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Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
12
Impact Factor
1.56
5 Years IF
1.08
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 0 0 0 0 0 0.26
2007 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.45 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 4 0 0 0 0 0.23
2010 0 0.37 0.5 0 2 2 38 1 5 0 0 0 1 0.5 0.19
2011 1 0.47 0.6 1 3 5 71 2 8 2 2 2 2 1 50 0 0.25
2012 1.6 0.5 1.67 1.6 4 9 54 14 23 5 8 5 8 2 14.3 6 1.5 0.26
2013 2.71 0.52 1.94 2.67 9 18 54 35 58 7 19 9 24 4 11.4 8 0.89 0.24
2014 1.85 0.55 1.64 2.11 10 28 35 46 104 13 24 18 38 7 15.2 5 0.5 0.28
2015 0.63 0.54 1.15 1.46 12 40 38 45 150 19 12 28 41 8 17.8 1 0.08 0.28
2016 0.55 0.58 0.86 0.84 9 49 39 41 192 22 12 38 32 5 12.2 3 0.33 0.29
2017 1.19 0.6 1.07 1.02 9 58 24 62 254 21 25 44 45 9 14.5 7 0.78 0.3
2018 1.56 0.62 1.1 1.08 14 72 15 79 333 18 28 49 53 5 6.3 5 0.36 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Working Papers. RePEc:bny:wpaper:0003.

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52
22012Measuring Sovereign Contagion in Europe. (2012). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano. In: Working Papers. RePEc:bny:wpaper:0009.

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27
32016Mending the broken link: heterogeneous bank lending and monetary policy pass-through.. (2016). Ciccarelli, Matteo ; Canova, Fabio ; Altavilla, Carlo. In: Working Papers. RePEc:bny:wpaper:0049.

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23
42010Does forecast combination improve Norges Bank inflation forecasts?. (2010). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; Bjørnland, Hilde ; Bjornland, Hilde C. ; Gerdrup, Karsten R.. In: Working Papers. RePEc:bny:wpaper:0002.

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20
52011The world is not enough! Small open economies and regional dependence. (2011). Thorsrud, Leif ; Bjørnland, Hilde ; Aastveit, Knut Are ; Bjornland, Hilde C.. In: Working Papers. RePEc:bny:wpaper:0005.

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20
62012What drives oil prices? Emerging versus developed economies. (2012). Thorsrud, Leif ; Bjørnland, Hilde ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0007.

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19
72010How does monetary policy respond to exchange rate movements? New international evidence. (2010). Halvorsen, Jørn ; Bjørnland, Hilde ; Bjornland, Hilde C.. In: Working Papers. RePEc:bny:wpaper:0001.

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19
82013Why Do Voters Dismantle Checks and Balances?. (2013). Torvik, Ragnar ; Robinson, James ; Acemoglu, Daron. In: Working Papers. RePEc:bny:wpaper:0010.

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18
92017Supply Flexibility in the Shale Patch: Evidence from North Dakota. (2017). Nordvik, Frode ; Bjørnland, Hilde ; Rohrer, Maximilian ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0051.

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16
102013Do Central Banks Respond to Exchange Rate Movements? A Markow-Switching Structural Investigation. (2013). Maih, Junior ; Bjørnland, Hilde ; Alstadheim, Ragna. In: Working Papers. RePEc:bny:wpaper:0018.

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14
112015The Value of News. (2015). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0034.

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14
122013Global and regional business cycles. Shocks and propagations. (2013). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0012.

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12
132014Monetary Policy in Oil Exporting Economies. (2014). Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0023.

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9
142012Oil price density forecasts: Exploring the linkages with stock markets. (2012). Ravazzolo, Francesco ; Lombardi, Marco. In: Working Papers. RePEc:bny:wpaper:0008.

Full description at Econpapers || Download paper

8
152015A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0030.

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8
162013Local Natural Resource Curse?. (2013). Torvik, Ragnar ; Borge, Lars-Erik ; Parmer, Pernille . In: Working Papers. RePEc:bny:wpaper:0014.

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7
172014Does Oil Promote or Prevent Coups?. (2014). Nordvik, Frode. In: Working Papers. RePEc:bny:wpaper:0025.

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6
182015Oil and macroeconomic (in)stability. (2015). Larsen, Vegard ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0035.

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6
192016Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model. (2016). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0043.

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6
202018Predicting the Volatility of Cryptocurrency Time–Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0061.

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5
212017Components of Uncertainty. (2017). Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0053.

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5
222014Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0028.

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5
232014Density forecasts with MIDAS models. (2014). Ravazzolo, Francesco ; Foroni, Claudia ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0021.

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5
242015Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032.

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5
252016Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046.

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4
262016Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044.

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4
272014Sectoral Interdependence and Business Cycle Synchronization in Small Open Economies. (2014). Sveen, Tommy ; Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0020.

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3
282015The Political Economy of Public Income Volatility: With an Application to the Resource Curse. (2015). Verdier, Thierry ; Torvik, Ragnar ; Robinson, James ; JamesA. Robinson, . In: Working Papers. RePEc:bny:wpaper:0031.

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3
292018Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0062.

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3
302018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

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3
312014Foreign shocks in an estimated multi-sector model. (2014). Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0022.

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3
322014Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Working Papers. RePEc:bny:wpaper:0026.

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3
332016Approximating time varying structural models with time invariant structures. (2016). Matthes, Christian ; ferroni, filippo ; Canova, Fabio. In: Working Papers. RePEc:bny:wpaper:0041.

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3
342014Boom or gloom? Examining the Dutch disease in two-speed economies. (2014). Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0024.

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2
352017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054.

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2
362013Online Appendix: Why Do Voters Dismantle Checks and Balances? Extensions and Robustness. (2013). Torvik, Ragnar ; Robinson, James ; Acemoglu, Daron. In: Working Papers. RePEc:bny:wpaper:0011.

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2
372013Petro Rents, Political Institutions, and Hidden Wealth: Evidence from Bank Deposits in Tax Havens. (2013). Paltseva, Elena ; Lassen, David ; Johannesen, Niels ; Andersen, Jørgen. In: Working Papers. RePEc:bny:wpaper:0016.

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2
382015Commodity prices and fiscal policy design: Procyclical despite a rule. (2015). Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0033.

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2
392013Boom or gloom? Examining the Dutch disease in a two-speed economy. (2013). Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0015.

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2
402018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2
412018Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063.

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1
422015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Kruger, Fabian. In: Working Papers. RePEc:bny:wpaper:0036.

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1
432017Asymmetric effects of monetary policy in regional housing markets. (2017). Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0056.

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1
442018Mind the gap! Stylized dynamic facts and structural models.. (2018). ferroni, filippo ; Canova, Fabio. In: Working Papers. RePEc:bny:wpaper:0071.

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1
452012House prices and stock prices: Different roles in the U.S. monetary transmission mechanism. (2012). Bjørnland, Hilde ; Jacobsen, Dag Henning ; Bjornland, Hilde C.. In: Working Papers. RePEc:bny:wpaper:0006.

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1
462018State Space Models with Endogenous Regime Switching. (2018). Tan, Fei ; Maih, Junior ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0067.

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1
472017Modelling Occasionally Binding Constraints Using Regime-Switching. (2017). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0058.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Mending the broken link: heterogeneous bank lending and monetary policy pass-through.. (2016). Ciccarelli, Matteo ; Canova, Fabio ; Altavilla, Carlo. In: Working Papers. RePEc:bny:wpaper:0049.

Full description at Econpapers || Download paper

21
22017Supply Flexibility in the Shale Patch: Evidence from North Dakota. (2017). Nordvik, Frode ; Bjørnland, Hilde ; Rohrer, Maximilian ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0051.

Full description at Econpapers || Download paper

16
32011Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Working Papers. RePEc:bny:wpaper:0003.

Full description at Econpapers || Download paper

14
42013Do Central Banks Respond to Exchange Rate Movements? A Markow-Switching Structural Investigation. (2013). Maih, Junior ; Bjørnland, Hilde ; Alstadheim, Ragna. In: Working Papers. RePEc:bny:wpaper:0018.

Full description at Econpapers || Download paper

10
52013Why Do Voters Dismantle Checks and Balances?. (2013). Torvik, Ragnar ; Robinson, James ; Acemoglu, Daron. In: Working Papers. RePEc:bny:wpaper:0010.

Full description at Econpapers || Download paper

10
62015The Value of News. (2015). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0034.

Full description at Econpapers || Download paper

9
72014Monetary Policy in Oil Exporting Economies. (2014). Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0023.

Full description at Econpapers || Download paper

9
82010How does monetary policy respond to exchange rate movements? New international evidence. (2010). Halvorsen, Jørn ; Bjørnland, Hilde ; Bjornland, Hilde C.. In: Working Papers. RePEc:bny:wpaper:0001.

Full description at Econpapers || Download paper

7
92015A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0030.

Full description at Econpapers || Download paper

7
102014Does Oil Promote or Prevent Coups?. (2014). Nordvik, Frode. In: Working Papers. RePEc:bny:wpaper:0025.

Full description at Econpapers || Download paper

6
112016Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model. (2016). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0043.

Full description at Econpapers || Download paper

5
122018Predicting the Volatility of Cryptocurrency Time–Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0061.

Full description at Econpapers || Download paper

5
132017Components of Uncertainty. (2017). Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0053.

Full description at Econpapers || Download paper

5
142016Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046.

Full description at Econpapers || Download paper

4
152010Does forecast combination improve Norges Bank inflation forecasts?. (2010). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; Bjørnland, Hilde ; Bjornland, Hilde C. ; Gerdrup, Karsten R.. In: Working Papers. RePEc:bny:wpaper:0002.

Full description at Econpapers || Download paper

4
162012Oil price density forecasts: Exploring the linkages with stock markets. (2012). Ravazzolo, Francesco ; Lombardi, Marco. In: Working Papers. RePEc:bny:wpaper:0008.

Full description at Econpapers || Download paper

4
172015Oil and macroeconomic (in)stability. (2015). Larsen, Vegard ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0035.

Full description at Econpapers || Download paper

4
182016Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044.

Full description at Econpapers || Download paper

4
192015Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032.

Full description at Econpapers || Download paper

3
202015The Political Economy of Public Income Volatility: With an Application to the Resource Curse. (2015). Verdier, Thierry ; Torvik, Ragnar ; Robinson, James ; JamesA. Robinson, . In: Working Papers. RePEc:bny:wpaper:0031.

Full description at Econpapers || Download paper

3
212018Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0062.

Full description at Econpapers || Download paper

3
222018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

Full description at Econpapers || Download paper

3
232016Approximating time varying structural models with time invariant structures. (2016). Matthes, Christian ; ferroni, filippo ; Canova, Fabio. In: Working Papers. RePEc:bny:wpaper:0041.

Full description at Econpapers || Download paper

2
242018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

Full description at Econpapers || Download paper

2
252014Sectoral Interdependence and Business Cycle Synchronization in Small Open Economies. (2014). Sveen, Tommy ; Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0020.

Full description at Econpapers || Download paper

2
262014Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0028.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 28
YearTitle
2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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2018U.S. shale producers: a case of dynamic risk management?. (2018). Ferriani, Fabrizio ; Veronese, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:88279.

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2018Futures risk premia in the era of shale oil. (2018). Natoli, Filippo ; Ferriani, Fabrizio ; Zeni, Federica ; Veronese, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:89097.

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2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2018Oil and the economy: evolution not revolution. (2018). Yucel, Mine. In: Business Economics. RePEc:pal:buseco:v:53:y:2018:i:4:d:10.1057_s11369-018-0098-9.

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2018Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7166.

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2018Climate Policy and Stranded Carbon Assets: a Financial Perspective. (2018). van der Ploeg, Frederick (Rick) ; Rezai, Armon ; VAN DERPLOEG, RICK . In: OxCarre Working Papers. RePEc:oxf:oxcrwp:206.

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2018Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13068.

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2018The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:723.

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2018Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates. (2018). Širaňová, Mária ; Horvath, Roman ; Siranova, Maria ; Kotlebova, Jana. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:12-21.

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2018Sovereign risk and cross-country heterogeneity in the transmission of monetary policy to bank lending in the euro area. (2018). Grandi, Pietro. In: Working Papers. RePEc:hal:wpaper:hal-01878602.

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2018Interest rate pass-through since the euro area crisis. (2018). Holton, Sarah ; Dacri, Costanza Rodriguez. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:277-291.

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2018The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

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2018The role of non-performing loans for bank lending rates. (2018). Bredl, Sebastian. In: Discussion Papers. RePEc:zbw:bubdps:522018.

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2018
2018Monetary policy and bank profitability in a low interest rate environment. (2018). Peydro, Jose-Luis ; Altavilla, Carlo ; Boucinha, Miguel ; Carlo Altavilla , . In: Economics Working Papers. RePEc:upf:upfgen:1655.

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2018The European Central Bank’s Monetary Policy during Its First 20 Years. (2018). Smets, Frank ; Hartman, Philipp. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2018:i:2018-02:p:1-146.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2018Text Mining-based Economic Activity Estimation. (2018). Yakovleva, Ksenia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:26-41.

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2018A new particle filtering approach to estimate stochastic volatility models with Markov-switching. (2018). Karamé, Frédéric ; Karame, Frederic. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:204-230.

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2018Paradise lost? A brief history of DSGE macroeconomics. (2018). Gulan, Adam. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_022.

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2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian ; Ma, Jun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.

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2018A machine learning approach to identifying different types of uncertainty. (2018). Yung, Julieta ; Saltzman, Bennett. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:58-62.

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2018The economic effects of U.S. presidential tax communication: Evidence from a correlated topic model. (2018). Dybowski, T P ; Adammer, P. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:511-525.

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2018Credit risk transfer, informed markets, and securitization. (2018). wachter, susan. In: Economic Policy Review. RePEc:fip:fednep:00057.

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2018Deciphering Professional Forecasters’ Stories - Analyzing a Corpus of Textual Predictions for the German Economy. (2018). Fritsche, Ulrich ; Puckelwald, Johannes . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201804.

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2018Maschinelles Lernen in der ökonomischen Forschung. (2018). Wohlrabe, Klaus ; Stöckli, Marc ; Schüller, Simone ; Stockli, Marc ; Schuller, Simone ; Huber, Matthias. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:71:y:2018:i:07:p:50-53.

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2018Media based sentiment indices as an alternative measure of consumer confidence. (2018). Reid, Monique ; Odendaal, Nicolaas Johannes. In: Working Papers. RePEc:sza:wpaper:wpapers310.

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Recent citations
Recent citations received in 2018
YearCiting document
2018Topological recognition of critical transitions in time series of cryptocurrencies. (2018). Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel ; Gidea, Marian . In: Papers. RePEc:arx:papers:1809.00695.

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2018Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063.

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2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2018Asymmetric volatility in cryptocurrencies. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:148-151.

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2018A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market. (2018). Bunn, Derek W ; Kermer, Stefan ; Gianfreda, Angelica. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2658-:d:173889.

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Recent citations received in 2017
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2017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054.

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

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2017Structural 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.

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2017Structural 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.

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2017Endogenous Regime Switching Near the Zero Lower Bound. (2017). Lansing, Kevin. In: Working Paper Series. RePEc:fip:fedfwp:2017-24.

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2017Structural 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.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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Recent citations received in 2016
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2016The transmission mechanism of new and traditional instruments of monetary and macroprudential policy. (2016). Wouters, Raf. In: Economic Review. RePEc:nbb:ecrart:y:2016:m:december:i:iii:p:105-117.

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2016THE TRANSMISSION MECHANISM OF CREDIT SUPPORT POLICIES IN THE EURO AREA. (2016). Peersman, Gert ; Boeckx, Jef ; de Sola, Maite. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:16/926.

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2016Estimating DSGE models with Zero Interest Rate Policy. (2016). Robinson, Tim ; Morley, James ; Kulish, Mariano. In: Discussion Papers. RePEc:swe:wpaper:2014-32b.

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Recent citations received in 2015
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2015Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data. (2015). Wohar, Mark ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201589.

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