Journal of Applied Econometrics

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.31 0.18 39 710 72 22 0 8 0.21 0.09 1997 0.42 0.21 62 490 77 32 0 2 0.03 0.08 1998 0.31 0.25 41 382 101 31 0 2 0.05 0.1 1999 0.3 0.32 34 552 103 31 0 8 0.24 0.15 2000 0.73 0.43 38 661 75 55 9.1 11 0.29 0.19 2001 0.88 0.41 43 584 72 63 1.6 11 0.26 0.17 2002 1.07 0.44 33 285 81 87 0 24 0.73 0.2 2003 1.03 0.47 43 498 76 78 1.3 22 0.51 0.22 2004 1.22 0.52 46 344 76 93 0 25 0.54 0.23 2005 1.3 0.56 51 472 89 116 0 61 1.2 0.25 2006 1.58 0.57 68 350 97 153 1.3 43 0.63 0.24 2007 1.24 0.48 63 288 119 147 1.4 50 0.79 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326 Bounds testing approaches to the analysis of level relationships (2001).
Cited: 233 times.

(2) RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22 Computation and analysis of multiple structural change models (2003).
Cited: 214 times.

(3) RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47 Detrending, Stylized Facts and the Business Cycle. (1993).
Cited: 213 times.

(4) RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470 Mixed MNL models for discrete response (2000).
Cited: 208 times.

(5) RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118 Indirect Inference. (1993).
Cited: 189 times.

(6) RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. (1999).
Cited: 163 times.

(7) RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18 Numerical Distribution Functions for Unit Root and Cointegration Tests. (1996).
Cited: 146 times.

(8) RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108 Convergence in International Output. (1995).
Cited: 141 times.

(9) 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).
Cited: 124 times.

(10) RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36 Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. (1992).
Cited: 118 times.

(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).
Cited: 117 times.

(12) RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670 Loss function-based evaluation of DSGE models (2000).
Cited: 110 times.

(13) 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).
Cited: 109 times.

(14) RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28 Flexible Parametric Estimation of Duration and Competing Risk Models. (1990).
Cited: 105 times.

(15) RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60 Common Trends and Common Cycles. (1993).
Cited: 100 times.

(16) RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25 A Nonlinear Approach to US GNP. (1995).
Cited: 99 times.

(17) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006).
Cited: 99 times.

(18) 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).
Cited: 95 times.

(19) RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465 Counterfactual decomposition of changes in wage distributions using quantile regression (2005).
Cited: 91 times.

(20) RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576 Model uncertainty in cross-country growth regressions (2001).
Cited: 86 times.

(21) 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).
Cited: 79 times.

(22) 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).
Cited: 78 times.

(23) RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84 Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions. (1993).
Cited: 74 times.

(24) RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32 Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates. (1996).
Cited: 73 times.

(25) 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).
Cited: 67 times.

(26) 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).
Cited: 66 times.

(27) 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).
Cited: 65 times.

(28) RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92 Growth and Convergence in Multi-country Empirical Stochastic Solow Model. (1997).
Cited: 59 times.

(29) RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375 Robustness tests of the augmented Solow model (1998).
Cited: 57 times.

(30) RePEc:jae:japmet:v:8:y:1993:i:4:p:361-81 How Does the Benefit Effect Vary as Unemployment Spells Lengthen'DONE' (1993).
Cited: 56 times.

(31) RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93 Stock Market Volatility and the Business Cycle. (1996).
Cited: 55 times.

(32) RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544 Does peer ability affect student achievement? (2003).
Cited: 55 times.

(33) 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).
Cited: 53 times.

(34) RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84 Multiple Regimes and Cross-Country Growth Behaviour. (1995).
Cited: 53 times.

(35) RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105 The Econometric Analysis of Models with Risk Terms. (1988).
Cited: 53 times.

(36) RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477 Estimating quadratic variation using realized variance (2002).
Cited: 53 times.

(37) RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503 The dynamics of health in the British Household Panel Survey (2004).
Cited: 52 times.

(38) RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59 Diagnostic Tests for Models Based on Individual Data: A Survey. (1989).
Cited: 52 times.

(39) RePEc:jae:japmet:v:4:y:1989:i:1:p:23-39 A Double-Hurdle Model of Cigarette Consumption. (1989).
Cited: 52 times.

(40) RePEc:jae:japmet:v:7:y:1992:i:4:p:369-94 Stochastic Trends and Economic Fluctuations in a Small Open Economy. (1992).
Cited: 51 times.

(41) RePEc:jae:japmet:v:6:y:1991:i:4:p:333-64 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends. (1991).
Cited: 51 times.

(42) RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38 Exploring the international linkages of the euro area: a global VAR analysis (2007).
Cited: 49 times.

(43) RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24 Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge. (1991).
Cited: 48 times.

(44) 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).
Cited: 48 times.

(45) RePEc:jae:japmet:v:12:y:1997:i:3:p:313-36 Demand for Medical Care by the Elderly: A Finite Mixture Approach. (1997).
Cited: 47 times.

(46) RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443 A new coincident index of business cycles based on monthly and quarterly series (2003).
Cited: 43 times.

(47) RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446 New frontiers for arch models (2002).
Cited: 43 times.

(48) RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58 The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence (2000).
Cited: 42 times.

(49) RePEc:jae:japmet:v:12:y:1997:i:2:p:133-50 Statistical Inference via Bootstrapping for Measures of Inequality. (1997).
Cited: 41 times.

(50) RePEc:jae:japmet:v:13:y:1998:i:5:p:435-461 Semiparametric estimation and consumer demand (1998).
Cited: 41 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:acb:camaaa:2007-12 COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY (2007). Australian National University, Centre for Applied Macroeconomic Analysis / CAMA Working Papers

(2) RePEc:acb:camaaa:2007-18 CONSTRUCTING HISTORICAL EURO AREA DATA (2007). Australian National University, Centre for Applied Macroeconomic Analysis / CAMA Working Papers

(3) RePEc:acb:camaaa:2007-25 EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET (2007). Australian National University, Centre for Applied Macroeconomic Analysis / CAMA Working Papers

(4) RePEc:bde:wpaper:0727 The transmission of emerging market shocks to global equity markets (2007). Banco de Espana / Banco de Espana Working Papers

(5) RePEc:cam:camdae:0661 Long Run Macroeconomic Relations in the Global Economy (2007). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(6) RePEc:cam:camdae:0703 Long Run Macroeconomic Relations in the Global Economy (2007). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(7) RePEc:cam:camdae:0743 Large Panels with Common Factors and Spatial Correlations (2007). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(8) RePEc:cam:camdae:0757 Infinite Dimensional VARs and Factor Models (2007). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(9) RePEc:ces:ceswps:_1904 Long Run Macroeconomic Relations in the Global Economy (2007). CESifo GmbH / CESifo Working Paper Series

(10) RePEc:ces:ceswps:_2176 Infinite Dimensional VARs and Factor Models (2007). CESifo GmbH / CESifo Working Paper Series

(11) RePEc:cfs:cfswop:wp200723 International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis (2007). Center for Financial Studies / CFS Working Paper Series

(12) RePEc:cin:ucecwp:2005-01 A Panel Unit Root Test with Good Power in Small Samples (2007).

(13) RePEc:diw:diwwpp:dp746 Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates? (2007). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin

(14) RePEc:diw:diwwpp:dp752 Evaluating Continuous Training Programs Using the Generalized Propensity Score (2007). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin

(15) RePEc:diw:diwwpp:dp754 Do Regional Price Levels Converge?: Paneleconometric Evidence Based on German Districts (2007). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin

(16) RePEc:diw:diwwpp:dp758 What Drives Housing Prices Down?: Evidence from an International Panel (2007). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin

(17) RePEc:ecb:ecbwps:20070724 The transmission of emerging market shocks to global equity markets. (2007). European Central Bank / Working Paper Series

(18) RePEc:ecb:ecbwps:20070750 Long run macroeconomic relations in the global economy (2007). European Central Bank / Working Paper Series

(19) RePEc:ecb:ecbwps:20070798 The transmission of US cyclical developments to the rest of the world. (2007). European Central Bank / Working Paper Series

(20) RePEc:ecb:ecbwps:20070808 Model misspecification, the equilibrium natural interest rate and the equity premium. (2007). European Central Bank / Working Paper Series

(21) RePEc:esr:wpaper:wp183 Real Interest Parity in the EU and the Consequences for Euro Area Membership: Panel Data Evidence, 1979-2005 (2007). Economic and Social Research Institute (ESRI) / Working Papers

(22) RePEc:hal:wpaper:hal-00322091_v1 What do we really know about fiscal sustainability in the EU? A panel data diagnostic (2007). HAL / Working Papers

(23) RePEc:ias:cpaper:07-wp454 Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory (2007). Center for Agricultural and Rural Development (CARD) at Iowa State University / Center for Agricultural and Rural Development (CARD) Publications

(24) RePEc:icr:wpmath:15-2007 Bayesian Nonparametric Estimation and Consistency of Mixed Multinomial Logit Choice Models (2007). ICER - International Centre for Economic Research / ICER Working Papers - Applied Mathematics Series

(25) RePEc:ijf:ijfiec:v:12:y:2007:i:1:p:55-87 What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR (2007). International Journal of Finance & Economics

(26) RePEc:ira:wpaper:200710 Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence (2007). University of Barcelona, Research Institute of Applied Economics / IREA Working Papers

(27) RePEc:ise:isegwp:wp202007 What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic. (2007). Department of Economics, Institute for Economics and Business Administration (ISEG), Technical University of Lisbon / Working Papers

(28) RePEc:isu:genres:12845 Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory (2007). Iowa State University, Department of Economics / Staff General Research Papers

(29) RePEc:iza:izadps:dp2887 Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models? (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(30) RePEc:iza:izadps:dp3032 Large Panels with Common Factors and Spatial Correlations (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(31) RePEc:iza:izadps:dp3039 Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(32) RePEc:iza:izadps:dp3206 Infinite Dimensional VARs and Factor Models (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(33) RePEc:iza:izadps:dp3255 Evaluating Continuous Training Programs Using the Generalized Propensity Score (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(34) RePEc:jae:japmet:v:22:y:2007:i:1:p:39-61 The transmission mechanism in a changing world (2007). Journal of Applied Econometrics

(35) RePEc:jae:japmet:v:22:y:2007:i:2:p:233-264 Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices (2007). Journal of Applied Econometrics

(36) 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). Journal of Applied Econometrics

(37) RePEc:jae:japmet:v:22:y:2007:i:2:p:313-338 Dynamic factor extraction of cross-sectional dependence in panel unit root tests (2007). Journal of Applied Econometrics

(38) RePEc:jae:japmet:v:22:y:2007:i:2:p:383-400 An empirical analysis of nonstationarity in a panel of interest rates with factors (2007). Journal of Applied Econometrics

(39) RePEc:jae:japmet:v:22:y:2007:i:2:p:429-451 Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach (2007). Journal of Applied Econometrics

(40) RePEc:kap:jgeosy:v:9:y:2007:i:1:p:77-101 Latent lifestyle preferences and household location decisions (2007). Journal of Geographical Systems

(41) RePEc:kap:jproda:v:28:y:2007:i:1:p:107-116 Measuring potential gains from reallocation of resources (2007). Journal of Productivity Analysis

(42) RePEc:kie:kieliw:1366 Monetary Policy Transmission and the Phillips Curve in a Global Context (2007). Kiel Institute for World Economics / Working Papers

(43) RePEc:lat:legeco:2007-03 Dual gravity : Using spatial econometrics to control for multilateral resistance (2007). LEG, Laboratoire d'Economie et de Gestion, CNRS UMR 5118, Université de Bourgogne / LEG - Document de travail - Economie

(44) RePEc:lvl:lacicr:0749 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (2007).

(45) RePEc:man:sespap:0724 Weighted smooth transition regressions (2007). School of Economics, The University of Manchester / The School of Economics Discussion Paper Series

(46) RePEc:pia:wpaper:31/2007 Productivity polarization across regions in Europe (2007). Università di Perugia, Dipartimento Economia, Finanza e Statistica / Quaderni del Dipartimento di Economia, Finanza e Statistica

(47) RePEc:tky:fseres:2007cf501 Dual gravity: Using spatial econometrics to control for multilateral resistance (2007). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

(48) RePEc:wdi:papers:2007-893 What do we really know about fiscal sustainability in the EU? A panel data diagnostic (2007). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(49) RePEc:wrk:warwec:790 Pricing behaviour under competition in the UK electricity supply industry (2007). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

(50) RePEc:zbw:zewdip:6888 Projecting the Medium-Term: Outcomes and Errors for GDP Growth (2007). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers

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:bfr:banfra:159 Stock exchanges industry consolidation and shock transmission. (2006). Banque de France / Documents de Travail

(3) RePEc:cam:camdae:0604 Macroeconometric Modelling with a Global Perspective (2006). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(4) RePEc:ces:ceswps:_1659 Macroeconometric Modelling with a Global Perspective (2006). CESifo GmbH / CESifo Working Paper Series

(5) 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

(6) 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

(7) RePEc:cor:louvco:2006010 Intra-daily FX optimal portfolio allocation (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(8) RePEc:cor:louvco:2006012 Multivariate mixed normal conditional heteroskedasticity (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(9) RePEc:cor:louvco:2006071 Asymptotic theory for a factor GARCH model (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(10) 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

(11) 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

(12) RePEc:dgr:uvatin:20050044 The Euro Introduction and Non-Euro Currencies (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers

(13) RePEc:dgr:uvatin:20060079 Wake me up before you GO-GARCH (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers

(14) 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

(15) 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

(16) RePEc:eui:euiwps:eco2006/30 Forecasting Euro-Area Variables with German Pre-EMU Data (2006). European University Institute / Economics Working Papers

(17) 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

(18) RePEc:fip:fedlwp:2005-002 Asset allocation under multivariate regime switching (2006). Federal Reserve Bank of St. Louis / Working Papers

(19) RePEc:fip:fedlwp:2005-034 International asset allocation under regime switching, skew and kurtosis preferences (2006). Federal Reserve Bank of St. Louis / Working Papers

(20) 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

(21) RePEc:hhs:uunewp:2006_023 Does Oil Price Uncertainty Transmit to Stock Markets? (2006). Uppsala University, Department of Economics / Working Paper Series

(22) 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

(23) 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

(24) 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

(25) RePEc:jae:japmet:v:21:y:2006:i:6:p:839-841 The case against JIVE: a comment (2006). Journal of Applied Econometrics

(26) RePEc:kee:kerpuk:2006/20 Public Pension Programmes and the Retirement of Married Couples in Denmark (2006). Centre for Economic Research, Keele University / Keele Economics Research Papers

(27) RePEc:kie:kieliw:1303 Banks’ Regulatory Buffers, Liquidity Networks and Monetary Policy Transmission (2006). Kiel Institute for World Economics / Working Papers

(28) 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

(29) RePEc:mlb:wpaper:969 The impact of cannabis and cigarette use on health (2006). The University of Melbourne / Department of Economics - Working Papers Series

(30) 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

(31) RePEc:nbr:nberwo:12003 Incarceration Length, Employment, and Earnings (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(32) 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

(33) 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

(34) RePEc:pra:mprapa:1592 A local dynamic conditional correlation model (2006). University Library of Munich, Germany / MPRA Paper

(35) RePEc:pra:mprapa:189 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model (2006). University Library of Munich, Germany / MPRA Paper

(36) RePEc:qed:wpaper:1085 Moments of IV and JIVE Estimators (2006). Queen's University, Department of Economics / Working Papers

(37) RePEc:scp:wpaper:06-43 Macroeconometric Modelling with a Global Perspective (2006). Institute of Economic Policy Research (IEPR) / IEPR Working Papers

(38) RePEc:uba:hadfwe:fiscalpolicy-herz-roeger-vogel-2006-05 Optimal Simple Rules for Fiscal Policy in a Monetary Union (2006). Department of Economics, Economics I, Bayreuth University / Macroeconomics

(39) RePEc:ucn:wpaper:200614 The Role of Health Insurance in Joint Retirement among Married Couples (2006). School Of Economics, University College Dublin / Working Papers

(40) 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

(41) 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

(42) 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

(43) 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: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

(15) 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

(16) RePEc:dnb:dnbwpp:060 Bond Market and Stock Market Integration in Europe (2005). Netherlands Central Bank, Research Department / DNB Working Papers

(17) 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

(18) 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

(19) 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

(20) 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

(21) RePEc:fip:fedlwp:2004-032 The importance of nonlinearity in reproducing business cycle features (2005). Federal Reserve Bank of St. Louis / Working Papers

(22) 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

(23) RePEc:hai:wpaper:200503 Heterogeneity, State Dependence and Health (2005). University of Hawaii at Manoa, Department of Economics / Working Papers

(24) 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

(25) RePEc:irv:wpaper:050608 Expectations, Learning and Macroeconomic Persistence (2005). University of California-Irvine, Department of Economics / Working Papers

(26) 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

(27) 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

(28) RePEc:iza:izadps:dp1489 Job Security and Job Protection (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(29) 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

(30) 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

(31) RePEc:iza:izadps:dp1692 Don’t Give Up On Me Baby: Spousal Correlation in Smoking Behaviour (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(32) 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

(33) RePEc:iza:izadps:dp1763 Educational Qualifications and Wage Inequality: Evidence for Europe (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(34) 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

(35) 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

(36) 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

(37) 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

(38) RePEc:nbr:nberte:0315 Convergence Properties of the Likelihood of Computed Dynamic Models (2005). National Bureau of Economic Research, Inc / NBER Technical Working Papers

(39) RePEc:nbr:nberwo:11412 Emigration, Labor Supply, and Earnings in Mexico (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(40) RePEc:nbr:nberwo:11628 Rising Wage Inequality: The Role of Composition and Prices (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(41) RePEc:nbr:nberwo:11874 Generalizing the Taylor Principle (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(42) RePEc:nid:ovolij:017 Measuring Segregation (2005). Oscar Volij / Economic theory and game theory

(43) 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

(44) 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

(45) RePEc:pra:mprapa:91 Educational Qualifications and Wage Inequality: Evidence for Europe (2005). University Library of Munich, Germany / MPRA Paper

(46) 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

(47) RePEc:rba:rbaacv:acv2005-14 The Australian Business Cycle: A Coincident Indicator Approach (2005). Reserve Bank of Australia / RBA Annual Conference Volume

(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:cor:louvco:2004048 Using intra annual information to forecast the annual state deficits : the case of France (2004). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(8) RePEc:deg:conpap:c009_031 Distributional Effects of Growth and the Elasticity of Substitution (2004). Dynamics, Economic Growth, and International Trade (DEGIT) / Conference Papers

(9) 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

(10) 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

(11) 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

(12) RePEc:iza:izadps:dp1068 Earnings Mobility Among Italian Low Paid Workers (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(13) 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

(14) 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

(15) 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

(16) 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

(17) 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

(18) 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

(19) 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

(20) 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

(21) RePEc:wpa:wuwpit:0407004 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade (2004). EconWPA / International Trade

(22) RePEc:wpa:wuwpma:0402004 Long Run Neutrality and Superneutrality of Money: Aggregate and Sectoral Tests for Nicaragua (2004). EconWPA / Macroeconomics

(23) RePEc:wpa:wuwpma:0404007 Long Run Effects of Money on Real Consumption and Investment in the U.S. (2004). EconWPA / Macroeconomics

(24) 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

(25) RePEc:zbw:bubdp1:2298 Estimating equilibrium real interest rates in real-time (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

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