description at Econpapers \|\| Download paper
2014	Financialization 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. Full description at Econpapers \|\| Download paper
2014	How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃÂk, Jozef. In: Papers. RePEc:arx:papers:1405.2445. Full description at Econpapers \|\| Download paper
2014	What 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. Full description at Econpapers \|\| Download paper
2014	Are 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. Full description at Econpapers \|\| Download paper
2014	International Spillovers of Policy Uncertainty. (2014). Sekkel, Rodrigo ; Kloner, Stefan . In: Staff Working Papers. RePEc:bca:bocawp:14-57. Full description at Econpapers \|\| Download paper
2014	Do 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. Full description at Econpapers \|\| Download paper
2014	Mixed frequency structural VARs. (2014). Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2014_01. Full description at Econpapers \|\| Download paper
2014	Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control. (2014). Magnac, Thierry ; Gobillon, Laurent. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5077. Full description at Econpapers \|\| Download paper
2014	Are 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. Full description at Econpapers \|\| Download paper
2014	Neighborhood and Network Effects. (2014). Zenou, Yves ; topa, giorgio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10126. Full description at Econpapers \|\| Download paper
2014	A 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. Full description at Econpapers \|\| Download paper
2014	Risky sexual behavior: biological markers and self-reported data. (2014). de Paula, Aureo ; Corno, Lucia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10271. Full description at Econpapers \|\| Download paper
2014	Following 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. Full description at Econpapers \|\| Download paper
2014	Markov-Switching Mixed-Frequency VAR Models. (2014). Marcellino, Massimiliano ; GuÃÂ©rin, Pierre ; Foroni, Claudia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9815. Full description at Econpapers \|\| Download paper
2014	Conditional 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. Full description at Econpapers \|\| Download paper
2014	Sickness Absence and Works Councils: Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; BrÃÂ¤ndle, Tobias ; Arnold, Daniel ; Brandle, Tobias. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp691. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2014). Sallenave, Audrey ; Mignon, ValÃÂ©rie ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-14. Full description at Econpapers \|\| Download paper
2014	Cross-Market Spillovers with âVolatility Surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-46. Full description at Econpapers \|\| Download paper
2014	Conditional 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. Full description at Econpapers \|\| Download paper
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: SIRE Discussion Papers. RePEc:edn:sirdps:612. Full description at Econpapers \|\| Download paper
2014	A 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. Full description at Econpapers \|\| Download paper
2014	Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks. (2014). LÃÂ¼tkepohl, Helmut ; Herwartz, Helmut ; Lutkepohl, Helmut. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:104-116. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	On 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. Full description at Econpapers \|\| Download paper
2014	Tail 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. Full description at Econpapers \|\| Download paper
2014	How do oil producers respond to oil demand shocks?. (2014). GÃÂ¼ntner, Jochen ; Guntner, Jochen H. F., . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:1-13. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	Oil 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. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	Oil 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. Full description at Econpapers \|\| Download paper
2014	Time-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. Full description at Econpapers \|\| Download paper
2014	Understanding 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. Full description at Econpapers \|\| Download paper
2014	Are 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. Full description at Econpapers \|\| Download paper
2014	Speculative 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. Full description at Econpapers \|\| Download paper
2014	Oil 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. Full description at Econpapers \|\| Download paper
2014	Are 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. Full description at Econpapers \|\| Download paper
2014	Cross-market spillovers with âvolatility surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207. Full description at Econpapers \|\| Download paper
2014	Business 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. Full description at Econpapers \|\| Download paper
2014	Persistent and Transient Cost Efficiency â 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. Full description at Econpapers \|\| Download paper
2014	Industrialization and the demand for mineral commodities. (2014). Stuermer, Martin. In: Working Papers. RePEc:fip:feddwp:1413. Full description at Econpapers \|\| Download paper
2014	The Role of Oil Price Shocks in Causing U.S. Recessions. (2014). Vigfusson, Robert ; Kilian, Lutz. In: International Finance Discussion Papers. RePEc:fip:fedgif:1114. Full description at Econpapers \|\| Download paper
2014	Time-varying structural vector autoregressions and monetary policy: a corrigendum. (2014). Primiceri, Giorgio ; Del Negro, Marco. In: Staff Reports. RePEc:fip:fednsr:619. Full description at Econpapers \|\| Download paper
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2014_16. Full description at Econpapers \|\| Download paper
2014	Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Working Papers. RePEc:hal:wpaper:halshs-01052488. Full description at Econpapers \|\| Download paper
2014	The Macroeconomic Effects of Oil Price Fluctuations in ASEAN Countries: Analysis Using a VAR with Block Exogeneity. (2014). Vu, Tuan Khai ; Nakata, Hayato. In: Discussion Paper Series. RePEc:hit:hituec:619. Full description at Econpapers \|\| Download paper
2014	Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; BrÃÂ¤ndle, Tobias ; Arnold, Daniel ; Brandle, Tobias. In: IAAEU Discussion Papers. RePEc:iaa:dpaper:201410. Full description at Econpapers \|\| Download paper
2014	Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; BrÃÂ¤ndle, Tobias ; Arnold, Daniel ; Brandle, Tobias. In: IAW Discussion Papers. RePEc:iaw:iawdip:107. Full description at Econpapers \|\| Download paper
2014	Oil Price Fluctuations and Trade Balance of Turkey. (2014). UÄurlu, 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. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	314
2	International Journal of Forecasting / Elsevier	163
3	Economic Modelling / Elsevier	150
4	Journal of Econometrics / Elsevier	145
5	CEPR Discussion Papers / C.E.P.R. Discussion Papers	135
6	IZA Discussion Papers / Institute for the Study of Labor (IZA)	118
7	Empirical Economics / Springer	105
8	Energy Economics / Elsevier	82
9	NBER Working Papers / National Bureau of Economic Research, Inc	76
10	Tinbergen Institute Discussion Papers / Tinbergen Institute	73
11	Journal of Banking & Finance / Elsevier	70

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