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Journal of Applied Econometrics 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:jae:japmet:v:8:y:1993:i:3:p:231-47 Detrending, Stylized Facts and the Business Cycle. (1993). Journal of Applied Econometrics (2) RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118 Indirect Inference. (1993). Journal of Applied Econometrics (3) RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326 Bounds testing approaches to the analysis of level relationships (2001). Journal of Applied Econometrics (4) RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22 Computation and analysis of multiple structural change models (2003). Journal of Applied Econometrics (5) RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470 Mixed MNL models for discrete response (2000). Journal of Applied Econometrics (6) RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108 Convergence in International Output. (1995). Journal of Applied Econometrics (7) RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82 The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP. (1992). Journal of Applied Econometrics (8) RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18 Numerical Distribution Functions for Unit Root and Cointegration Tests. (1996). Journal of Applied Econometrics (9) RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28 Flexible Parametric Estimation of Duration and Competing Risk Models. (1990). Journal of Applied Econometrics (10) RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. (1999). Journal of Applied Econometrics (11) RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21 The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model. (1989). Journal of Applied Econometrics (12) RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53 Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests. (1986). Journal of Applied Econometrics (13) RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670 Loss function-based evaluation of DSGE models (2000). Journal of Applied Econometrics (14) RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60 Common Trends and Common Cycles. (1993). Journal of Applied Econometrics (15) RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61 The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous. (1996). Journal of Applied Econometrics (16) RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25 A Nonlinear Approach to US GNP. (1995). Journal of Applied Econometrics (17) RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576 Model uncertainty in cross-country growth regressions (2001). Journal of Applied Econometrics (18) RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36 Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. (1992). Journal of Applied Econometrics (19) RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84 Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions. (1993). Journal of Applied Econometrics (20) RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92 Growth and Convergence in Multi-country Empirical Stochastic Solow Model. (1997). Journal of Applied Econometrics (21) RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510 Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? (1999). Journal of Applied Econometrics (22) RePEc:jae:japmet:v:8:y:1993:i:4:p:361-81 How Does the Benefit Effect Vary as Unemployment Spells Lengthen'DONE' (1993). Journal of Applied Econometrics (23) RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465 Counterfactual decomposition of changes in wage distributions using quantile regression (2005). Journal of Applied Econometrics (24) RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84 Multiple Regimes and Cross-Country Growth Behaviour. (1995). Journal of Applied Econometrics (25) RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22 Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints. (1999). Journal of Applied Econometrics (26) RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59 Diagnostic Tests for Models Based on Individual Data: A Survey. (1989). Journal of Applied Econometrics (27) RePEc:jae:japmet:v:12:y:1997:i:3:p:281-94 Endogeneity in Count Data Models: An Application to Demand for Health Care. (1997). Journal of Applied Econometrics (28) RePEc:jae:japmet:v:4:y:1989:i:s:p:s145-59 Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models. (1989). Journal of Applied Econometrics (29) RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105 The Econometric Analysis of Models with Risk Terms. (1988). Journal of Applied Econometrics (30) RePEc:jae:japmet:v:7:y:1992:i:4:p:369-94 Stochastic Trends and Economic Fluctuations in a Small Open Economy. (1992). Journal of Applied Econometrics (31) RePEc:jae:japmet:v:6:y:1991:i:4:p:333-64 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends. (1991). Journal of Applied Econometrics (32) RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54 Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity (2005). Journal of Applied Econometrics (33) RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93 Stock Market Volatility and the Business Cycle. (1996). Journal of Applied Econometrics (34) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006). Journal of Applied Econometrics (35) RePEc:jae:japmet:v:1:y:1986:i:1:p:95-108 An Empirical Analysis of Self-employment in the U.K. (1986). Journal of Applied Econometrics (36) RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375 Robustness tests of the augmented Solow model (1998). Journal of Applied Econometrics (37) RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183 Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach (2005). Journal of Applied Econometrics (38) RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544 Does peer ability affect student achievement? (2003). Journal of Applied Econometrics (39) RePEc:jae:japmet:v:4:y:1989:i:1:p:23-39 A Double-Hurdle Model of Cigarette Consumption. (1989). Journal of Applied Econometrics (40) RePEc:jae:japmet:v:13:y:1998:i:5:p:435-461 Semiparametric estimation and consumer demand (1998). Journal of Applied Econometrics (41) RePEc:jae:japmet:v:12:y:1997:i:6:p:701-14 Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in EU Countries? (1997). Journal of Applied Econometrics (42) RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477 Estimating quadratic variation using realized variance (2002). Journal of Applied Econometrics (43) RePEc:jae:japmet:v:3:y:1988:i:4:p:307-14 The Information in the Term Structure: Some Further Results. (1988). Journal of Applied Econometrics (44) RePEc:jae:japmet:v:12:y:1997:i:2:p:133-50 Statistical Inference via Bootstrapping for Measures of Inequality. (1997). Journal of Applied Econometrics (45) RePEc:jae:japmet:v:13:y:1998:i:1:p:1-30 The dynamics of changes in the female wage distribution in the USA: a quantile regression approach (1998). Journal of Applied Econometrics (46) RePEc:jae:japmet:v:7:y:1992:i:2:p:175-89 Some Strange Properties of Panel Data Estimators. (1992). Journal of Applied Econometrics (47) RePEc:jae:japmet:v:4:y:1989:i:2:p:119-38 Tests of International CAPM with Time-Varying Covariances. (1989). Journal of Applied Econometrics (48) RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40 Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model. (1996). Journal of Applied Econometrics (49) RePEc:jae:japmet:v:12:y:1997:i:3:p:313-36 Demand for Medical Care by the Elderly: A Finite Mixture Approach. (1997). Journal of Applied Econometrics (50) RePEc:jae:japmet:v:12:y:1997:i:4:p:393-409 Testing for Convergence: Evidence from Non-parametric Multimodality Tests. (1997). Journal of Applied Econometrics Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 (1) RePEc:bri:uobdis:03/555 Measuring trend output: how useful are the Great Ratios? (2003). Department of Economics, University of Bristol, UK / Bristol Economics Discussion Papers (2) RePEc:cam:camdae:0306 How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? (2003). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (3) RePEc:ces:ceswps:_875 How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? (2003). CESifo GmbH / CESifo Working Paper Series (4) RePEc:ces:ceswps:_990 Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks (2003). CESifo GmbH / CESifo Working Paper Series (5) RePEc:cpr:ceprdp:3758 Is Official Exchange Rate Intervention Effective? (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (6) RePEc:cpr:ceprdp:4104 Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (7) RePEc:dgr:uvatin:20030069 Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers (8) RePEc:emo:wp2003:0301 The Decline In US Output Volatility: Structural Changes in Inventories or Sales? (2003). Department of Economics, Emory University (Atlanta) / Emory Economics (9) RePEc:fip:fedfer:y:2003:p:13-27 Productivity shocks and the unemployment rate (2003). Economic Review (10) RePEc:fip:fedkrw:rwp03-06 The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence (2003). Federal Reserve Bank of Kansas City / Research Working Paper (11) RePEc:fip:fedkrw:rwp03-11 Disaggregate evidence on the persistence of consumer price inflation (2003). Federal Reserve Bank of Kansas City / Research Working Paper (12) RePEc:hhs:osloec:2003_033 The Effects of Taxes and Socioeconomic Variables on Market Work and Home Production in Norway in the Years 1970 to 2000 (2003). Oslo University, Department of Economics / Memorandum (13) RePEc:max:cprwps:51 Social Interactions in Labor Supply (revised October 2005) (2003). Center for Policy Research, Maxwell School, Syracuse University / Center for Policy Research Working Papers (14) RePEc:mrr:papers:wp056 Labor Supply Flexibility and Portfolio Choice: An Empirical Analysis (2003). University of Michigan, Michigan Retirement Research Center / Working Papers (15) RePEc:msh:ebswps:2003-9 Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (16) RePEc:shf:wpaper:2003005 Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach (2003). The University of Sheffield, Department of Economics / Working Papers (17) RePEc:taf:apeclt:v:10:y:2003:i:15:p:985-988 Structural breaks in the U.S. inflation process: a further investigation (2003). Applied Economics Letters (18) RePEc:taf:applec:v:35:y:2003:i:9:p:1043-1051 Analysing the effects of labour standards on US export performance. A time series approach with structural change (2003). Applied Economics (19) RePEc:una:unccee:wp0803 Stock Market Cycles, Financial Liberalization and Volatility (2003). School of Economics and Business Administration, University of Navarra / Faculty Working Papers (20) RePEc:wpa:wuwpio:0309001 The Fall in British Electricity Prices: Market Rules, Market Structure, or Both? (2003). EconWPA / Industrial Organization Latest citations received in: 2002 (1) RePEc:bca:bocawp:02-15 Corporate Bond Spreads and the Business Cycle (2002). Bank of Canada / Working Papers (2) RePEc:cir:cirwor:2002s-63 Testing Normality: A GMM Approach (2002). CIRANO / CIRANO Working Papers (3) RePEc:cir:cirwor:2002s-90 Analytic Evaluation of Volatility Forecasts (2002). CIRANO / CIRANO Working Papers (4) RePEc:cir:cirwor:2002s-91 Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). CIRANO / CIRANO Working Papers (5) RePEc:cir:cirwor:2002s-93 ARMA Representation of Integrated and Realized Variances (2002). CIRANO / CIRANO Working Papers (6) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (7) RePEc:dgr:eureir:2002289 Modeling dynamic effects of promotion on interpurchase times (2002). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (8) RePEc:ebl:ecbull:v:3:y:2002:i:11:p:1-13 Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data (2002). Economics Bulletin (9) RePEc:ema:worpap:2002-29 Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration (2002). THEMA / Working papers (10) RePEc:iza:izadps:dp657 Employment Consequences of Restrictive Permanent Contracts: Evidence from Spanish Labor Market Reforms (2002). Institute for the Study of Labor (IZA) / IZA Discussion Papers (11) RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477 Estimating quadratic variation using realized variance (2002). Journal of Applied Econometrics (12) RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508 A theoretical comparison between integrated and realized volatility (2002). Journal of Applied Econometrics (13) RePEc:man:cgbcrp:11 Domestic and International Influences on Business Cycle Regimes in Europe (2002). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series (14) RePEc:man:cgbcrp:15 The Prediction of Business Cycle Phases: Financial Variables and International Linkages (2002). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series (15) RePEc:mtl:montde:2002-21 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (16) RePEc:mtl:montec:21-2002 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (17) RePEc:nbr:nberwo:9372 PPP Strikes Back: Aggregation and the Real Exchange Rate (2002). National Bureau of Economic Research, Inc / NBER Working Papers (18) 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 (19) 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 (20) 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 (21) RePEc:ste:nystbu:02-16 Fixed and Random Effects in Stochastic Frontier Models (2002). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers (22) RePEc:upf:upfgen:651 Employment Consequences of Restrictive Permanent Contracts: Evidence from Spanish Labor Market Reforms (2002). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (23) 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:169-182 Teaching Statistics and Econometrics to Undergraduates (2001). Journal of Economic Perspectives (2) RePEc:att:wimass:20013 On the empirics of social capital (2001). Wisconsin Madison - Social Systems / Working papers (3) RePEc:chb:bcchwp:128 Price Inflation and Exchange Rate Pass-Through in Chile (2001). Central Bank of Chile / Working Papers Central Bank of Chile (4) RePEc:cre:crefwp:130 Animal Spirits meets Creative Destruction (2001). CREFE, Université du Québec à Montréal / Cahiers de recherche CREFE / CREFE Working Papers (5) RePEc:dgr:kubcen:200136 Animal spirits meets creative destruction (2001). Tilburg University, Center for Economic Research / Discussion Paper (6) RePEc:hhs:rbnkwp:0120 Forecast-based Monetary Policy in Sweden 1992-1998: A View from Within (2001). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (7) RePEc:lsu:lsuwpp:2006-01 Initial Conditions, European Colonialism and Africas Growth (2001). Department of Economics, Louisiana State University / Departmental Working Papers (8) RePEc:nst:samfok:0502 Econometric Inflation Targeting (2001). Department of Economics, Norwegian University of Science and Technology / Working Paper Series (9) RePEc:wop:humbsf:2001-26 A Joint Test of Fractional Cyclic Integration and a Linear Time Trend (2001). Humboldt Universitaet Berlin / Sonderforschungsbereich 373 (10) RePEc:wpa:wuwpem:0110003 Bayesian Modelling of Catch in a Northwest Atlantic Fishery (2001). EconWPA / Econometrics Latest citations received in: 2000 (1) RePEc:bai:series:wp0007 Welfare analysis of fiscal reforms in Europe: Does the representation of family decision processes matter? Evidence from Italy (2000). Dipartimento di Scienze Economiche - Università di Bari / series (2) RePEc:cdl:econwp:1024 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths (2000). Department of Economics, Institute for Business and Economic Research, UC Berkeley / Department of Economics, Working Paper Series (3) RePEc:cdl:econwp:1035 Halton Sequences for Mixed Logit (2000). Department of Economics, Institute for Business and Economic Research, UC Berkeley / Department of Economics, Working Paper Series (4) RePEc:dgr:eureir:2000200 Smooth transition autoregressive models - A survey of recent developments (2000). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (5) RePEc:ecm:wc2000:1094 On Measuring the Welfare Cost of Business Cycles (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers (6) RePEc:hhs:hastef:0384 Inflation Forecast Uncertainty (2000). Stockholm School of Economics / Working Paper Series in Economics and Finance (7) RePEc:hhs:uunewp:2000_017 Sluggishness, Endogeneity and the Demand for Local Public Services (2000). Uppsala University, Department of Economics / Working Paper Series (8) RePEc:ssb:dispap:264 Multinomial Choice and Selectivity (2000). Research Department of Statistics Norway / Discussion Papers (9) RePEc:ucb:calbwp:e00-274 Customer-Specific Taste Parameters and Mixed Logit: Households Choice of Electricity Supplier. (2000). University of California at Berkeley / Economics Working Papers (10) RePEc:ucb:calbwp:e00-278 Halton Sequences for Mixed Logit. (2000). University of California at Berkeley / Economics Working Papers (11) RePEc:wiw:wiwrsa:ersa00p269 IMPACT OF EXPECTED EARNINGS ON INTERREGIONAL MIGRATION DECISIONS IN FINLAND (2000). European Regional Science Association / ERSA conference 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. |
