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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). (2) RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118 Indirect Inference. (1993). (3) RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326 Bounds testing approaches to the analysis of level relationships (2001). (4) RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22 Computation and analysis of multiple structural change models (2003). (5) RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470 Mixed MNL models for discrete response (2000). (6) RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108 Convergence in International Output. (1995). (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). (8) RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18 Numerical Distribution Functions for Unit Root and Cointegration Tests. (1996). (9) RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28 Flexible Parametric Estimation of Duration and Competing Risk Models. (1990). (10) RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. (1999). (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). (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). (13) RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670 Loss function-based evaluation of DSGE models (2000). (14) RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60 Common Trends and Common Cycles. (1993). (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). (16) RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25 A Nonlinear Approach to US GNP. (1995). (17) RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576 Model uncertainty in cross-country growth regressions (2001). (18) RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36 Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. (1992). (19) RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84 Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions. (1993). (20) RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92 Growth and Convergence in Multi-country Empirical Stochastic Solow Model. (1997). (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). (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). (23) RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465 Counterfactual decomposition of changes in wage distributions using quantile regression (2005). (24) RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84 Multiple Regimes and Cross-Country Growth Behaviour. (1995). (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). (26) RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59 Diagnostic Tests for Models Based on Individual Data: A Survey. (1989). (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). (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). (29) RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105 The Econometric Analysis of Models with Risk Terms. (1988). (30) RePEc:jae:japmet:v:7:y:1992:i:4:p:369-94 Stochastic Trends and Economic Fluctuations in a Small Open Economy. (1992). (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). (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). (33) RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93 Stock Market Volatility and the Business Cycle. (1996). (34) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006). (35) RePEc:jae:japmet:v:1:y:1986:i:1:p:95-108 An Empirical Analysis of Self-employment in the U.K. (1986). (36) RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375 Robustness tests of the augmented Solow model (1998). (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). (38) RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544 Does peer ability affect student achievement? (2003). (39) RePEc:jae:japmet:v:4:y:1989:i:1:p:23-39 A Double-Hurdle Model of Cigarette Consumption. (1989). (40) RePEc:jae:japmet:v:13:y:1998:i:5:p:435-461 Semiparametric estimation and consumer demand (1998). (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). (42) RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477 Estimating quadratic variation using realized variance (2002). (43) RePEc:jae:japmet:v:3:y:1988:i:4:p:307-14 The Information in the Term Structure: Some Further Results. (1988). (44) RePEc:jae:japmet:v:12:y:1997:i:2:p:133-50 Statistical Inference via Bootstrapping for Measures of Inequality. (1997). (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). (46) RePEc:jae:japmet:v:7:y:1992:i:2:p:175-89 Some Strange Properties of Panel Data Estimators. (1992). (47) RePEc:jae:japmet:v:4:y:1989:i:2:p:119-38 Tests of International CAPM with Time-Varying Covariances. (1989). (48) RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40 Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model. (1996). (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). (50) RePEc:jae:japmet:v:12:y:1997:i:4:p:393-409 Testing for Convergence: Evidence from Non-parametric Multimodality Tests. (1997). Latest citations received in: | 2004 | 2003 | 2002 | 2001 Latest citations received in: 2004 (1) RePEc:cam:camdae:0453 A Pair-wise Approach to Testing for Output and Growth Convergence (2004). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (2) RePEc:cdl:ucsdec:2004-07 Testing for a time-varying price-cost markup in the Euro area inflation process (2004). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (3) RePEc:cea:doctra:e2004_66 Monitorización de objetivos fiscales anuales: una aplicación con datos regionales (2004). Fundación Centro de Estudios Andaluces / Economic Working Papers at centrA (4) RePEc:ces:ceswps:_1232 Modelling Low Pay Transition Probabilities, Accounting for Panel Attrition, Non-Response, and Initial Conditions (2004). CESifo GmbH / CESifo Working Paper Series (5) RePEc:ces:ceswps:_1276 Exploring the Intensive and Extensive Margins of World Trade (2004). CESifo GmbH / CESifo Working Paper Series (6) RePEc:deg:conpap:c009_031 Distributional Effects of Growth and the Elasticity of Substitution (2004). Dynamics, Economic Growth, and International Trade (DEGIT) / Conference Papers (7) RePEc:diw:diwwpp:dp429 Measuring State Dependence in Individual Poverty Status : Are there Feedback Effects to Employment Decisions and Household Composition? (2004). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (8) RePEc:ese:iserwp:2004-08 Modelling Low Pay Transition Probabilities, Accounting for Panel Attrition, Non-Response and Initial Conditions (2004). Institute for Social and Economic Research / ISER working papers (9) RePEc:fiu:wpaper:0413 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship (2004). Florida International University, Department of Economics / Working Papers (10) RePEc:iza:izadps:dp1068 Earnings Mobility Among Italian Low Paid Workers (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (11) RePEc:iza:izadps:dp1138 Measuring State Dependence in Individual Poverty Status: Are There Feedback Effects to Employment Decisions and Household Composition? (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (12) RePEc:iza:izadps:dp1328 Is the Child Health / Family Income Gradient Universal? Evidence from England (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (13) RePEc:mlb:wpaper:907 TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION (2004). The University of Melbourne / Department of Economics - Working Papers Series (14) RePEc:mmf:mmfc04:45 Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004 (15) RePEc:mmf:mmfc04:51 Macroeconomic Uncertainty and Macroeconomic Performance: Are they related? (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004 (16) RePEc:nst:samfok:4004 Testing for a time-varying price-cost markup in the Euro area inflation process (2004). Department of Economics, Norwegian University of Science and Technology / Working Paper Series (17) RePEc:nuf:econwp:0410 Testing for a time-varying price-cost markup in the Euro area inflation process (2004). Economics Group, Nuffield College, University of Oxford / Economics Papers (18) RePEc:wpa:wuwpem:0401006 Nonlinear Cointegration and Purchasing Power Parity: Results from Rank Tests (2004). EconWPA / Econometrics (19) RePEc:wpa:wuwpit:0407004 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade (2004). EconWPA / International Trade (20) RePEc:wpa:wuwpma:0407013 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship (2004). EconWPA / Macroeconomics (21) RePEc:zbw:bubdp1:2298 Estimating equilibrium real interest rates in real-time (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies 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 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. |
