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Citation Profile [Updated: 2022-08-02 06:44:01]
5 Years H
123
Impact Factor
2.13
5 Years IF
2.51
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 0.25 0.1 1.16 0.24 25 25 883 29 29 55 14 100 24 0 2 0.08 0.05
1991 0.37 0.1 1.07 0.3 32 57 885 56 90 57 21 125 37 0 7 0.22 0.05
1992 0.39 0.11 0.71 0.35 41 98 2028 68 160 57 22 131 46 0 4 0.1 0.05
1993 0.27 0.13 0.7 0.37 34 132 2805 89 253 73 20 153 57 0 8 0.24 0.06
1994 0.33 0.14 0.69 0.4 34 166 774 110 367 75 25 164 65 0 3 0.09 0.06
1995 0.38 0.22 0.94 0.55 38 204 2350 187 559 68 26 166 92 0 7 0.18 0.1
1996 0.6 0.25 1.26 0.72 39 243 5141 299 865 72 43 179 128 0 12 0.31 0.12
1997 0.82 0.24 1.25 0.91 62 305 2170 373 1245 77 63 186 170 0 7 0.11 0.11
1998 0.59 0.28 1.38 0.9 41 346 1534 466 1723 101 60 207 187 0 17 0.41 0.13
1999 0.54 0.3 1.37 0.82 41 387 2891 523 2255 103 56 214 175 0 15 0.37 0.15
2000 0.83 0.35 1.74 1.12 38 425 3243 724 2994 82 68 221 247 0 12 0.32 0.17
2001 1.22 0.38 1.71 1.19 43 468 7095 784 3796 79 96 221 262 0 20 0.47 0.17
2002 1.46 0.4 1.81 1.25 38 506 1823 895 4711 81 118 225 281 0 33 0.87 0.21
2003 1.58 0.44 2.19 1.7 43 549 4508 1162 5911 81 128 201 341 0 26 0.6 0.21
2004 1.81 0.48 2.76 2.44 46 595 2257 1568 7553 81 147 203 495 0 28 0.61 0.22
2005 2.01 0.5 2.68 2.47 83 678 4807 1768 9370 89 179 208 514 0 85 1.02 0.23
2006 1.98 0.5 2.68 2.54 136 814 3324 2147 11555 129 255 253 642 0 72 0.53 0.22
2007 1.17 0.45 2.44 1.74 63 877 5832 2116 13693 219 257 346 601 0 88 1.4 0.2
2008 1.88 0.49 3.21 2.42 45 922 2087 2931 16656 199 375 371 896 0 49 1.09 0.23
2009 3.08 0.47 3.12 2.44 67 989 2673 3035 19745 108 333 373 909 0 64 0.96 0.23
2010 1.54 0.48 2.91 2.18 63 1052 3273 3039 22810 112 173 394 857 0 95 1.51 0.21
2011 2.41 0.51 3.15 2.3 57 1109 1859 3475 26308 130 313 374 861 0 89 1.56 0.23
2012 2.77 0.5 3.41 3.43 57 1166 1508 3938 30285 120 332 295 1012 0 43 0.75 0.21
2013 2.31 0.55 3.9 2.95 56 1222 2173 4748 35052 114 263 289 852 0 110 1.96 0.24
2014 3.04 0.55 3.91 3.05 62 1284 2061 4981 40076 113 343 300 914 0 94 1.52 0.23
2015 3.57 0.54 3.84 3.2 59 1343 1439 5123 45234 118 421 295 943 0 67 1.14 0.22
2016 3.02 0.53 3.79 2.97 74 1417 1333 5366 50610 121 365 291 863 0 76 1.03 0.21
2017 2.67 0.54 3.68 2.89 78 1495 959 5485 56105 133 355 308 890 0 46 0.59 0.21
2018 2.33 0.58 3.48 2.89 63 1558 748 5415 61527 152 354 329 951 0 80 1.27 0.24
2019 2.06 0.6 3.36 2.59 69 1627 441 5466 66994 141 291 336 871 0 51 0.74 0.24
2020 2.54 0.75 3.73 2.73 51 1678 202 6260 73257 132 335 343 937 0 44 0.86 0.34
2021 2.13 1.06 3.87 2.51 55 1733 67 6709 79966 120 256 335 841 0 36 0.65 0.4
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
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

Full description at Econpapers || Download paper

5389
22007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

Full description at Econpapers || Download paper

2639
32003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

2536
41996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

Full description at Econpapers || Download paper

1526
52000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

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1460
61996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

Full description at Econpapers || Download paper

1276
71999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

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1070
82005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

Full description at Econpapers || Download paper

1023
92006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

Full description at Econpapers || Download paper

974
102005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

Full description at Econpapers || Download paper

909
112009What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

Full description at Econpapers || Download paper

847
122010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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720
131993Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47.

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706
142007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

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663
152005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

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596
161995Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

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596
172014THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478.

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572
181992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). Teräsvirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36.

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566
191986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

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562
201993Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118.

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525
211995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

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497
222001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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484
232000Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

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471
241993Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84.

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447
251997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

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445
262003A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

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426
271992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82.

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425
282010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

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414
292003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

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401
302005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

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379
312013GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795.

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374
321996The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61.

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373
331989The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21.

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349
342005The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

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344
352008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

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341
362002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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331
371996Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93.

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331
382004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

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319
392005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

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316
401995A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25.

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316
411993Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60.

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312
421999Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510.

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310
431997Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92.

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301
442007Growth, technological interdependence and spatial externalities: theory and evidence. (2007). KOCH, Wilfried ; Ertur, Cem. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:6:p:1033-1062.

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300
452010Large Bayesian vector auto regressions. (2010). Giannone, Domenico ; Reichlin, Lucrezia ; Babura, Marta. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:25:y:2010:i:1:p:71-92.

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294
461991Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24.

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288
471990Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28.

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287
481989Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models.. (1989). Lee, Tae Hwy. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:s:p:s145-59.

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281
492013THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET. (2013). Peersman, Gert ; Baumeister, Christiane. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1087-1109.

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266
502009Economic transition and growth. (2009). Sul, Donggyu ; Phillips, Peter ; Peter C. B. Phillips, . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1153-1185.

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265
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

Full description at Econpapers || Download paper

1467
22007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

Full description at Econpapers || Download paper

854
32010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

Full description at Econpapers || Download paper

474
42003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

453
52009Economic transition and growth. (2009). Sul, Donggyu ; Phillips, Peter ; Peter C. B. Phillips, . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1153-1185.

Full description at Econpapers || Download paper

444
61996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

Full description at Econpapers || Download paper

300
72000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

Full description at Econpapers || Download paper

261
82005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

Full description at Econpapers || Download paper

258
92006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

Full description at Econpapers || Download paper

227
102005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

Full description at Econpapers || Download paper

192
112009What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

Full description at Econpapers || Download paper

182
12178
131986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

Full description at Econpapers || Download paper

150
141996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

Full description at Econpapers || Download paper

143
15130
162005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

Full description at Econpapers || Download paper

123
172010Monetary policy and uncertainty in an empirical small open-economy model. (2010). Preston, Bruce ; Justiniano, Alejandro. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:93-128.

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121
182005The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

Full description at Econpapers || Download paper

118
191999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

Full description at Econpapers || Download paper

85
202003A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

Full description at Econpapers || Download paper

85
2183
222010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

Full description at Econpapers || Download paper

83
2382
242007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

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80
252009Forecasting US output growth using leading indicators: an appraisal using MIDAS models. (2009). Galvão, Ana ; Clements, Michael ; Galvao, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1187-1206.

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79
262010Forecast comparisons in unstable environments. (2010). Rossi, Barbara ; Giacomini, Raffaella. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:595-620.

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73
272005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

Full description at Econpapers || Download paper

68
2866
2966
3062
311997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

Full description at Econpapers || Download paper

58
3257
332008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

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56
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382003A simple framework for analysing bull and bear markets. (2003). Sossounov, Kirill ; pagan, adrian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:23-46.

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402003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

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481993Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84.

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492008Panel cointegration tests of the Fisher effect. (2008). Westerlund, Joakim. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:2:p:193-233.

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502004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

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Citing documents used to compute impact factor: 256
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2021The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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2021Labor Supply Shocks and the Beveridge Curve: Empirical Evidence from EU Enlargement. (). Schiman, Stefan. In: Review of Economic Dynamics. RePEc:red:issued:19-166.

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2021Has the Comprehensive Assessment made the European financial system more resilient?. (2021). Gregori, Wildmer Daniel ; Rancan, Michela ; Giudici, Marco Petracco ; Calo, Silvia. In: Working Papers. RePEc:jrs:wpaper:202108.

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2021Binary Conditional Forecasts. (2019). Owyang, Michael ; McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2019-029.

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2021Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365.

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2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

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2021A Time?Series Model of Interest Rates with the Effective Lower Bound. (2021). Mertens, Elmar ; Johannsen, Benjamin K. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1005-1046.

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2021EFFECTS OF GRADE RETENTION POLICIES: A LITERATURE REVIEW OF EMPIRICAL STUDIES APPLYING CAUSAL INFERENCE. (2021). Choi, Alvaro ; Mediavilla, Mauro ; Valbuena, Javier ; Gil, Maria. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:408-451.

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2021Work Hard or Play Hard? Degree Class, Student Leadership and Employment Opportunities*. (2021). Verhaest, Dieter ; Baert, Stijn. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:1024-1047.

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2021A Technical Note on New Applications of Lorenz Curves in Business Based on Pareto Principles. (2021). Ogwang, John ; Abwot, Ursula ; Obote, Dennis. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:2021:p:76-81.

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2021Pathways toward Inclusive Income Growth: A Comparative Decomposition of National Growth Profiles. (2021). Gornick, Janet C ; Parolin, Zachary. In: SocArXiv. RePEc:osf:socarx:rsxz6.

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2021Pathways toward Inclusive Income Growth: A Comparative Decomposition of National Growth Profiles. (2021). Gornick, Janet ; Parolin, Zachary. In: LIS Working papers. RePEc:lis:liswps:802.

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2021Hétérogénéité, déterminants et soutien du revenu des agriculteurs français. (2021). Piet, Laurent ; Veysset, Patrick ; Ridier, Aude ; Laroche-Dupraz, Catherine ; Jeanneaux, Philippe ; Desjeux, Yann ; Delame, Nathalie ; Chatellier, Vincent. In: Post-Print. RePEc:hal:journl:hal-03405184.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021Predictability of Aggregated Time Series. (2021). Snudden, Stephen ; Reinhard, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:bm0127.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Bank liquidity creation and systemic risk. (2021). Vähämaa, Sami ; Yasar, Sara ; Vahamaa, Sami ; Davydov, Denis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302922.

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2021Non-Performing Loans and Systemic Risk of Indian Banks. (2021). Dash, Mihir. In: Journal of Applied Management and Investments. RePEc:ods:journl:v:10:y:2021:i:1:p:10-20.

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2021Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence. (2021). Sohel, Nurul ; Scagnelli, Simone D ; Zaman, Rashid ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000664.

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2021Not all bank systemic risks are alike: Deposit insurance and bank risk revisited. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Zhang, Zhiwen ; Chen, Wang. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100185x.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2021Measuring economic and economic policy uncertainty and their macroeconomic effects: the case of Spain. (2021). Urtasun, Alberto ; Pérez, Javier ; Ghirelli, Corinna ; Perez, Javier J ; Gil, Maria. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01772-8.

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2021Uncertainty shocks and inflation dynamics in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521001026.

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2021The Global Transmission of Real Economic Uncertainty. (2021). Ma, Sai ; Londono, Juan M. ; Wilson, Beth Anne. In: International Finance Discussion Papers. RePEc:fip:fedgif:1317.

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2021Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

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2021Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko.

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2021Uncertainty shocks and employment fluctuations in Germany: The role of establishment size. (2021). Kovalenko, Tim. In: Discussion Papers. RePEc:zbw:faulre:119.

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2021The Jacobian of the exponential function. (2021). Sentana, Enrique ; Henk, ; Magnus, Jan R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000579.

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2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
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2021Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:47-73.

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2021Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628.

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2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

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2021The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

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2021Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217.

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2021U.S. Economic Uncertainty Shocks and China’s Economic Activities: A Time-Varying Perspective. (2021). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211032672.

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2021Specification tests for non?Gaussian maximum likelihood estimators. (2021). Sentana, Enrique ; Fiorentini, Gabriele. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:3:p:683-742.

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2021Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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2021Water Quality, Policy Diffusion Effects and Farmers’ Behavior. (2021). Tene, Eva ; Reynaud, Arnaud ; Chabe-Ferret, Sylvain. In: TSE Working Papers. RePEc:tse:wpaper:125765.

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2021River Stage Forecasting using Enhanced Partial Correlation Graph. (2021). Venna, Siva R ; Gottumukkala, Raju ; Raghavan, Vijay ; Katragadda, Satya. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:35:y:2021:i:12:d:10.1007_s11269-021-02933-0.

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2021Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

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2021Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market. (2021). Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001224.

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2021GDP?network CoVaR: A tool for assessing growth?at?risk. (2021). Tizzanini, Giacomo ; De Meo, Emanuele . In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:2:n:e12181.

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2021Preferences for single-sex schools: Evidence from the housing market. (2021). Melser, Daniel ; Kim, Jun Sung ; Moallemi, Morteza. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:710-726.

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2021Forward-Selected Panel Data Approach for Program Evaluation. (2019). Huang, Jingyi ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1908.05894.

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2021Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies. (2021). Lastauskas, Povilas ; Stakenas, Julius. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:87.

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2021Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets?. (2021). Hsiao, Cheng ; Ki, Shui ; Zhou, Qiankun. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01978-1.

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2021Factor dimension determination for panel interactive effects models: an orthogonal projection approach. (2021). Zhou, Qiankun ; Xie, Yimeng ; Hsiao, Cheng. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01059-y.

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2021Beyond the Origin Dummy: Heterogeneity of Ethnicity and Human Capital Accumulation. (2021). Postepska, Agnieszka. In: IZA Discussion Papers. RePEc:iza:izadps:dp14019.

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2021What you import matters for productivity growth: Experience from Chinese manufacturing firms. (2021). Qiu, Larry D ; Mo, Jiawei ; Dong, Xiaoyu ; Zhang, Hongsong. In: Journal of Development Economics. RePEc:eee:deveco:v:152:y:2021:i:c:s0304387821000559.

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2021Agglomeration and the Italian North-South divide. (2021). Pagnini, Marcello ; de Marco, Antonio ; Buzzacchi, Luigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_637_21.

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2021Better Bunching, Nicer Notching. (2021). Bertanha, Marinho ; Seegert, Nathan ; McCallum, Andrew H. In: Papers. RePEc:arx:papers:2101.01170.

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2021Better Bunching, Nicer Notching. (2021). Seegert, Nathan ; McCallum, Andrew ; Bertanha, Marinho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-02.

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2021Bunching Estimation of Elasticities Using Stata. (2021). Seegert, Nathan ; McCallum, Andrew ; Bertanha, Marinho ; Payne, Alexis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-06.

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2021Telework, Wages, and Time Use in the United States. (2021). Vernon, Victoria ; Pabilonia, Sabrina Wulff. In: GLO Discussion Paper Series. RePEc:zbw:glodps:546r.

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2021Time Use and the Geography of Economic Opportunity. (2021). Slichter, David ; Pedersen, John ; Mookerjee, Sulagna. In: MPRA Paper. RePEc:pra:mprapa:106389.

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2021Parental Disability and Teenagers Time Allocation. (2021). Pabilonia, Sabrina ; Kalenkoski, Charlene. In: IZA Discussion Papers. RePEc:iza:izadps:dp14416.

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2021A Dummy Test of Identification in Models with Bunching. (2021). Nielsen, Eric ; Caetano, Carolina ; Fe, Hao. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-68.

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2021Adolescents’ time allocation and skill production. (2021). Khanam, Rasheda ; Jurges, Hendrik. In: Economics of Education Review. RePEc:eee:ecoedu:v:85:y:2021:i:c:s0272775721000960.

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2021The gender gap in competitive chess across countries: Commanding queens in command economies. (2021). Dilmaghani, Maryam. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:49:y:2021:i:2:p:425-441.

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2021Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises. (2021). Cesati, Enrico ; Berthonnaud, Pierre ; Vroege, Robert ; Siakoulis, Vasileios ; Schwarz, Claudia ; Schneider, Ludwig ; Lanciani, Marcello ; Kick, Heinrich ; Jager, Kirsten ; Drudi, Maria Ludovica. In: Occasional Paper Series. RePEc:ecb:ecbops:2021261.

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2021The corruption and income inequality puzzle: Does political power distribution matter?. (2021). Owoundi, Ferdinand ; NOMO BEYALA, Bernard ; Nomo-Beyala, Clery ; Keneck-Massil, Joseph. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001991.

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2021Family ties and child obesity in Italy. (2021). Crudu, Federico ; Tiezzi, Silvia ; Neri, Laura. In: Economics & Human Biology. RePEc:eee:ehbiol:v:40:y:2021:i:c:s1570677x20302215.

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2021Sibling Rivalry: Evidence from China’s Compulsory Schooling Reform. (2021). Yu, Chen ; Guanfu, Fang. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:21:y:2021:i:2:p:611-656:n:6.

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2021Exploring the uncharted waters of educational mobility: The role of key skills. (2021). van der Velden, Rolf ; Jacobs, Babs. In: Research Memorandum. RePEc:unm:umagsb:2021016.

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2021Exploring the uncharted waters of educational mobility: The role of key skills. (2021). van der Velden, Rolf ; Jacobs, Babs. In: ROA Research Memorandum. RePEc:unm:umaror:2021006.

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2021Inequalities in test scores between Indigenous and non-Indigenous youth in Canada. (2021). , Maggie ; Barber, Michael. In: Economics of Education Review. RePEc:eee:ecoedu:v:83:y:2021:i:c:s0272775721000583.

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2021.

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2021Measuring systemic risk via GAS models and extreme value theory: Revisiting the 2007 financial crisis. (2021). Ziegelmann, Flavio A ; Gavronski, Pedro Gerhardt. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301082.

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2021Stochastic orders and multivariate measures of risk contagion. (2021). Suarez-Llorens, A ; Sordo, M A ; Ortega-Jimenez, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:199-207.

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2021On the Gains from Tradeable Benefits-in-Kind. (2021). Ravallion, Martin. In: Working Papers. RePEc:geo:guwopa:gueconwpa~21-21-13.

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2021Alternative estimation approaches for the factor augmented panel data model with small T. (2021). Hansen, Philipp ; Breitung, Jorg. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01948-7.

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2021A method for evaluating the rank condition for CCE estimators. (2021). Sarafidis, Vasilis ; De Vos, Ignace ; Everaert, Gerdie. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:21/1013.

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2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

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2021Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound. (2021). Labondance, Fabien ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2021-03.

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2021Qualitative versus quantitative external information for proxy vector autoregressive analysis. (2021). Lütkepohl, Helmut ; Boer, Lukas ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000531.

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2021Fiscal policy shocks and stock prices in the United States. (2021). Theodoridis, Konstantinos ; Mumtaz, Haroon. In: Working Papers. RePEc:stm:wpaper:48.

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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

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2021On the transmission of monetary policy to the housing market. (2021). Ramelet, Marc-Antoine ; Koeniger, Winfried ; Lennartz, Benedikt. In: Working Papers. RePEc:snb:snbwpa:2021-06.

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2021Real Estate and Rental Markets during Covid Times. (2021). d'Albis, Hippolyte ; Achou, Bertrand ; Iliopulos, Eleni. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03231807.

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2021Real Estate and Rental Markets during Covid Times. (2021). d'Albis, Hippolyte ; Achou, Bertrand ; Iliopulos, Eleni. In: Working Papers. RePEc:hal:wpaper:halshs-03231807.

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2021Real Estate and Rental Markets during Covid Times. (2021). d'Albis, Hippolyte ; Achou, Bertrand ; Iliopulos, Eleni. In: Documents de recherche. RePEc:eve:wpaper:21-02.

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2021House prices and rents: a reappraisal. (2021). d'Albis, Hippolyte ; Iliopulo, Eleni ; Achou, Bertrand. In: Cahiers de recherche / Working Papers. RePEc:rsi:irersi:6.

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2021Monetary Policy and Homeownership: Empirical Evidence, Theory, and Policy Implications. (2021). Duarte, Joao ; Dias, Daniel. In: MPRA Paper. RePEc:pra:mprapa:112252.

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2021Perinatal health among 1 million Chinese-Americans. (2021). Cheng, YI ; Almond, Douglas. In: Economics & Human Biology. RePEc:eee:ehbiol:v:40:y:2021:i:c:s1570677x20301891.

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2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_008.

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2021What does machine learning say about the drivers of inflation?. (2021). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:980.

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2021Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach. (2021). Yang, Qiao ; Liu, Jia ; Jin, Xin. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:45-:d:695927.

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2021Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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2021Empirical likelihood test for the application of swqmele in fitting an arma?garch model. (2021). Zhang, Rongmao ; Peng, Liang ; Zhou, MO. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:2:p:222-239.

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2021The horseshoe prior for time-varying parameter VARs and Monetary Policy. (2021). Pruser, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001238.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021Empirical analysis of associations between health expenditure and forest environments: A case of Japan. (2021). Kabaya, Kei. In: Ecological Economics. RePEc:eee:ecolec:v:181:y:2021:i:c:s0921800920322187.

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2021International capital mobility and corporate tax revenues: How do controlled foreign company rules and innovation shape this relationship?. (2021). de Pascale, Gianluigi ; Amendolagine, Vito ; Faccilongo, Nicola. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001322.

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2021Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911.

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2021Short and long run environmental tax buoyancy in EU-28: a panel study. (2021). Conto, Francesco ; Fiore, Mariantonietta ; de Pascale, Gianluigi. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:1-9.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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2021Delphic and odyssean monetary policy shocks: Evidence from the euro area. (2021). ferroni, filippo ; Andrade, Philippe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:816-832.

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2021Measuring monetary policy shocks in India. (2021). Sengupta, Rajeswari ; Lakdawala, Aeimit. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2021-021.

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2021Inference in Bayesian Proxy-SVARs. (2021). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:88-106.

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2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

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2021The effect of interest rates on home buying: Evidence from a shock to mortgage insurance premiums. (2021). Ringo, Daniel ; Bhutta, Neil. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:195-211.

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2021Analysis of the Impact of Borrower-Based Measures. (2021). Klacso, Jan ; Cesnak, Martin ; Vasil, Roman. In: Working and Discussion Papers. RePEc:svk:wpaper:1082.

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2021What drove the 2003–2006 house price boom and subsequent collapse? Disentangling competing explanations. (2021). Maturana, Gonzalo ; Kruger, Samuel ; Griffin, John M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1007-1035.

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2021Empirical Monte Carlo Evidence on Estimation of Timing-of-Events Models. (2021). Vikstrom, Johan ; van den Berg, Gerard J ; Lombardi, Stefano. In: IZA Discussion Papers. RePEc:iza:izadps:dp14015.

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2021Empirical Monte Carlo evidence on estimation of Timing-of-Events models. (2021). Vikstrom, Johan ; van den Berg, Gerard J ; Lombardi, Stefano. In: Working Paper Series. RePEc:hhs:ifauwp:2020_026.

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2021The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467.

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2021Testing Identifying Assumptions in Bivariate Probit Models. (2021). Kedagni, Desire ; Bartalotti, Otavio ; Acerenza, Santiago. In: ISU General Staff Papers. RePEc:isu:genstf:202103290700001124.

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2021Are franchises really more viable? Evidence from loan defaults. (2021). Nitani, Miwako ; Legendre, Nicolas ; Riding, Allan. In: Journal of Business Research. RePEc:eee:jbrese:v:133:y:2021:i:c:p:23-33.

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2021Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects. (2021). Poskitt, Donald ; Zhao, Xueyan ; Frazier, David T ; Zhang, Lina. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-21.

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2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2021Slow-Growing Trees. (2021). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.01926.

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2021Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354.

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2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints. (). Villalvazo, Sergio ; Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan ; Higa-Flores, Kenji. In: Review of Economic Dynamics. RePEc:red:issued:20-14.

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2021A structural investigation of quantitative easing. (2021). Goy, Gavin ; Bohl, Gregor ; Strobel, Felix. In: Discussion Papers. RePEc:zbw:bubdps:012021.

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2021Efficient Solution and Computation of Models With Occasionally Binding Constraints. (2021). Boehl, Gregor. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2021_253.

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2021The Fed, housing and household debt over time. (2021). Rella, Giacomo. In: Department of Economics University of Siena. RePEc:usi:wpaper:850.

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2021Kernel-based Time-Varying IV estimation: handle with care. (2021). Valentini, Francesco ; Lucchetti, Riccardo. In: MPRA Paper. RePEc:pra:mprapa:110033.

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2021Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2021Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Papers. RePEc:arx:papers:2008.05507.

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2021Moment Conditions for Dynamic Panel Logit Models with Fixed Effects. (2020). Weidner, Martin ; Honor, Bo E. In: Papers. RePEc:arx:papers:2005.05942.

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2021Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium. (2021). Shen, Yifan ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304217.

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2021Commodity prices and global economic activity: A derived-demand approach. (2021). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Mont'Alverne ; Angelo Mont'alverne Duarte, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000256.

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2021GEA tracker: A daily indicator of global economic activity. (2021). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perez-Quiros, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000498.

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2021The Nonlinear Unemployment-Inflation Relationship and the Factors That Define It. (2021). Rangaraju, Sandeep Kumar ; Keinsley, Andrew. In: Eastern Economic Journal. RePEc:pal:easeco:v:47:y:2021:i:3:d:10.1057_s41302-021-00190-y.

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2021The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102.

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2021Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices. (2021). Sardar, Naafey ; Atems, Bebonchu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:1-14.

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2021The role of the prior in estimating VAR models with sign restrictions. (2021). Kilian, Lutz ; Inoue, Atsushi. In: CFS Working Paper Series. RePEc:zbw:cfswop:660.

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2021Facts and fiction in oil market modeling. (2021). Kilian, Lutz. In: CFS Working Paper Series. RePEc:zbw:cfswop:661.

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2021The importance of supply and demand for oil prices: evidence from non-Gaussianity. (2021). Braun, Robin. In: Bank of England working papers. RePEc:boe:boeewp:0957.

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2021Identifying oil price shocks and their consequences: The role of expectations in the crude oil market. (2021). Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Fueki, Takuji. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:53-76.

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2021Energy Transition Metals. (2021). Stuermer, Martin ; Pescatori, Andrea ; Boer, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1976.

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2021The Impact of GDP on Cross-Country Efficiency in Wealth Maximization: a Joint Analysis Through the Stochastic Frontier and Generalized Method of Moments. (2021). Sultanuzzaman, Md Reza ; Hasan, Mohammad Raihanul ; Hossain, Sk Alamgir ; Xuefeng, Zhao ; Or, Md Harun. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:1:f:11_1_6.

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2021Stochastic frontier models with time-varying conditional variances. (2021). Kumbhakar, Subal C ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:3:p:1115-1132.

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2021The Loss of Raw Material Criticality: Implications of the Collapse of Saudi Arabian Oil Exports. (2021). Zhong, Jiarui ; Blum, Ulrich. In: Intereconomics: Review of European Economic Policy. RePEc:spr:intere:v:56:y:2021:i:6:d:10.1007_s10272-021-1015-4.

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2021Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2021Modelling Volatility Cycles: The (MF)2 GARCH Model. (2021). Engle, Robert F ; Conrad, Christian. In: Working Paper series. RePEc:rim:rimwps:21-05.

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2021A reality check on the GARCH-MIDAS volatility models. (2021). Awartani, Basel ; Javed, Farrukh ; Virk, Nader. In: Working Papers. RePEc:hhs:oruesi:2021_002.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2021Stock market volatility and public information flow: A non-linear perspective. (2021). Borup, Daniel ; Bertelsen, Kristoffer Pons ; Jakobsen, Johan Stax. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001828.

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2021Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_015.

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2021Does the macroeconomy matter to market volatility? Evidence from US industries. (2021). Wu, Zhang ; Chong, Terence Tai-Leung. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02001-3.

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2021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28.

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2021Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004874.

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2021Testing and Modelling Time Series with Time Varying Tails. (2021). Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2111.

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2021A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2021). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:415.

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2021A century of gaps: Untangling business cycles from secular trends. (2021). Minh, Anh Dinh ; Constantinescu, Mihnea. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000948.

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2021Allocative Efficiency and Aggregate Productivity Growth in Canada and the United States. (2021). Tang, Rongsheng ; Shao, Lin. In: Staff Working Papers. RePEc:bca:bocawp:21-1.

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2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

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2021Robust Estimation of Average Treatment Effects from Panel Data. (2021). Ghosh, Abhik ; Ganguly, Indrila ; Roychowdhury, Sayoni. In: Papers. RePEc:arx:papers:2112.13228.

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2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

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2021Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202106.

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2021Selecting between causal and noncausal models with quantile autoregressions. (2021). Hecq, Alain ; Li, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:5:p:393-416:n:3.

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2021Estimation of technical change: Direct semi/nonparametric approaches. (2021). Kumbhakar, Subal ; Zhao, Shunan ; Li, Mingyang. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176521000112.

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2021Born similar, develop apart: Evidence on Chinese hybrid exporters. (2021). Ciani, Andrea ; Bie, Xiaodong. In: DICE Discussion Papers. RePEc:zbw:dicedp:364.

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2021Horizon confidence sets. (2021). Gutknecht, Daniel ; Fosten, Jack. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01891-7.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning. (2021). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202101.

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2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Cash Flows Discounted Using a Model-Free SDF Extracted under a Yield Curve Prior. (2021). Tauchen, George ; Gallant, Ronald A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:100-:d:510014.

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2021Robust decision-making under risk and ambiguity. (2021). Blesch, Maximilian ; Eisenhauer, Philipp. In: Papers. RePEc:arx:papers:2104.12573.

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2021Robust Decision-Making Under Risk and Ambiguity. (2021). Eisenhauer, Philipp ; Blesch, Maximilian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:104.

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2021Factors of Renewable Energy Consumption in the European Countries—The Bayesian Averaging Classical Estimates Approach. (2021). Osinska, Magdalena ; Błażejowski, Marcin ; Baejowski, Marcin ; Osiska, Magdalena ; Kwiatkowski, Jacek ; Khan, Atif Maqbool. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7526-:d:676736.

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2021Estimations of the Conditional Tail Average Treatment Effect. (2021). Yen, Yu-Min ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:2109.08793.

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2021.

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2021Variational Bayes approximation of factor stochastic volatility models. (2021). Nott, David ; Kohn, Robert ; Gunawan, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1355-1375.

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2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Balcilar, Mehmet ; Pierdzioch, Christian ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202111.

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2021The investment narrative: Improving private investment forecasts with media data. (2021). Schmidt, Torsten ; Jentsch, Carsten ; Muller, Henrik ; Blagov, Boris. In: Ruhr Economic Papers. RePEc:zbw:rwirep:921.

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2021Inferring Economic Condition Uncertainty from Electricity Big Data. (2021). Qian, Haoqi ; Tian, Yingjie ; Wu, Libo ; Shi, Zhengyu. In: Papers. RePEc:arx:papers:2107.11593.

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2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398.

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2021Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

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2021The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23. (2021). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9455.

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2021The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23. (2021). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:670.

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2021Breaks in persistence in fixed-T panel data. (2021). Nordstrom, Marcus ; Westerlund, Joakim. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002354.

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2021Central Banks’ Monetary Policy in the Face of the COVID-19 Economic Crisis: Monetary Stimulus and the Emergence of CBDCs. (2021). Echarte, Miguel Angel ; Reier, Ricardo Francisco ; Jorge-Vazquez, Javier ; Naez, Sergio Luis. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4242-:d:534024.

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2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20212564.

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2021State-Dependent Effects of Tax Changes in Germany and the United Kingdom. (2021). Mierzwa, Sascha ; Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:202125.

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2021Heterogeneity in corporate debt structures and the transmission of monetary policy. (2021). Thurwachter, Claire ; Holm-Hadulla, Federic. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121000969.

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2021Fiscal Stimulus and Firms’ Sales and Capital Expenditure During the Global Financial Crisis. (2021). Poplawski-Ribeiro, Marcos ; Medina, Leandro ; Sutton, Bennett ; Correa-Caro, Carolina. In: Comparative Economic Studies. RePEc:pal:compes:v:63:y:2021:i:3:d:10.1057_s41294-021-00160-5.

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2021Do negative interest rates affect bank risk-taking?. (2021). Williams, Jonathan ; Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:350-364.

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2021Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?. (2021). Terajima, Yaz ; Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Gomez, Tomas ; Dinger, Valeriya ; Cao, Jin ; Liaudinskas, Karolis ; Juelsrud, Ragnar ; Jara, Alejandro. In: Staff Working Papers. RePEc:bca:bocawp:21-62.

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2021Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Gomez, Tomas ; Dinger, Valeriya ; Cao, Jin ; Terajima, Yaz ; Liaudinskas, Karolis ; Juelsrud, Ragnar ; Jara, Alejandro. In: Working Papers. RePEc:cnb:wpaper:2021/6.

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2021Determinants of European Banks’ Default Risk. (2021). Vander Vennet, Rudi ; Soenen, Nicolas. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:21/1033.

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2021The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127.

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2021Slow Movers in Panel Data. (2021). Ura, Takuya ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2110.12041.

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2021A moment inequality approach to statistical inference for rankings. (2021). Okui, Ryo. In: The Japanese Economic Review. RePEc:spr:jecrev:v:72:y:2021:i:2:d:10.1007_s42973-020-00068-2.

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2021Overconfidence, Income-Ability Gap, and Preferences for Income Equality. (2021). Yamagishi, Atsushi ; Matsumoto, Tomoko ; Kishishita, Daiki. In: Working Papers. RePEc:tcr:wpaper:e159.

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2021Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors. (2021). Stauskas, Ovidijus. In: Working Papers. RePEc:hhs:lunewp:2021_009.

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2021The Long-Run Spillover Effects of Pollution: How Exposure to Lead Affects Everyone in the Classroom. (2021). Gazze, Ludovica ; Spirovska, Sandra ; Persico, Claudia. In: CAGE Online Working Paper Series. RePEc:cge:wacage:561.

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2021The Long-Run Spillover Effects of Pollution : How Exposure to Lead Affects Everyone in the Classroom. (2021). Gazze, Ludovica ; Spirovska, Sandra ; Persico, Claudia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1352.

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2021Does Gender Matter? The Effect of High Performing Peers on Academic Performances. (2021). Tanzi, Giulia ; Rettore, Enrico ; Modena, Francesca. In: IZA Discussion Papers. RePEc:iza:izadps:dp14806.

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2021The Importance of Peer Quality for Completion of Higher Education. (2021). Humlum, Maria ; Thorsager, Mette. In: Economics of Education Review. RePEc:eee:ecoedu:v:83:y:2021:i:c:s027277572100039x.

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2021Should you Meet The Parents? The impact of information on non-test score attributes on school choice. (2021). Ovidi, Marco ; Neri, Lorenzo ; Facchetti, Elisa. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def113.

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2021Effects of Childhood Peers on Personality Skills. (2021). Kim, Jun Hyung ; Yang, Zhe ; Feng, Shuaizhang. In: IZA Discussion Papers. RePEc:iza:izadps:dp14952.

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2021Does gender matter? The effect of high performing peers on academic performances. (2021). Rettore, Enrico ; Modena, Francesca ; Tanzi, Giulia Martina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1356_21.

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2021Effects of Childhood Peers on Personality Skills. (2021). Kim, Jun Hyung ; Yang, Zhe ; Feng, Shuaizhang. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1004.

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2021Structural Models: Inception and Frontier. (2021). Galiani, Sebastian ; Pantano, Juan. In: NBER Working Papers. RePEc:nbr:nberwo:28698.

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2021Joint Retirement of Couples: Evidence from Discontinuities in Denmark. (2021). Leganza, Jonathan M ; Garcia-Miralles, Esteban. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9191.

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2021Are neutral and investment-specific technology shocks correlated?. (2021). Moura, Alban. In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s0014292121001902.

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2021Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202106.

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2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2021Tracking global economic uncertainty: implications for the euro area. (2021). Quaglietti, Lucia ; Geis, Andre ; Ricci, Martino ; Bobasu, Alina. In: Working Paper Series. RePEc:ecb:ecbwps:20212541.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438.

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2021Globalization and Environmental Pollution in Sub-Saharan Africa. (2021). Bataka, Hodabalo. In: African Journal of Economic Review. RePEc:ags:afjecr:308772.

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2021Investigating the asymmetric linkages between infrastructure development, green innovation, and consumption-based material footprint: Novel empirical estimations from highly resource-consuming economi. (2021). Suksatan, Wanich ; Irfan, Muhammad ; Li, Jing Claire ; Ajaz, Tahseen ; Razzaq, Asif. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003123.

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2021International Co-movements of Inflation, 1851-1913. (2021). Stuart, Rebecca ; Gerlach, Stefan. In: IRENE Working Papers. RePEc:irn:wpaper:21-02.

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2021Commodity Prices and Global Inflation, 1851-1913. (2021). Stuart, Rebecca ; Gerlach, Stefan. In: IRENE Working Papers. RePEc:irn:wpaper:21-07.

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2021The effect of debt collection laws on access to credit. (2021). Sandler, Ryan ; Romeo, Charles . In: Journal of Public Economics. RePEc:eee:pubeco:v:195:y:2021:i:c:s0047272720301845.

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2021(Machine) learning parameter regions. (2021). Nesbit, James ; Montiel, Jose Luis. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:716-744.

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2021The Political Geography of Cities. (2021). Schaudt, Paul ; Lessmann, Christian ; Bluhm, Richard. In: Economics Working Paper Series. RePEc:usg:econwp:2021:11.

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2021The Political Geography of Cities. (2021). Schaudt, Paul ; Lessmann, Christian ; Bluhm, Richard. In: SoDa Laboratories Working Paper Series. RePEc:ajr:sodwps:2021-11.

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2021Identification and inference with ranking restrictions. (2021). Drautzburg, Thorsten ; Amir Ahmadi, Pooyan ; Amirahmadi, Pooyan . In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:1:p:1-39.

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2021The Economics of Content Moderation: Theory and Experimental Evidence from Hate Speech on Twitter. (2021). Jimenez-Duran, Rafael. In: Natural Field Experiments. RePEc:feb:natura:00754.

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2021Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters. (2021). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:106227.

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2021Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data. (2021). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:106408.

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2021Fast cluster bootstrap methods for linear regression models. (2021). MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1465.

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2021Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data. (2021). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:110899.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Z ; Linton, O ; Huang, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2113.

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2021Multiply Robust Causal Mediation Analysis with Continuous Treatments. (2021). Xu, Yizhen ; Sani, Numair ; Ghassami, Amiremad ; Shpitser, Ilya. In: Papers. RePEc:arx:papers:2105.09254.

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2021A Finite Sample Theorem for Longitudinal Causal Inference with Machine Learning: Long Term, Dynamic, and Mediated Effects. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

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2021Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios. (2021). Pesaran, M ; Smith, Run. In: BCAM Working Papers. RePEc:bbk:bbkcam:2108.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021The Price Responsiveness of Shale Producers: Evidence From Micro Data. (2021). Gundersen, Thomas ; Bjørnland, Hilde ; Bjornland, Hilde C ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0101.

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2021Risks and global supply chains: what we know and what we need to know. (2021). Freeman, Rebecca ; Baldwin, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0942.

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2021The importance of supply and demand for oil prices: evidence from non-Gaussianity. (2021). Braun, Robin. In: Bank of England working papers. RePEc:boe:boeewp:0957.

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2021Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604.

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2021Accelerating Economic Growth: The Science beneath the Art. (2021). Terzi, Alessio ; Peruzzi, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001826.

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2021Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR. (2021). Niu, Linlin ; Li, Mingyang. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521004122.

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2021Is handedness exogenously determined? Counterevidence from South Korea. (2021). Cho, Seungyeon. In: Economics & Human Biology. RePEc:eee:ehbiol:v:43:y:2021:i:c:s1570677x21000976.

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2021Oil price shocks and the US stock market: A nonlinear approach. (2021). Kim, Jaebeom ; Hwang, Inwook. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:23-36.

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2021The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930.

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2021The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis. (2021). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004047.

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2021On income and price elasticities for energy demand: A panel data study. (2021). Smyth, Russell ; Peng, Bin ; Gao, Jiti. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000736.

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2021GEA tracker: A daily indicator of global economic activity. (2021). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perez-Quiros, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000498.

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2021Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003093.

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2021A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166.

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2021Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter. (2021). Schmidt, Lawrence ; Rothbaum, Jonathan ; Herkenhoff, Kyle F ; Braxton, John Carter . In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:93489.

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2021A Balanced Portfolio Can Have a Higher Geometric Return Than the Risky Asset. (2021). Woutersen, Tiemen ; Arden, Miriam. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:409-:d:627300.

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2021.

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2021Another look into the factor model black box: factor interpretation and structural (in)stability. (2020). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-02235543.

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2021The Impact of Global Economic Activity, Oil Supply and Speculative Oil Shocks on the Russian Economy. (2021). Fokin, Nikita ; Polbin, Andrey ; Lomonosov, Daniil. In: HSE Economic Journal. RePEc:hig:ecohse:2021:2:3.

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2021Initial Output Losses from the Covid-19 Pandemic: Robust Determinants. (2021). Ostry, Jonathan ; Furceri, Davide ; Yang, Naihan ; Ganslmeier, Michael. In: IMF Working Papers. RePEc:imf:imfwpa:2021/018.

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2021Interactions between fiscal and monetary policies: a brief history of a long relationship. (2021). Mihaljek, Dubravko. In: Public Sector Economics. RePEc:ipf:psejou:v:45:y:2021:i:4:p:419-432.

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2021Compulsory Class Attendance versus Autonomy. (2021). Megalokonomou, Rigissa ; Griselda, Silvia ; Goulas, Sofoklis. In: IZA Discussion Papers. RePEc:iza:izadps:dp14559.

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2021Approximating Bayes in the 21st Century. (2021). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-24.

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2021Risks and global supply chains: What we know and what we need to know. (2021). Freeman, Rebecca ; Baldwin, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:29444.

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2021A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict. (2021). GUPTA, RANGAN ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202187.

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2021A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention. (2021). Karminsky, Alexander M ; Shchepeleva, Maria A ; Stolbov, Mikhail I. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00257-x.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053.

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2021Evaluating forecast performance with state dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Economics Working Papers. RePEc:upf:upfgen:1800.

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2021Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR. (2021). Niu, Linlin ; Li, Mingyang. In: Working Papers. RePEc:wyi:wpaper:002594.

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2021Recent Developments of the Autoregressive Distributed Lag Modelling Framework. (2021). Cho, Jin Seo ; Greenwood-Nimmo, Matthew ; Shin, Yongcheol. In: Working papers. RePEc:yon:wpaper:2021rwp-186.

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Recent citations received in 2020

YearCiting document
2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020Doubly Multiplicative Error Models with Long- and Short-run Components. (2020). Amendola, Alessandra ; Gallo, Giampiero M ; Cipollini, Fabrizio ; Candila, Vincenzo. In: Papers. RePEc:arx:papers:2006.03458.

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2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706.

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2020Inference in mixed causal and noncausal models with generalized Students t-distributions. (2020). Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2012.01888.

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2020Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity. (2020). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Working Paper. RePEc:bno:worpap:2020_07.

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2020Understanding the Estimation of Oil Demand and Oil Supply Elasticities. (2020). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8567.

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2020European spreads at the interest rate lower bound. (2020). Coroneo, Laura ; Pastorello, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301470.

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2020Computationally efficient inference in large Bayesian mixed frequency VARs. (2020). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014.

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2020Global economic activity indexes revisited. (2020). Funashima, Yoshito. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301828.

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2020An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index. (2020). Nonejad, Nima. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303517.

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2020Use of new variables based on air temperature for forecasting day-ahead spot electricity prices using deep neural networks: A new approach. (2020). Jasiski, Tomasz. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318910.

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2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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2020Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. (2020). Cepoi, Cosmin-Octavian. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305912.

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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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2020The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

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2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

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2020Narrow Money Demand in Indonesia and in Other Transitional Economies – Model Selection and Forecasting. (2020). Osinska, Magdalena ; Kufel, Pawel ; Błażejowski, Marcin ; Kwiatkowski, Jacek ; Blazejowski, Marcin . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1291-1311.

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2020Selective Attention in Exchange Rate Forecasting. (2020). Kucerova, Zuzana ; Kočenda, Evžen ; Kapounek, Svatopluk. In: Working Papers IES. RePEc:fau:wpaper:wp2020_42.

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2020The Shale Revolution and the Dynamics of the Oil Market. (2020). Yucel, Mine ; Balke, Nathan ; Jin, Xin. In: Working Papers. RePEc:fip:feddwp:88323.

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2020Joint Bayesian Inference about Impulse Responses in VAR Models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:88408.

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2020The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:89121.

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2020Direct and Indirect Effects under Sample Selection and Outcome Attrition. (2020). Solovyeva, Anna ; Huber, Martin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:44-:d:458302.

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2020.

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2020Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Pendakur, Krishna ; Muris, Chris ; Botosaru, Irene. In: CeMMAP working papers. RePEc:ifs:cemmap:26/20.

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2020Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Muris, Chris ; Botosaru, Irene ; Pendakur, Krishna. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2020-09.

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2020Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs. (2020). Poon, Aubrey ; Gefang, Deborah ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-07.

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2020Reconciled Estimates of Monthly GDP in the US. (2020). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-16.

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2020A Dynamic Analysis of Collusive Action: The Case of the World Copper Market, 1882-2016. (2020). Stuermer, Martin ; Rausser, Gordon. In: MPRA Paper. RePEc:pra:mprapa:104708.

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2020The macroeconomic effects of oil supply news: Evidence from OPEC announcements. (2020). Känzig, Diego ; Kanzig, Diego Raoul. In: MPRA Paper. RePEc:pra:mprapa:106249.

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2020Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Working papers. RePEc:rie:riecdt:69.

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2020Loan market markups and noncausal autoregressions. (2020). Kramkov, Viacheslav ; Maksimov, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0406.

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2020Estimation of productivity and markups with price dispersion: Evidence from Chinese manufacturing during economic transition. (2020). Zhao, Shunan ; Kumbhakar, Subal ; Qian, Bing. In: Southern Economic Journal. RePEc:wly:soecon:v:87:y:2020:i:2:p:666-699.

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2020Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37.

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2020Oil prices, exchange rates and interest rates. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:646.

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2020Understanding the estimation of oil demand and oil supply elasticities. (2020). Kilian, Lutz. In: CFS Working Paper Series. RePEc:zbw:cfswop:649.

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2020Joint Bayesian inference about impulse responses in VAR models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: CFS Working Paper Series. RePEc:zbw:cfswop:650.

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Recent citations received in 2019

YearCiting document
2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; von Sachs, R ; Barigozzi, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019024.

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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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2019A Regularized Factor-augmented Vector Autoregressive Model. (2019). Schnaitmann, Julie ; Daniele, Maurizio. In: Papers. RePEc:arx:papers:1912.06049.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019A Measure of Bindingness in the Irish Mortgage Market. (2019). Kelly, Robert ; Mazza, Elena. In: Financial Stability Notes. RePEc:cbi:fsnote:12/fs/19.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7902.

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2019Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection. (2019). Słoczyński, Tymon ; Advani, Arun ; Kitagawa, Toru. In: CAGE Online Working Paper Series. RePEc:cge:wacage:411.

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2019How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14047.

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2019Proxy VAR Models in a Data-Rich Environment. (2019). Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1831.

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2019The quantitative effects of tax foresight: Not all states are equal. (2019). Herrera, Ana María ; Rangaraju, Sandeep Kumar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:6.

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2019Estimation and model-based combination of causality networks among large US banks and insurance companies. (2019). Caporin, Massimiliano ; Panzica, Roberto ; Bonaccolto, Giovanni. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:1-21.

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2019Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area. (2019). ferroni, filippo ; Andrade, Philippe. In: Working Papers. RePEc:fip:fedbwp:87411.

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2019Asymptotically Valid Bootstrap Inference for Proxy SVARs. (2019). Lunsford, Kurt ; Jentsch, Carsen . In: Working Papers. RePEc:fip:fedcwq:190800.

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2019The Sustainable Development of Financial Inclusion: How Can Monetary Policy and Economic Fundamental Interact with It Effectively?. (2019). Peng, Jiangang ; Chen, QI ; Xu, Xuan ; Yin, Xuluo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2524-:d:227485.

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2019The Nexus between Political & Institutional Corruption Events with the Stock Market: A Study of Pakistan. (2019). Shamrez, Sundus Waqar. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:4:y:2019:i:1:p:59-71.

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2019Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2019n13.

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2019Governance and State-Owned Enterprises: How Costly is Corruption?. (2019). Sy, Mouhamadou ; Medas, Paulo ; Hackney, Clay ; Baum, Anja. In: IMF Working Papers. RePEc:imf:imfwpa:2019/253.

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2019The Impact of Internship Experience during Secondary Education on Schooling and Labour Market Outcomes. (2019). Neyt, Brecht ; Baert, Stijn ; Verhaest, Dieter. In: IZA Discussion Papers. RePEc:iza:izadps:dp12778.

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2019Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators. (2019). Denzer, Manuel. In: Working Papers. RePEc:jgu:wpaper:1916.

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2019The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach. (2019). Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1906.

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2019Uncertainty shocks in emerging economies. (2019). Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:277077821.

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2019Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:280730188.

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2019The Effect of SNAP on the Composition of Purchased Foods: Evidence and Implications. (2019). Shapiro, Jesse ; Hastings, Justine ; Kessler, Ryan E. In: NBER Working Papers. RePEc:nbr:nberwo:25953.

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2019The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment. (2019). Wright, Jonathan ; Stock, James ; Eberly, Janice. In: NBER Working Papers. RePEc:nbr:nberwo:26002.

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2019Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations. (2019). Imbens, Guido ; Athey, Susan ; Munro, Evan M ; Metzger, Jonas. In: NBER Working Papers. RePEc:nbr:nberwo:26566.

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2019The golden rule of banking: funding cost risks of bank business models. (2019). Scholz, Peter ; Grossmann, David. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:2:d:10.1057_s41261-018-0080-5.

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2019Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments. (2019). Fanelli, Luca ; Angelini, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:93864.

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2019The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission. (2019). Chen, Zhengyang. In: MPRA Paper. RePEc:pra:mprapa:96339.

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2019Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela S. In: Working Papers. RePEc:qmw:qmwecw:894.

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2019MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK. (2019). Vander Vennet, Rudi ; Meuleman, Elien . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/971.

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2019The Impact of Internship Experience During Secondary Education on Schooling and Labour Market Outcomes. (2019). Neyt, Brecht ; Baert, Stijn ; Verhaest, Dieter. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/980.

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2019Proxy VAR models in a data-rich environment. (2019). Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2019_03.

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2019Dealing with Endogenous Shocks in Dynamic Friendship Network. (2019). Marchenko, Maria. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp291.

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2019Endogenous Shocks in Social Networks: Exam Failures and Friends Future Performance. (2019). Marchenko, Maria. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp292.

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2019Dealing with Endogenous Shocks in Dynamic Friendship Network. (2019). Marchenko, Maria. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7099.

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2019Endogenous Shocks in Social Networks: Exam Failures and Friends Future Performance. (2019). Marchenko, Maria. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7100.

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2019How cluster‐robust inference is changing applied econometrics. (2019). MacKinnon, James. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:52:y:2019:i:3:p:851-881.

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2019Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection. (2019). Słoczyński, Tymon ; Advani, Arun ; Soczyski, Tymon ; Kitagawa, Toru. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1192.

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2019Measuring the Effects of Expectations Shocks. (2019). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:31.

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2019Improving oil price forecasts by sparse VAR methods. (2019). Sion, Sebastian Ruths ; Kruger, Jens . In: Darmstadt Discussion Papers in Economics. RePEc:zbw:darddp:237.

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2019The Impact of Internship Experience During Secondary Education on Schooling and Labour Market Outcomes. (2019). Neyt, Brecht ; Baert, Stijn ; Verhaest, Dieter. In: GLO Discussion Paper Series. RePEc:zbw:glodps:425.

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2019How forecast accuracy depends on conditioning assumptions. (2019). Schult, Christoph ; Heinisch, Katja ; Engelke, Carola. In: IWH Discussion Papers. RePEc:zbw:iwhdps:182019.

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2019Information Effects of Euro Area Monetary Policy. (2019). Kerssenfischer, Mark. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203524.

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2019Strategic grade retention. (2019). Bach, Maximilian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:19059.

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Recent citations received in 2018

YearCiting document
2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

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2018Measuring the Natural Rates of Interest in Germany and Italy. (2018). Bystrov, Victor ; Victor, Bystrov. In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2018.

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2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

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2018What Determines the Neutral Rate of Interest in an Emerging Economy?. (2018). Carrillo, Julio ; Jessica, Roldan-Pea ; Alonso, Rodriguez-Perez Cid ; Rocio, Elizondo ; Julio, Carrillo . In: Working Papers. RePEc:bdm:wpaper:2018-22.

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2018Assessing the Synchronicity and Nature of Australian State Business Cycles. (2018). Poon, Aubrey. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:372-390.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2018Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

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2018Les politiques dâobjectifs des banques centrales en perspective. (2018). Mojon, Benoit ; Jaillet, Pierre. In: Revue française d'économie. RePEc:cai:rferfe:rfe_183_0021.

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2018Superstar Economists: Coauthorship Networks and Research Output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Hsieh, Chih-Sheng ; Konig, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7309.

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2018What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers. (2018). Lim, Guay ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7366.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018Somatic Distance, Trust and Trade. (2018). Toubal, Farid ; Melitz, Jacques. In: Working Papers. RePEc:cii:cepidt:2018-11.

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2018Banking Technology in a Markov Switching Economy. (2018). Serletis, Apostolos ; Isakin, Maksim. In: Working Papers. RePEc:clg:wpaper:2018-18.

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2018Off the Radar: Exploring the Rise of Shadow Banking in the EU. (2018). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2018/16.

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2018Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case. (2018). Vlcek, Jan ; Hledik, Tibor. In: Working Papers. RePEc:cnb:wpaper:2018/7.

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2018The Forcasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13034.

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2018Superstar Economists: Coauthorship networks and research output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Konig, Michael ; Hsieh, Chih-Sheng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13239.

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2018Somatic Distance; Trust and Trade. (2018). Toubal, Farid ; Melitz, Jacques. In: Working Papers. RePEc:crs:wpaper:2018-11.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

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2018Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905.

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2018Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215.

Full description at Econpapers || Download The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43. (2018). Brand, Claus ; Bielecki, Marcin ; Penalver, Adrian. In: Occasional Paper Series. RePEc:ecb:ecbops:2018217.

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2018The natural rate of interest and the financial cycle. (2018). Krustev, Georgi. In: Working Paper Series. RePEc:ecb:ecbwps:20182168.

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2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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2018Time-varying Lasso. (2018). Kapetanios, George ; Zikes, Filip. In: Economics Letters. RePEc:eee:ecolet:v:169:y:2018:i:c:p:1-6.

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2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

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2018The effects of the Fed’s monetary tightening campaign on nonbank mortgage lending. (2018). Evans, Jocelyn D ; Robertson, Mari L. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:164-168.

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2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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2018A generalised stochastic volatility in mean VAR. (2018). Mumtaz, Haroon. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:10-14.

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2018Identifying latent grouped patterns in panel data models with interactive fixed effects. (2018). Su, Liangjun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:554-573.

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2018A robust test for network generated dependence. (2018). Prucha, Ingmar ; Liu, Xiaodong. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:92-113.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2018Inversion copulas from nonlinear state space models with an application to inflation forecasting. (2018). Smith, Michael Stanley ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:389-407.

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2018Does experience rating reduce sickness and disability claims? Evidence from policy kinks. (2018). Kyyra, Tomi ; Paukkeri, Tuuli. In: Journal of Health Economics. RePEc:eee:jhecon:v:61:y:2018:i:c:p:178-192.

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2018Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators. (2018). Pesaran, M ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:349.

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2018Superstar Economists: Coauthorship networks and research output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; König, Michael ; Hsieh, Chih-Sheng ; Konig, Michael D. In: Working Papers. RePEc:fip:fedlwp:2018-028.

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2018Monetary Policy across Space and Time. (2018). Matthes, Christian ; Liu, Laura ; Petrova, Katerina. In: Working Paper. RePEc:fip:fedrwp:18-14.

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2018Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review. (2018). Trapin, Luca ; Bee, Marco. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:45-:d:142858.

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2018Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_005.

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2018A Note on the Stability of the Swedish Philips Curve. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_006.

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2018Decentralization estimators for instrumental variable quantile regression models. (2018). Wüthrich, Kaspar ; Kaido, Hiroaki ; Wuthrich, Kaspar. In: CeMMAP working papers. RePEc:ifs:cemmap:72/18.

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2018Modeling Systemic Risk with Markov Switching Graphical SUR Models. (2018). Guidolin, Massimo ; Billio, Monica ; Bianchi, Daniele ; Casarin, Roberto. In: Working Papers. RePEc:igi:igierp:626.

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2018House Price Synchronicity, Banking Integration, and Global Financial Conditions. (2018). Alter, Adrian ; Seneviratne, Dulani ; Dokko, Jane. In: IMF Working Papers. RePEc:imf:imfwpa:2018/250.

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2018LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape. (2018). Umlauf, Nikolaus ; Kneib, Thomas ; Hambuckers, Julien ; Groll, Andreas . In: Working Papers. RePEc:inn:wpaper:2018-16.

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2018Household Collective Models: Three Decades of Theoretical Contributions and Empirical Evidence. (2018). Molina, José Alberto ; Donni, Olivier. In: IZA Discussion Papers. RePEc:iza:izadps:dp11915.

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2018Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2608.

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