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Citation Profile [Updated: 2020-11-03 07:59:29]
5 Years H
43
Impact Factor
2.53
5 Years IF
1.99
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 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 1 0 0 0 0 0.06
1995 0 0.2 0 0 0 0 0 1 0 0 0 0 0.09
1996 0 0.23 0 0 0 0 0 1 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 1 0 0 0 0 0.1
1998 0 0.27 0 0 0 0 0 1 0 0 0 0 0.13
1999 0 0.29 0 0 0 0 0 1 0 0 0 0 0.14
2000 0 0.34 0 0 0 0 0 3 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 4 0 0 0 0 0.16
2002 0 0.4 0 0 0 0 0 5 0 0 0 0 0.21
2003 0 0.41 0 0 0 0 0 5 0 0 0 0 0.2
2004 0 0.46 0 0 0 0 0 5 0 0 0 0 0.2
2005 0 0.47 0 0 0 0 0 6 0 0 0 0 0.22
2006 0 0.47 0 0 0 0 0 7 0 0 0 0 0.21
2007 0 0.43 0 0 0 0 0 7 0 0 0 0 0.19
2008 0 0.45 0 0 0 0 0 8 0 0 0 0 0.21
2009 0 0.44 1.67 0 3 3 29 2 13 0 0 0 2 0.67 0.21
2010 0.67 0.44 1.25 0.67 1 4 12 2 18 3 2 3 2 0 0 0.18
2011 0.75 0.47 0.49 0.75 78 82 2333 33 58 4 3 4 3 2 6.1 30 0.38 0.21
2012 1.03 0.47 1.09 1.05 53 135 1493 132 205 79 81 82 86 0 46 0.87 0.19
2013 1.84 0.53 1.87 1.79 44 179 1199 329 539 131 241 135 241 2 0.6 61 1.39 0.22
2014 3.18 0.54 2.73 3.11 58 237 526 634 1185 97 308 179 557 3 0.5 26 0.45 0.21
2015 1.96 0.54 2.7 2.7 48 285 548 757 1954 102 200 234 632 7 0.9 34 0.71 0.21
2016 1.49 0.54 2.64 2.67 52 337 509 881 2842 106 158 281 749 9 1 15 0.29 0.19
2017 1.36 0.55 2.47 2.08 45 382 197 930 3786 100 136 255 531 11 1.2 11 0.24 0.2
2018 1.73 0.64 2.54 2.03 60 442 224 1101 4908 97 168 247 501 9 0.8 25 0.42 0.25
2019 1.52 0.74 2.81 1.82 60 502 384 1406 6318 105 160 263 478 0 116 1.93 0.27
2020 2.53 0.84 2.19 1.99 71 573 37 1253 7571 120 303 265 527 0 23 0.32 0.28
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
12011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

786
22012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

403
32011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

259
42013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

165
52011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

153
62011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

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151
72019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

150
82013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

144
92012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

143
102013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

142
112016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

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120
122012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

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107
132012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

Full description at Econpapers || Download paper

107
142011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

101
152012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

100
162015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

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98
172013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

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96
182012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

94
192013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

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93
202011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

Full description at Econpapers || Download paper

90
212015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

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74
222011A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438.

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74
232015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

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74
242014Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284.

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68
252015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

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67
26Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). Urga, Giovanni ; DUMITRU, ANA-MARIA. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255.

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65
272011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227.

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63
282012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

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60
292013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

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56
302011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

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54
312011A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594.

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52
322011Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318.

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50
332019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

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50
342014Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Fan, Jianqing ; Xiu, Dacheng ; Qi, Lei. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191.

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49
352013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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49
362014Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68.

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48
372016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

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48
382013Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Racine, Jeffrey ; Li, Qi ; Lin, Juan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65.

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48
392013Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164.

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46
402014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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46
412014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500.

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45
422013Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; Guérin, Pierre ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56.

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44
432012Time Varying Dimension Models. (2012). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367.

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43
442011Volatility Jumps. (2011). Tauchen, George ; Todorov, Viktor. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371.

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42
452013On Identification of Bayesian DSGE Models. (2013). Smith, Ronald ; Pesaran, M ; Koop, Gary. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314.

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40
462012Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17.

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40
472013A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106.

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39
482019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

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38
492012VAR Estimation and Forecasting When Data Are Subject to Revision. (2012). Koenig, Evan F. ; Kishor, Kundan N.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:181-190.

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

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34
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

179
22019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

144
32012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

116
42016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

93
52011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

78
62013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

75
72019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

Full description at Econpapers || Download paper

50
82011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

40
92013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

39
102015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

37
112012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

37
122013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

37
132015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

Full description at Econpapers || Download paper

35
142011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

35
152016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

Full description at Econpapers || Download paper

35
162015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

Full description at Econpapers || Download paper

34
172012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

34
182011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

30
192012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

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28
202018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

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24
212013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

Full description at Econpapers || Download paper

24
222012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

24
232019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

Full description at Econpapers || Download paper

21
242015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

Full description at Econpapers || Download paper

20
252013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

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20
262018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

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20
272017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

Full description at Econpapers || Download paper

20
282011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

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292018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

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19
302016Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Wilson, Paul W ; Kneip, Alois. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:435-456.

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312013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

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322014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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332017Modeling Dependence in High Dimensions With Factor Copulas. (2017). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154.

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342011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

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352013Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164.

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362019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Pei, Zhuan ; Schwandt, Hannes ; Pischke, Jorn-Steffen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

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

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382016Inference in High-Dimensional Panel Models With an Application to Gun Control. (2016). Chernozhukov, Victor ; Belloni, Alexandre ; Kozbur, Damian ; Hansen, Christian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:590-605.

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392016Post-Selection Inference for Generalized Linear Models With Many Controls. (2016). Chernozhukov, Victor ; Wei, Ying ; Belloni, Alexandre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:606-619.

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402012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

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412012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

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422016Weak Identification in Fuzzy Regression Discontinuity Designs. (2016). Marmer, Vadim ; Lemieux, Thomas ; Feir, Donna. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:185-196.

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432015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

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442019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Wolf, Michael ; Engle, Robert F. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

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452016Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility. (2016). Venditti, Fabrizio ; Marcellino, Massimiliano ; Porqueddu, Mario . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:1:p:118-127.

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462018Semiparametric Analysis of Network Formation. (2018). Jochmans, Koen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:705-713.

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472016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

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482011A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594.

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492019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

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13
502013Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; Guérin, Pierre ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Do Countries with Similar Levels of Corruption Compete to Attract Foreign Investment? Evidence Using World Panel Data. (2020). Salinas-Jimenez, Javier ; Marquez, Miguel Angel ; Fernandez-Nuez, Teresa ; Alama-Sabater, Luisa. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6194-:d:393011.

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2020Inference for high-dimensional instrumental variables regression. (2020). Lederer, Johannes ; Gold, David ; Tao, Jing. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:79-111.

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2020Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y.

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2020Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices. (2020). Cao, Jiling ; Zhang, Wenjun ; Ruan, Xinfeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:945-973.

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2020How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence. (2020). Boughrara, Adel ; Dahmene, Meriam ; Slim, Skander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:22-37.

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2020Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?. (2020). Lyócsa, Štefan ; Todorova, Neda. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:628-645.

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2020Predictability and pricing efficiency in forward and spot, developed and emerging currency markets. (2020). Conlon, Thomas ; Levich, Richard ; Poti, Valerio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301790.

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2020Influence of cultural dimensions on promotional e-mail effectiveness. (2020). Chaparro-Pelaez, Julian ; Hernandez-Garcia, Angel ; Lorente-Paramo, Angel J. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:150:y:2020:i:c:s0040162519310571.

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2020The impact of uncertainty and certainty shocks. (2020). Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:142020.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; ben Zaied, Younes ; Awijen, Haithem . In: MPRA Paper. RePEc:pra:mprapa:101276.

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2020The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202046.

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2020Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus. In: EconStor Preprints. RePEc:zbw:esprep:219312.

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2020No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:88748.

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2020Approximate least squares estimation for spatial autoregressive models with covariates. (2020). Wang, Hansheng ; Zhou, Fanying ; Lan, Wei ; Ma, Yingying. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301884.

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2020Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389.

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2020A comparison of tail dependence estimators. (2020). Weiss, Gregor ; Irresberger, Felix ; Supper, Hendrik . In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:728-742.

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2020A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection. (2020). Tong, Yongbo ; Xu, Qifa ; Ding, Xiaoyi ; Jiang, Cuixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300993.

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2020Measurement of Systemic Risk in Global Financial Markets and Its Application in Forecasting Trading Decisions. (2020). Rahman, Sanzidur ; Sriboonchitta, Songsak ; Qi, Yang ; Song, Quanrui ; Liu, Jianxu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4000-:d:357862.

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2020Copula-based Markov process. (2020). Fang, Jun ; Yang, Jingping ; Liu, Yong ; Jiang, Fan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:166-187.

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2020Forecasting risk measures using intraday data in a generalized autoregressive score framework. (2020). Xue, Xiaohan ; Lazar, Emese. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1057-1072.

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2020Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data. (2020). Graler, Benedikt ; Scherer, Matthias ; Huttner, Amelie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301631.

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2020Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing. (2020). Ck, Simon. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:19-:d:322684.

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2020Towards Explainability of Machine Learning Models in Insurance Pricing. (2020). Lupton, Daniel ; Kuo, Kevin. In: Papers. RePEc:arx:papers:2003.10674.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

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2020Testing Unconfoundedness Assumption Using Auxiliary Variables. (2020). Fang, Ying ; Cai, Zongwu ; Tang, Shengfang ; Lin, Ming. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202004.

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2020Countercyclical liquidity policy and credit cycles: Evidence from macroprudential and monetary policy in Brazil. (2020). Van Doornik, Bernardus ; Peydro, Jose-Luis ; Barata, Joo ; Gonzales, Rodrigo Barbone. In: Working Papers. RePEc:bge:wpaper:1156.

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2020An Unconventional Approach to Evaluate the Bank of England’s Asset Purchase Program. (2020). Neuenkirch, Matthias. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09527-9.

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2020Decomposing the Fiscal Multiplier. (2020). Taylor, Alan ; Jorda, Oscar ; Cloyne, James S. In: NBER Working Papers. RePEc:nbr:nberwo:26939.

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2020Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20.

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2020Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2020). Steffen, Sascha ; Acharya, Viral ; Jager, Maximilian ; Borchert, Lea. In: NBER Working Papers. RePEc:nbr:nberwo:27537.

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2020The asymmetric effects of monetary policy on stock price bubbles. (2020). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2012.

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2020Financial Dampening. (2020). Wieland, Johannes F ; Yang, Mujeung. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:1:p:79-113.

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2020The effects of quasi-random monetary experiments. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:22-40.

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2020A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

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2020Quasi-experimental evidence for the causal link between fertility and subjective well-being. (2020). Priebe, Jan. In: Journal of Population Economics. RePEc:spr:jopoec:v:33:y:2020:i:3:d:10.1007_s00148-020-00769-3.

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2020Monetary Policy Surprises and Employment: evidence from matched bank-firm loan data on the bank lending-channel. (). Gonzalez, Rodrigo Barbone. In: Working Papers Series. RePEc:bcb:wpaper:518.

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2020College Access and Adult Health. (2020). Tefft, Nathan ; Cowan, Benjamin. In: NBER Working Papers. RePEc:nbr:nberwo:26685.

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2020The Wage Penalty of Regional Accents. (2020). Winter, Joachim ; Steinmayr, Andreas ; Grogger, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:26719.

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2020Does Emigration Affect Pro-Environmental Behaviour Back Home? A Long-Term, Local-Level Perspective. (2020). Ivlevs, Artjoms. In: IZA Discussion Papers. RePEc:iza:izadps:dp12984.

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2020Early Release and Recidivism. (2020). Levav, Jonathan ; Meier, Armando N. In: IZA Discussion Papers. RePEc:iza:izadps:dp13035.

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2020Public credit guarantee and financial additionalities across SME risk classes. (2020). Gallo, Marco ; Rotondi, Zeno ; Ciani, Emanuele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1265_20.

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2020The Weak State Trap. (2020). Robinson, James ; Fergusson, Leopoldo ; Molina, Carlos A. In: NBER Working Papers. RePEc:nbr:nberwo:26848.

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2020Adolescent School Bullying Victimisation and Later Life Outcomes. (2020). Staneva, Anita ; Harmon, Colm ; Gorman, Emma ; Walker, Ian ; Mendolia, Silvia. In: CEPEO Working Paper Series. RePEc:ucl:cepeow:20-05.

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2020Mobilization Effects of Multilateral Development Banks. (2020). Stucchi, Rodolfo ; Presbitero, Andrea ; Lotti, Giulia ; Maffioli, Alessandro ; Broccolini, Chiara. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9163.

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2020Financing Constraints and Employers Investment in Training. (2020). Weiss, Christoph ; Gereben, Áron ; brunello, giorgio ; Wruuck, Patricia. In: IZA Discussion Papers. RePEc:iza:izadps:dp13067.

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2020A Glimpse of Freedom: Allied Occupation and Political Resistance in East Germany. (2020). Jessen, Jonas ; Xu, Guo ; Martinez, Luis R. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1863.

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2020The Impact of Attending An Independent Upper Secondary School: Evidence from Sweden Using School Ranking Data. (2020). Edmark, Karin ; Persson, Lovisa. In: Working Paper Series. RePEc:hhs:sofiwp:2020_002.

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2020Redistributive public employment? A test for the South of Italy. (2020). de Blasio, Guido ; Dalmazzo, Alberto ; Ciani, Emanuele ; Auricchio, Marta . In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303957.

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2020Time-invariant regressors under fixed effects: Simple identification via a proxy variable. (2020). Blin, Matj . In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304057.

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2020Harsh parenting during early childhood and child development. (2020). Contreras, Dante ; Berthelon, Matias ; Palma, Maria Isidora ; Kruger, Diana. In: Economics & Human Biology. RePEc:eee:ehbiol:v:36:y:2020:i:c:s1570677x19301327.

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2020Patient choice, entry, and the quality of primary care: Evidence from Swedish reforms. (2020). Ellegård, Lina Maria ; Dietrichson, Jens ; Kjellsson, Gustav ; Ellegrd, Lina Maria. In: Health Economics. RePEc:wly:hlthec:v:29:y:2020:i:6:p:716-730.

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2020Second language skills and labor market outcomes: Evidence from the handover of Hong Kong. (2020). Zhu, Rong ; Zheng, Xian ; Zhou, Yonghong. In: China Economic Review. RePEc:eee:chieco:v:59:y:2020:i:c:s1043951x19301270.

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2020What drives the quality of schools in Africa? Disentangling social capital and ethnic divisions. (2020). SENE, Omar ; Hollard, Guillaume. In: Economics of Education Review. RePEc:eee:ecoedu:v:74:y:2020:i:c:s0272775719300779.

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2020Does longer compulsory schooling affect mental health? Evidence from a British reform. (2020). Nafilyan, Vahé ; de Coulon, Augustin ; Avendano, Mauricio. In: Journal of Public Economics. RePEc:eee:pubeco:v:183:y:2020:i:c:s0047272720300013.

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2020Heterogeneous Effects of Missing out on a Place at a Preferred Secondary School in England. (2020). Walker, Ian ; Gorman, Emma. In: IZA Discussion Papers. RePEc:iza:izadps:dp13167.

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2020Drinking Is Different! Examining the Role of Locus of Control for Alcohol Consumption. (2020). Hennecke, Juliane ; Caliendo, Marco. In: IZA Discussion Papers. RePEc:iza:izadps:dp13273.

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2020The Gender Gap in Tech & Competitive Work Environments? Field Experimental Evidence from an Internet-of-Things Product Development Platform. (2020). Kaushik, Nilam ; Boudreau, Kevin . In: NBER Working Papers. RePEc:nbr:nberwo:27154.

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2020Technological change and inequality in the very long run. (2020). Strulik, Holger ; Madsen, Jakob Brochner. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:392.

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2020Financing constraints and employers investment in training. (2020). Weiss, Christoph ; Gereben, Áron ; brunello, giorgio ; Wruuck, Patricia. In: EIB Working Papers. RePEc:zbw:eibwps:202005.

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2020The Rise of Shadow Banking: Evidence from Capital Regulation. (2020). Meisenzahl, Ralf ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Irani, Rustom. In: EconStor Preprints. RePEc:zbw:esprep:216799.

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2020Longer School Schedules, Childcare and the Quality of Mothers’ Employment: Evidence from School Reform in Chile. (2020). Zamora, Carlos ; Tiberti, Luca ; Lauer, Catalina ; Kruger, Diana ; Berthelon, Matias. In: GLO Discussion Paper Series. RePEc:zbw:glodps:525.

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2020Witchcraft beliefs as a cultural legacy of the Atlantic slave trade: Evidence from two continents. (2020). Gershman, Boris. In: European Economic Review. RePEc:eee:eecrev:v:122:y:2020:i:c:s0014292119302235.

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2020Expropriation with hukou change and labour market outcomes in China. (2020). tani, max ; Liu, Xingfei ; Akgu, Mehtap ; Wang, Chuhong. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x1930152x.

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2020Upward mobility and the demand for children: Evidence from China. (2020). Li, Jun ; Ma, Jie ; Wen, Qiang ; Yang, Xiaojun. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301543.

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2020The long-run influence of institutions governing trade: Evidence from smuggling ports in colonial Mexico. (2020). Guardado, Jenny ; Alvarez-Villa, Daphne. In: Journal of Development Economics. RePEc:eee:deveco:v:144:y:2020:i:c:s0304387820300286.

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2020Discriminating Behavior: Evidence from teachers’ grading bias. (2020). Fontes, Luiz Felipe ; Ferman, Bruno. In: MPRA Paper. RePEc:pra:mprapa:100400.

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2020Intertemporal lifestyle changes and carbon emissions: Evidence from a China household survey. (2020). Sun, Yongping ; Shi, Xunpeng ; Zhang, Hongwu ; Song, Ligang ; Xue, Jinjun ; Wang, Keying. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304529.

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2020Multi-court judging and judicial productivity in a career judiciary: Evidence from Nepal. (2020). Grajzl, Peter ; Silwal, Shikha. In: International Review of Law and Economics. RePEc:eee:irlaec:v:61:y:2020:i:c:s0144818819302042.

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2020Prison, semi-liberty and recidivism: Bounding causal effects in a survival model. (2020). Wolff, François-Charles ; Monnery, Benjamin ; Henneguelle, Anais. In: International Review of Law and Economics. RePEc:eee:irlaec:v:61:y:2020:i:c:s0144818819302418.

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2020Does low skilled immigration increase the education of natives? Evidence from Italian provinces. (2020). Rocco, Lorenzo ; brunello, giorgio ; Lodigiani, Elisabetta. In: Labour Economics. RePEc:eee:labeco:v:63:y:2020:i:c:s0927537119301307.

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2020Abandon ship? Party brands and politicians responses to a political scandal. (2020). Geys, Benny ; Galletta, Sergio ; daniele, gianmarco. In: Journal of Public Economics. RePEc:eee:pubeco:v:184:y:2020:i:c:s0047272720300360.

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2020The Effects of Teenage Childbearing on Education, Physical Health, and Mental Distress: Evidence from Mexico. (2020). Tsaneva, Magda ; Gunes, Pinar Mine. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:86:y:2020:i:2:p:183-206.

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2020Network-based Connectedness and the Diffusion of Cultural Traits. (2020). Turati, Riccardo. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020012.

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2020Prosociality predicts health behaviors during the COVID-19 pandemic. (2020). Wengström, Erik ; Schneider, Florian ; Meier, Armando ; Wengstrom, Erik ; Campos-Mercade, Pol. In: ECON - Working Papers. RePEc:zur:econwp:346.

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2020Fighting for Votes: Theory and Evidence on the Causes of Electoral Violence. (2020). Sterck, Olivier. In: Economica. RePEc:bla:econom:v:87:y:2020:i:347:p:844-883.

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2020Lazy Prices. (2020). Nguyen, Quoc ; Malloy, Christopher ; Cohen, Lauren. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1371-1415.

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2020Credit demand versus supply channels: Experimental- and administrative-based evidence. (2020). Peydro, Jose-Luis ; Michelangeli, Valentina ; Sette, Enrico. In: Economics Working Papers. RePEc:upf:upfgen:1731.

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2020The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students. (2020). Darrigo, Silvia ; Corazzini, Luca ; Navarra, Pietro ; Millemaci, Emanuele. In: Working Papers. RePEc:ven:wpaper:2020:19.

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2020Market shocks and professionals investment behavior - Evidence from the COVID-19 crash. (2020). Huber, Christoph ; Kirchler, Michael. In: Working Papers. RePEc:inn:wpaper:2020-11.

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2020Beyond Birthweight: The Origins of Human Capital. (2020). Conti, Gabriella ; Hanson, Mark ; Godfrey, Keith ; Cooper, Cyrus ; Crozier, Sarah ; Inskip, Hazel. In: IZA Discussion Papers. RePEc:iza:izadps:dp13296.

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2020Culture and Adult Financial Literacy: Evidence from the United States. (2020). Rodriguez-Planas, Núria ; Davoli, Maddalena. In: IZA Discussion Papers. RePEc:iza:izadps:dp13349.

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2020Market shocks and professionals investment behavior – Evidence from the COVID-19 crash. (2020). Huber, Christoph ; Kirchler, Michael. In: OSF Preprints. RePEc:osf:osfxxx:fgxpb.

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2020Informing the Market: The Effect of Modern Information Technologies on Information Production. (2020). Huang, Jiekun ; Gao, Meng ; Goldsteineditor, Itay. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:4:p:1367-1411..

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2020Credit demand vs. supply channels: Experimental- and administrative-based evidence. (2020). Peydro, Jose-Luis ; Sette, Enrico ; Michelangeli, Valentina. In: EconStor Preprints. RePEc:zbw:esprep:222282.

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2020Drinking is Different! Examining the Role of Locus of Control for Alcohol Consumption. (2020). Hennecke, Juliane ; Caliendo, Marco. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1088.

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2020Sin Taxes and Self-Control. (2020). Schmacker, Renke ; Smed, Sinne. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1881.

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2020Corruption and mental health. (2020). Tarp, Finn ; SINGHAL, SAURABH ; Sharma, Smriti. In: Working Papers. RePEc:lan:wpaper:296967914.

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2020Personal Wealth and Self-Employment. (2020). Heimer, Rawley ; Gilje, Erik P ; Cookson, Anthony J ; Bellon, Aymeric. In: NBER Working Papers. RePEc:nbr:nberwo:27452.

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2020Productive workfare? Evidence from Ethiopia’s productive safety net program. (2020). Stephane, Victor ; Gazeaud, Jules. In: NOVAFRICA Working Paper Series. RePEc:unl:novafr:wp2003.

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2020Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence. (2020). Sette, Enrico ; Peydro, Jose-Luis ; Michelangeli, Valentina. In: Working Papers. RePEc:bge:wpaper:1192.

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2020The Weak State Trap. (2020). Fergusson, Leopoldo ; Robinson, James A ; Molina, Carlos A. In: Documentos CEDE. RePEc:col:000089:018248.

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2020Drinking is Different! Examining the Role of Locus of Control for Alcohol Consumption. (2020). Hennecke, Juliane ; Caliendo, Marco. In: CEPA Discussion Papers. RePEc:pot:cepadp:18.

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2020Sexual Orientation and Job Satisfaction: Survey-Based Evidence from Sweden. (2020). Aldén, Lina ; Swahnberg, Hanna ; Hammarstedt, Mats ; Alden, Lina. In: Journal of Labor Research. RePEc:spr:jlabre:v:41:y:2020:i:1:d:10.1007_s12122-019-09297-w.

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2020Endogenous Institutional Change on First Nations Reserves: Selecting into the First Nations Land Management Act. (2020). Deaton, James B ; Kelly, Liam D. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304294.

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2020Neighborhood Violence, Poverty, and Psychological Well-Being. (2020). Bloem, Jeffrey R ; Alloush, MO. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304341.

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2020Social Identity, Behavior, and Personality: Evidence from India. (2020). SINGHAL, SAURABH ; Dasgupta, Utteeyo ; Sharma, Smriti ; Mani, Subha. In: IZA Discussion Papers. RePEc:iza:izadps:dp13515.

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2020COVID-19 Prevention and Air Pollution in the Absence of a Lockdown. (2020). Meyerhoefer, Chad ; Chang, Hung-Hao ; Yang, Feng-An. In: NBER Working Papers. RePEc:nbr:nberwo:27604.

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2020Income Sorting Across Space: The Role of Amenities and Commuting Costs. (2020). MOIZEAU, Fabien ; Gaigne, Carl ; Thisse, Jacques-Franois. In: Working Papers SMART - LERECO. RePEc:rae:wpaper:202006.

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2020Growing collectivism: irrigation, group conformity and technological divergence. (2020). Buggle, Johannes C. In: Journal of Economic Growth. RePEc:kap:jecgro:v:25:y:2020:i:2:d:10.1007_s10887-020-09178-3.

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2020Immigration and human capital: consequences of a nineteenth century settlement policy. (2020). Gonzalez, Felipe. In: Cliometrica. RePEc:spr:cliomt:v:14:y:2020:i:3:d:10.1007_s11698-019-00194-x.

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2020Transition of Son Preference: Evidence From South Korea. (2020). Choi, Eleanor Jawon ; Hwang, Jisoo. In: Demography. RePEc:spr:demogr:v:57:y:2020:i:2:d:10.1007_s13524-020-00863-x.

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2020For Love and Money? Earnings and Marriage Among Same-Sex Couples. (2020). Martell, Michael E ; Nash, Peyton. In: Journal of Labor Research. RePEc:spr:jlabre:v:41:y:2020:i:3:d:10.1007_s12122-020-09305-4.

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2020Peer effects of low-ability students in the classroom: evidence from China’s middle schools. (2020). Huang, Bin ; Zhu, Rong. In: Journal of Population Economics. RePEc:spr:jopoec:v:33:y:2020:i:4:d:10.1007_s00148-020-00780-8.

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2020The choice of marketing channel and farm profitability: Empirical evidence from small farmers. (2020). Chang, Hung-Hao ; Liu, Jhihyun ; Lee, Brian. In: Agribusiness. RePEc:wly:agribz:v:36:y:2020:i:3:p:402-421.

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2020The Long-Term Consequences of a Golden Nest. (2020). Angelini, Viola ; Weber, Guglielmo ; Bertoni, Marco. In: IZA Discussion Papers. RePEc:iza:izadps:dp13659.

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2020COVID-19 labour market shocks and their inequality implications for financial wellbeing. (2020). Salamanca, Nicolas ; de New, Sonja ; Ribar, David C ; Botha, Ferdi. In: GLO Discussion Paper Series. RePEc:zbw:glodps:661.

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2020Center-Based Care and Parenting Activities. (2020). Waights, Sevrin ; Jessen, Jonas ; Spiess, Katharina C. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1897.

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2020Genetic Fortune: Winning or Losing Education, Income, and Health. (2020). Koellinger, Philipp ; Diprete, Thomas A ; Harden, Kathryn Paige ; Martschenko, Daphne ; Okbary, Aysu ; de Vlaming, Ronald ; Linner, Richard Karlsson ; Kweon, Hyeokmoon. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200053.

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2020Consumer Protection on Kickstarter. (2020). Skiera, Bernd ; Schulze, Christian ; Blaseg, Daniel . In: Marketing Science. RePEc:inm:ormksc:v:39:y:2020:i:1:p:211-233.

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2020Staged equity financing. (2020). Takalo, Tuomas ; Korkeamaki, Timo ; Magnus, Blomkvist. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_015.

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2020Selling to buy: Asset sales and acquisitions. (2020). Petmezas, Dimitris ; Travlos, Nickolaos G ; McNamee, Nathan P ; Mavis, Christos P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300316.

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2020Do childhood infections affect labour market outcomes in adulthood and, if so, how?. (2020). Bryson, Alex ; Böckerman, Petri ; Pahkala, Katja ; Lehtimaki, Terho ; Juonala, Markus ; Hutri-Kahonen, Nina ; Elovainio, Marko ; Bockerman, Petri ; Pehkonen, Jaakko ; Viinikainen, Jutta ; Raitakari, Olli ; Pulkki-Rback, Laura ; Rovio, Suvi. In: Economics & Human Biology. RePEc:eee:ehbiol:v:37:y:2020:i:c:s1570677x19302412.

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2020Childhood health and future outcomes: Evidence from panel surveys for the Japanese population. (2020). Yuda, Michio. In: Japan and the World Economy. RePEc:eee:japwor:v:54:y:2020:i:c:s0922142520300153.

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2020What you see is not what you get: The costs of trading market anomalies. (2020). Weller, Brian M ; Patton, Andrew J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:515-549.

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2020Direct or indirect? The impact of political connections on export mode of Chinese private enterprises. (2020). Wang, Ting ; Liu, Chun ; Zhang, YI. In: China Economic Review. RePEc:eee:chieco:v:61:y:2020:i:c:s1043951x20300316.

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2020Automation and labor force participation in advanced economies: Macro and micro evidence. (2020). Topalova, Petia ; Koczan, Zsoka ; Grigoli, Francesco. In: European Economic Review. RePEc:eee:eecrev:v:126:y:2020:i:c:s0014292120300751.

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2020Fear Not For Man? Armed conflict and social capital in Mali. (2020). ROUBAUD, Francois ; Calvo, Thomas ; Razafindrakoto, Mireille ; Lavallee, Emmanuelle. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:2:p:251-276.

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2020Does deterrence change preferences? Evidence from a natural experiment. (2020). Groom, Ben ; Cavatorta, Elisa. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s001429212030088x.

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2020The impact of ethnic segregation on schooling outcomes in Mandate Palestine. (2020). Panza, Laura. In: Journal of Development Economics. RePEc:eee:deveco:v:146:y:2020:i:c:s0304387820300894.

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2020Collective action in networks: Evidence from the Chilean student movement. (2020). Gonzalez, Felipe. In: Journal of Public Economics. RePEc:eee:pubeco:v:188:y:2020:i:c:s0047272720300840.

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2020School Feeding Programmes, Education and Food Security in Rural Malawi. (2020). Manea, Roxana Elena. In: CIES Research Paper series. RePEc:gii:ciesrp:cies_rp_63.

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2020A time to make laws and a time to fundraise? On the relation between salaries and time use for state politicians. (2020). Lyons, Elizabeth ; Hoffman, Mitchell. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:53:y:2020:i:3:p:1318-1358.

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2020Testing Axioms of Revealed Preference in Stata. (2020). Polisson, Matthew ; Hjertstrand, Per ; Demetry, Marcos. In: Working Paper Series. RePEc:hhs:iuiwop:1342.

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2020Learning to deal with repeated shocks under strategic complementarity: An experiment. (2020). Cornand, Camille ; Zylbersztejn, Adam ; Bulutay, Muhammed. In: Working Papers. RePEc:hal:wpaper:halshs-02458140.

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2020Learning to deal with repeated shocks under strategic complementarity: An experiment. (2020). Cornand, Camille ; Zylbersztejn, Adam ; Bulutay, Muhammed. In: Working Papers. RePEc:gat:wpaper:2003.

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2020Structural reforms, animal spirits, and monetary policies. (2020). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300271.

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2020The behavioral economics of currency unions: Economic integration and monetary policy. (2020). Weber, Matthias ; Massaro, Domenico ; Bertasiute, Akvile. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300208.

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2020The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. (2020). Lustenhouwer, Joep ; Hagenhoff, Tim. In: Working Papers. RePEc:awi:wpaper:0686.

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2020Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:8:p:5149-5187.

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2020Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435.

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2020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

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2020Panel threshold regressions with latent group structures. (2020). Su, Liangjun ; Wang, Wendun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:451-481.

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2020Identification and estimation in panel models with overspecified number of groups. (2020). Zhou, Qiankun ; Zhang, Yong Hui ; Shang, Zuofeng ; Liu, Ruiqi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:574-590.

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2020Data-driven covariance estimators for high-dimensional minimum-variance portfolios. (2019). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven . In: Papers. RePEc:arx:papers:1910.13960.

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2020Shrinkage estimation of large covariance matrices: keep it simple, statistician?. (2019). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:327.

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2020TPLVM: Portfolio Construction by Students $t$-process Latent Variable Model. (2020). Nakagawa, Kei ; Uchiyama, Yusuke. In: Papers. RePEc:arx:papers:2002.06243.

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2020Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management. (2020). Nakagawa, Kei ; Abe, Masaya. In: Papers. RePEc:arx:papers:2002.06975.

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2020Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters. (2020). Storti, Giuseppe ; la Rocca, Michele ; Coretto, Pietro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:64-:d:338390.

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2020Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination. (2020). Ullah, Aman ; Lee, Tae Hwy ; Yi, Millie. In: Working Papers. RePEc:ucr:wpaper:202012.

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2020Large dynamic covariance matrices: enhancements based on intraday data. (2020). Wolf, Michael ; Ledoit, Olivier ; Engle, Robert ; de Nard, Gianluca. In: ECON - Working Papers. RePEc:zur:econwp:356.

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2020Large-scale minimum variance portfolio allocation using double regularization. (2020). Zhang, Xueyong ; Shi, Jing ; Oneill, Michael ; Liao, Yin ; Bian, Zhicun . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s016518892030107x.

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2020Multivariate leverage effects and realized semicovariance GARCH models. (2020). Quaedvlieg, Rogier ; Bollerslev, Tim ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:411-430.

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2020Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection. (2020). Ruiz, Esther ; Moura, Guilherme V. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301485.

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2020Sweet child of mine: Parental income, child health and inequality. (2020). Rotunno, Lorenzo ; Ziparo, Roberta ; Berman, Nicolas. In: Working Papers. RePEc:hal:wpaper:halshs-02499192.

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2020Sweet child of mine: Parental income, child health and inequality. (2020). Rotunno, Lorenzo ; Berman, Nicolas ; Ziparo, Roberta. In: AMSE Working Papers. RePEc:aim:wpaimx:2005.

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2020Parents Responses to Teacher Qualifications. (2020). Cobb-Clark, Deborah ; Salamanca, Nicolas ; Chang, Simon. In: IZA Discussion Papers. RePEc:iza:izadps:dp13065.

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2020Of mice and merchants: connectedness and the location of economic activity in the Iron Age. (2020). Rauch, Ferdinand ; Pischke, Jorn-Steffen ; Maurer, Stephan ; Bakker, Jan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103007.

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2020Male-biased demand shocks and womens labour force participation: evidence from large oil field discoveries. (2020). Potlogea, Andrei V ; Maurer, Stephan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103761.

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2020Does Starting Universal Childcare Earlier Influence Children’s Skill Development?. (2020). Oberfichtner, Michael ; Kuehnle, Daniel. In: Demography. RePEc:spr:demogr:v:57:y:2020:i:1:d:10.1007_s13524-019-00836-9.

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2020When the market drives you crazy: Stock market returns and fatal car accidents. (2020). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: Journal of Health Economics. RePEc:eee:jhecon:v:70:y:2020:i:c:s0167629619301237.

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2020Shedding light on maternal education and child health in developing countries. (2020). Nguyen, My ; Le, Kien. In: World Development. RePEc:eee:wdevel:v:133:y:2020:i:c:s0305750x20301315.

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2020Boys lag behind: How teachers’ gender biases affect student achievement. (2020). Terrier, Camille. In: Economics of Education Review. RePEc:eee:ecoedu:v:77:y:2020:i:c:s0272775718307714.

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2020The government spending multiplier at the zero lower bound: Evidence from the United States. (2020). Gasteiger, Emanuel ; Fragetta, Matteo ; di Serio, Mario. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:042020.

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2020Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-10.

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2020Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?. (2020). Ghosh, Taniya ; Chattopadhyay, Siddhartha. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:351-366.

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2020Lending relationships and labor market dynamics. (2020). Finkelstein Shapiro, Alan ; Olivero, Maria Pia. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301070.

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2020United States Earnings Dynamics: Inequality, Mobility, and Volatility. (2020). McKinney, Kevin L ; Sabelhaus, John ; Abowd, John M. In: NBER Chapters. RePEc:nbr:nberch:14448.

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2020Identification and Estimation of Group-Level Partial Effects. (2018). Nagasawa, Kenichi. In: Papers. RePEc:arx:papers:1811.00667.

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2020Identification and Estimation of Group-Level Partial Effects. (2020). Nagasawa, Kenichi . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1243.

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2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

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2020Does Judgment Improve Macroeconomic Density Forecasts?. (2020). Mitchell, James ; Garratt, Anthony ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:33.

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2020Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate. (2020). Berge, Travis J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-12.

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2020What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

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2020Characteristics of Uncertainty Indices in the Macroeconomy. (2020). Nakajima, Jouchi ; Okuda, Tatsushi ; Shinohara, Takeshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e06.

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2020Identification-robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-23.

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2020Treatment recommendation with distributional targets. (2020). Veliyev, Bezirgen ; Preinerstorfer, David ; Kock, Anders Bredahl. In: Papers. RePEc:arx:papers:2005.09717.

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2020Identification-Robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montec:03-2020.

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2020Dynamic clustering of multivariate panel data. (2020). Schwaab, Bernd ; Schaumburg, Julia ; Lucas, Andr E. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200009.

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2020Banks, Money, and the Zero Lower Bound on Deposit Rates. (2020). Wang, Xuan ; Kumhof, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200050.

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2020Modeling asset returns under time-varying semi-nonparametric distributions. (2020). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369.

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2020Smile: A Simple Diagnostic for Selection on Observables. (2020). Slichter, David. In: MPRA Paper. RePEc:pra:mprapa:99921.

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2020Evidence on search costs under hyperinflation in Brazil: the effect of Plano Real. (2020). Rodrigues, Mauro ; Araujo, Julia P. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2020wpecon9.

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2020The effects of financial and non-financial incentives on the demand for a sustainable DRT system. (2020). Schluter, Jan ; Rau, Holger A ; Minnich, Aljoscha. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:394.

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2020Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2020). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: CREATES Research Papers. RePEc:aah:create:2020-06.

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2020Contract Design for Adoption of Agrienvironmental Practices: A Meta-analysis of Discrete Choice Experiments. (2020). Minviel, Jean Joseph ; Fares, M'Hand ; Mamine, Fateh. In: Ecological Economics. RePEc:eee:ecolec:v:176:y:2020:i:c:s0921800918313867.

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2020Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory. (2020). Sibbertsen, Philipp ; Dräger, Lena ; Drager, Lena. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-675.

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2020A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: Papers. RePEc:arx:papers:2007.05403.

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2020An optimal test for strategic interaction in social and economic network formation between heterogeneous agents. (2020). Graham, Bryan ; Pelican, Andrin. In: Papers. RePEc:arx:papers:2009.00212.

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2020Nonparametric identification in index models of link formation. (2020). Gao, Wayne Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:399-413.

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2020A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1279.

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2020An Optimal Test for Strategic Interaction in Social and Economic Network Formation between Heterogeneous Agents. (2020). Graham, Bryan ; Pelican, Andrin. In: NBER Working Papers. RePEc:nbr:nberwo:27793.

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2020Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities. (2020). Xu, Sheng ; Li, Ming ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2001.00691.

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2020Econometric Models of Network Formation. (2019). de Paula, Aureo. In: Papers. RePEc:arx:papers:1910.07781.

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2020Econometric Models of Network Formation. (2020). de Paula, Aureo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14304.

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2020Sparse network asymptotics for logistic regression. (2020). Graham, Bryan S. In: Papers. RePEc:arx:papers:2010.04703.

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2020If it needs a power calculation, does it matter for poverty reduction?. (2020). McKenzie, David. In: World Development. RePEc:eee:wdevel:v:127:y:2020:i:c:s0305750x19304644.

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2020Are Program Participants Good Evaluators?. (2020). Smith, Jeffrey ; Wilcox, Nathaniel T ; Whalley, Alexander. In: IZA Discussion Papers. RePEc:iza:izadps:dp13584.

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2020Finite-sample Corrected Inference for Two-step GMM in Time Series. (2020). Hwang, Jungbin ; Valdes, Gonzalo. In: Working papers. RePEc:uct:uconnp:2020-02.

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2020Low Frequency Robust Cointegrated Regression in the Presence of a Near-Unity Regressor. (2020). Hwang, Jungbin ; Valdes, Gonzalo. In: Working papers. RePEc:uct:uconnp:2020-03.

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2020U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak. (2020). Stock, James ; Mertens, Karel ; Lewis, Daniel. In: NBER Working Papers. RePEc:nbr:nberwo:26954.

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2020U.S. Economic Activity during the Early Weeks of the SARS-Cov-2 Outbreak. (2020). Stock, James ; Mertens, Karel ; Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:87768.

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2020U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak. (2020). Stock, James ; Mertens, Karel ; Lewis, Daniel. In: Working Papers. RePEc:fip:feddwp:87839.

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2020Quasi-experimental estimates of the transient climate response using observational data. (2020). Montamat, Giselle ; Stock, James H. In: Climatic Change. RePEc:spr:climat:v:160:y:2020:i:3:d:10.1007_s10584-019-02589-1.

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2020Stock Return Predictability and Variance Risk Premia around the ZLB. (2020). Ogawa, Toshiaki ; Watanabe, Toshiaki ; Ubukata, Masato. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-09.

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2020Asymptotic F tests under possibly weak identification. (2020). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:140-177.

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2020Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

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2020Do Monetary Policy Announcements Shift Household Expectations?. (2019). Mertens, Karel ; Lewis, Daniel ; Makridis, Christos. In: Working Papers. RePEc:fip:feddwp:1906.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael W. In: Working Papers. RePEc:fip:fedlwp:87608.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26872.

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2020Do Monetary Policy Announcements Shift Household Expectations?. (2020). Mertens, Karel ; Makridis, Christos ; Lewis, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14360.

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2020Inference without smoothing for large panels with cross-sectional and temporal dependence. (2020). Schafgans, M ; Hidalgo, J. In: Papers. RePEc:arx:papers:2006.14409.

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2020Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

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2020Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935.

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2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2020BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R. (2020). Huber, Florian ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88639.

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2020The Bank of Japan as a Real Estate Tycoon: Large-Scale REIT Purchases. (2020). Yoshida, Jiro ; Hattori, Takahiro. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_003.

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2020A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting. (2020). Gao, Junbin ; Gerlach, Richard ; Wang, Chao ; Tran, Minh-Ngoc ; Li, Zhengkun. In: Papers. RePEc:arx:papers:2001.08374.

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2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375.

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2020Forecast combinations for value at risk and expected shortfall. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:428-441.

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2020Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures. (2020). Wang, Chao ; Gerlach, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:489-506.

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2020Risks in emerging markets equities: Time-varying versus spatial risk analysis. (2020). Owusu Junior, Peterson ; Alagidede, Imhotep. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319405.

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2020Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles. (2020). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2005.04868.

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2020Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

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2020Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955.

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2020Testing error distribution by kernelized Stein discrepancy in multivariate time series models. (2020). Li, Dong ; Gong, Huan ; Zhu, KE ; Luo, Donghang. In: Papers. RePEc:arx:papers:2008.00747.

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2020Tail risk forecasting using Bayesian realized EGARCH models. (2020). Wang, Chao ; Gerlach, Richard ; Tendenan, Vica. In: Papers. RePEc:arx:papers:2008.05147.

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2020Mixed data sampling expectile regression with applications to measuring financial risk. (2020). Yu, Keming ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:469-486.

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2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

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2020Marginal college wage premiums under selection into employment. (2020). Schmitz, Hendrik ; Kamhofer, Daniel A ; Westphal, Matthias. In: Ruhr Economic Papers. RePEc:zbw:rwirep:855.

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2020Spanning tests for Markowitz stochastic dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:291-311.

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2020Pairwise local Fisher and naive Bayes: Improving two standard discriminants. (2020). Jullum, Martin ; Otneim, Hkon ; Tjostheim, Dag. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:284-304.

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2020Local Gaussian correlations in financial and commodity markets. (2020). Chevallier, Julien ; Nguyen, Quynh Nga ; Zhu, Bangzhu ; Zhang, Lyuyuan ; Aboura, Sofiane. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323.

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2020The Scope of Risk Pooling. (2020). Putman, Daniel S. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304480.

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2020Inference for high-dimensional exchangeable arrays. (2020). Sasaki, Yuya ; Kato, Kengo ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2009.05150.

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2020Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35.

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2020Dynamics of variance risk premia: A new model for disentangling the price of risk. (2020). Violante, Francesco ; Stentoft, Lars. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:312-334.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: IZA Discussion Papers. RePEc:iza:izadps:dp13312.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:564.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:202005.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: EIEF Working Papers Series. RePEc:eie:wpaper:2015.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: Department of Economics. RePEc:mod:depeco:0172.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: Center for Economic Research (RECent). RePEc:mod:recent:144.

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2020Robust kernels for kernel density estimation. (2020). Wu, Ximing ; Wen, Kuangyu ; Li, Ang ; Wang, Shaoping. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301105.

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2020Belief Elicitation with Multiple Point Predictions. (2019). Schmidt, Patrick ; Eyting, Markus . In: Working Papers. RePEc:jgu:wpaper:1818.

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2020Network Competition and Team Chemistry in the NBA. (2020). Sanders, Shane ; Jung, Hyunseok ; Horrace, William C. In: Center for Policy Research Working Papers. RePEc:max:cprwps:226.

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2020Missing at Random or Not: A Semiparametric Testing Approach. (2020). Chen, Yong ; Tang, Cheng Yong ; Shaw, Pamela ; Liang, Jason C ; Duan, Rui. In: Papers. RePEc:arx:papers:2003.11181.

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2020An alternative test for conditional unconfoundedness using auxiliary variables. (2020). Lin, Ming ; Cai, Zongwu ; Tang, Shengfang ; Fang, Ying. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302111.

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Recent citations received in 2020

YearCiting document
2020Estimation for high-frequency data under parametric market microstructure noise. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1712.01479.

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2020Nonparametric prediction with spatial data. (2020). Hidalgo, Javier ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.04269.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Liao, Yuan ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2009.10103.

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2020Maternal cash for better child health? The impacts of India’s IGMSY/PMMVY maternity benefit scheme. (2020). Klonner, Stefan ; von Haaren, Paula. In: Working Papers. RePEc:awi:wpaper:0689.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2020Behavioral changes and policy effects during Covid-19. (2020). Anundsen, Andre ; Thorsrud, Leif Anders ; Larsen, Erling Roed ; Kivedal, Bjornar Karlsen . In: Working Papers. RePEc:bny:wpaper:0090.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-32.

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2020Consistent Misspecification Testing in Spatial Autoregressive Models. (2020). Rossi, Francesca ; Lee, Jungyoon. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2256.

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2020Forecasting the Covid-19 recession and recovery: lessons from the financial crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20202468.

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2020Modelling errors in survey and administrative data on employment earnings: Sensitivity to the fraction assumed to have error-free earnings. (2020). Jenkins, Stephen ; Rios-Avila, Fernando. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301749.

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2020Noncausal vector AR processes with application to economic time series. (2020). Song, LI ; Davis, Richard A. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:246-267.

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2020Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:105-118.

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2020Lets meet as usual: Do games played on non-frequent days differ? Evidence from top European soccer leagues. (2020). Krumer, Alex ; Goller, Daniel. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:2:p:740-754.

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2020Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic. (2020). Demircan, Hamza ; Cakmakli, Cem . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2016.

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2020Finally a Smoking Gun. (2020). Wissmann, Daniel . In: Discussion Papers in Economics. RePEc:lmu:muenec:73026.

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2020Persistent Effects of Violent Media Content. (2020). Waddell, Glen ; Lindo, Jason ; Swensen, Isaac D. In: NBER Working Papers. RePEc:nbr:nberwo:27240.

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2020Measuring Labor-Force Participation and the Incidence and Duration of Unemployment. (2020). Hamilton, James ; Ahn, Hie Joo. In: NBER Working Papers. RePEc:nbr:nberwo:27394.

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2020The Great Lockdown and the Big Stimulus: Tracing the Pandemic Possibility Frontier for the U.S.. (2020). Moll, Benjamin ; Kaplan, Greg ; Violante, Giovanni L. In: NBER Working Papers. RePEc:nbr:nberwo:27794.

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2020Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; ben Zaied, Younes ; Awijen, Haithem . In: MPRA Paper. RePEc:pra:mprapa:101276.

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2020Revealing the mood of economic agents based on search queries. (2020). Trunin, Pavel ; Petrova, Diana. In: Applied Econometrics. RePEc:ris:apltrx:0400.

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2020A daily fever curve for the Swiss economy. (2020). Burri, Marc ; Kaufmann, Daniel. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00051-z.

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2020Reliable real-time output gap estimates based on a modified Hamilton filter. (2020). Wolters, Maik ; Quast, Josefine. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2158.

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Recent citations received in 2019

YearCiting document
2019Fiscal rules and budget forecast errors of Italian Municipalities. (2019). SANTOLINI, RAFFAELLA ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:438.

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2019THE MENTAL HEALTH EFFECTS OF RETIREMENT. (2019). van Ours, Jan ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:442.

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2019Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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2019Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

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2019Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership. (2019). Zens, Gregor. In: Papers. RePEc:arx:papers:1809.04853.

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2019Asymptotic Theory for Clustered Samples. (2019). Lee, Seojeong ; Hansen, Bruce E. In: Papers. RePEc:arx:papers:1902.01497.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2019Artificial Intelligence Alter Egos: Who benefits from Robo-investing?. (2019). Raymond, Steve ; Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine. In: Papers. RePEc:arx:papers:1907.03370.

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2019Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325.

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2019Dyadic Regression. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1908.09029.

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2019Racial Disparities in Debt Collection. (2019). Vamossy, Domonkos F ; Lavoice, Jessica. In: Papers. RePEc:arx:papers:1910.02570.

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2019The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations. (2019). Chen, Richard Y. In: Papers. RePEc:arx:papers:1911.02205.

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2019A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2019). Ankargren, Sebastian ; Yang, Yukai ; Unosson, Maans. In: Papers. RePEc:arx:papers:1911.09151.

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2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231.

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2019The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2019Network Data. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1912.06346.

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2019Electoral Crime Under Democracy: Information Effects from Judicial Decisions in Brazil. (2019). Assumpcao, Andre. In: Papers. RePEc:arx:papers:1912.10958.

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2019Political Economy of Third Party Interventions. (2019). Sarkar, Abhirup ; Dutta, Souvik ; Das, Sabyasachi. In: Working Papers. RePEc:ash:wpaper:1029.

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2019Political Economy of Third Party Interventions. (2019). Sarkar, Abhirup ; Dutta, Souvik ; Das, Sabyasachi. In: Working Papers. RePEc:ash:wpaper:20.

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2019Can Weak Ties Create Social Capital? Evidence from Self-Help Groups in Rural India. (2019). Khanna, Shantanu ; Deshpande, Ashwini. In: Working Papers. RePEc:ash:wpaper:23.

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2019Tourism and local growth in Italy. (2019). Bronzini, Raffaello ; Montaruli, Francesco ; Ciani, Emanuele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_509_19.

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2019Global Liquidity and Impairment of Local Monetary Policy. (2019). Peydro, Jose-Luis ; Gulen, Eda ; Fendolu, Salih. In: Working Papers. RePEc:bge:wpaper:1131.

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2019Take it to the Limit? The Effects of Household Leverage Caps. (2019). Peydro, Jose-Luis ; Irani, Rustom M ; Gabarro, Marc ; van Bekkum, Sjoerd. In: Working Papers. RePEc:bge:wpaper:1132.

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2019Does Consumer Protection Enhance Disclosure Credibility in Reward Crowdfunding?. (2019). Correia, Maria ; Cascino, Stefano ; Tamayo, Ane. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:5:p:1247-1302.

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2019Rain, Emotions and Voting for the Status Quo. (2019). Stutzer, Alois ; Schmid, Lukas ; Meier, Amando N. In: Working papers. RePEc:bsl:wpaper:2019/15.

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2019Building a Productive Workforce: The Role of Structured Management Practices. (2019). Scur, Daniela ; Cornwell, Christopher ; Schmutte, Ian M. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1644.

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2019Wellbeing After a Managed Retreat: Observatioons from a Large New Zealand Program. (2019). Noy, Ilan ; Hoang, Thoa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7938.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2019Compulsory Voting and Political Participation: Empirical Evidence from Austria. (2019). Roesel, Felix ; Potrafke, Niklas ; Gäbler, Stefanie ; Rosel, Felix ; Gabler, Stefanie. In: ifo Working Paper Series. RePEc:ces:ifowps:_315.

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2019Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2018). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang. In: Discussion Papers. RePEc:cfm:wpaper:1917.

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2019Social Connections and the Sorting of Workers to Firms. (2019). Kramarz, Francis ; Skans, Oskar Nordstrom ; Hensvik, Lena ; Eliason, Marcus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13672.

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2019The Standard Errors of Persistence. (2019). Kelly, Morgan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13783.

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2019Anchored Inflation Expectations. (2019). de Carvalho, Carlos Viana ; Preston, Bruce ; Moench, Emanuel ; Eusepi, Stefano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13900.

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2019The Mental Health Effects of Retirement. (2019). van Ours, Jan C ; Picchio, Matteo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14135.

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2019An Improved Method to Predict Assignment of Stocks into Russell Indexes. (2019). Moussawi, Rabih ; Franzoni, Francesco ; Ben-David, Itzhak. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14234.

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2019Humanitarian vs. Development Aid for Refugees: Evidence from a Regression Discontinuity Design. (2019). Sterck, Olivier ; MacPherson, Claire. In: CSAE Working Paper Series. RePEc:csa:wpaper:2019-15.

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2019Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291.

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2019Prison, Semi-Liberty and Recidivism: Bounding Causal Effects in a Survival Model. (2019). Wolff, François-Charles ; Henneguelle, Anais ; Monnery, Benjamin. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-20.

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2019Preventive Home Visits. (2019). Karlsson, Martin ; Oien, Henning ; Bannenberg, Norman ; Forland, Oddvar ; Iversen, Tor. In: CINCH Working Paper Series. RePEc:duh:wpaper:1907.

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2019Modeling Consumers Confidence and Inflation Expectations. (2019). Parab, Prashant Mehul ; Goyal, Ashima. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00571.

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2019Does board gender diversity influence dividend policy? Evidence from France. (2019). Uyar, Ali ; Hamrouni, Amal ; Bouattour, Mondher ; Jiraporn, Pornsit. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00653.

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2019Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

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2019A unified model for regularized and robust portfolio optimization. (2019). Plachel, Lukas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301769.

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2019Snooze or lose: High school start times and academic achievement. (2019). Pabilonia, Sabrina ; Groen, Jeffrey A. In: Economics of Education Review. RePEc:eee:ecoedu:v:72:y:2019:i:c:p:204-218.

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2019Your peers’ parents: Spillovers from parental education. (2019). Fruehwirth, Jane ; Gagete-Miranda, Jessica. In: Economics of Education Review. RePEc:eee:ecoedu:v:73:y:2019:i:c:s0272775719301219.

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2019LGBT students: New evidence on demographics and educational outcomes. (2019). Sansone, Dario. In: Economics of Education Review. RePEc:eee:ecoedu:v:73:y:2019:i:c:s0272775719302791.

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2019Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Yu, Cindy ; Follett, Lendie . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144.

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2019Democratizing access to higher education in Russia: The consequences of the unified state exam reform. (2019). Slonimczyk, Fabian ; Francesconi, Marco ; Yurko, Anna . In: European Economic Review. RePEc:eee:eecrev:v:117:y:2019:i:c:p:56-82.

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2019Discouragement effect and intermediate prizes in multi-stage contests: Evidence from Davis Cup. (2019). Krumer, Alex ; Iqbal, Hamzah. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:364-381.

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2019Rain, emotions and voting for the status quo. (2019). Stutzer, Alois ; Schmid, Lukas ; Meier, Armando N. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:434-451.

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Recent citations received in 2018

YearCiting document
2018The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

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2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

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2018The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2018Predicting relative forecasting performance : An empirical investigation. (2018). Sekhposyan, Tatevik ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_023.

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2018Shift-Share Designs: Theory and Inference. (2018). Ado, Rodrigo ; Morales, Eduardo ; Kolesar, Michal. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13118.

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2018The impact of trade on growth in the Great Lakes states. (2018). O'Trakoun, John. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00531.

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2018Nonlinearities, smoothing and countercyclical monetary policy. (2018). Jackson, Laura E ; Soques, Daniel ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:136-154.

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2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

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2018ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo . In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:352-380.

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2018Tail dependence of recursive max-linear models with regularly varying noise variables. (2018). Gissibl, Nadine ; Otto, Moritz ; Kluppelberg, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:149-167.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2018Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557.

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2018Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention. (2018). Pontines, Victor. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:299-316.

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2018Bond Risk Premia and Restrictions on Risk Prices. (2018). Sola, Martin ; Hevia, Constantino. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:60-:d:173588.

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2018Higher Frequency Hedonic Property Price Indices: A State Space Approach. (2018). Rambaldi, Alicia ; Hill, Robert ; Scholz, Michael. In: Graz Economics Papers. RePEc:grz:wpaper:2018-04.

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2018Hurst exponents and delampertized fractional Brownian motions. (2018). Garcin, Matthieu. In: Working Papers. RePEc:hal:wpaper:hal-01919754.

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2018Network and panel quantile effects via distribution regression. (2018). Weidner, Martin ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:70/18.

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2018Inference for the neighborhood inequality index. (2018). Andreoli, Francesco ; Francesco, Andreoli. In: LISER Working Paper Series. RePEc:irs:cepswp:2018-19.

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2018Higher Order Approximation of IV Estimators with Invalid Instruments. (2018). Kang, Byunghoon. In: Working Papers. RePEc:lan:wpaper:257105320.

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2018Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201870.

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2018Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors. (2018). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: Working Paper. RePEc:qed:wpaper:1399.

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2018Model instability in predictive exchange rate regressions. (2018). Huber, Florian ; Hauzenberger, Niko. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_008.

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2018THE ROLE OF THE UTILITY FUNCTION IN THE ESTIMATION OF PREFERENCE PARAMETERS. (2018). Pignalosa, Daria. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0235.

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2018The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069.

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2018A scoring rule for factor and autoregressive models under misspecification. (2018). Sartore, Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2018:18.

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Recent citations received in 2017

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

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2017Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. (2017). Kastner, Gregor ; Lopes, Hedibert Freitas ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:1602.08154.

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

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

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

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

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

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

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

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

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

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