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Duke University, Department of Economics / Working Papers 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:duk:dukeec:02-16 Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002). Duke University, Department of Economics / Working Papers (2) RePEc:duk:dukeec:02-03 Alternative Models for Stock Price Dynamic (2002). Duke University, Department of Economics / Working Papers (3) RePEc:duk:dukeec:95-36 Estimation of Stochastic Volatility Models with Diagnostics (1995). Duke University, Department of Economics / Working Papers (4) RePEc:duk:dukeec:97-09 Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions (1997). Duke University, Department of Economics / Working Papers (5) RePEc:duk:dukeec:02-12 Modeling and Forecasting Realized Volatility (2002). Duke University, Department of Economics / Working Papers (6) RePEc:duk:dukeec:95-37 Aggregate Population and Economic Growth Correlations: The Role of the Components of Demographic Change (1995). Duke University, Department of Economics / Working Papers (7) RePEc:duk:dukeec:96-17 Qualitative and Asymptotic Performance of SNP Density Estimators (1996). Duke University, Department of Economics / Working Papers (8) RePEc:duk:dukeec:98-02 Empirical Puzzles of Chilean Stabilization Policy (1998). Duke University, Department of Economics / Working Papers (9) RePEc:duk:dukeec:02-06 Efficient Method of Moments (2002). Duke University, Department of Economics / Working Papers (10) RePEc:duk:dukeec:95-20 Which Moments to Match (1995). Duke University, Department of Economics / Working Papers (11) RePEc:duk:dukeec:95-42 New Minimum Chi-Square Methods in Empirical Finance (1995). Duke University, Department of Economics / Working Papers (12) RePEc:duk:dukeec:97-30 The Syndrome of Exchange-Rate-Based Stabilizations and the Uncertain Duration of Currency Pegs (1997). Duke University, Department of Economics / Working Papers (13) RePEc:duk:dukeec:97-02 Rural-Urban Disparity and Sectoral Labor Allocation in China (1997). Duke University, Department of Economics / Working Papers (14) RePEc:duk:dukeec:02-13 Introducing School Choice into Multi-District Public School Systems (2002). Duke University, Department of Economics / Working Papers (15) RePEc:duk:dukeec:97-19 The Economics of Giving (1997). Duke University, Department of Economics / Working Papers (16) RePEc:duk:dukeec:97-26 Rational Herd Behavior and the Globalization of Securities Markets (1997). Duke University, Department of Economics / Working Papers (17) RePEc:duk:dukeec:98-12 Public School Segregation in Metropolitan Areas (1998). Duke University, Department of Economics / Working Papers (18) RePEc:duk:dukeec:95-26 SNP: A Program for Nonparametric Time Series Analysis. Version 8.4. Users Guide (1995). Duke University, Department of Economics / Working Papers (19) RePEc:duk:dukeec:00-19 Oligopoly Banking and Capital Accumulation (2000). Duke University, Department of Economics / Working Papers (20) RePEc:duk:dukeec:00-02 Peer Effects, Financial Aid, and Selection of Students into Colleges and Universities: An Empirical Analysis (2000). Duke University, Department of Economics / Working Papers (21) RePEc:duk:dukeec:95-09 Education and Off-Farm Work (1995). Duke University, Department of Economics / Working Papers (22) RePEc:duk:dukeec:02-08 Confidence Intervals for Half-life Deviations from Purchasing Power Parity (2002). Duke University, Department of Economics / Working Papers (23) RePEc:duk:dukeec:02-17 School Finance, Spatial Income Segregation and the Nature of Communities (2002). Duke University, Department of Economics / Working Papers (24) RePEc:duk:dukeec:01-07 Factor Taxation with Heterogeneous Agents (2001). Duke University, Department of Economics / Working Papers (25) RePEc:duk:dukeec:01-03 Fiscal Policy with Heterogeneous Agents and Incomplete Markets (2001). Duke University, Department of Economics / Working Papers (26) RePEc:duk:dukeec:95-05 Temporal Reliability of Estimates from Contingent Valuation (1995). Duke University, Department of Economics / Working Papers (27) RePEc:duk:dukeec:95-02 Volume, Volatility and Leverage: A Dynamic Analysis (1995). Duke University, Department of Economics / Working Papers (28) RePEc:duk:dukeec:01-05 Financial Globalization and Real Regionalization (2001). Duke University, Department of Economics / Working Papers (29) RePEc:duk:dukeec:02-18 The Impact of Jumps in Volatility and Returns (2002). Duke University, Department of Economics / Working Papers (30) RePEc:duk:dukeec:00-01 On the Benefits of Dollarization when Stabilization Policy Is Not Credible and Financial Markets are Imperfect (2000). Duke University, Department of Economics / Working Papers (31) RePEc:duk:dukeec:96-02 Nonparametric Estimation of a Survivor Function with Across-Interval-Censored Data (1996). Duke University, Department of Economics / Working Papers (32) RePEc:duk:dukeec:95-17 Referendum Design and Contingent Valuation: TheNOAA Panels No-Vote Recommendation (1995). Duke University, Department of Economics / Working Papers (33) RePEc:duk:dukeec:99-08 North-South Technological Diffusion: A New Case for Dynamic Gains from Trade (1999). Duke University, Department of Economics / Working Papers (34) RePEc:duk:dukeec:02-09 Simulated Score Methods and Indirect Inference for Continuous-time Models (2002). Duke University, Department of Economics / Working Papers (35) RePEc:duk:dukeec:04-05 Efficient Allocations with Moral Hazard and Hidden Borrowing and Lending (2004). Duke University, Department of Economics / Working Papers (36) RePEc:duk:dukeec:07-04 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (2007). Duke University, Department of Economics / Working Papers (37) RePEc:duk:dukeec:05-11 Public Information and Electoral Bias (2005). Duke University, Department of Economics / Working Papers (38) RePEc:duk:dukeec:95-21 A Mixture Model of Willingness to Pay Distributions (1995). Duke University, Department of Economics / Working Papers (39) RePEc:duk:dukeec:06-04 Asymptotic Properties for a Class of Partially Identified Models (2006). Duke University, Department of Economics / Working Papers (40) RePEc:duk:dukeec:97-17 Procedural cum Endstate Justice: An Implementation Viewpoint (1997). Duke University, Department of Economics / Working Papers (41) RePEc:duk:dukeec:98-03 Priority Rules and Other Inequitable Rationing Methods (1998). Duke University, Department of Economics / Working Papers (42) RePEc:duk:dukeec:98-10 Approximate Distributions in Essentially Linear Models (1998). Duke University, Department of Economics / Working Papers (43) RePEc:duk:dukeec:03-10 Privacy in Competitive Markets (2003). Duke University, Department of Economics / Working Papers (44) RePEc:duk:dukeec:96-31 Strategyproof Sharing of Submodular Access Costs: Budget Balance versus Efficiency (1996). Duke University, Department of Economics / Working Papers (45) RePEc:duk:dukeec:95-56 Education in Production: Measuring Labor Quality and Management (1995). Duke University, Department of Economics / Working Papers (46) RePEc:duk:dukeec:02-05 Optimal Tests for Nested Model Selection with Underlying Parameter Instability (2002). Duke University, Department of Economics / Working Papers (47) RePEc:duk:dukeec:95-55 Econometric Analysis of Sequential Discrete Choice Models (1995). Duke University, Department of Economics / Working Papers (48) RePEc:duk:dukeec:96-21 Was the NOAA Panel Correct about Contingent Valuation? (1996). Duke University, Department of Economics / Working Papers (49) RePEc:duk:dukeec:95-46 The Supply of Childrens Time to Disabled Elderly Parents (1995). Duke University, Department of Economics / Working Papers (50) RePEc:duk:dukeec:03-23 Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure (2003). Duke University, Department of Economics / Working Papers Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 (1) RePEc:emo:wp2003:0326 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure (2003). Department of Economics, Emory University (Atlanta) / Emory Economics Latest citations received in: 2002 (1) RePEc:cir:cirwor:2002s-02 Financial Asset Returns, Market Timing, and Volatility Dynamics (2002). CIRANO / CIRANO Working Papers (2) RePEc:cir:cirwor:2002s-03 Macro Surprises And Short-Term Behaviour In Bond Futures (2002). CIRANO / CIRANO Working Papers (3) RePEc:cir:cirwor:2002s-58 Alternative Models for Stock Price Dynamics (2002). CIRANO / CIRANO Working Papers (4) RePEc:cir:cirwor:2002s-63 Testing Normality: A GMM Approach (2002). CIRANO / CIRANO Working Papers (5) RePEc:cir:cirwor:2002s-90 Analytic Evaluation of Volatility Forecasts (2002). CIRANO / CIRANO Working Papers (6) RePEc:cir:cirwor:2002s-92 ARMA Representation of Two-Factor Models (2002). CIRANO / CIRANO Working Papers (7) RePEc:cir:cirwor:2002s-93 ARMA Representation of Integrated and Realized Variances (2002). CIRANO / CIRANO Working Papers (8) RePEc:ecb:ecbwps:20020194 Sensitivity analysis of volatility - a new tool for risk management. (2002). European Central Bank / Working Paper Series (9) RePEc:ecb:ecbwps:20020200 Interdependence between the euro area and the US: what role for EMU? (2002). European Central Bank / Working Paper Series (10) RePEc:fip:fedfap:2002-13 Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model (2002). Federal Reserve Bank of San Francisco / Working Papers in Applied Economic Theory (11) RePEc:fip:fedfap:2002-15 The impact of financial frictions on a small open economy: when current account borrowing hits a limit (2002). Federal Reserve Bank of San Francisco / Working Papers in Applied Economic Theory (12) RePEc:fip:fedgfe:2002-45 Insolvency or liquidity squeeze? Explaining very short-term corporate yield spreads (2002). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (13) RePEc:fip:fedkrw:rwp02-05 Forecast-based model selection in the presence of structural breaks (2002). Federal Reserve Bank of Kansas City / Research Working Paper (14) RePEc:ide:wpaper:1037 Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions (2002). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers (15) RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477 Estimating quadratic variation using realized variance (2002). Journal of Applied Econometrics (16) 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 (17) RePEc:msh:ebswps:2002-19 Influence Diagnostics in GARCH Processes (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (18) RePEc:msh:ebswps:2002-2 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (19) RePEc:mtl:montde:2002-14 Testing Normality : A GMM Approach (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (20) RePEc:nbr:nberwo:9056 On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach (2002). National Bureau of Economic Research, Inc / NBER Working Papers (21) RePEc:nuf:econwp:0213 Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics (2002). Economics Group, Nuffield College, University of Oxford / Economics Papers (22) RePEc:nuf:econwp:0221 Measuring and forecasting financial variability using realised variance with and without a model (2002). Economics Group, Nuffield College, University of Oxford / Economics Papers (23) RePEc:sbs:wpsefe:2002fe03 Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics (2002). Oxford Financial Research Centre / OFRC Working Papers Series (24) RePEc:taf:jpolrf:v:5:y:2002:i:3:p:127-131 Is Talk Cheap? (2002). Journal of Policy Reform (25) 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:red:issued:v:4:y:2001:i:2:p:406-437 Idiosyncratic Risk in the United States and Sweden: Is There a Role for Government Insurance? (2001). Review of Economic Dynamics Latest citations received in: 2000 (1) RePEc:nbr:nberwo:7768 On the Instability of Variance Decompositions of the Real Exchange Rate across Exchange-Rate-Regimes: Evidence from Mexico and the United States (2000). National Bureau of Economic Research, Inc / NBER Working Papers 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. |
