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Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive 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:pen:papers:04-028 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2004). (2) RePEc:pen:papers:03-031 Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium (2003). (3) RePEc:pen:papers:03-036 The Effect of Adolescent Experience on Labor Market Outcomes: The Case of Height (2003). (4) RePEc:pen:papers:05-008 Modeling Bond Yields in Finance and Macroeconomics (2005). (5) RePEc:pen:papers:04-003 Comparing Solution Methods for Dynamic Equilibrium Economies (2003). (6) RePEc:pen:papers:05-011 Volatility Forecasting (2005). (7) RePEc:pen:papers:03-010 Firm Turnover in Imperfectly Competitive Markets (2003). (8) RePEc:pen:papers:04-037 A Political Economy Model of Congressional Careers (2004). (9) RePEc:pen:papers:06-015 Globalization and Endogenous Firm Scope (2006). (10) RePEc:pen:papers:05-033 Whither Political Economy? Theories, Facts and Issues (2005). (11) RePEc:pen:papers:04-001 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach (2004). (12) RePEc:pen:papers:03-005 Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability (2003). (13) RePEc:pen:papers:07-033 The Informal Sector (2007). (14) RePEc:pen:papers:06-010 Competitive Equilibrium with Incomplete Financial Markets (2006). (15) RePEc:pen:papers:03-001 Foreign Direct Investment and Exports with Growing Demand (2003). (16) RePEc:pen:papers:07-016 Money, Political Ambition, and the Career Decisions of Politicians (2007). (17) RePEc:pen:papers:05-009 A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005). (18) RePEc:pen:papers:04-016 Evaluating Labor Market Reforms: A General Equilibrium Approach (2004). (19) RePEc:pen:papers:09-006 A Theory of Partially Directed Search (2007). (20) RePEc:pen:papers:05-018 A, B, Câs (And Dâs) For Understanding VARS (2005). (21) RePEc:pen:papers:06-019 Time Series Analysis (2006). (22) RePEc:pen:papers:04-029 Platform Ownership (2004). (23) RePEc:pen:papers:04-019 The Production of Cognitive Achievement in Children: Home, School and Racial Test Score Gaps (2004). (24) RePEc:pen:papers:04-005 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood (2004). (25) RePEc:pen:papers:05-007 Practical Volatility and Correlation Modeling for Financial Market Risk Management (2005). (26) RePEc:pen:papers:05-003 An Assignment Theory of Foreign Direct Investment (2004). (27) RePEc:pen:papers:05-032 Political Careers or Career Politicians? (2005). (28) RePEc:pen:papers:06-024 Should Courts Always Enforce What Contracting Parties Write? (2006). (29) RePEc:pen:papers:03-011 Informational Size and Efficient Auctions (2003). (30) RePEc:pen:papers:05-031 Why are Married Men Working So Much? (2005). (31) RePEc:pen:papers:03-024 The Macroeconomy and the Yield Curve: A Nonstructural Analysis (2003). (32) RePEc:pen:papers:05-023 Constrained efficiency in the neoclassical growth model with uninsurable idiosyncratic shocks (2005). (33) RePEc:pen:papers:03-032 Inflation and Welfare in Models with Trading Frictions (2003). (34) RePEc:pen:papers:05-020 Social Security and the Retirement and Savings Behavior of Low Income Households (2005). (35) RePEc:pen:papers:07-011 A Structural Model of Turnout and Voting in Multiple Elections (2007). (36) RePEc:pen:papers:03-026 Should Courts Always Enforce What Contracting Parties Write? (2003). (37) RePEc:pen:papers:04-021 Consumption Commitments and Preferences for Risk (2004). (38) RePEc:pen:papers:08-004 Efficiency of Simultaneous Search (2008). (39) RePEc:pen:papers:06-003 Social Assets (2004). (40) RePEc:pen:papers:04-018 Realized Beta: Persistence and Predictability (2004). (41) RePEc:pen:papers:05-006 Identification and Estimation in Highway Procurement Auctions under Unobserved Auction Heterogeneity (2004). (42) RePEc:pen:papers:07-029 The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models (2007). (43) RePEc:pen:papers:08-029 Efficient Search on the Job and the Business Cycle (2008). (44) RePEc:pen:papers:08-012 Inflation and Unemployment in the Long Run (2008). (45) RePEc:pen:papers:06-004 The Role of Labor and Marriage Markets, Preference Heterogeneity and the Welfare System in the Life Cycle Decisions of Black, Hispanic and White Women (2006). (46) RePEc:pen:papers:05-022 Directed Search with Multiple Job Applications (2005). (47) RePEc:pen:papers:03-013 A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations (2003). (48) RePEc:pen:papers:04-025 Social Assets (2004). (49) RePEc:pen:papers:04-036 Intersectoral Labor Mobility and the Growth of the Service Sector (2004). (50) RePEc:pen:papers:05-016 Aggregation of Expert Opinions (2005). Recent citations received in: | 2008 | 2007 | 2006 | 2005 Recent citations received in: 2008 (1) RePEc:anp:en2008:200807211322560 Giving flexibility to the Nelso-Siegel class of term structure models (2008). ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] / Anais do XXXVI Encontr (2) RePEc:cpr:ceprdp:7075 Worker Replacement (2008). C.E.P.R. Discussion Papers / CEPR Discussion Papers (3) RePEc:fip:fedcwp:0802 Money and competing assets under private information (2008). Federal Reserve Bank of Cleveland / Working Paper (4) RePEc:imf:imfwpa:08/182 Technology and Finance (2008). International Monetary Fund / IMF Working Papers (5) RePEc:iza:izadps:dp3697 Variable Search Intensity in an Economy with Coordination Unemployment (2008). Institute for the Study of Labor (IZA) / IZA Discussion Papers (6) RePEc:iza:izadps:dp3722 Human Capital Investment with Competitive Labor Search (2008). Institute for the Study of Labor (IZA) / IZA Discussion Papers (7) RePEc:pen:papers:08-006 Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary (2008). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (8) RePEc:pen:papers:08-012 Inflation and Unemployment in the Long Run (2008). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (9) RePEc:pen:papers:08-014 Manipulability of Future-Independent Tests (2008). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (10) RePEc:pen:papers:08-015 Strategic Manipulation of Empirical Tests (2008). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (11) RePEc:pen:papers:08-040 Worker Replacement (2008). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (12) RePEc:pse:psecon:2008-71 Assortative matching through signals (2008). PSE (Ecole normale supérieure) / PSE Working Papers (13) RePEc:red:ecodyn:v:10:y:2008:i:1:agenda The Research Agenda: Ricardo Lagos on Liquidity and the Search Theory of Money (2008). EconomicDynamics Newsletter (14) RePEc:tob:wpaper:0810 Imperfect Information Processing in Sequential Bargaining Games with Present Biased Preferences (2008). TOBB University of Economics and Technology, Department of Economics / Working Papers Recent citations received in: 2007 (1) RePEc:bbk:bbkefp:0711 Wage-Directed Job Match with Multiple Applications and Multiple Vacancies: The Optimal Job Application Strategy and Wage Dispersion (2007). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance (2) RePEc:bca:bocawp:07-58 Electronic Transactions as High-Frequency Indicators of Economic Activity (2007). Bank of Canada / Working Papers (3) RePEc:cpr:ceprdp:6164 Political Careers or Career Politicians? (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:dgr:uvatin:20070055 Is Transparency to no avail? Committee Decision-making, Pre-meetings, and Credible Deals (2007). Tinbergen Institute / Tinbergen Institute Discussion Papers (5) RePEc:fgv:epgewp:657 The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model (2007). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE) (6) RePEc:fip:fedfpr:y:2007:i:nov:x:7 Macroeconomic implications of changes in micro volatility (2007). Proceedings (7) RePEc:fip:fedgif:900 Bargaining, fairness, and price rigidity in a DSGE environment (2007). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (8) RePEc:iza:izadps:dp3038 Comparative Analysis of Labor Market Dynamics Using Markov Processes: An Application to Informality (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (9) RePEc:nbr:nberwo:12921 Political Careers or Career Politicians? (2007). National Bureau of Economic Research, Inc / NBER Working Papers (10) RePEc:nbr:nberwo:13397 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset (2007). National Bureau of Economic Research, Inc / NBER Working Papers (11) RePEc:pen:papers:07-009 Political Careers or Career Politicians? Second Version (2007). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (12) RePEc:pen:papers:07-026 Testing Conditional Independence via Rosenblatt Transforms (2007). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (13) RePEc:pra:mprapa:4682 ¿CÃMO MEDIR LOS SPILLOVERS? (2007). University Library of Munich, Germany / MPRA Paper (14) RePEc:tor:tecipa:tecipa-298 Pricing and Signaling with Frictions (2007). University of Toronto, Department of Economics / Working Papers (15) RePEc:wbk:wbrwps:4429 Comparative analysis of labor market dynamics using markov processes : an application to informality (2007). The World Bank / Policy Research Working Paper Series Recent citations received in: 2006 (1) RePEc:ams:ndfwpp:06-12 More hedging instruments may destabilize markets (2006). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers (2) RePEc:bru:bruedp:06-09 Reputational Concerns and Bias in Arbitration (2006). Economics and Finance Section, School of Social Sciences, Brunel University / Economics and Finance Discussion Papers (3) RePEc:ces:ceswps:_1847 Should Courts always Enforce what Contracting Parties Write? (2006). CESifo GmbH / CESifo Working Paper Series (4) RePEc:ces:ceswps:_1852 Active Courts and Menu Contracts (2006). CESifo GmbH / CESifo Working Paper Series (5) RePEc:fpr:fcnddp:207 The impact of an experimental nutritional intervention in childhood on education among Guatemalan adults: (2006). International Food Policy Research Institute (IFPRI) / Working papers (6) RePEc:hum:wpaper:sfb649dp2006-021 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (7) RePEc:iza:izadps:dp2332 Classification Error in Dynamic Discrete Choice Models: Implications for Female Labor Supply Behavior (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers (8) RePEc:kie:kieasw:436 Predicting GDP Components. Do Leading Indicators Increase Predictability? (2006). Kiel Institute for the World Economy / Kiel Advanced Studies Working Papers (9) RePEc:man:sespap:0611 A Further Examination of the Expectations Hypothesis for the Term Structure (2006). School of Economics, The University of Manchester / The School of Economics Discussion Paper Series (10) RePEc:mdl:mdlpap:0614 The Impact of Nutrition during Early Childhood on Education among Guatemalan Adults (2006). Middlebury College, Department of Economics / Middlebury College Working Paper Series (11) RePEc:mea:meawpa:06113 Testing the Mechanisms of Structural Models: The Case of the Mickey Mantle Effect (2006). Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim / MEA discussion paper series (12) RePEc:nbr:nberwo:12782 Multi-Product Firms and Trade Liberalization (2006). National Bureau of Economic Research, Inc / NBER Working Papers (13) RePEc:pen:papers:06-008 Do Voters Vote Sincerely? (2006). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (14) RePEc:pen:papers:06-024 Should Courts Always Enforce What Contracting Parties Write? (2006). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (15) RePEc:pen:papers:06-025 Active Courts and Menu Contracts (2006). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (16) RePEc:pen:papers:06-026 The Impact of Nutrition during Early Childhood on Education among Guatemalan Adults (2006). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (17) RePEc:wbk:wbrwps:4023 What is the real impact of schooling on age of first union and age of first parenting ? New evidence from Guatemala (2006). The World Bank / Policy Research Working Paper Series (18) RePEc:xrs:meawpa:06113 Testing the Mechanisms of Structural Models: The Case of the Mickey Mantle Effect (2006). Mannheim Research Institute for the Economics of Aging, University of Mannheim / MEA discussion paper series Recent citations received in: 2005 (1) RePEc:aea:aecrev:v:95:y:2005:i:2:p:398-404 A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005). American Economic Review (2) RePEc:bca:bocawp:05-36 The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach (2005). Bank of Canada / Working Papers (3) RePEc:bon:bonedp:bgse20_2005 Directed Search with Multiple Job Applications (2005). University of Bonn, Germany / Bonn Econ Discussion Papers (4) RePEc:cfs:cfswop:wp200502 Practical Volatility and Correlation Modeling for Financial Market Risk Management (2005). Center for Financial Studies / CFS Working Paper Series (5) RePEc:cfs:cfswop:wp200504 A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005). Center for Financial Studies / CFS Working Paper Series (6) RePEc:cfs:cfswop:wp200522 Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence (2005). Center for Financial Studies / CFS Working Paper Series (7) RePEc:chk:cuhkdc:00017 Equilibrium Correlation of Asset Price and Return (2005). Chinese University of Hong Kong, Department of Economics / Discussion Papers (8) RePEc:chk:cuhked:_175 Equilibrium Correlation of Asset Price and Return (2005). Chinese University of Hong Kong, Department of Economics / Departmental Working Papers (9) RePEc:ebg:heccah:0828 Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM (2005). Groupe HEC / Les Cahiers de Recherche (10) RePEc:fip:fedgif:840 International capital flows and U.S. interest rates (2005). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (11) RePEc:fip:fedlwp:2005-001 Term structure of risk under alternative econometric specifications (2005). Federal Reserve Bank of St. Louis / Working Papers (12) RePEc:hhs:hastef:0598 Forecasting economic variables with nonlinear models (2005). Stockholm School of Economics / Working Paper Series in Economics and Finance (13) RePEc:iis:dispap:iiisdp103 International Capital Flows and U.S. Interest Rates (2005). IIIS / The Institute for International Integration Studies Discussion Paper Series (14) RePEc:kap:apfinm:v:12:y:2005:i:3:p:199-226 Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (2005). Asia-Pacific Financial Markets (15) RePEc:lau:crdeep:05.12 Communicating with a Team of Experts (2005). Université de Lausanne, Ecole des HEC, DEEP / Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) (16) RePEc:nbr:nberwo:11069 Practical Volatility and Correlation Modeling for Financial Market Risk Management (2005). National Bureau of Economic Research, Inc / NBER Working Papers (17) RePEc:nbr:nberwo:11264 An Alternative Test of Racial Prejudice in Motor Vehicle Searches: Theory and Evidence (2005). National Bureau of Economic Research, Inc / NBER Working Papers (18) RePEc:nbr:nberwo:11323 Expected Returns, Yield Spreads, and Asset Pricing Tests (2005). National Bureau of Economic Research, Inc / NBER Working Papers (19) RePEc:nbr:nberwo:11736 Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence (2005). National Bureau of Economic Research, Inc / NBER Working Papers (20) RePEc:nbr:nberwo:11848 Search Profiling with Partial Knowledge of Deterrence (2005). National Bureau of Economic Research, Inc / NBER Working Papers (21) RePEc:pen:papers:05-007 Practical Volatility and Correlation Modeling for Financial Market Risk Management (2005). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (22) RePEc:pen:papers:05-009 A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (23) RePEc:pen:papers:05-025 Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence (2005). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (24) RePEc:pen:papers:05-033 Whither Political Economy? Theories, Facts and Issues (2005). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (25) RePEc:ubi:deawps:14 Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (2005). Universitat de les Illes Balears, Departament d'EconomÃa Aplicada / DEA Working Papers (26) RePEc:wpa:wuwpfi:0509024 Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques (2005). EconWPA / Finance (27) RePEc:wpa:wuwpfi:0510029 Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques (2005). EconWPA / Finance (28) RePEc:wpa:wuwpma:0503001 A learning hypothesis of the term structure of interest rates (2005). EconWPA / Macroeconomics (29) RePEc:wpa:wuwpma:0511017 Does information help recovering fundamental structural shocks from past observations? (2005). EconWPA / Macroeconomics 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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