|
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Journal of Econometrics Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:eee:econom:v:31:y:1986:i:3:p:307-327 Generalized autoregressive conditional heteroskedasticity (1986). (2) RePEc:eee:econom:v:87:y:1998:i:1:p:115-143 Initial conditions and moment restrictions in dynamic panel data models (1998). (3) RePEc:eee:econom:v:115:y:2003:i:1:p:53-74 Testing for unit roots in heterogeneous panels (2003). (4) RePEc:eee:econom:v:6:y:1977:i:1:p:21-37 Formulation and estimation of stochastic frontier production function models (1977). (5) RePEc:eee:econom:v:2:y:1974:i:2:p:111-120 Spurious regressions in econometrics (1974). (6) RePEc:eee:econom:v:68:y:1995:i:1:p:29-51 Another look at the instrumental variable estimation of error-components models (1995). (7) RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178 Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root? (1992). (8) RePEc:eee:econom:v:68:y:1995:i:1:p:79-113 Estimating long-run relationships from dynamic heterogeneous panels (1995). (9) RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59 ARCH modeling in finance : A review of the theory and empirical evidence (1992). (10) RePEc:eee:econom:v:32:y:1986:i:3:p:385-397 Random group effects and the precision of regression estimates (1986). (11) RePEc:eee:econom:v:108:y:2002:i:1:p:1-24 Unit root tests in panel data: asymptotic and finite-sample properties (2002). (12) RePEc:eee:econom:v:18:y:1982:i:1:p:47-82 Formulation and estimation of dynamic models using panel data (1982). (13) RePEc:eee:econom:v:74:y:1996:i:1:p:119-147 Impulse response analysis in nonlinear multivariate models (1996). (14) RePEc:eee:econom:v:31:y:1986:i:1:p:93-118 Errors in variables in panel data (1986). (15) RePEc:eee:econom:v:4:y:1976:i:2:p:115-145 Exact and superlative index numbers (1976). (16) RePEc:eee:econom:v:16:y:1981:i:1:p:155-155 Panel data and unobservable individual effects (1981). (17) RePEc:eee:econom:v:61:y:1994:i:1:p:5-21 On discrimination and the decomposition of wage differentials (1994). (18) RePEc:eee:econom:v:80:y:1997:i:2:p:355-385 Further evidence on breaking trend functions in macroeconomic variables (1997). (19) RePEc:eee:econom:v:33:y:1986:i:3:p:311-340 Understanding spurious regressions in econometrics (1986). (20) RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238 Seasonal integration and cointegration (1990). (21) RePEc:eee:econom:v:73:y:1996:i:1:p:5-59 Long memory processes and fractional integration in econometrics (1996). (22) RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238 On the estimation of technical inefficiency in the stochastic frontier production function model (1982). (23) RePEc:eee:econom:v:30:y:1985:i:1-2:p:239-267 Alternative methods for evaluating the impact of interventions : An overview (1985). (24) RePEc:eee:econom:v:39:y:1988:i:3:p:347-366 Limited information estimators and exogeneity tests for simultaneous probit models (1988). (25) RePEc:eee:econom:v:14:y:1980:i:2:p:227-238 Long memory relationships and the aggregation of dynamic models (1980). (26) RePEc:eee:econom:v:53:y:1992:i:1-3:p:165-188 Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992). (27) RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70 Analysis of time series subject to changes in regime (1990). (28) RePEc:eee:econom:v:16:y:1981:i:1:p:121-130 Some properties of time series data and their use in econometric model specification (1981). (29) RePEc:eee:econom:v:18:y:1982:i:1:p:83-114 The use of time series processes to model the error structure of earnings in a longitudinal data analysis (1982). (30) RePEc:eee:econom:v:53:y:1992:i:1-3:p:211-244 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992). (31) RePEc:eee:econom:v:60:y:1994:i:1-2:p:203-233 Five alternative methods of estimating long-run equilibrium relationships (1994). (32) RePEc:eee:econom:v:74:y:1996:i:1:p:3-30 Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996). (33) RePEc:eee:econom:v:90:y:1999:i:1:p:1-44 Spurious regression and residual-based tests for cointegration in panel data (1999). (34) RePEc:eee:econom:v:74:y:1996:i:1:p:59-75 Testing the adequacy of smooth transition autoregressive models (1996). (35) RePEc:eee:econom:v:70:y:1996:i:1:p:99-126 Residual-based tests for cointegration in models with regime shifts (1996). (36) RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333 Autoregressive conditional heteroskedasticity and changes in regime (1994). (37) RePEc:eee:econom:v:31:y:1986:i:3:p:255-274 The frequency of price adjustment : A study of the newsstand prices of magazines (1986). (38) RePEc:eee:econom:v:68:y:1995:i:1:p:5-27 Efficient estimation of models for dynamic panel data (1995). (39) RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126 Panel data from time series of cross-sections (1985). (40) RePEc:eee:econom:v:105:y:2001:i:1:p:111-130 A real-time data set for macroeconomists (2001). (41) RePEc:eee:econom:v:71:y:1996:i:1-2:p:161-173 Interpreting tests of the convergence hypothesis (1996). (42) RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211 Some recent development in a concept of causality (1988). (43) RePEc:eee:econom:v:68:y:1995:i:1:p:53-78 On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995). (44) RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290 Alternative models for conditional stock volatility (1990). (45) RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250 Statistical inference in vector autoregressions with possibly integrated processes (1995). (46) RePEc:eee:econom:v:105:y:2001:i:1:p:85-110 Tests of equal forecast accuracy and encompassing for nested models (2001). (47) RePEc:eee:econom:v:65:y:1995:i:1:p:83-108 General purpose technologies Engines of growth? (1995). (48) RePEc:eee:econom:v:46:y:1990:i:1-2:p:185-200 Production frontiers with cross-sectional and time-series variation in efficiency levels (1990). (49) RePEc:eee:econom:v:38:y:1988:i:3:p:387-399 Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data (1988). (50) RePEc:eee:econom:v:52:y:1992:i:3:p:389-402 Cointegration in partial systems and the efficiency of single-equation analysis (1992). Recent citations received in: | 2006 | 2005 | 2004 | 2003 Recent citations received in: 2006 (1) RePEc:ags:aaea06:21058 Chasing Absolute Cost and Profit Savings in a World of Relative Inefficiency (2006). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2006 Annual meeting, July 23-26, Long Be (2) RePEc:bca:bocawp:06-39 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices (2006). Bank of Canada / Working Papers (3) RePEc:bep:sndecm:10:2006:1:1345-1345 Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 (2006). Studies in Nonlinear Dynamics & Econometrics (4) RePEc:bep:sndecm:10:2006:3:1367-1367 Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (2006). Studies in Nonlinear Dynamics & Econometrics (5) RePEc:bos:wpaper:wp2006-035 Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression (2006). Department of Economics, Boston University / Boston University Working Papers Series (6) RePEc:cam:camdae:0648 Testing Dependence Among Serially Correlated Multi-category Variables (2006). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (7) RePEc:cep:stiecm:/2006/500 Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions (2006). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series (8) RePEc:ces:ceswps:_1770 Testing Dependence among Serially Correlated Multi-category Variables (2006). CESifo GmbH / CESifo Working Paper Series (9) RePEc:ces:ceswps:_1848 Searching the eBay Marketplace (2006). CESifo GmbH / CESifo Working Paper Series (10) RePEc:cfr:cefirw:w0071 Nonparametric retrospection and monitoring of predictability of financial returns (2006). Center for Economic and Financial Research / CEFIR Working Papers (11) RePEc:cfr:cefirw:w0092 Dynamic modeling under linear-exponential loss (2006). Center for Economic and Financial Research / CEFIR Working Papers (12) RePEc:chb:bcchwp:376 Shrinkage Based Tests of the Martingale Difference Hypothesis (2006). Central Bank of Chile / Working Papers Central Bank of Chile (13) RePEc:chb:bcchwp:380 Interpreting an Affine Term Structure Model for Chile (2006). Central Bank of Chile / Working Papers Central Bank of Chile (14) RePEc:chb:bcchwp:382 Forecasting Canadian Time Series With the New-Keynesian Model (2006). Central Bank of Chile / Working Papers Central Bank of Chile (15) RePEc:cpr:ceprdp:5632 Interpreting Euro Area Inflation at High and Low Frequencies (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (16) RePEc:cpr:ceprdp:5723 Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (17) RePEc:cpr:ceprdp:5790 Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (18) RePEc:cpr:ceprdp:5793 Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (19) RePEc:cpr:ceprdp:5853 Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism among G7 Countries (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (20) RePEc:cpr:ceprdp:5865 Identification of Peer Effects Using Group Size Variation (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (21) RePEc:cpr:ceprdp:5868 Money at Low Frequencies (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (22) RePEc:ctl:louvec:2006007 Multivariate mixed normal conditional heteroskedasticity (2006). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin (23) RePEc:ctl:louvec:2006039 Modelling Financial High Frequency Data Using Point Processes (2006). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin (24) RePEc:ctl:louvec:2006041 The First Stage in HendryÃs Reduction Theory Revisited (2006). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin (25) RePEc:dgr:umamet:2006014 Bootstrap Unit Root Tests: Comparison and Extensions (2006). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (26) RePEc:dgr:umamet:2006054 Panel Cointegration Tests of the Fisher Effect (2006). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (27) RePEc:dgr:uvatin:20050044 The Euro Introduction and Non-Euro Currencies (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (28) RePEc:ecb:ecbwps:20060691 The yield curve as a predictor and emerging economies (2006). European Central Bank / Working Paper Series (29) RePEc:eui:euiwps:eco2006/20 Forecasting Realized Volatility by Decomposition (2006). European University Institute / Economics Working Papers (30) RePEc:eui:euiwps:eco2006/3 A Mixture Multiplicative Error Model for Realized Volatility (2006). European University Institute / Economics Working Papers (31) RePEc:eui:euiwps:eco2006/39 Productivity, external balance and exchange rates: evidence on the transmission mechanism among G7 countries (2006). European University Institute / Economics Working Papers (32) RePEc:fau:fauart:v:56:y:2006:i:7-8:p:361-379 Model Dependency of the Digital Option Replication â Replication under an Incomplete Model (in English) (2006). Czech Journal of Economics and Finance (Finance a uver, ISSN: 0015-1920) (33) RePEc:fip:fedcwp:0611 Forecasting with the yield curve; level, slope, and output 1875-1997 (2006). Federal Reserve Bank of Cleveland / Working Paper (34) RePEc:fip:fedfwp:2006-16 The bond yield conundrum from a macro-finance perspective (2006). Federal Reserve Bank of San Francisco / Working Paper Series (35) RePEc:fip:fedfwp:2006-31 Revealing the secrets of the temple: the value of publishing central bank interest rate projections (2006). Federal Reserve Bank of San Francisco / Working Paper Series (36) RePEc:fip:fedfwp:2006-46 Macroeconomic implications of changes in the term premium (2006). Federal Reserve Bank of San Francisco / Working Paper Series (37) RePEc:fip:fedgfe:2006-07 The yield curve and predicting recessions (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (38) RePEc:fip:fedgfe:2006-15 Do macro variables, asset markets, or surveys forecast inflation better? (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (39) RePEc:fip:fedgfe:2007-06 A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (40) RePEc:fip:fedkrw:rwp06-12 Averaging forecasts from VARs with uncertain instabilities (2006). Federal Reserve Bank of Kansas City / Research Working Paper (41) RePEc:fip:fedlwp:2006-028 Investing for the long-run in European real estate (2006). Federal Reserve Bank of St. Louis / Working Papers (42) RePEc:fip:fednsr:254 Stock returns and volatility: pricing the short-run and long-run components of market risk (2006). Federal Reserve Bank of New York / Staff Reports (43) RePEc:fip:fedreq:y:2006:i:sum:p:225-253:n:v.92no.3 Inflation uncertainty and the recent low level of the long bond rate (2006). Economic Quarterly (44) RePEc:fir:econom:wp2006_15 Vector Multiplicative Error Models: Representation and Inference (2006). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive (45) RePEc:hhs:bofitp:2006_018 The yield curve as a predictor and emerging economies (2006). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (46) RePEc:hst:hstdps:d05-129 The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large (2006). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (47) RePEc:hst:hstdps:d05-130 Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present (2006). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (48) RePEc:hst:hstdps:d06-177 A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples (2006). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (49) RePEc:hum:wpaper:sfb649dp2006-012 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (50) RePEc:hum:wpaper:sfb649dp2006-039 Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (51) RePEc:hum:wpaper:sfb649dp2006-050 Robust Econometrics (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (52) RePEc:hum:wpaper:sfb649dp2006-086 Overreaction and Multiple Tail Dependence at the High-frequency Level The Copula Rose (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (53) RePEc:ifs:cemmap:09/06 Nonparametric instrumental variables estimation of a quantile regression model (2006). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (54) RePEc:ijf:ijfiec:v:11:y:2006:i:3:p:261-277 Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework (2006). International Journal of Finance & Economics (55) RePEc:isu:genres:12694 Testing for Breaks Using Alternating Observations (2006). Iowa State University, Department of Economics / Staff General Research Papers (56) RePEc:iza:izadps:dp2196 Testing Dependence among Serially Correlated Multi-Category Variables (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers (57) RePEc:iza:izadps:dp2324 Identification of Peer Effects Using Group Size Variation (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers (58) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006). Journal of Applied Econometrics (59) RePEc:kap:decono:v:154:y:2006:i:1:p:19-40 Forecasting Inflation: An Art as Well as a Science! (2006). De Economist (60) RePEc:kud:kuiefr:200605 A Dynamic Semiparametric Proportional Hazard Model (2006). University of Copenhagen. Institute of Economics. Finance Research Unit / FRU Working Papers (61) RePEc:kud:kuiefr:200606 Testing the Conditional Mean Function of Autoregressive Conditional Duration Models (2006). University of Copenhagen. Institute of Economics. Finance Research Unit / FRU Working Papers (62) RePEc:lmu:muenec:1234 Searching the eBay Marketplace (2006). University of Munich, Department of Economics / Discussion Papers in Economics (63) RePEc:mlb:wpaper:966 Measurement of Business Cycles (2006). The University of Melbourne / Department of Economics - Working Papers Series (64) RePEc:msh:ebswps:2006-10 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (65) RePEc:msh:ebswps:2006-9 Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (66) RePEc:mtu:wpaper:06_03 The Ups and Downs of New Zealand House Prices (2006). Motu Economic and Public Policy Research / Working Papers (67) RePEc:nbb:reswpp:200605-2 A multi-factor model for the valuation and risk managment of demand deposits (2006). National Bank of Belgium / Research series (68) RePEc:nbr:nberte:0326 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models (2006). National Bureau of Economic Research, Inc / NBER Technical Working Papers (69) RePEc:nbr:nberte:0331 Vector Multiplicative Error Models: Representation and Inference (2006). National Bureau of Economic Research, Inc / NBER Technical Working Papers (70) RePEc:nbr:nberwo:12481 Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment (2006). National Bureau of Economic Research, Inc / NBER Working Papers (71) RePEc:nbr:nberwo:12483 Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries (2006). National Bureau of Economic Research, Inc / NBER Working Papers (72) RePEc:nbr:nberwo:12609 Equilibrium Yield Curves (2006). National Bureau of Economic Research, Inc / NBER Working Papers (73) RePEc:nbr:nberwo:12638 Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections (2006). National Bureau of Economic Research, Inc / NBER Working Papers (74) RePEc:nbr:nberwo:12690 Vector Multiplicative Error Models: Representation and Inference (2006). National Bureau of Economic Research, Inc / NBER Working Papers (75) RePEc:nbr:nberwo:12797 Multifrequency Jump-Diffusions: An Equilibrium Approach (2006). National Bureau of Economic Research, Inc / NBER Working Papers (76) RePEc:ncs:wpaper:010 Evaluating Value-at-Risk models with desk-level data (2006). North Carolina State University, Department of Economics / Working Paper Series (77) RePEc:nuf:econwp:0605 The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure (2006). Economics Group, Nuffield College, University of Oxford / Economics Papers (78) RePEc:nuf:econwp:0612 High Dimensional Yield Curves: Models and Forecasting (2006). Economics Group, Nuffield College, University of Oxford / Economics Papers (79) RePEc:nzb:nzbdps:2006/01 Phillips curve forecasting in a small open economy (2006). Reserve Bank of New Zealand / Reserve Bank of New Zealand Discussion Paper Series (80) RePEc:oxf:wpaper:257 Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts (2006). University of Oxford, Department of Economics / Economics Series Working Papers (81) RePEc:pra:mprapa:1072 An Interpretation of An Affine Term Structure Model for Chile (2006). University Library of Munich, Germany / MPRA Paper (82) RePEc:pra:mprapa:1592 A local dynamic conditional correlation model (2006). University Library of Munich, Germany / MPRA Paper (83) RePEc:pra:mprapa:948 Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data (2006). University Library of Munich, Germany / MPRA Paper (84) RePEc:qed:wpaper:1023 Applications of the Fast Double Bootstrap (2006). Queen's University, Department of Economics / Working Papers (85) RePEc:qed:wpaper:1024 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables (2006). Queen's University, Department of Economics / Working Papers (86) RePEc:qed:wpaper:1028 Bootstrap Methods in Econometrics (2006). Queen's University, Department of Economics / Working Papers (87) RePEc:qed:wpaper:1029 Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach (2006). Queen's University, Department of Economics / Working Papers (88) RePEc:qed:wpaper:1044 Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap (2006). Queen's University, Department of Economics / Working Papers (89) RePEc:qed:wpaper:1061 Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend (2006). Queen's University, Department of Economics / Working Papers (90) RePEc:qed:wpaper:1101 Simple (but effective) tests of long memory versus structural breaks (2006). Queen's University, Department of Economics / Working Papers (91) RePEc:rba:rbardp:rdp2006-05 Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market (2006). Reserve Bank of Australia / RBA Research Discussion Papers (92) RePEc:rio:texdis:531 Realized volatility: a review (2006). Department of Economics PUC-Rio (Brazil) / Textos para discussão (93) RePEc:rtv:ceisrp:82 Testing for Parameter Stability in Dynamic Models Across Frequencies (2006). Tor Vergata University, CEIS / Research Paper Series (94) RePEc:rut:rutres:200612 How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version (2006). Rutgers University, Department of Economics / Departmental Working Papers (95) RePEc:rut:rutres:200615 The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives (2006). Rutgers University, Department of Economics / Departmental Working Papers (96) RePEc:rut:rutres:200618 Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes (2006). Rutgers University, Department of Economics / Departmental Working Papers (97) RePEc:sbs:wpsefe:2006fe11 High Dimensional Yield Curves: Models and Forecasting (2006). Oxford Financial Research Centre / OFRC Working Papers Series (98) RePEc:sce:scecfa:175 Do european business cycles look like one ? (2006). Society for Computational Economics / Computing in Economics and Finance 2006 (99) RePEc:sce:scecfa:350 Economic activity and Recession Probabilities: spread predictive power in Italy (2006). Society for Computational Economics / Computing in Economics and Finance 2006 (100) RePEc:sce:scecfa:407 Forecasting Inflation: the Relevance of Higher Moments (2006). Society for Computational Economics / Computing in Economics and Finance 2006 More than 100 citations. List broken... Recent citations received in: 2005 (1) RePEc:ags:aaea05:19259 Incorporating environmental impacts into value added from organic and conventional farming (2005). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2005 Annual meeting, July 24-27, Provide (2) RePEc:ags:aaea05:19402 Feasible Estimation of Firm-Specific Allocative Inefficiency through Bayesian Numerical Methods (2005). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2005 Annual meeting, July 24-27, Provide (3) RePEc:anu:eenwps:0503 Expectations of linear functions with respect to truncazted multinormal distributions, with applications for uncertainty analysis in environmental modelling (2005). Australian National University, Economics and Environment Network / Economics and Environment Network Working Papers (4) RePEc:bca:bocawp:05-44 Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components? (2005). Bank of Canada / Working Papers (5) RePEc:bos:wpaper:wp2005-029 On the Validity of Risk Measures over Time: Value-at-Risk, Conditional Tail Expectations and the Bodie-Merton-Perold Put (2005). Department of Economics, Boston University / Boston University Working Papers Series (6) RePEc:cde:cdewps:136 Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series (2005). Centre for Development Economics, Delhi School of Economics / Working papers (7) RePEc:cmf:wpaper:wp2005_0509 PARAMETRIC PROPERTIES OF SEMI-NONPARAMETRIC DISTRIBUTIONS, WITH APPLICATIONS TO OPTION VALUATION (2005). CEMFI / Working Papers (8) RePEc:cpr:ceprdp:4848 On the Fit and Forecasting Performance of New Keynesian Models (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (9) RePEc:cpr:ceprdp:4976 A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (10) RePEc:cpr:ceprdp:5150 Does External Trade Promote Financial Development? (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (11) RePEc:cpr:ceprdp:5163 Basel II and Bank Lending to Emerging Markets: Micro Evidence from German Banks (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (12) RePEc:cpr:ceprdp:5435 Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (13) RePEc:cte:werepe:we056935 EFFICIENT WALD TESTS FOR FRACTIONAL UNIT ROOTS (2005). Universidad Carlos III, Departamento de Economía / Economics Working Papers (14) RePEc:cwl:cwldpp:1522 A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions (2005). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers (15) RePEc:dgr:uvatin:20050047 Social Experiments and Instrumental Variables with Duration Outcomes (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (16) RePEc:dgr:uvatin:20050112 Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (17) RePEc:dgr:uvatin:20050117 On Importance Sampling for State Space Models (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (18) RePEc:ese:iserwp:2005-24 Does Leaving Home Make You Poor? Evidence from 13 European Countries (2005). Institute for Social and Economic Research / ISER working papers (19) RePEc:fer:dpaper:378 Do Wages Subsidies Increase Employment in Subsidised Firms? (2005). Government Institute for Economic Research (VATT) / VATT Discussion Papers (20) RePEc:fip:fednsr:213 Selection bias, demographic effects, and ability effects in common value auction experiments (2005). Federal Reserve Bank of New York / Staff Reports (21) RePEc:gua:wpaper:em200501 Spurious regression under broken trend stationarity (2005). Universidad de Guanajuato / School of Economics Working Papers (22) RePEc:gua:wpaper:em200503 Spurious regression under deterministic and stochastic trends (2005). Universidad de Guanajuato / School of Economics Working Papers (23) RePEc:hhs:cesisp:0036 FDI Inflows to Sweden Consequences for Innovation and Renewal (2005). Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies / Working Paper Series in Economics and Institutions of (24) RePEc:hhs:hastef:0598 Forecasting economic variables with nonlinear models (2005). Stockholm School of Economics / Working Paper Series in Economics and Finance (25) RePEc:hhs:umnees:0660 A Dual Assessment of the Environmental Kuznets Curve: The Case of Sweden (2005). Umeå University, Department of Economics / Umeå Economic Studies (26) RePEc:hhs:umnees:0661 Bioenergy, Pollution, and Economic Growth (2005). Umeå University, Department of Economics / Umeå Economic Studies (27) RePEc:hst:hstdps:d04-77 A Test for Autocorrelation in Dynamic Panel Data Models (2005). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (28) RePEc:hwe:certdp:0508 The Productivity Effects of Privatization: Longitudinal Estimates from Hungary, Romania, Russia, and Ukraine (2005). Centre for Economic Reform and Transformation, Heriot Watt University / CERT Discussion Papers (29) RePEc:hwe:certdp:0509 Does Privatization Hurt Workers? Lessons from Comprehensive Manufacturing Firm Panel Data in Hungary, Romania, Russia, and Ukraine (2005). Centre for Economic Reform and Transformation, Heriot Watt University / CERT Discussion Papers (30) RePEc:iab:iabdpa:200508 Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany (2005). Institut für Arbeitsmarkt und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] / IAB Discussion Paper (31) RePEc:iab:iabfob:200503 Vermittlungsgutscheine: Zwischenergebnisse der Begleitforschung 2004 : Teil 3: Mikroökonomische Wirkungsanalyse (2005). Institut für Arbeitsmarkt und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] / IAB-Forschungsbericht (32) RePEc:iae:iaewps:wp2005n10 The Effect of Financial Incentives on Labour Supply: Evidence for Sole Parents from Microsimulation and Quasi-Experimental Evaluation (2005). Melbourne Institute of Applied Economic and Social Research, The University of Melbourne / Melbourne Institute Working Paper Series (33) RePEc:ifs:cemmap:07/05 Unit roots: identification and testing in micro panels (2005). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (34) RePEc:ifs:cemmap:18/05 GMM with many weak moment conditions (2005). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (35) RePEc:ifs:ifsewp:05/19 Social experiments and instrumental variables with duration outcomes (2005). Institute for Fiscal Studies / IFS Working Papers (36) RePEc:ind:igiwpp:2005-005 Effects of trade liberalisation, environmental and labour regulations on employment in Indias organised textile sector (2005). Indira Gandhi Institute of Development Research, Mumbai, India / Indira Gandhi Institute of Development Research, Mumbai Working Papers (37) RePEc:iza:izadps:dp1512 The Employment Effects of Job Creation Schemes in Germany: A Microeconometric Evaluation (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (38) RePEc:iza:izadps:dp1700 Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (39) RePEc:iza:izadps:dp1790 Dynamic Discrete Choice and Dynamic Treatment Effects (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (40) RePEc:iza:izadps:dp1857 Returning to Work from Injury: Longitudinal Evidence on Employment and Earnings (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (41) RePEc:iza:izadps:dp1873 Sensitivity of Propensity Score Methods to the Specifications (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (42) RePEc:jae:japmet:v:20:y:2005:i:6:p:749-770 Testing the purchasing power parity through I(2) cointegration techniques (2005). Journal of Applied Econometrics (43) RePEc:kee:kerpuk:2005/14 Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables (2005). Centre for Economic Research, Keele University / Keele Economics Research Papers (44) RePEc:kud:kuiedp:0504 The Return to Foreign Aid (2005). University of Copenhagen. Department of Economics (formerly Institute of Economics) / Discussion Papers (45) RePEc:lan:wpaper:003052 Higher education institutions costs and efficiency: taking the decomposition a further step (2005). Lancaster University Management School, Economics Department / Working Papers (46) RePEc:max:cprwps:76 Simulation-Based Two-Step Estimation with Endogenous Regressors (2005). Center for Policy Research, Maxwell School, Syracuse University / Center for Policy Research Working Papers (47) RePEc:msu:icpwrk:rw-fsrp-rr-15 Understanding Rwandan Agricultural Households Strategies to Deal with Prime Age Illness and Death: A Propensity Score Matching Approach (2005). Department of Agricultural Economics, Michigan State University / International Development Collaborative Working Papers (48) RePEc:nbr:nberwo:11468 Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? (2005). National Bureau of Economic Research, Inc / NBER Working Papers (49) RePEc:nbr:nberwo:11544 Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond (2005). National Bureau of Economic Research, Inc / NBER Working Papers (50) RePEc:nbr:nberwo:11675 Fractional Treatment Rules for Social Diversification of Indivisible Private Risks (2005). National Bureau of Economic Research, Inc / NBER Working Papers (51) RePEc:nuf:econwp:0517 Stochastic Volatility (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers (52) RePEc:nus:nusewp:wp0512 Trips and Patenting Activity: Evidence from the Indian Pharmaceutical Industry (2005). National University of Singapore, Department of Economics / Departmental Working Papers (53) RePEc:pra:mprapa:815 The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach (2005). University Library of Munich, Germany / MPRA Paper (54) RePEc:rbp:wpaper:2005-001 How Does a Global Disinflation Drag Inflation in Small Open Economies? (2005). Banco Central de Reserva del Perú / Working Papers (55) RePEc:rpp:wpaper:0504 Measuring educational efficiency at student level with parametric stochastic distance functions: An application to Spanish PISA results (2005). Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, Unive (56) RePEc:rpp:wpaper:0507 On the generation of a regular multi-input multi-output technology using parametric output distance functions (2005). Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, Unive (57) RePEc:rwi:dpaper:0021 Assessing the performance of matching algorithms when selection into treatment is strong (2005). Rheinisch-Westfälisches Institut für Wirtschaftsforschung / RWI Discussion Papers (58) RePEc:sce:scecf5:186 Spurious regression under broken trend stationarity (2005). Society for Computational Economics / Computing in Economics and Finance 2005 (59) RePEc:spr:aistmt:v:57:y:2005:i:3:p:425-442 Central limit theorem for asymmetric kernel functionals (2005). Annals of the Institute of Statistical Mathematics (60) RePEc:spr:psycho:v:70:y:2005:i:3:p:533-555 High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature (2005). Psychometrika (61) RePEc:ssa:lemwps:2005/12 Conditional Nonparametric Frontier Models for Convex and Non Convex Technologies: a Unifying Approach (2005). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series (62) RePEc:taf:apeclt:v:12:y:2005:i:7:p:437-441 Economies of scale and cost efficiency in the postal services: empirical evidence from Switzerland (2005). Applied Economics Letters (63) RePEc:taf:applec:v:37:y:2005:i:15:p:1737-1745 Livelihoods and farm efficiency in rural Georgia (2005). Applied Economics (64) RePEc:ubi:deawps:12 Asymmetric Multivariate Stochastic Volatility (2005). Universitat de les Illes Balears, Departament d'Economía Aplicada / DEA Working Papers (65) RePEc:ubi:deawps:15 Testing for Additive Outliers in Seasonally Integrated Time Series (2005). Universitat de les Illes Balears, Departament d'Economía Aplicada / DEA Working Papers (66) RePEc:una:unccee:wp0605 Unbalanced Cointegration (2005). School of Economics and Business Administration, University of Navarra / Faculty Working Papers (67) RePEc:upf:upfgen:870 The Curse of Aid (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (68) RePEc:upf:upfgen:954 What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (69) RePEc:upf:upfgen:956 Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (70) RePEc:upj:weupjo:05-121 The Productivity Effects of Privatization: Longitudinal Estimates from Hungary, Romania, Russia, and Ukraine (2005). W.E. Upjohn Institute for Employment Research / Staff Working Papers (71) RePEc:upj:weupjo:05-125 Does Privatization Hurt Workers? Lessons from Comprehensive Manufacturing Firm Panel Data in Hungary, Romania, Russia, and Ukraine (2005). W.E. Upjohn Institute for Employment Research / Staff Working Papers (72) RePEc:usg:dp2005:2005-01 Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005 (73) RePEc:usg:dp2005:2005-03 Learning and Asset Prices under Ambiguous Information (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005 (74) RePEc:van:wpaper:0506 On the Long-Run Variance Ratio Test for a Unit Root (2005). Department of Economics, Vanderbilt University / Working Papers (75) RePEc:wbk:wbrwps:3625 Evaluating anti-poverty programs (2005). The World Bank / Policy Research Working Paper Series (76) RePEc:wbk:wbrwps:3673 The overhang hangover (2005). The World Bank / Policy Research Working Paper Series (77) RePEc:wpa:wuwpdc:0502005 Livelihoods and Farm Efficiency in Rural Georgia (2005). EconWPA / Development and Comp Systems (78) RePEc:wpa:wuwpdc:0512005 Income Distribution and the Size of the Informal Sector (2005). EconWPA / Development and Comp Systems (79) RePEc:wpa:wuwpem:0503020 ACCUMULATED PREDICTION ERRORS, INFORMATION CRITERIA AND OPTIMAL FORECASTING FOR AUTOREGRESSIVE TIME SERIES (2005). EconWPA / Econometrics (80) RePEc:wpa:wuwpem:0509004 Bayesian Stochastic Frontier Analysis Using WinBUGS (2005). EconWPA / Econometrics (81) RePEc:wpa:wuwpfi:0501015 Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation (2005). EconWPA / Finance (82) RePEc:wpa:wuwpif:0503006 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability (2005). EconWPA / International Finance (83) RePEc:wpa:wuwpio:0510002 SELECTION OR SELF-REJECTION? APPLICATIONS INTO A TREATMENT (2005). EconWPA / Industrial Organization (84) RePEc:zbw:bubdp2:4262 Banksâ regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies (85) RePEc:zbw:bubdp2:4358 Finance and growth in a bank-based economy: is it quantity or quality that matters? (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies (86) RePEc:zbw:gdec05:3477 Is Rural Income Diversity Pro-Growth? Is It Pro-Poor? Evidence from Georgia (2005). Verein für Socialpolitik, Research Committee Development Economics / Proceedings of the German Development Economics Conference, Kiel 2005 (87) RePEc:zbw:zewdip:3178 Identifying Effect Heterogeneity to Improve the Effiency of Job Creation Schemes in Germany? (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers (88) RePEc:zbw:zewdip:4550 The Targeted Negative Income Tax (TNIT) in Germany: Evidence from a Quasi Experiment (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Recent citations received in: 2004 (1) RePEc:aea:aecrev:v:94:y:2004:i:3:p:656-690 Workers Education, Spillovers, and Productivity: Evidence from Plant-Level Production Functions (2004). American Economic Review (2) RePEc:bbk:bbkefp:0403 Unobserved Heterogeneity in Panel Time Series Models (2004). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance (3) RePEc:bcl:bclwop:cahier_etude_12 INFLATION PERSISTENCE IN LUXEMBOURG A COMPARISON WITH EU15 COUNTRIES AT THE DISAGGREGATE LEVEL (2004). Central Bank of Luxembourg / BCL working papers (4) RePEc:bon:bonedp:bgse1_2005 Price Convergence across Regions in India (2004). University of Bonn, Germany / Bonn Econ Discussion Papers (5) RePEc:cam:camdae:0434 âRandom Coefficient Panel Data Modelsâ (2004). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (6) RePEc:cam:camdae:0441 Cost of Capital and Regulatorâs Preferences: Investigation into a new method of estimating regulatory bias (2004). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (7) RePEc:cdl:ucsdec:2004-08 Optimal Power for Testing Potential Cointegrating Vectors with Known (2004). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (8) RePEc:ces:ceswps:_1233 Random Coefficient Panel Data Models (2004). CESifo GmbH / CESifo Working Paper Series (9) RePEc:ces:ceswps:_1335 Why Does Educational Attainment Differ Across U.S. States? (2004). CESifo GmbH / CESifo Working Paper Series (10) RePEc:cir:cirwor:2004s-26 Monitoring for Disruptions in Financial Markets (2004). CIRANO / CIRANO Working Papers (11) RePEc:cir:cirwor:2004s-37 Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation (2004). CIRANO / CIRANO Working Papers (12) RePEc:cmf:wpaper:wp2004_0409 INDIRECT ESTIMATION OF CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS (2004). CEMFI / Working Papers (13) RePEc:cty:dpaper:0408 Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series (2004). Department of Economics, City University, London / City University Economics Discussion Papers (14) RePEc:cwl:cwldpp:1469 Automated Discovery in Econometrics (2004). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers (15) RePEc:dgr:umamet:2004040 Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (2004). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (16) RePEc:ebl:ecbull:v:3:y:2004:i:24:p:1-11 Detecting changes in persistence in linear time series (2004). Economics Bulletin (17) RePEc:ebl:ecbull:v:3:y:2004:i:39:p:1-10 Some New Tests for a Change in Persistence (2004). Economics Bulletin (18) RePEc:ecb:ecbwps:20040415 How persistent is disaggregate inflation? An analysis across EU15 countries and HICP sub-indices (2004). European Central Bank / Working Paper Series (19) RePEc:ecl:riceco:2004-05 Taking a New Contour: A Novel Approach to Panel Unit Root Tests (2004). Rice University, Department of Economics / Working Papers (20) RePEc:ecm:ausm04:124 International linkage of real interest rates: the case of East Asian countries (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (21) RePEc:ecm:ausm04:313 Testing for Dependence in Non-Gaussian Time Series Data (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (22) RePEc:ecm:ausm04:348 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (23) RePEc:ecm:ausm04:64 Modified Tests for a Change in Persistence (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (24) RePEc:ecm:nasm04:161 Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors (2004). Econometric Society / Econometric Society 2004 North American Summer Meetings (25) RePEc:egc:wpaper:892 Schooling Returns for Wage Earners in Burkina Faso: Evidence from the 1994 and 1998 National Surveys (2004). Economic Growth Center, Yale University / Working Papers (26) RePEc:ema:worpap:2004-13 Conditionaly Heteroskedastic Factor Models : Identificationand Instrumental variables Estmation (2004). THEMA / Working papers (27) RePEc:eui:euiwps:eco2004/29 Efficient Tests of the Seasonal Unit Root Hypothesis (2004). European University Institute / Economics Working Papers (28) RePEc:eui:euiwps:eco2004/31 Properties of Recursive Trend-Adjusted Unit Root Tests (2004). European University Institute / Economics Working Papers (29) RePEc:fip:fedgfe:2004-03 Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (30) RePEc:fip:fedkrw:rwp04-10 Improving forecast accuracy by combining recursive and rolling forecasts (2004). Federal Reserve Bank of Kansas City / Research Working Paper (31) RePEc:fip:fedlwp:2003-045 A common model approach to macroeconomics: using panel data to reduce sampling error (2004). Federal Reserve Bank of St. Louis / Working Papers (32) RePEc:fip:fedlwp:2004-005 The information content of regional employment data for forecasting aggregate conditions (2004). Federal Reserve Bank of St. Louis / Working Papers (33) RePEc:hhs:ifauwp:2005_003 Labor market discrimination and racial differences in premarket factors (2004). IFAU - Institute for Labour Market Policy Evaluation / Working Paper Series (34) RePEc:hhs:lunewp:2004_017 Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated (2004). Lund University, Department of Economics / Working Papers (35) RePEc:hhs:osloec:2004_022 Can Random Coefficient Cobb-Douglas Production Functions Be Aggregated to Similar Macro Functions? (2004). Oslo University, Department of Economics / Memorandum (36) RePEc:iza:izadps:dp1236 Random Coefficient Panel Data Models (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (37) RePEc:iza:izadps:dp1382 Firm-Level Social Returns to Education (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (38) RePEc:jae:japmet:v:19:y:2004:i:4:p:505-524 Nonparametric analysis of returns to scale in the US hospital industry (2004). Journal of Applied Econometrics (39) RePEc:jae:japmet:v:19:y:2004:i:4:p:533-535 Predictor relevance and extramarital affairs (2004). Journal of Applied Econometrics (40) RePEc:lec:leecon:04/27 Bayesian Approaches to Cointegration (2004). Department of Economics, University of Leicester / Discussion Papers in Economics (41) RePEc:lec:leecon:04/31 Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points (2004). Department of Economics, University of Leicester / Discussion Papers in Economics (42) RePEc:may:mayecw:n1370804 EARNINGS RISK AND DEMAND FOR HIGHER EDUCATION: A CROSS-SECTION TEST FOR SPAIN (2004). Department of Economics, National University of Ireland - Maynooth / Economics Department Working Paper Series (43) RePEc:met:wpaper:0417 Gender Differences in Academic Performance in a Large Public University in Turkey (2004). ERC - Economic Research Center, Middle East Technical University / Working Papers (44) RePEc:msh:ebswps:2004-13 Testing for Dependence in Non-Gaussian Time Series Data (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (45) RePEc:msh:ebswps:2004-26 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (46) RePEc:nbr:nberwo:10220 Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2004). National Bureau of Economic Research, Inc / NBER Working Papers (47) RePEc:nbr:nberwo:10366 Would the Elimination of Affirmative Action Affect Highly Qualified Minority Applicants? Evidence from California and Texas (2004). National Bureau of Economic Research, Inc / NBER Working Papers (48) RePEc:nbr:nberwo:10666 Good Principals or Good Peers? Parental Valuation of School Characteristics, Tiebout Equilibrium, and the Effects of Inter-district Competition (2004). National Bureau of Economic Research, Inc / NBER Working Papers (49) RePEc:nbr:nberwo:10809 The Effect of College Curriculum on Earnings: Accounting for Non-Ignorable Non-Response Bias (2004). National Bureau of Economic Research, Inc / NBER Working Papers (50) RePEc:nbr:nberwo:10811 Testing a Roy Model with Productivity Spillovers: Evidence from the Treatment of Heart Attacks (2004). National Bureau of Economic Research, Inc / NBER Working Papers (51) RePEc:rut:rutres:200415 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models (2004). Rutgers University, Department of Economics / Departmental Working Papers (52) RePEc:rut:rutres:200418 Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection (2004). Rutgers University, Department of Economics / Departmental Working Papers (53) RePEc:san:crieff:0404 Firm-Level Social Returns to Education (2004). Centre for Research into Industry, Enterprise, Finance and the Firm / CRIEFF Discussion Papers (54) RePEc:scp:wpaper:04-5 Reducing Bias of MLE in a Dynamic Panel Model (2004). Institute of Economic Policy Research (IEPR) / IEPR Working Papers (55) RePEc:siu:wpaper:24-2004 Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility (2004). Singapore Management University, School of Economics / Working Papers (56) RePEc:ube:dpvwib:dp0418 The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? (2004). Universitat Bern, Volkswirtschaftliches Institut / Diskussionsschriften (57) RePEc:ubs:wpaper:ubs0408 The Dynamics of Firms Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis (2004). University of Brescia, Department of Economics / Working Papers (58) RePEc:upf:upfgen:925 The transmission of US shocks to Latin America (2004). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (59) RePEc:upj:weupjo:04-106 Increasing the Economic Development Benefits of Higher Education in Michigan (2004). W.E. Upjohn Institute for Employment Research / Staff Working Papers (60) RePEc:wpa:wuwpdc:0409063 Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach (2004). EconWPA / Development and Comp Systems (61) RePEc:wpa:wuwpem:0409005 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models (2004). EconWPA / Econometrics (62) RePEc:wrk:warwec:694 Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data (2004). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS) (63) RePEc:zbw:cauewp:2442 The Markov-Switching Multi-Fractal Model of Asset Returns : GMM Estimation and Linear Forecasting of Volatility (2004). Christian-Albrechts-University of Kiel, Department of Economics / Economics working papers Recent citations received in: 2003 (1) RePEc:aah:aarhec:2003-10 Estimation of Fractional Integration in the Presence of Data Noise (2003). Department of Economics, University of Aarhus / Department of Economics, Working Papers (2) RePEc:ags:aaea03:22210 SEMIPARAMETRIC BAYESIAN ANALYSIS OF SIMULTANEOUS SYSTEMS WITH AN APPLICATION TO JAPANESE MEAT DEMAND (2003). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2003 Annual meeting, July 27-30, Montrea (3) RePEc:bep:sndecm:7:2003:1:1123-1123 Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle (2003). Studies in Nonlinear Dynamics & Econometrics (4) RePEc:bon:bonedp:bgse27_2003 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates (2003). University of Bonn, Germany / Bonn Econ Discussion Papers (5) RePEc:bri:uobdis:03/552 Sibling Death Clustering in India: Genuine Scarring vs Unobserved Heterogeneity (2003). Department of Economics, University of Bristol, UK / Bristol Economics Discussion Papers (6) RePEc:cam:camdae:0346 A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2003). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (7) RePEc:cam:camdae:0347 On The Panel Unit Root Tests Using Nonlinear Instrumental Variables (2003). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (8) RePEc:ces:ceswps:_1030 Relationship Between Maternal Behavior During Pregnancy, Birth Outcome, and Early Childhood Development: An Exploratory Study (2003). CESifo GmbH / CESifo Working Paper Series (9) RePEc:ces:ceswps:_1111 Intra-and International Risk-Sharing in the Short Run and the Long Run (2003). CESifo GmbH / CESifo Working Paper Series (10) RePEc:cfs:cfswop:wp200335 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility (2003). Center for Financial Studies / CFS Working Paper Series (11) RePEc:chb:bcchwp:215 Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile. (2003). Central Bank of Chile / Working Papers Central Bank of Chile (12) RePEc:cin:ucecwp:2003-06 An Improved Panel Unit Root Test Using GLS-Detrending (2003). University of Cincinnati, Department of Economics / University of Cincinnati, Economics Working Papers Series (13) RePEc:cir:cirwor:2003s-02 Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions (2003). CIRANO / CIRANO Working Papers (14) RePEc:cir:cirwor:2003s-11 Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes (2003). CIRANO / CIRANO Working Papers (15) RePEc:cir:cirwor:2003s-26 There is a Risk-Return Tradeoff After All (2003). CIRANO / CIRANO Working Papers (16) RePEc:cir:cirwor:2003s-38 News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns (2003). CIRANO / CIRANO Working Papers (17) RePEc:cir:cirwor:2003s-50 Option Valuation with Conditional Skewness (2003). CIRANO / CIRANO Working Papers (18) RePEc:cpr:ceprdp:4102 The European Phillips Curve: Does the NAIRU Exist? (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (19) RePEc:crr:crrwps:2003-10 Becoming Oldest-Old: Evidence From Historical U.S. Data (2003). Center for Retirement Research / Working Papers, Center for Retirement Research at Boston College (20) RePEc:cte:wsrepe:ws035212 GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (21) RePEc:cte:wsrepe:ws036313 DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (22) RePEc:dgr:uvatin:20030081 Misspecification in Linear Spatial Regression Models (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers (23) RePEc:diw:diwwpp:dp391 International Migration to Germany : Estimation of a Time-Series Model and Inference in Panel Cointegration (2003). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (24) RePEc:dlw:wpaper:03-11 Tax Effects on the Real Exchange Rate. (2003). University of Delaware, Department of Economics / Working Papers (25) 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 (26) RePEc:erm:papers:0317 Health Status and Socio-Economic Inequalities : A Review of the French Litterature (2003). ERMES, University Paris 2 / Working Papers ERMES (27) RePEc:ese:iserwp:2003-02 The Impact of Atypical Employment on Individual Wellbeing: evidence from a panel of British Workers (2003). Institute for Social and Economic Research / ISER working papers (28) RePEc:fda:fdaddt:2003-20 Purchasing Power Parity Revisited (2003). FEDEA / Working Papers (29) RePEc:fip:fedgfe:2003-32 Itô conditional moment generator and the estimation of short rate processes (2003). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (30) RePEc:fip:fedgif:768 What happens after a technology shock? (2003). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (31) RePEc:fip:fedgif:774 How do Canadian hours worked respond to a technology shock? (2003). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (32) RePEc:fip:fedkpr:y:2003:p:9-56 Has the business cycle changed? (2003). Proceedings (33) RePEc:hhs:rbnkwp:0156 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs (2003). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (34) RePEc:hkm:wpaper:222003 Bank Lending and Property Prices: Some International Evidence (2003). Hong Kong Institute for Monetary Research / Working Papers (35) RePEc:ide:wpaper:1034 Non Parametric Instrumental Regression (2003). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers (36) RePEc:iec:inveco:v:27:y:2003:i:3:p:423-458 Discrete choices with panel data (2003). Investigaciones Economicas (37) RePEc:ifs:ifsewp:03/22 Consequences and predictors of new health events (2003). Institute for Fiscal Studies / IFS Working Papers (38) RePEc:imf:imfwpa:03/159 Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates (2003). International Monetary Fund / IMF Working Papers (39) RePEc:ind:isipdp:03-05 Awareness and the demand for environmental quality: Drinking water in urban India (2003). Indian Statistical Institute, New Delhi, India / Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers (40) RePEc:iza:izadps:dp851 Treatment Effect Heterogeneity in Theory and Practice (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers (41) RePEc:iza:izadps:dp876 The European Phillips Curve: Does the NAIRU Exist? (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers (42) RePEc:kud:kuieca:2003_10 Testing for unit roots in panels by using a mixture model (2003). University of Copenhagen. Institute of Economics. Centre for Applied Microeconometrics / CAM Working Papers (43) RePEc:kud:kuieca:2003_12 Estimating Consumption Economies of Scale, Adult Equivalence Scales, and Household Bargaining Power (2003). University of Copenhagen. Institute of Economics. Centre for Applied Microeconometrics / CAM Working Papers (44) RePEc:kud:kuieca:2003_13 Unit root inference in panel data models where the time-series dimension is fixed: A comparison of different tests (2003). University of Copenhagen. Institute of Economics. Centre for Applied Microeconometrics / CAM Working Papers (45) RePEc:lea:leawpi:0303 Pensions and differential mortality in France (2003). Laboratoire d'Economie Appliquee, INRA / Research Unit Working Papers (46) RePEc:lec:leecon:04/17 Bayesian Semiparametric Inference in Multiple Equation Models (2003). Department of Economics, University of Leicester / Discussion Papers in Economics (47) RePEc:lvl:lagrcr:0312 Are New Keynesian Phillips Curved Identified? (2003). (48) RePEc:mcm:qseprr:387 Socioeconomic Influence on the Health of Older People: Estimates Based on Two Longitudinal Surveys (2003). McMaster University / Quantitative Studies in Economics and Population Research Reports (49) RePEc:mcm:sedapp:112 Socioeconomic Influence on the Health of Older People: Estimates Based on Two Longitudinal Surveys (2003). McMaster University / Social and Economic Dimensions of an Aging Population Research Papers (50) RePEc:mon:ceddtr:86 La dynamique de linégalité de la malnutrition des enfants en Afrique. Une analyse comparative fondée sur une décomposition de régression (2003). Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV / Documents de travail (51) RePEc:msh:ebswps:2003-17 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (52) RePEc:nbr:nberwo:10063 Consequences and Predictors of New Health Events (2003). National Bureau of Economic Research, Inc / NBER Working Papers (53) RePEc:nbr:nberwo:9708 Treatment Effect Heterogeneity in Theory and Practice (2003). National Bureau of Economic Research, Inc / NBER Working Papers (54) RePEc:nbr:nberwo:9819 What Happens After a Technology Shock? (2003). National Bureau of Economic Research, Inc / NBER Working Papers (55) RePEc:nbr:nberwo:9933 Becoming Oldest-Old: Evidence from Historical U.S. Data (2003). National Bureau of Economic Research, Inc / NBER Working Papers (56) RePEc:nbr:nberwo:9944 Trade Disruptions and Americas Early Industrialization (2003). National Bureau of Economic Research, Inc / NBER Working Papers (57) RePEc:pen:papers:03-025 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility (2003). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (58) RePEc:qed:wpaper:1014 Technology Adoption Under Relative Factor Price Uncertainty: The Putty-Clay Investment Model (2003). Queen's University, Department of Economics / Working Papers (59) RePEc:rpi:rpiwpe:0302 The Rise and Fall of the Environmental Kuznets Curve (2003). Rensselaer Polytechnic Institute, Department of Economics / Rensselaer Working Papers in Economics (60) RePEc:rut:rutres:200317 Predicting Inflation: Does The Quantity Theory Help? (2003). Rutgers University, Department of Economics / Departmental Working Papers (61) RePEc:taf:apeclt:v:10:y:2003:i:10:p:627-631 The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power (2003). Applied Economics Letters (62) 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 (63) RePEc:upf:upfgen:711 Measurement and Explanation of Socioeconomic Inequality in Health with Longitudinal Data (2003). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (64) RePEc:upf:upfses:711 Measurement and Explanation of Socioeconomic Inequality in Health with Longitudinal Data (2003). Department of Economics and Business, Universitat Pompeu Fabra / Working Papers, Research Center on Health and Economics (65) RePEc:wbk:wbrwps:3166 In measuring aggregatesocial efficiency (2003). The World Bank / Policy Research Working Paper Series (66) RePEc:wdi:papers:2003-615 Initial Conditions, Institutional Dynamics and Economic Performance: Evidence from the American States (2003). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (67) RePEc:wdi:papers:2003-625 Generalizing the Causal Effect of Fertility on Female Labor Supply (2003). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (68) RePEc:wly:hlthec:v:12:y:2003:i:10:p:803-819 Measuring income related inequality in health: standardisation and the partial concentration index (2003). Health Economics (69) RePEc:wly:hlthec:v:12:y:2003:i:6:p:511-516 A note on the decomposition of the health concentration index (2003). Health Economics (70) RePEc:wpa:wuwpem:0311005 Panel Stationarity Tests with Cross-sectional Dependence (2003). EconWPA / Econometrics (71) RePEc:wpa:wuwpfi:0308002 Testing for Non-Linearity in ASEAN Financial Markets (2003). EconWPA / Finance (72) RePEc:wpa:wuwpfi:0311001 Consistent Estimation of Pricing Kernels from Noisy Price Data (2003). EconWPA / Finance (73) RePEc:wpa:wuwpif:0308001 The Validity of PPP Revisited: An Application of Non-linear Unit Root Test (2003). EconWPA / International Finance (74) RePEc:wpa:wuwpif:0311014 Exchange Rate Relative Price Relationship: Nonlinear Evidence from Malaysia (2003). EconWPA / International Finance (75) RePEc:wpa:wuwpif:0312001 Exchange Rate Relative Price Relationship: Nonlinear Evidence from Malaysia (2003). EconWPA / International Finance (76) RePEc:wpa:wuwpla:0310002 Generalizing the Causal Effect of Fertility on Female Labor Supply (2003). EconWPA / Labor and Demography (77) RePEc:wpa:wuwpma:0309016 Turbulence, Heterogeneity, and Wage Earnings Inequality (2003). EconWPA / Macroeconomics (78) RePEc:wpe:papers:wpechco Quand un et un ne font plus deux: calcul déchelles déquivalence intra-familiales au moyen dun modèle collectif (2003). 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. |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
