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CIRANO Working Papers / CIRANO

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
27
Impact Factor
0.39
5 Years IF
0.24
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 1 0 0 0 0 0.07
1994 0 0.13 0.22 0 23 23 217 4 6 0 0 2 50 4 0.17 0.06
1995 0.43 0.18 0.5 0.43 51 74 294 36 43 23 10 23 10 11 30.6 20 0.39 0.09
1996 0.42 0.22 0.58 0.42 34 108 87 62 106 74 31 74 31 17 27.4 13 0.38 0.11
1997 0.24 0.23 0.33 0.26 42 150 198 48 155 85 20 108 28 22 45.8 8 0.19 0.12
1998 0.22 0.24 0.22 0.22 39 189 117 41 196 76 17 150 33 13 31.7 5 0.13 0.15
1999 0.27 0.32 0.26 0.23 48 237 174 60 258 81 22 189 44 18 30 12 0.25 0.21
2000 0.25 0.46 0.26 0.2 60 297 222 75 334 87 22 214 43 23 30.7 16 0.27 0.2
2001 0.26 0.39 0.32 0.26 71 368 380 113 451 108 28 223 57 36 31.9 21 0.3 0.22
2002 0.43 0.42 0.38 0.33 93 461 345 174 626 131 56 260 86 51 29.3 31 0.33 0.24
2003 0.43 0.41 0.35 0.33 70 531 286 178 810 164 71 311 102 15 8.4 16 0.23 0.24
2004 0.47 0.47 0.4 0.41 63 594 443 234 1047 163 77 342 141 26 11.1 17 0.27 0.27
2005 0.46 0.49 0.31 0.3 37 631 57 192 1241 133 61 357 106 8 4.2 5 0.14 0.29
2006 0.47 0.48 0.37 0.4 30 661 254 238 1483 100 47 334 134 11 4.6 16 0.53 0.26
2007 0.43 0.4 0.31 0.37 30 691 122 211 1694 67 29 293 109 11 5.2 8 0.27 0.22
2008 0.38 0.45 0.29 0.37 30 721 94 201 1900 60 23 230 85 7 3.5 6 0.2 0.23
2009 0.43 0.43 0.31 0.35 49 770 196 232 2136 60 26 190 67 10 4.3 30 0.61 0.23
2010 0.28 0.37 0.22 0.32 49 819 294 180 2318 79 22 176 57 5 2.8 3 0.06 0.19
2011 0.47 0.47 0.27 0.49 77 896 203 243 2562 98 46 188 93 2 0.8 9 0.12 0.25
2012 0.37 0.5 0.23 0.36 37 933 79 212 2779 126 46 235 85 6 2.8 12 0.32 0.26
2013 0.31 0.52 0.21 0.45 47 980 102 204 2985 114 35 242 110 6 2.9 6 0.13 0.24
2014 0.5 0.55 0.28 0.56 47 1027 62 288 3275 84 42 259 145 7 2.4 5 0.11 0.28
2015 0.34 0.54 0.25 0.39 53 1080 47 264 3541 94 32 257 100 10 3.8 3 0.06 0.28
2016 0.39 0.58 0.24 0.37 59 1139 54 271 3812 100 39 261 97 9 3.3 7 0.12 0.29
2017 0.28 0.6 0.22 0.26 28 1167 41 251 4063 112 31 243 63 4 1.6 15 0.54 0.3
2018 0.39 0.62 0.17 0.24 43 1210 19 209 4272 87 34 234 55 12 5.7 7 0.16 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
12004The MIDAS Touch: Mixed Data Sampling Regression Models. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-20.

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169
21994High-Wage Workers and High-Wage Firms. (1994). MARGOLIS, David ; Kramarz, Francis ; Abowd, John. In: CIRANO Working Papers. RePEc:cir:cirwor:94s-23.

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161
32010Using Innovation Surveys for Econometric Analysis. (2010). Mohnen, Pierre ; MAIRESSE, Jacques. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-15.

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102
42002Unobserved Ability and the Return to Schooling. (2002). Hansen, Jorgen ; Belzil, Christian. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-19.

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85
52003Identification, Weak Instruments and Statistical Inference in Econometrics. (2003). Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-49.

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75
62010Measuring the Returns to R&D. (2010). Mohnen, Pierre ; MAIRESSE, Jacques ; Hall, Bronwyn. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-02.

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74
72006Innovativity: A Comparison Across Seven European Countries. (2006). Mohnen, Pierre ; MAIRESSE, Jacques ; Dagenais, Marcel . In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-11.

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73
82006A Domain-Specific Risk-Taking (DOSPERT)Scale for Adult Populations. (2006). Blais, Ann-Renee ; Weber, Elke U.. In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-24.

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66
92001Marriage Market, Divorce Legislation and Household Labor Supply. (2001). Lacroix, Guy ; Fortin, Bernard ; Chiappori, Pierre. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-16.

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64
101995Empirical Martingale Simulation for Asset Prices. (1995). Simonato, Jean-Guy ; Duan, Jin-Chuan. In: CIRANO Working Papers. RePEc:cir:cirwor:95s-43.

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63
112009Effectiveness of R&D Tax Incentives in Small and Large Enterprises in Québec. (2009). Mohnen, Pierre ; Baghana, Rufin. In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-01.

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58
122001Testing and Comparing Value-at-Risk Measures. (2001). Inoue, Atsushi ; Hahn, Jinyong ; Christoffersen, Peter. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-03.

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56
132011Bank Leverage Regulation and Macroeconomic Dynamics. (2011). Moran, Kevin ; Christensen, Ian ; Meh, Cesaire. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-76.

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56
142001An Eigenfunction Approach for Volatility Modeling. (2001). Meddahi, Nour. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-70.

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51
152000Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results. (2000). Ghysels, Eric ; Andreou, Elena. In: CIRANO Working Papers. RePEc:cir:cirwor:2000s-19.

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47
161997Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints. (1997). Detemple, Jerome B. ; Murthy, Shashidhar. In: CIRANO Working Papers. RePEc:cir:cirwor:97s-12.

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43
172004The Determinants of Credit Default Swap Premia. (2004). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo A.. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-55.

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41
181998Job Characteristics and the Form of Compensation. (1998). Parent, Daniel ; Macleod, W. Bentley. In: CIRANO Working Papers. RePEc:cir:cirwor:98s-08.

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38
192006Do Wealth Differences Affect Fairness Considerations?. (2006). armantier, olivier. In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-13.

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38
202008Physicians Multitasking and Incentives: Empirical Evidence from a Natural Experiment. (2008). Jacquemet, Nicolas ; Fortin, Bernard ; Shearer, Bruce S. ; Dumont, Etienne . In: CIRANO Working Papers. RePEc:cir:cirwor:2008s-20.

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37
212000Temporal Aggregation of Volatility Models. (2000). Renault, Eric ; Meddahi, Nour. In: CIRANO Working Papers. RePEc:cir:cirwor:2000s-22.

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34
222010Product, Process and Organizational Innovation: Drivers, Complementarity and Productivity Effects. (2010). Raymond, Wladimir ; Polder, Michael ; Mohnen, Pierre ; Leeuwen, George ; van Leeuwen, George. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-28.

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34
231999Mobility and Cooperation: On the Run. (1999). Keser, Claudia ; Ehrhart, Karl-Martin. In: CIRANO Working Papers. RePEc:cir:cirwor:99s-24.

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32
242012Substitution between bio-fuels and fossil fuels: is there a Green Paradox?. (2012). Long, Ngo ; Kompas, Tom ; Grafton, R. Quentin ; van Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-10.

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29
252009Option-Implied Measures of Equity Risk. (2009). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris ; Vainberg, Gregory . In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-33.

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28
262003Backtesting Value-at-Risk: A Duration-Based Approach. (2003). Pelletier, Denis ; Christoffersen, Peter. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-05.

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28
271995Industry-Specific Capital and the Wage Profile: Evidence from the NLSY and the PSID. (1995). Parent, Daniel. In: CIRANO Working Papers. RePEc:cir:cirwor:95s-26.

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28
281997Methods of Pay and Earnings: A Longitudinal Analysis. (1997). Parent, Daniel. In: CIRANO Working Papers. RePEc:cir:cirwor:97s-14.

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26
292001The Unreliability of Output Gap Estimates in Real Time. (2001). van Norden, Simon ; Orphanides, Athanasios. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-57.

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25
302003The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time. (2003). van Norden, Simon ; Orphanides, Athanasios. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-01.

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25
311999A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation. (1999). Tauchen, George ; Ghysels, Eric ; Gallant, A. ; Chernov, Mikhail. In: CIRANO Working Papers. RePEc:cir:cirwor:99s-48.

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24
322002What Type Of Enterprise Forges Close Links With Universities And Government Labs? Evidence From CIS 2. (2002). Mohnen, Pierre ; Hoareau, Cathy. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-25.

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24
332003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-17.

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23
342004Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-19.

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23
352000Can the Theory of Incentives Explain Decentralization?. (2000). poitevin, michel. In: CIRANO Working Papers. RePEc:cir:cirwor:2000s-32.

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

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22
371995Are the Effects of Monetary Policy Asymmetric?. (1995). Schaller, Huntley ; Garcia, René. In: CIRANO Working Papers. RePEc:cir:cirwor:95s-06.

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21
381997Do Canadian Firms Respond to Fiscal Incentives to Research and Development?. (1997). Therrien, Pierre ; Mohnen, Pierre ; Dagenais, Marcel . In: CIRANO Working Papers. RePEc:cir:cirwor:97s-34.

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20
392000A Monte-Carlo Method for Optimal Portfolios. (2000). Rindisbacher, Marcel ; Garcia, René ; Detemple, Jerome B.. In: CIRANO Working Papers. RePEc:cir:cirwor:2000s-05.

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20
401997How Do Young People Choose College Majors ?. (1997). Montmarquette, Claude ; Cannings, Kathleen ; Mahseredjian, Sophie . In: CIRANO Working Papers. RePEc:cir:cirwor:97s-38.

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20
411994Environmental Risks and Bank Liability. (1994). Boyer, Marcel. In: CIRANO Working Papers. RePEc:cir:cirwor:94s-22.

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20
422007Iterated Strict Dominance in General Games. (2007). Chen, Yi-Chun ; Luo, Xiao ; Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2007s-03.

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19
431999Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach. (1999). Detemple, Jerome B. ; Sundaresan, Suresh. In: CIRANO Working Papers. RePEc:cir:cirwor:99s-08.

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19
441997Efficiency Inducing Taxation for Polluting Oligopolists. (1997). Long, Ngo ; Benchekroun, Hassan. In: CIRANO Working Papers. RePEc:cir:cirwor:97s-21.

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19
452002Comparative Advantage, Learning, and Sectoral Wage Determination. (2002). Parent, Daniel ; Lemieux, Thomas ; Katz, Lawrence ; Gibbons, Robert. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-35.

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19
462004Estimation Risk in Financial Risk Management. (2004). Goncalves, Silvia ; Christoffersen, Peter ; Gonalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-15.

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19
472002Occupational Gender Segregation and Womens Wages in Canada: An Historical Perspective. (2002). Huberman, Michael ; Fortin, Nicole. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-22.

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18
482011Peer Effects, Fast Food Consumption and Adolescent Weight Gain. (2011). Yazbeck, Myra ; Fortin, Bernard. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-20.

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18
492001Unemployment Insurance and Subsequent Job Duration: Job Matching vs Unobserved Heterogeneity. (2001). Belzil, Christian. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-21.

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18
502001Nonlinear Features of Realized FX Volatility. (2001). McCurdy, Tom ; Maheu, John. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-42.

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18
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004The MIDAS Touch: Mixed Data Sampling Regression Models. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-20.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

33
32010Measuring the Returns to R&D. (2010). Mohnen, Pierre ; MAIRESSE, Jacques ; Hall, Bronwyn. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-02.

Full description at Econpapers || Download paper

28
42006A Domain-Specific Risk-Taking (DOSPERT)Scale for Adult Populations. (2006). Blais, Ann-Renee ; Weber, Elke U.. In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-24.

Full description at Econpapers || Download paper

24
52017Decision to Emigrate Amongst the Youth in Lebanon. (2017). Marrouch, Walid ; Fakih, Ali ; Dibeh, Ghassan. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-04.

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17
62010Product, Process and Organizational Innovation: Drivers, Complementarity and Productivity Effects. (2010). Raymond, Wladimir ; Polder, Michael ; Mohnen, Pierre ; Leeuwen, George ; van Leeuwen, George. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-28.

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15
72009Effectiveness of R&D Tax Incentives in Small and Large Enterprises in Québec. (2009). Mohnen, Pierre ; Baghana, Rufin. In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-01.

Full description at Econpapers || Download paper

15
82011Bank Leverage Regulation and Macroeconomic Dynamics. (2011). Moran, Kevin ; Christensen, Ian ; Meh, Cesaire. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-76.

Full description at Econpapers || Download paper

11
92002Unobserved Ability and the Return to Schooling. (2002). Hansen, Jorgen ; Belzil, Christian. In: CIRANO Working Papers. RePEc:cir:cirwor:2002s-19.

Full description at Econpapers || Download paper

10
102008Physicians Multitasking and Incentives: Empirical Evidence from a Natural Experiment. (2008). Jacquemet, Nicolas ; Fortin, Bernard ; Shearer, Bruce S. ; Dumont, Etienne . In: CIRANO Working Papers. RePEc:cir:cirwor:2008s-20.

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9
111994High-Wage Workers and High-Wage Firms. (1994). MARGOLIS, David ; Kramarz, Francis ; Abowd, John. In: CIRANO Working Papers. RePEc:cir:cirwor:94s-23.

Full description at Econpapers || Download paper

9
122009Option-Implied Measures of Equity Risk. (2009). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris ; Vainberg, Gregory . In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-33.

Full description at Econpapers || Download paper

8
132003Identification, Weak Instruments and Statistical Inference in Econometrics. (2003). Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-49.

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8
142017Gender Peer Effects Heterogeneity in Obesity. (2017). Fortin, Bernard ; Dieye, Rokhaya. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-03.

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8
152006Innovativity: A Comparison Across Seven European Countries. (2006). Mohnen, Pierre ; MAIRESSE, Jacques ; Dagenais, Marcel . In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-11.

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8
162017Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection. (2017). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-17.

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7
172003Iterative and Recursive Estimation in Structural Non-Adaptive Models. (2003). Renault, Eric ; Patilea, Valentin ; Pastorello, Sergio. In: CIRANO Working Papers. RePEc:cir:cirwor:2003s-08.

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7
181999Mobility and Cooperation: On the Run. (1999). Keser, Claudia ; Ehrhart, Karl-Martin. In: CIRANO Working Papers. RePEc:cir:cirwor:99s-24.

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6
192009What Does it Take for an R&D Tax Incentive Policy to Be Effective?. (2009). Mohnen, Pierre ; Lokshin, Boris. In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-11.

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6
202015How Much Do Cartel Overcharge? (The Working Paper Version). (2015). Kotchoni, Rachidi ; Boyer, Marcel. In: CIRANO Working Papers. RePEc:cir:cirwor:2015s-37.

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6
212015Bootstrap inference in regressions with estimated factors and serial correlation. (2015). Perron, Benoit ; Goncalves, Silvia ; Djogbenou, Antoine ; Gonalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2015s-20.

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6
222016Bootstrap prediction intervals for factor models. (2016). Goncalves, Silvia ; Djogbenou, Antoine ; Perron, Benoit ; Gonalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-19.

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6
232014Bootstrapping the GMM overidentification test Under first-order underidentification. (2014). Goncalves, Silvia ; Dovonon, Prosper ; Gonalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-25.

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6
242011Age-Price Profiles for Canadian Painters at Auction. (2011). Hodgson, Douglas. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-15.

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5
252006Do Wealth Differences Affect Fairness Considerations?. (2006). armantier, olivier. In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-13.

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5
262001Testing and Comparing Value-at-Risk Measures. (2001). Inoue, Atsushi ; Hahn, Jinyong ; Christoffersen, Peter. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-03.

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5
272016Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications. (2016). Vigfusson, Robert ; Moran, Kevin ; Leduc, Sylvain. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-53.

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5
282016Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-55.

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4
292012Substitution between bio-fuels and fossil fuels: is there a Green Paradox?. (2012). Long, Ngo ; Kompas, Tom ; Grafton, R. Quentin ; van Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-10.

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4
301997Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints. (1997). Detemple, Jerome B. ; Murthy, Shashidhar. In: CIRANO Working Papers. RePEc:cir:cirwor:97s-12.

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4
312010Truth in Consequentiality: Theory and Field Evidence on Discrete Choice Experiments. (2010). Vossler, Christian ; Rondeau, Daniel ; Doyon, Maurice ; Roy-Vigneault, Frederic . In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-43.

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4
322006The Curse of Windfall Gains in a Non Renewable Resource Oligopoly. (2006). Long, Ngo ; Benchekroun, Hassan. In: CIRANO Working Papers. RePEc:cir:cirwor:2006s-10.

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4
332018A Large Canadian Database for Macroeconomic Analysis. (2018). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Fortin-Gagnon, Olivier. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-25.

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4
342007Iterated Strict Dominance in General Games. (2007). Chen, Yi-Chun ; Luo, Xiao ; Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2007s-03.

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3
352001An Eigenfunction Approach for Volatility Modeling. (2001). Meddahi, Nour. In: CIRANO Working Papers. RePEc:cir:cirwor:2001s-70.

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3
362008The Efficient Liability Sharing Factor For Environmental Disasters: Lessons For Optimal Insurance Regulation. (2008). porrini, donatella ; Boyer, Marcel. In: CIRANO Working Papers. RePEc:cir:cirwor:2008s-03.

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3
372004Approximating the Probability Distribution of Functions of Random Variables: A New Approach. (2004). Ghysels, Eric ; Eriksson, Anders ; Forsberg, Lars. In: CIRANO Working Papers. RePEc:cir:cirwor:2004s-21.

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3
382010Are Children Decision-Makers Within the Household?. (2010). Lacroix, Guy ; Fortin, Bernard ; El Lahga, AbdelRahmen ; Dauphin, Anyck. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-17.

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3
392017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-05.

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3
402009Fair Value Accounting and the Financial Crisis: Messenger or Contributor?. (2009). Magnan, Michel. In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-27.

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3
412016Bootstrapping pre-averaged realized volatility under market microstructure noise. (2016). Goncalves, Silvia ; Hounyo, Ulrich ; Meddahi, Nour ; Gonalves, Silvia. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-25.

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421995Empirical Martingale Simulation for Asset Prices. (1995). Simonato, Jean-Guy ; Duan, Jin-Chuan. In: CIRANO Working Papers. RePEc:cir:cirwor:95s-43.

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432011Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility. (2011). Taamouti, Abderrahim ; Garcia, René ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-27.

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442011Inequality and Riots – Experimental Evidence. (2011). Mirza, Daniel ; Masclet, David ; Abbink, Klaus. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-10.

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452014Capital Labor Substitution, Structural Change, and the Labor Income Share. (2014). Poschke, Markus ; Long, Ngo ; Alvarez-Cuadrado, Francisco ; van Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-02.

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462018The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification. (2018). Hall, Alastair ; Dovonon, Prosper. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-37.

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472016Status Concern and the Exploitation of Common Pool Renewable Resources. (2016). Long, Ngo ; Benchekroun, Hassan ; van Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-11.

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482011Reference Point Effects in Antisocial Preferences. (2011). van Veelen, Matthijs ; Masclet, David ; Abbink, Klaus. In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-11.

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492013Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases. (2013). Tkacz, Greg ; Galbraith, John. In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-25.

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502010Public Spending, Public Deficits, and Government Coalitions. (2010). Foucault, Martial ; Blais, Andre ; Kim, Jiyoon. In: CIRANO Working Papers. RePEc:cir:cirwor:2010s-49.

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Citing documents used to compute impact factor: 34
YearTitle
2018Consumer surplus-enhancing cooperation in a natural resource oligopoly. (2018). Colombo, Luca ; Labrecciosa, Paola. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:92:y:2018:i:c:p:185-193.

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2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

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2018Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime. In: Cahiers de recherche. RePEc:lvl:crrecr:1814.

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2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Discussion Papers. RePEc:zbw:bubdps:022018.

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2018Bootstrapping Factor Models With Cross Sectional Dependence. (2018). Perron, Benoit ; Gonalves, Silvia. In: Cahiers de recherche. RePEc:mtl:montec:10-2018.

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2018Bootstrapping factor models with cross sectional dependence. (2018). Perron, Benoit ; Gonalves, Silvia. In: Cahiers de recherche. RePEc:mtl:montde:2018-07.

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2018Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances. (2018). Yamamoto, Yohei. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-72.

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2018Regime switching panel data models with interative fixed effects. (2018). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-21.

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2018The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach. (2018). Hosszu, Zsuzsanna. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:32-44.

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2018Factor augmented VAR revisited - A sparse dynamic factor model approach. (2018). Kaufmann, Sylvia ; Beyeler, Simon. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181602.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2018Peer-Induced Beliefs Regarding College Participation. (2018). Dufays, Arnaud ; Dedewanou, Finagnon A ; Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:crrecr:1817.

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2018Do emigrants self-select along cultural traits? Evidence from the MENA countries. (2018). Turati, Riccardo ; tansel, aysıt ; Docquier, Frédéric. In: Working Papers. RePEc:fdi:wpaper:4251.

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2018Do emigrants self-select along cultural traits? Evidence from the MENA countries. (2018). Turati, Riccardo ; tansel, aysıt ; Docquier, Frédéric. In: Working Papers. RePEc:fdi:wpaper:4254.

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2018Do emigrants self-select along cultural traits? Evidence from the MENA countries. (2018). Turati, Riccardo ; tansel, aysıt ; Docquier, Frédéric. In: Post-Print. RePEc:hal:journl:hal-01743729.

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2018Labor Market and Institutional Drivers of Youth Irregular Migration: Evidence from the MENA Region. (2018). Marrouch, Walid ; Fakih, Ali ; Dibeh, Ghassan. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-34.

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2018Labor Market and Institutional Drivers of Youth Irregular Migration: Evidence from the MENA Region. (2018). Marrouch, Walid ; Fakih, Ali ; Dibeh, Ghassan. In: IZA Discussion Papers. RePEc:iza:izadps:dp11903.

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2018Do Emigrants Self-Select Along Cultural Traits? Evidence From the MENA Countries. (2018). Turati, Riccardo ; tansel, aysıt ; Docquier, Frédéric. In: Working Papers. RePEc:erg:wpaper:1176.

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2018Labor Market and Institutional Drivers of Youth Irregular Migration: Evidence from the MENA Region. (2018). Marrouch, Walid ; Fakih, Ali ; Dibeh, Ghassan. In: GLO Discussion Paper Series. RePEc:zbw:glodps:261.

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2018Contracts for the Management of a Non-Renewable Resource under Asymmetric Information and Structural Price Breaks. (2018). Ricci, Francesco ; Pouyet, Jerome ; MARTIMORT, David. In: Post-Print. RePEc:hal:journl:hal-02057380.

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2018Minimum quality standards and compulsory labeling when environmental quality is not observable. (2018). Birg, Laura ; Vosswinkel, Jan S. In: Resource and Energy Economics. RePEc:eee:resene:v:53:y:2018:i:c:p:62-78.

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2018Job Loss in a Group of Older Canadian Workers: Challenges in the Sustainable Labour Market Reintegration Process. (2018). Fournier, Genevieve ; Gauthier, Christine ; Masdonati, Jonas ; Zimmermann, Helene. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2245-:d:155282.

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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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2018Gradual learning about shocks and the forward premium puzzle. (2018). Moran, Kevin ; Nono, Simplice Aime. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:79-100.

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2018Oil, Equities, and the Zero Lower Bound. (2018). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-58.

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2018Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity. (2018). Hwang, Eunju ; Shin, Dong Wan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:178-195.

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2018A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle. (2018). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: Cahiers de recherche. RePEc:lvl:criacr:1804.

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2018Long Term Care Risk Misperceptions. (2018). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: Cahiers de recherche. RePEc:lvl:criacr:1805.

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2018Long Term Care Risk Misperceptions. (2018). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; DeDonder, Philippe ; Boyer, Martin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7100.

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2018A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle. (2018). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-13.

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2018Long-term Care Risk Misperceptions. (2018). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-20.

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2018Combining rights and welfarism: a new approach to intertemporal evaluation of social alternatives. (2018). Martinet, Vincent ; Long, Ngo. In: Social Choice and Welfare. RePEc:spr:sochwe:v:50:y:2018:i:1:d:10.1007_s00355-017-1073-5.

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2018Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions. (2018). Shintani, Mototsugu ; Mukoyama, Toshihiko ; Teramoto, Kazuhiro. In: Working Papers. RePEc:geo:guwopa:gueconwpa~18-18-04.

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2018The Ins and Outs of Involuntary Part-Time Employment. (2018). Lalé, Etienne ; Borowczyk-Martins, Daniel. In: IZA Discussion Papers. RePEc:iza:izadps:dp11826.

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Recent citations
Recent citations received in 2018
YearCiting document
2018Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts. (2018). Champagne, Julien ; Sekkel, Rodrigo ; Poulin-Bellisle, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:18-52.

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2018A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle. (2018). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-13.

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2018Entrepreneurs and Junior Markets: An Assessment. (2018). Suret, Jean-Marc ; Carpentier, Cecile. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-18.

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2018Long-term Care Risk Misperceptions. (2018). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-20.

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2018A Laboratory Study of Nudge with Retirement Savings. (2018). Tasneem, Dina ; Engle-Warnick, Jim ; de Montaignac, Marine ; Azerot, Audrey. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-23.

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2018The Three-Legged Stool of Value of Copyrighted Music: Hertzian Radio, SiriusXM, and Spotify (The Working Paper Version – v2). (2018). Boyer, Marcel. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-32.

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2018Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime. In: Cahiers de recherche. RePEc:lvl:crrecr:1814.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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