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.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.25 0.18 39 779 72 18 0 9 0.23 0.08 1997 0.39 0.22 62 525 77 30 0 2 0.03 0.09 1998 0.32 0.25 41 394 101 32 0 6 0.15 0.1 1999 0.26 0.31 34 598 103 27 0 7 0.21 0.15 2000 0.71 0.42 38 695 75 53 9.4 8 0.21 0.19 2001 0.88 0.41 43 653 72 63 1.6 11 0.26 0.16 2002 0.96 0.44 33 310 81 78 0 23 0.7 0.2 2003 1 0.46 43 586 76 76 1.3 22 0.51 0.21 2004 1.26 0.51 46 380 76 96 0 26 0.57 0.23 2005 1.28 0.54 51 561 89 114 0 65 1.27 0.24 2006 1.7 0.56 68 404 97 165 1.2 43 0.63 0.24 2007 1.29 0.45 63 384 119 154 1.3 50 0.79 0.21 2008 1.71 0.5 45 119 131 224 3.6 34 0.76 0.24
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: 275 times.

(2) RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22 Computation and analysis of multiple structural change models (2003).
Cited: 256 times.

(3) RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47 Detrending, Stylized Facts and the Business Cycle. (1993).
Cited: 220 times.

(4) RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470 Mixed MNL models for discrete response (2000).
Cited: 216 times.

(5) RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118 Indirect Inference. (1993).
Cited: 193 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: 191 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: 174 times.

(8) RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108 Convergence in International Output. (1995).
Cited: 152 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: 127 times.

(10) 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: 125 times.

(11) RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36 Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. (1992).
Cited: 124 times.

(12) RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60 Common Trends and Common Cycles. (1993).
Cited: 114 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: 113 times.

(14) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006).
Cited: 112 times.

(15) RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670 Loss function-based evaluation of DSGE models (2000).
Cited: 112 times.

(16) 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: 109 times.

(17) RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465 Counterfactual decomposition of changes in wage distributions using quantile regression (2005).
Cited: 108 times.

(18) RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28 Flexible Parametric Estimation of Duration and Competing Risk Models. (1990).
Cited: 106 times.

(19) 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: 101 times.

(20) RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25 A Nonlinear Approach to US GNP. (1995).
Cited: 97 times.

(21) RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576 Model uncertainty in cross-country growth regressions (2001).
Cited: 97 times.

(22) 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: 87 times.

(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).
Cited: 82 times.

(24) 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: 80 times.

(25) 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: 76 times.

(26) 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.

(27) RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544 Does peer ability affect student achievement? (2003).
Cited: 70 times.

(28) RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84 Multiple Regimes and Cross-Country Growth Behaviour. (1995).
Cited: 64 times.

(29) RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503 The dynamics of health in the British Household Panel Survey (2004).
Cited: 62 times.

(30) 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: 61 times.

(31) RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93 Stock Market Volatility and the Business Cycle. (1996).
Cited: 61 times.

(32) RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477 Estimating quadratic variation using realized variance (2002).
Cited: 60 times.

(33) RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92 Growth and Convergence in Multi-country Empirical Stochastic Solow Model. (1997).
Cited: 60 times.

(34) 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: 60 times.

(35) 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: 59 times.

(36) RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105 The Econometric Analysis of Models with Risk Terms. (1988).
Cited: 59 times.

(37) RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375 Robustness tests of the augmented Solow model (1998).
Cited: 57 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: 56 times.

(39) 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: 56 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: 55 times.

(41) 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: 54 times.

(42) RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24 Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge. (1991).
Cited: 53 times.

(43) RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446 New frontiers for arch models (2002).
Cited: 51 times.

(44) 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: 51 times.

(45) 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: 50 times.

(46) 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: 49 times.

(47) 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: 46 times.

(48) RePEc:jae:japmet:v:13:y:1998:i:5:p:435-461 Semiparametric estimation and consumer demand (1998).
Cited: 46 times.

(49) RePEc:jae:japmet:v:12:y:1997:i:2:p:133-50 Statistical Inference via Bootstrapping for Measures of Inequality. (1997).
Cited: 45 times.

(50) RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132 Numerical Methods for Estimation and Inference in Bayesian VAR-Models. (1997).
Cited: 45 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

(1) RePEc:bde:wpaper:0826 Inflation targeting in Latin America: Empirical analysis using GARCH models (2008). Banco de Espana / Banco de Espana Working Papers

(2) RePEc:cpb:discus:111 Gravity with Gravitas: Comment (2008). CPB Netherlands Bureau for Economic Policy Analysis / CPB Discussion Papers

(3) RePEc:cpr:ceprdp:7094 Estimating the Effect of a Retraining Program on the Re-Employment Rate of Displaced Workers (2008). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(4) RePEc:csc:cerisp:200803 Modelling and measuring the effects of public subsidies on business R&D: theoretical and econometric issues (2008). Institute for Economic Research on Firms and Growth - Moncalieri (TO) / CERIS Working Paper

(5) RePEc:ctl:louvec:2008030 Short and long term evaluations of Public Employment Services in Italy (2008). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin

(6) RePEc:dgr:kubcen:200861 The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions (2008). Tilburg University, Center for Economic Research / Discussion Paper

(7) RePEc:dgr:umamet:2008051 Panel Error Correction Testing with Global Stochastic Trends (2008). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda

(8) RePEc:don:donwpa:006 The specification of the propensity score in multilevel observational studies (2008). Carlo F. Dondena Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi / Working Papers

(9) RePEc:ese:iserwp:2007-27 Estimation of causal effects of fertility on economic wellbeing:Evidence from rural Vietnam (2008). Institute for Social and Economic Research / ISER working papers

(10) RePEc:eui:euiwps:eco2008/27 Reassessing Labor Market Reforms: Temporary Contracts as a Screening Device (2008).

(11) RePEc:fip:fedreq:y:2008:i:fall:p:361-395:n:v.94no.4 The new Keynesian Phillips curve : lessons from single-equation econometric estimation (2008). Economic Quarterly

(12) RePEc:fip:fedreq:y:2008:i:fall:p:397-433:n:v.94no.4 DSGE model-based estimation of the new Keynesian Phillips curve (2008). Economic Quarterly

(13) RePEc:isu:genres:13008 Bounding the Effects of Food Insecurity on Childrens Health Outcomes (2008). Iowa State University, Department of Economics / Staff General Research Papers

(14) RePEc:jae:japmet:v:23:y:2008:i:5:p:585-606 Jumps in cross-sectional rank and expected returns: a mixture model (2008). Journal of Applied Econometrics

(15) RePEc:ner:leuven:urn:hdl:123456789/184246 Subsidies on low skilleds social security contributions: the case of Belgium. (2008). Katholieke Universiteit Leuven / Open Access publications from Katholieke Universiteit Leuven

(16) RePEc:pra:mprapa:10542 Testing for spatial autocorrelation: the regressors that make the power disappear (2008). University Library of Munich, Germany / MPRA Paper

(17) RePEc:pra:mprapa:11589 Do all countries follow the same growth process? (2008). University Library of Munich, Germany / MPRA Paper

(18) RePEc:pra:mprapa:12245 Trade, FDI and Cross-Variable Linkages: A German (Macro-)Regional Perspective (2008). University Library of Munich, Germany / MPRA Paper

(19) RePEc:pra:mprapa:12318 Measuring Consumer Preferences and Estimating Demand Systems (2008). University Library of Munich, Germany / MPRA Paper

(20) RePEc:pra:mprapa:12319 The Differential Approach to Demand Analysis and the Rotterdam Model (2008). University Library of Munich, Germany / MPRA Paper

(21) RePEc:pra:mprapa:17407 The specification of the propensity score in multilevel observational studies (2008). University Library of Munich, Germany / MPRA Paper

(22) RePEc:pra:mprapa:23721 Implied Volatility with Time-Varying Regime Probabilities (2008). University Library of Munich, Germany / MPRA Paper

(23) RePEc:pra:mprapa:8413 Consumer preferences and demand systems (2008). University Library of Munich, Germany / MPRA Paper

(24) RePEc:pra:mprapa:8767 Are any growth theories linear? Why we should care about what the evidence tells us (2008). University Library of Munich, Germany / MPRA Paper

(25) RePEc:pra:mprapa:8768 A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions (2008). University Library of Munich, Germany / MPRA Paper

(26) RePEc:rtv:ceisrp:123 Are employers discriminating with respect to weight? European Evidence using Quantile Regression (2008). Tor Vergata University, CEIS / Research Paper Series

(27) RePEc:smu:ecowpa:803 Do Customs Union Members Engage In More Bilateral Trade Than Free Trade Agreement Members? (2008). Southern Methodist University, Department of Economics / Departmental Working Papers

(28) RePEc:ssa:lemwps:2008/18 The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households (2008). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series

(29) RePEc:ssa:lemwps:2008/21 Schumpeter Meeting Keynes: A Policy-Friendly Model of Endogenous Growth and Business Cycles (2008). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series

(30) RePEc:ssb:dispap:550 An Alternative Approach to Labor Supply Modeling. Emphasizing Job-type as Choice Variable (2008). Research Department of Statistics Norway / Discussion Papers

(31) RePEc:tor:tecipa:tecipa-336 Real Time Detection of Structural Breaks in GARCH Models (2008). University of Toronto, Department of Economics / Working Papers

(32) RePEc:ucr:wpaper:200803 Nonlinear Time Series in Financial Forecasting (2008). University of California Riverside, Department of Economics / Working Papers

(33) RePEc:uct:uconnp:2008-47 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited (2008). University of Connecticut, Department of Economics / Working papers

(34) RePEc:zbw:ifweej:7400 Evaluating New Keynesian Phillips Curve under VAR-Based Learning (2008). Economics - The Open-Access, Open-Assessment E-Journal

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: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

(13) 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

(14) 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

(15) 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

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

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

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

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

(20) 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

(21) 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

(22) 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

(23) 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

(24) 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

(25) 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

(26) 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

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

(28) 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

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

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

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

(32) 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

(33) 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

(34) 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

(35) 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

(36) 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

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

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

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

(40) 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

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

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

(43) RePEc:ner:ifwkie:info:hdl:10419/4095 Deutsche Konjunktur: Aufschwungskräfte behalten die Oberhand. (2007). Kiel Institute for the World Economy / Open Access publications from Kiel Institute for the World Economy

(44) RePEc:ner:maastr:urn:nbn:nl:ui:27-14777 Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003. (2007). Maastricht University / Open Access publications from Maastricht University

(45) RePEc:ner:maastr:urn:nbn:nl:ui:27-23214 Long-run real exchange rate determinants: evidence from eight new EU member states, 1993–2003. (2007). Maastricht University / Open Access publications from Maastricht University

(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 Multivariate Normal Mixture GARCH (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:dul:wpaper:06-07rs Sector diversification during crises: a European perspective (2006). Université libre de Bruxelles, Department of Applied Economics (DULBEA) / Working Papers DULBEA

(15) 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

(16) 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

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

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

(19) 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

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

(21) 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

(22) 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

(23) 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

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

(25) 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

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

(27) 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

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

(29) 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

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

(31) RePEc:ner:leuven:urn:hdl:123456789/85456 Bagging and boosting classification trees to predict churn. (2006). Katholieke Universiteit Leuven / Open Access publications from Katholieke Universiteit Leuven

(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:rdg:icmadp:icma-dp2006-09 Momentum Profits and Time-Varying Unsystematic Risk (2006).

(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:acb:camaaa:2005-19 SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH (2005). Australian National University, Centre for Applied Macroeconomic Analysis / CAMA Working Papers

(2) 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

(3) 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

(4) RePEc:boe:boeewp:269 Accounting for the source of exchange rate movements: new evidence (2005). Bank of England / Bank of England working papers

(5) RePEc:cfs:cfswop:wp200520 Equity Culture and the Distribution of Wealth (2005). Center for Financial Studies / CFS Working Paper Series

(6) RePEc:cla:levrem:122247000000000822 Convergence Properties of the Likelihood of Computed Dynamic Models (2005). UCLA Department of Economics / Levine's Bibliography

(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: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

(9) RePEc:cpr:ceprdp:4927 Job Security and Job Protection (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(10) 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

(11) RePEc:cpr:ceprdp:5207 Bayesian Analysis of DSGE Models (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: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

(14) RePEc:dgr:uvatin:20040119 Why Frequency Matters for Unit Root Testing (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers

(15) RePEc:dgr:uvatin:20050060 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers

(16) 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

(17) 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

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

(19) 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

(20) 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

(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 Don’t 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:nberte:0315 Convergence Properties of the Likelihood of Computed Dynamic Models (2005). National Bureau of Economic Research, Inc / NBER Technical Working Papers

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

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

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

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

(45) 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

(46) 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

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

(48) 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

(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:0505015 The Price Puzzle: Fact or Artefact? (2005). EconWPA / Macroeconomics

(60) RePEc:wpa:wuwpma:0507021 The Price Puzzle and Indeterminacy (2005). EconWPA / Macroeconomics

(61) RePEc:wpa:wuwpma:0510022 Expectations, Learning and Macroeconomic Persistence (2005). EconWPA / Macroeconomics

(62) RePEc:zbw:bubdp1:2936 Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(63) RePEc:zbw:bubdp1:3379 How synchronized are central and east European economies with the euro area? Evidence from a structural factor model (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(64) 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

(65) 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

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.