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Journal of Applied 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:jae:japmet:v:8:y:1993:i:3:p:231-47 Detrending, Stylized Facts and the Business Cycle. (1993). (2) RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326 Bounds testing approaches to the analysis of level relationships (2001). (3) RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118 Indirect Inference. (1993). (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:11:y:1996:i:6:p:601-18 Numerical Distribution Functions for Unit Root and Cointegration Tests. (1996). (8) 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). (9) RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. (1999). (10) 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). (11) 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). (12) RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36 Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. (1992). (13) RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28 Flexible Parametric Estimation of Duration and Competing Risk Models. (1990). (14) RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25 A Nonlinear Approach to US GNP. (1995). (15) RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60 Common Trends and Common Cycles. (1993). (16) RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576 Model uncertainty in cross-country growth regressions (2001). (17) 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). (18) RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670 Loss function-based evaluation of DSGE models (2000). (19) RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465 Counterfactual decomposition of changes in wage distributions using quantile regression (2005). (20) RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84 Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions. (1993). (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:12:y:1997:i:4:p:357-92 Growth and Convergence in Multi-country Empirical Stochastic Solow Model. (1997). (23) 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). (24) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006). (25) RePEc:jae:japmet:v:8:y:1993:i:4:p:361-81 How Does the Benefit Effect Vary as Unemployment Spells Lengthen'DONE' (1993). (26) RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84 Multiple Regimes and Cross-Country Growth Behaviour. (1995). (27) RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375 Robustness tests of the augmented Solow model (1998). (28) 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). (29) RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59 Diagnostic Tests for Models Based on Individual Data: A Survey. (1989). (30) RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312 A simple panel unit root test in the presence of cross-section dependence (2007). (31) RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105 The Econometric Analysis of Models with Risk Terms. (1988). (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:7:y:1992:i:4:p:369-94 Stochastic Trends and Economic Fluctuations in a Small Open Economy. (1992). (34) 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). (35) RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477 Estimating quadratic variation using realized variance (2002). (36) RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93 Stock Market Volatility and the Business Cycle. (1996). (37) 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). (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:6:y:1991:i:4:p:333-64 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends. (1991). (40) RePEc:jae:japmet:v:12:y:1997:i:2:p:133-50 Statistical Inference via Bootstrapping for Measures of Inequality. (1997). (41) RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503 The dynamics of health in the British Household Panel Survey (2004). (42) RePEc:jae:japmet:v:12:y:1997:i:3:p:313-36 Demand for Medical Care by the Elderly: A Finite Mixture Approach. (1997). (43) RePEc:jae:japmet:v:4:y:1989:i:1:p:23-39 A Double-Hurdle Model of Cigarette Consumption. (1989). (44) RePEc:jae:japmet:v:13:y:1998:i:5:p:525-541 Semiparametric analysis of German East-West migration intentions: facts and theory (1998). (45) RePEc:jae:japmet:v:13:y:1998:i:5:p:435-461 Semiparametric estimation and consumer demand (1998). (46) 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). (47) RePEc:jae:japmet:v:1:y:1986:i:1:p:95-108 An Empirical Analysis of Self-employment in the U.K. (1986). (48) RePEc:jae:japmet:v:3:y:1988:i:4:p:307-14 The Information in the Term Structure: Some Further Results. (1988). (49) RePEc:jae:japmet:v:12:y:1997:i:4:p:393-409 Testing for Convergence: Evidence from Non-parametric Multimodality Tests. (1997). (50) RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24 Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge. (1991). Recent citations received in: | 2006 | 2005 | 2004 | 2003 Recent citations received in: 2006 (1) RePEc:aea:aecrev:v:96:y:2006:i:3:p:863-876 Incarceration Length, Employment, and Earnings (2006). American Economic Review (2) RePEc:cam:camdae:0604 Macroeconometric Modelling with a Global Perspective (2006). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (3) RePEc:ces:ceswps:_1659 Macroeconometric Modelling with a Global Perspective (2006). CESifo GmbH / CESifo Working Paper Series (4) RePEc:cfs:cfswop:wp200609 We present a multivariate generalization of the mixed normal GARCH model proposed in Haas, Mittnik, and Paolella (2004a). Issues of parametrization and estimation are discussed. We derive conditions f (2006). Center for Financial Studies / CFS Working Paper Series (5) RePEc:cfs:cfswop:wp200623 Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model (2006). Center for Financial Studies / CFS Working Paper Series (6) RePEc:ctl:louvec:2006005 Intra-Daily FX Optimal Portfolio Allocation (2006). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin (7) 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 (8) RePEc:dgr:uvatin:20050044 The Euro Introduction and Non-Euro Currencies (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (9) RePEc:dgr:uvatin:20060079 Wake me up before you GO-GARCH (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (10) RePEc:emo:wp2003:0606 Near-Optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size (2006). Department of Economics, Emory University (Atlanta) / Emory Economics (11) RePEc:ese:iserwp:2005-19 Intergenerational Earnings Mobility: changes across cohorts in Britain (2006). Institute for Social and Economic Research / ISER working papers (12) RePEc:eui:euiwps:eco2006/18 Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size (2006). European University Institute / Economics Working Papers (13) RePEc:eui:euiwps:eco2006/30 Forecasting Euro-Area Variables with German Pre-EMU Data (2006). European University Institute / Economics Working Papers (14) RePEc:fip:fedfwp:2006-22 The frequency of price adjustment and New Keynesian business cycle dynamics (2006). Federal Reserve Bank of San Francisco / Working Paper Series (15) RePEc:fip:fedlwp:2005-002 Asset allocation under multivariate regime switching (2006). Federal Reserve Bank of St. Louis / Working Papers (16) RePEc:fip:fedlwp:2005-034 International asset allocation under regime switching, skew and kurtosis preferences (2006). Federal Reserve Bank of St. Louis / Working Papers (17) RePEc:hhs:bofitp:2006_016 Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures (2006). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (18) RePEc:hhs:uunewp:2006_023 Does Oil Price Uncertainty Transmit to Stock Markets? (2006). Uppsala University, Department of Economics / Working Paper Series (19) RePEc:hum:wpaper:sfb649dp2006-065 Forecasting Euro-Area Variables with German Pre-EMU Data (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (20) 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 (21) RePEc:imf:imfwpa:06/206 Common Volatility Trends in the Central and Eastern European Currencies and the Euro (2006). International Monetary Fund / IMF Working Papers (22) RePEc:kie:kieliw:1303 Banksâ Regulatory Buffers, Liquidity Networks and Monetary Policy Transmission (2006). Kiel Institute for World Economics / Working Papers (23) RePEc:kud:kuieca:2006_03 Heterogeneity and Microeconometrics Modelling (2006). University of Copenhagen. Institute of Economics. Centre for Applied Microeconometrics / CAM Working Papers (24) RePEc:man:cgbcrp:75 Balanced growth and the great ratios: new evidence for the US and UK (2006). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series (25) RePEc:mlb:wpaper:969 The impact of cannabis and cigarette use on health (2006). The University of Melbourne / Department of Economics - Working Papers Series (26) RePEc:mrr:papers:wp131 Men With Health Insurance and the Women Who Love Them: the Effect of a Husbands Retirement on His Wifes Health Insurance Coverage (2006). University of Michigan, Michigan Retirement Research Center / Working Papers (27) RePEc:nbr:nberwo:12003 Incarceration Length, Employment, and Earnings (2006). National Bureau of Economic Research, Inc / NBER Working Papers (28) RePEc:nzb:nzbdps:2006/09 Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis (2006). Reserve Bank of New Zealand / Reserve Bank of New Zealand Discussion Paper Series (29) RePEc:pab:wpaper:06.26 A Structural Estimation to Evaluate the Wage Penalty After Unemployment in Europe. (2006). Universidad Pablo de Olavide, Departamento de Economia / Working Papers (30) RePEc:pra:mprapa:1592 A local dynamic conditional correlation model (2006). University Library of Munich, Germany / MPRA Paper (31) RePEc:pra:mprapa:189 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model (2006). University Library of Munich, Germany / MPRA Paper (32) RePEc:qed:wpaper:1085 Moments of IV and JIVE Estimators (2006). Queen's University, Department of Economics / Working Papers (33) RePEc:scp:wpaper:06-43 Macroeconometric Modelling with a Global Perspective (2006). Institute of Economic Policy Research (IEPR) / IEPR Working Papers (34) RePEc:ven:wpaper:2006_53 A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation (2006). University of Venice Ca' Foscari, Department of Economics / Working Papers (35) RePEc:wai:econwp:06/15 Utility in WTP Space: A Tool to Address Confounding Random Scale Effects in Destination Choice to the Alps (2006). University of Waikato, Department of Economics / Working Papers in Economics (36) RePEc:zbw:bubdp2:4771 Banks regulatory buffers, liquidity networks and monetary policy transmission (2006). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies (37) RePEc:zbw:zewdip:5447 The wage effects of entering motherhood : a within-firm matching approach (2006). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Recent citations received in: 2005 (1) RePEc:anp:en2005:169 DURAÇÃO E TAXA DE SAÍDA DO DESEMPREGO: EVIDÊNCIAS DE AUSÊNCIA DE DEPENDÊNCIA NA DURAÇÃO PARA AS REGIÕES METROPOLITANAS DO BRASIL (1984-2000) (2005). ANPEC - Associação Nacional do Centros de Pos-graduação em Economia [Brazilian Association of Graduate Programs in Economics] / Anais do XXXIII Encont (2) RePEc:auu:dpaper:487 Glass Ceiling or Sticky Floor? Exploring the Australian Gender Pay Gap using Quantile Regression and Counterfactual Decomposition Methods (2005). Centre for Economic Policy Research, RSSS, ANU / Discussion Papers (3) RePEc:cfs:cfswop:wp200520 Equity Culture and the Distribution of Wealth (2005). Center for Financial Studies / CFS Working Paper Series (4) RePEc:cla:levrem:122247000000000822 Convergence Properties of the Likelihood of Computed Dynamic Models (2005). UCLA Department of Economics / Levine's Bibliography (5) RePEc:cmf:wpaper:wp2005_0509 PARAMETRIC PROPERTIES OF SEMI-NONPARAMETRIC DISTRIBUTIONS, WITH APPLICATIONS TO OPTION VALUATION (2005). CEMFI / Working Papers (6) RePEc:cpr:ceprdp:4835 The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (7) RePEc:cpr:ceprdp:4927 Job Security and Job Protection (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (8) RePEc:cpr:ceprdp:5101 Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (9) RePEc:cpr:ceprdp:5207 Bayesian Analysis of DSGE Models (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (10) 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 (11) RePEc:ctl:louvec:2005007 Equilibrium Evaluation of Active Labor Market Programmes Enhancing Matching Effectiveness (2005). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin (12) RePEc:dgr:uvatin:20040119 Why Frequency Matters for Unit Root Testing (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (13) RePEc:dgr:uvatin:20050060 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (14) RePEc:dgr:uvatin:20050071 The Multi-State Latent Factor Intensity Model for Credit Rating Transitions (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (15) RePEc:diw:diwwpp:dp538 State Dependence and Female Labor Supply in Germany : The Extensive and the Intensive Margin (2005). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (16) RePEc:dnb:dnbwpp:055 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk (2005). Netherlands Central Bank, Research Department / DNB Working Papers (17) RePEc:dnb:dnbwpp:060 Bond Market and Stock Market Integration in Europe (2005). Netherlands Central Bank, Research Department / DNB Working Papers (18) RePEc:eaa:ijaeqs:v:2:y2005:i:2_2 Economic Clubs and European Commitment. Evidence from the International Business Cycles (2005). International Journal of Applied Econometrics and Quantitative Studies (19) RePEc:ecb:ecbwps:20050544 Forecasting the yield curve in a data-rich environment - a no-arbitrage factor-augmented VAR approach (2005). European Central Bank / Working Paper Series (20) RePEc:ehu:dfaeii:200501 Ceinings and Floors: Gender Wage Gaps by Education in Spain. (2005). University of the Basque Country - Department of Foundations of Economic Analysis II / DFAEII Working Papers (21) RePEc:ese:iserwp:2005-25 Is There a Glass Ceiling Over Europe? An Exploration of Asymmetries in the Gender Pay Gap across the Wages Distribution (2005). Institute for Social and Economic Research / ISER working papers (22) RePEc:fip:fedlrv:y:2005:i:nov:p:719-34:n:v.87no.6 Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models (2005). Review (23) RePEc:fip:fedlwp:2004-032 The importance of nonlinearity in reproducing business cycle features (2005). Federal Reserve Bank of St. Louis / Working Papers (24) RePEc:fip:fedlwp:2005-014 The role of data & program code archives in the future of economic research (2005). Federal Reserve Bank of St. Louis / Working Papers (25) RePEc:hai:wpaper:200503 Heterogeneity, State Dependence and Health (2005). University of Hawaii at Manoa, Department of Economics / Working Papers (26) RePEc:ijc:ijcjou:y:2005:q:4:a:2 What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? (2005). International Journal of Central Banking (27) RePEc:irv:wpaper:050608 Expectations, Learning and Macroeconomic Persistence (2005). University of California-Irvine, Department of Economics / Working Papers (28) RePEc:irv:wpaper:060703 A Bayesian DSGE Model with Infinite-Horizon Learning: Do Mechanical Sources of Persistence Become Superfluous? (2005). University of California-Irvine, Department of Economics / Working Papers (29) RePEc:iza:izadps:dp1483 Ceiling and Floors: Gender Wage Gaps by Education in Spain (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (30) RePEc:iza:izadps:dp1489 Job Security and Job Protection (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (31) RePEc:iza:izadps:dp1526 Equilibrium Evaluation of Active Labor Market Programmes Enhancing Matching Effectiveness (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (32) RePEc:iza:izadps:dp1558 Low Pay, Higher Pay and Job Satisfaction within the European Union: Empirical Evidence from Fourteen Countries (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (33) RePEc:iza:izadps:dp1692 Donât Give Up On Me Baby: Spousal Correlation in Smoking Behaviour (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (34) RePEc:iza:izadps:dp1727 Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (35) RePEc:iza:izadps:dp1763 Educational Qualifications and Wage Inequality: Evidence for Europe (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (36) RePEc:iza:izadps:dp1766 Vocational Training and Gender: Wages and Occupational Mobility among Young Workers (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (37) RePEc:man:cgbcrp:51 Nonlinearity in the Term Structure (2005). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series (38) RePEc:mmf:mmfc05:85 Measuring inflation persistence: A structural time series approach (2005). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2005 (39) RePEc:nbb:reswpp:200504-1 Time-dependent versus State-dependent Pricing: A Panel Data Approach to the Determinants of Belgian Consumer Price Changes (2005). National Bank of Belgium / Research series (40) RePEc:nbr:nberwo:11412 Emigration, Labor Supply, and Earnings in Mexico (2005). National Bureau of Economic Research, Inc / NBER Working Papers (41) RePEc:nbr:nberwo:11628 Rising Wage Inequality: The Role of Composition and Prices (2005). National Bureau of Economic Research, Inc / NBER Working Papers (42) RePEc:nbr:nberwo:11874 Generalizing the Taylor Principle (2005). National Bureau of Economic Research, Inc / NBER Working Papers (43) RePEc:nid:ovolij:017 Measuring Segregation (2005). Oscar Volij / Economic theory and game theory (44) RePEc:nuf:econwp:0516 Variation, jumps, market frictions and high frequency data in financial econometrics (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers (45) RePEc:pra:mprapa:834 What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? (2005). University Library of Munich, Germany / MPRA Paper (46) RePEc:pra:mprapa:91 Educational Qualifications and Wage Inequality: Evidence for Europe (2005). University Library of Munich, Germany / MPRA Paper (47) RePEc:pra:mprapa:92 Can over-education account for the positive association between education and within-groups wage inequality? A note (2005). University Library of Munich, Germany / MPRA Paper (48) RePEc:rba:rbardp:rdp2005-07 The Australian Business Cycle: A Coincident Indicator Approach (2005). Reserve Bank of Australia / RBA Research Discussion Papers (49) RePEc:smu:ecowpa:0501 The Environmental Consequences of Trade: Evidence from Subnational Trade Flows (2005). Southern Methodist University, Department of Economics / Departmental Working Papers (50) RePEc:smu:ecowpa:0502 Is the Quantity-Quality Trade-off Really a Trade-off for All? (2005). Southern Methodist University, Department of Economics / Departmental Working Papers (51) RePEc:smu:ecowpa:0503 The Distribution of Returns to Marriage (2005). Southern Methodist University, Department of Economics / Departmental Working Papers (52) RePEc:smu:ecowpa:0506 Time to Learn? The Organizational Structure of Schools and Student Achievement (2005). Southern Methodist University, Department of Economics / Departmental Working Papers (53) RePEc:sza:wpaper:wpapers13 The properties of cycles in South African financial variables and their relation to the business cycle (2005). Stellenbosch University, Department of Economics / Working Papers (54) RePEc:vcu:wpaper:0505 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications (2005). VCU School of Business, Department of Economics / Working Papers (55) RePEc:wpa:wuwpdc:0511021 Persistence of Innovation: Stylised Facts and Panel Data Evidence (2005). EconWPA / Development and Comp Systems (56) RePEc:wpa:wuwpem:0508015 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications (2005). EconWPA / Econometrics (57) RePEc:wpa:wuwpem:0508017 Classical Estimation of Multivariate Markov-Switching Models using MSVARlib (2005). EconWPA / Econometrics (58) RePEc:wpa:wuwpla:0510015 Racial Discrimination in the Brazilian Labour Market: Wage, Employment and Segregation Effects (2005). EconWPA / Labor and Demography (59) RePEc:wpa:wuwpma:0510022 Expectations, Learning and Macroeconomic Persistence (2005). EconWPA / Macroeconomics (60) RePEc:zbw:zewdip:4549 Vocational Training and Gender: Wages and Occupational Mobility among young Workers (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers (61) RePEc:zbw:zewdip:4564 Persistence of Innovation: Stylised Facts and Panel Data Evidence (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Recent citations received in: 2004 (1) RePEc:bno:worpap:2004_09 Testing for a time-varying price-cost markup in the Euro area inlation process (2004). Norges Bank / Working Paper (2) 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 (3) 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 (4) 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 (5) 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 (6) RePEc:ces:ceswps:_1276 Exploring the Intensive and Extensive Margins of World Trade (2004). CESifo GmbH / CESifo Working Paper Series (7) RePEc:deg:conpap:c009_031 Distributional Effects of Growth and the Elasticity of Substitution (2004). Dynamics, Economic Growth, and International Trade (DEGIT) / Conference Papers (8) 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 (9) 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 (10) 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 (11) RePEc:iza:izadps:dp1068 Earnings Mobility Among Italian Low Paid Workers (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (12) 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 (13) 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 (14) 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 (15) 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 (16) 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 (17) 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 (18) 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 (19) RePEc:wiw:wiwrsa:ersa04p230 Can income inequality contribute to understand inequalities in health? An empirical approach based on the European Community Household Panel (2004). European Regional Science Association / ERSA conference papers (20) RePEc:wpa:wuwpit:0407004 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade (2004). EconWPA / International Trade (21) RePEc:wpa:wuwpma:0402004 Long Run Neutrality and Superneutrality of Money: Aggregate and Sectoral Tests for Nicaragua (2004). EconWPA / Macroeconomics (22) RePEc:wpa:wuwpma:0404007 Long Run Effects of Money on Real Consumption and Investment in the U.S. (2004). EconWPA / Macroeconomics (23) 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 (24) RePEc:zbw:bubdp1:2298 Estimating equilibrium real interest rates in real-time (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies 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: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 (3) 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 (4) 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 (5) RePEc:ces:ceswps:_990 Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks (2003). CESifo GmbH / CESifo Working Paper Series (6) RePEc:cpr:ceprdp:3758 Is Official Exchange Rate Intervention Effective? (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (7) 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 (8) 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 (9) RePEc:eei:rpaper:eeri_rp_2003_02 Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation (2003). Economics and Econometrics Research Institute (EERI) / EERI Research Paper Series (10) 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 (11) RePEc:fip:fedfer:y:2003:p:13-27 Productivity shocks and the unemployment rate (2003). Economic Review (12) 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 (13) RePEc:fip:fedkrw:rwp03-11 Disaggregate evidence on the persistence of consumer price inflation (2003). Federal Reserve Bank of Kansas City / Research Working Paper (14) 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 (15) 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 (16) RePEc:mrr:papers:wp056 Labor Supply Flexibility and Portfolio Choice: An Empirical Analysis (2003). University of Michigan, Michigan Retirement Research Center / Working Papers (17) 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 (18) 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 (19) 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 (20) 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 (21) RePEc:una:unccee:wp0803 Stock Market Cycles, Financial Liberalization and Volatility (2003). School of Economics and Business Administration, University of Navarra / Faculty Working Papers (22) RePEc:wpa:wuwpio:0309001 The Fall in British Electricity Prices: Market Rules, Market Structure, or Both? (2003). EconWPA / Industrial Organization 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. |
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