|
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Journal of Business and Economic Statistics Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63 Comparing Predictive Accuracy. (1995). Journal of Business and Economic Statistics (2) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70 Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. (1992). Journal of Business and Economic Statistics (3) RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29 A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. (2002). Journal of Business and Economic Statistics (4) RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79 Estimation and Inference in Two-Step Econometric Models. (1985). Journal of Business and Economic Statistics (5) RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62 Testing for a Unit Root in a Time Series with a Changing Mean. (1990). Journal of Business and Economic Statistics (6) RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61 Natural and Quasi-experiments in Economics. (1995). Journal of Business and Economic Statistics (7) RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89 Bayesian Analysis of Stochastic Volatility Models. (1994). Journal of Business and Economic Statistics (8) RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59 Tests for Unit Roots: A Monte Carlo Investigation. (1989). Journal of Business and Economic Statistics (9) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87 Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. (1992). Journal of Business and Economic Statistics (10) RePEc:bes:jnlbes:v:11:y:1993:i:4:p:369-80 Testing for Common Features. (1993). Journal of Business and Economic Statistics (11) RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62 Macroeconomic Forecasting Using Diffusion Indexes. (2002). Journal of Business and Economic Statistics (12) RePEc:bes:jnlbes:v:17:y:1999:i:1:p:74-90 Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification. (1999). Journal of Business and Economic Statistics (13) RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53 When Do Long-Run Identifying Restrictions Give Reliable Results? (1997). Journal of Business and Economic Statistics (14) RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30 Evidence on Structural Instability in Macroeconomic Time Series Relations. (1996). Journal of Business and Economic Statistics (15) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20 Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. (1992). Journal of Business and Economic Statistics (16) RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80 Finite-Sample Properties of Some Alternative GMM Estimators. (1996). Journal of Business and Economic Statistics (17) RePEc:bes:jnlbes:v:7:y:1989:i:3:p:297-305 The Message in Daily Exchange Rates: A Conditional-Variance Tale. (1989). Journal of Business and Economic Statistics (18) RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95 Testing for Common Features: Reply. (1993). Journal of Business and Economic Statistics (19) RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68 Estimating Potential Output as a Latent Variable. (1994). Journal of Business and Economic Statistics (20) RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34 Persistence in Variance, Structural Change, and the GARCH Model. (1990). Journal of Business and Economic Statistics (21) RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74 Production Frontiers and Panel Data. (1984). Journal of Business and Economic Statistics (22) RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79 Permanent Income, Current Income, and Consumption. (1990). Journal of Business and Economic Statistics (23) RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35 Estimation of Common Long-Memory Components in Cointegrated Systems. (1995). Journal of Business and Economic Statistics (24) RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82 Regime Switches in Interest Rates. (2002). Journal of Business and Economic Statistics (25) RePEc:bes:jnlbes:v:14:y:1996:i:3:p:353-66 Small-Sample Bias in GMM Estimation of Covariance Structures. (1996). Journal of Business and Economic Statistics (26) RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27 Trends and Cycles in Macroeconomic Time Series. (1985). Journal of Business and Economic Statistics (27) RePEc:bes:jnlbes:v:17:y:1999:i:1:p:22-35 Humps and Bumps in Lifetime Consumption. (1999). Journal of Business and Economic Statistics (28) RePEc:bes:jnlbes:v:20:y:2002:i:1:p:45-59 Tests for Parameter Instability in Regressions with I(1) Processes. (2002). Journal of Business and Economic Statistics (29) RePEc:bes:jnlbes:v:5:y:1987:i:4:p:437-42 Vector Autoregressions and Reality. (1987). Journal of Business and Economic Statistics (30) RePEc:bes:jnlbes:v:3:y:1985:i:1:p:14-22 Business Location Decisions in the United States: Estimates of the Effects of Unionization, Taxes, and Other Characteristics of States. (1985). Journal of Business and Economic Statistics (31) RePEc:bes:jnlbes:v:12:y:1994:i:3:p:299-308 Business-Cycle Phases and Their Transitional Dynamics. (1994). Journal of Business and Economic Statistics (32) RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70 Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. (1994). Journal of Business and Economic Statistics (33) RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11 Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates. (1998). Journal of Business and Economic Statistics (34) RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59 Tests for Forecast Encompassing. (1998). Journal of Business and Economic Statistics (35) RePEc:bes:jnlbes:v:3:y:1985:i:3:p:254-83 Estimating Gross Labor-Force Flows. (1985). Journal of Business and Economic Statistics (36) RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65 A Simple Nonparametric Test of Predictive Performance. (1992). Journal of Business and Economic Statistics (37) RePEc:bes:jnlbes:v:16:y:1998:i:4:p:388-99 Asymptotic Inference on Cointegrating Rank in Partial Systems. (1998). Journal of Business and Economic Statistics (38) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:237-50 Searching for a Break in GNP. (1992). Journal of Business and Economic Statistics (39) RePEc:bes:jnlbes:v:12:y:1994:i:2:p:187-204 Approximately Median-Unbiased Estimation of Autoregressive Models. (1994). Journal of Business and Economic Statistics (40) RePEc:bes:jnlbes:v:12:y:1994:i:3:p:269-77 Inventories and the Three Phases of the Business Cycle. (1994). Journal of Business and Economic Statistics (41) RePEc:bes:jnlbes:v:11:y:1993:i:1:p:103-12 A Fractional Cointegration Analysis of Purchasing Power Parity. (1993). Journal of Business and Economic Statistics (42) RePEc:bes:jnlbes:v:11:y:1993:i:1:p:1-15 Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts. (1993). Journal of Business and Economic Statistics (43) RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49 Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data. (1999). Journal of Business and Economic Statistics (44) RePEc:bes:jnlbes:v:10:y:1992:i:2:p:229-35 Inequality Constraints in the Univariate GARCH Model. (1992). Journal of Business and Economic Statistics (45) RePEc:bes:jnlbes:v:13:y:1995:i:4:p:409-17 Sustainability of the Deficit Process with Structural Shifts. (1995). Journal of Business and Economic Statistics (46) RePEc:bes:jnlbes:v:15:y:1997:i:3:p:300-309 Reconciling the Old and New Census Bureau Education Questions: Recommendations for Researchers. (1997). Journal of Business and Economic Statistics (47) RePEc:bes:jnlbes:v:9:y:1991:i:4:p:345-59 Semiparametric ARCH Models. (1991). Journal of Business and Economic Statistics (48) RePEc:bes:jnlbes:v:8:y:1990:i:1:p:31-34 Solving the Stochastic Growth Model by Parameterizing Expectations. (1990). Journal of Business and Economic Statistics (49) RePEc:bes:jnlbes:v:13:y:1995:i:2:p:225-35 Split-Sample Instrumental Variables Estimates of the Return to Schooling. (1995). Journal of Business and Economic Statistics (50) RePEc:bes:jnlbes:v:10:y:1992:i:2:p:193-200 A Note on Identification in the Multinomial Probit Model. (1992). Journal of Business and Economic Statistics Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 (1) RePEc:anp:en2003:e75 Business Cycle in the Industrial Production of Brazilian States (2003). ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] / Anais do XXXI Enc (2) RePEc:cdl:ucsdec:2003-11 A Consistent Characteristic-Fuction-Based Test for Conditional Independence (2003). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (3) RePEc:cir:cirwor:2003s-33 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models (2003). CIRANO / CIRANO Working Papers (4) RePEc:dgr:eureir:2003320 Modeling category-level purchase timing with Brand-level marketing (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (5) RePEc:dgr:eureir:2003326 Analytical quasi maximum likelihood inference in multivariate volatility models (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (6) RePEc:fgv:epgrbe:4596 The NAIRU, Unemployment and the Rate of Inflation in Brazil (2003). Revista Brasileira de Economia (7) RePEc:gue:guelph:2003-7 Estimates of Semiparametric Equivalence Scales (2003). University of Guelph, Department of Economics / Working Papers (8) RePEc:hhs:rbnkwp:0150 Bayes Estimators of the Cointegration Space (2003). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (9) RePEc:ibm:ibmecp:wpe_37 Structural Break Threshold VARs for Predicting US Recessions using the Spread (2003). Ibmec Working Paper, Ibmec São Paulo / Ibmec Working Papers (10) RePEc:ivi:wpasad:2003-33 VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA (2003). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie AD (11) RePEc:ivi:wpasad:2003-35 PREFERENCE SHOCKS FROM AGGREGATION: TIME SERIES DATA EVIDENCE (2003). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie AD (12) RePEc:iza:izadps:dp873 The Impact of Office Machinery and Computer Capital on the Demand for Heterogeneous Labour (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers (13) RePEc:man:cgbcrp:36 Testing for Volatility Changes in US Macroeconomic Time Series (2003). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series (14) RePEc:man:sespap:0331 The Business Cycle in a Financially Deregulated Context: Theory and Evidence (2003). School of Economics, The University of Manchester / The School of Economics Discussion Paper Series (15) RePEc:mtl:montde:2003-09 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models (2003). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (16) RePEc:mtl:montec:07-2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models (2003). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (17) RePEc:ore:uoecwp:2003-38 Superfund Taint and Neighborhood Change: Ethnicity, Age Distributions, and Household Structure (2003). University of Oregon Economics Department / University of Oregon Economics Department Working Papers (18) RePEc:rut:rutres:200309 Forecasting economic and financial time-series with non-linear models (2003). Rutgers University, Department of Economics / Departmental Working Papers (19) RePEc:zbw:zewdip:1018 Publicly Funded R&D Collaborations and Patent Outcome in Germany (2003). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers (20) RePEc:zbw:zewdip:1019 Extent and Evolution of the Productivity Gap in Eastern Germany (2003). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Latest citations received in: 2002 (1) RePEc:bar:bedcje:200279 Level shifts in a panel data based unit root test. An application to the rate of unemployment (2002). Universitat de Barcelona. Espai de Recerca en Economia / Working Papers in Economics (2) RePEc:bro:econwp:2002-26 Specification Testing and Semiparametric Estimation of Regime Switching Models: An Examination of the US Short Term Interest Rate (2002). Brown University, Department of Economics / Working Papers (3) RePEc:cpr:ceprdp:3312 Instability and Non-Linearity in the EMU (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:cpr:ceprdp:3332 Uncertainty and Consumer Durables Adjustment (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (5) RePEc:cpr:ceprdp:3529 Forecasting EMU Macroeconomic Variables (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (6) RePEc:cpr:ceprdp:3632 Income Variance Dynamics and Heterogeneity (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (7) RePEc:del:abcdef:2002-15 Money, Inflation and output in Romania, 1992-2000. (2002). DELTA (Ecole normale supérieure) / DELTA Working Papers (8) RePEc:dgr:umamet:2002060 European Financial Market Integration: Evidence on the Emergence of a Single Eurozone Retail Banking Market (2002). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (9) RePEc:fip:fedbwp:02-3 Estimating the Euler equation for output (2002). Federal Reserve Bank of Boston / Working Papers (10) RePEc:hhb:aarfin:2002_013 Regime Switching in the Yield Curve (2002). Aarhus School of Business, Department of Finance / Working Papers (11) RePEc:lev:wrkpap:358 Threshold Effects in the U.S. Budget Deficit (2002). Levy Economics Institute, The / Economics Working Paper Archive (12) RePEc:mlb:wpaper:862 Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory (2002). The University of Melbourne / Department of Economics - Working Papers Series (13) RePEc:msh:ebswps:2002-17 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (14) RePEc:qld:uq2004:307 Output Adjustment in Developing Countries: a Structural Var Approach (2002). School of Economics, University of Queensland, Australia / Working Papers Series (15) RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421 Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors (2002). European Journal of Finance (16) RePEc:taf:jitecd:v:11:y:2002:i:1:p:77-98 Capital controls, capital flows and external crises: evidence from India (2002). Journal of International Trade & Economic Development (17) RePEc:wop:humbsf:2002-12 Money and Prices: An I(2) Analysis for the Euro Area (2002). Humboldt Universitaet Berlin / Sonderforschungsbereich 373 (18) RePEc:wop:pennin:02-27 Parametric and Nonparametric Volatility Measurement (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers Latest citations received in: 2001 (1) RePEc:aea:jecper:v:15:y:2001:i:4:p:87-100 Applications of Generalized Method of Moments Estimation (2001). Journal of Economic Perspectives (2) RePEc:dgr:uvatin:20010029 Inflation, Forecast Intervals and Long Memory Regression Models (2001). Tinbergen Institute / Tinbergen Institute Discussion Papers (3) RePEc:ebg:heccah:0740 Portfolio allocation in transition economies (2001). Groupe HEC / Les Cahiers de Recherche (4) RePEc:eui:euiwps:eco2001/09 Returns to Education in Germany: A Variable Treatment Intensity Approach (2001). European University Institute / Economics Working Papers (5) RePEc:fep:journl:v:14:y:2001:i:2:p:65-83 Fiscal policy and interest rates in a small open economy (2001). Finnish Economic Papers (6) RePEc:fip:fedgfe:2001-49 Estimating stochastic volatility diffusion using conditional moments of integrated volatility (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (7) RePEc:fip:fedhwp:wp-01-15 Recovering risk aversion from options (2001). Federal Reserve Bank of Chicago / Working Paper Series (8) RePEc:fip:fedkrw:rwp01-14 Evaluating long-horizon forecasts (2001). Federal Reserve Bank of Kansas City / Research Working Paper (9) RePEc:iza:izadps:dp369 Individuals Unemployment Durations over the Business Cycle (2001). Institute for the Study of Labor (IZA) / IZA Discussion Papers (10) RePEc:rea:inrawp:21 Multitask moral hazard, incentive contracts and land value (2001). French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse) / Economics Working Paper Archive (Toulouse) Latest citations received in: 2000 (1) RePEc:bdr:borrec:161 Bayesian Model Estimation and Selection for the Weekly Colombian Exchange Rate (2000). Banco de la Republica de Colombia / Borradores de Economia (2) RePEc:bro:econwp:2000-20 Structural Changes in the Cointegrated Vector Autoregressive Model (2000). Brown University, Department of Economics / Working Papers (3) RePEc:col:000094:002060 Bayesian Model Estimation and Selection for the Weekly Colombian Exchange Rate (2000). TITULARIZADORA COLOMBIANA / INFORMES (4) RePEc:ecm:wc2000:0364 Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers (5) RePEc:ecm:wc2000:1802 Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers (6) RePEc:fip:fedfap:2000-21 Evaluating covariance matrix forecasts in a value-at-risk framework (2000). Federal Reserve Bank of San Francisco / Working Papers in Applied Economic Theory (7) RePEc:fip:fedgif:682 Exact confidence intervals for impulse responses in a Gaussian vector autoregression (2000). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (8) RePEc:fth:washer:0011 Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? (2000). Department of Economics at the University of Washington / Discussion Papers in Economics at the University of Washington (9) RePEc:mlb:wpaper:749 Exchange Rate Volatility and Macroeconomic Performance in Hong Kong. (2000). The University of Melbourne / Department of Economics - Working Papers Series (10) RePEc:nbr:nberwo:7994 Wages, Productivity, and the Dynamic Interaction of Businesses and Workers (2000). National Bureau of Economic Research, Inc / NBER Working Papers (11) RePEc:wop:humbsf:2000-71 The Polish Crawling Peg System: A Cointegration Analysis (2000). Humboldt Universitaet Berlin / Sonderforschungsbereich 373 Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
