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 39 851 72 18 0 9 0.23 0.08 1997 0.42 0.21 62 563 77 32 0 2 0.03 0.08 1998 0.29 0.22 41 424 101 29 0 4 0.1 0.1 1999 0.27 0.28 34 680 103 28 0 7 0.21 0.13 2000 0.71 0.37 38 748 75 53 9.4 8 0.21 0.16 2001 0.9 0.37 43 822 72 65 1.5 12 0.28 0.16 2002 0.93 0.41 33 369 81 75 0 24 0.73 0.19 2003 1.04 0.42 44 699 76 79 1.3 21 0.48 0.2 2004 1.36 0.47 46 467 77 105 0 26 0.57 0.21 2005 1.3 0.5 51 695 90 117 0 65 1.27 0.23 2006 1.72 0.51 68 492 97 167 1.2 47 0.69 0.22 2007 1.3 0.4 63 560 119 155 1.3 57 0.9 0.18 2008 1.76 0.42 45 186 131 231 3.5 38 0.84 0.21 2009 1.58 0.43 42 134 108 171 0.6 29 0.69 0.19
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: 374 times.

(2) RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22 Computation and analysis of multiple structural change models (2003).
Cited: 307 times.

(3) RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470 Mixed MNL models for discrete response (2000).
Cited: 231 times.

(4) RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47 Detrending, Stylized Facts and the Business Cycle. (1993).
Cited: 226 times.

(5) RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. (1999).
Cited: 216 times.

(6) RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18 Numerical Distribution Functions for Unit Root and Cointegration Tests. (1996).
Cited: 203 times.

(7) RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118 Indirect Inference. (1993).
Cited: 199 times.

(8) RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108 Convergence in International Output. (1995).
Cited: 167 times.

(9) 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: 149 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: 143 times.

(11) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006).
Cited: 135 times.

(12) RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465 Counterfactual decomposition of changes in wage distributions using quantile regression (2005).
Cited: 134 times.

(13) 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: 129 times.

(14) 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: 128 times.

(15) RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60 Common Trends and Common Cycles. (1993).
Cited: 120 times.

(16) RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576 Model uncertainty in cross-country growth regressions (2001).
Cited: 115 times.

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

(18) 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: 111 times.

(19) 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.

(20) 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.

(21) 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: 103 times.

(22) RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25 A Nonlinear Approach to US GNP. (1995).
Cited: 101 times.

(23) 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: 100 times.

(24) 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: 95 times.

(25) 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: 92 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: 88 times.

(27) RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544 Does peer ability affect student achievement? (2003).
Cited: 78 times.

(28) RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503 The dynamics of health in the British Household Panel Survey (2004).
Cited: 74 times.

(29) RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84 Multiple Regimes and Cross-Country Growth Behaviour. (1995).
Cited: 72 times.

(30) RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508 A theoretical comparison between integrated and realized volatility (2002).
Cited: 71 times.

(31) 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: 71 times.

(32) RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84 Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions. (1993).
Cited: 71 times.

(33) RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59 Diagnostic Tests for Models Based on Individual Data: A Survey. (1989).
Cited: 67 times.

(34) RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93 Stock Market Volatility and the Business Cycle. (1996).
Cited: 66 times.

(35) 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: 66 times.

(36) 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: 64 times.

(37) RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92 Growth and Convergence in Multi-country Empirical Stochastic Solow Model. (1997).
Cited: 63 times.

(38) 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: 61 times.

(39) RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24 Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge. (1991).
Cited: 60 times.

(40) 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: 60 times.

(41) RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375 Robustness tests of the augmented Solow model (1998).
Cited: 60 times.

(42) 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: 60 times.

(43) RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477 Estimating quadratic variation using realized variance (2002).
Cited: 59 times.

(44) RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992 What are the effects of fiscal policy shocks? (2009).
Cited: 59 times.

(45) RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105 The Econometric Analysis of Models with Risk Terms. (1988).
Cited: 57 times.

(46) RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446 New frontiers for arch models (2002).
Cited: 56 times.

(47) RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207 What caused the early millennium slowdown? Evidence based on vector autoregressions (2005).
Cited: 54 times.

(48) 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: 54 times.

(49) RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132 Numerical Methods for Estimation and Inference in Bayesian VAR-Models. (1997).
Cited: 52 times.

(50) RePEc:jae:japmet:v:13:y:1998:i:5:p:435-461 Semiparametric estimation and consumer demand (1998).
Cited: 52 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:aub:autbar:787.09 Analyzing aggregate real exchange rate persistence through the lens of sectoral data. (2009). UFAE and IAE Working Papers

(2) RePEc:bcl:bclwop:bclwp040 Pros and Cons of various fiscal measures to stimulate the economy (2009). BCL working papers

(3) RePEc:bde:wpaper:0907 Job changes and individual-job specific wage dynamics (2009). Banco de España Working Papers

(4) RePEc:bin:bpeajo:v:40:y:2009:i:2009-02:p:183-249 By How Much Does GDP Rise If the Government Buys More Output? (2009). Brookings Papers on Economic Activity

(5) RePEc:bol:bodewp:670 The Response of Private Consumption to Different Public Spending Categories: VAR Evidence from UK (2009). Working Papers

(6) RePEc:cam:camdae:0901 Variable Selection and Inference for Multi-period Forecasting Problems (2009). Cambridge Working Papers in Economics

(7) RePEc:ces:ceswps:_2543 Variable Selection and Inference for Multi-period Forecasting Problems (2009). CESifo Working Paper Series

(8) RePEc:ces:ceswps:_2743 The Willingness to Pay for Job Amenities: Evidence from Mothers Return to Work (2009). CESifo Working Paper Series

(9) RePEc:ces:ifosdt:v:62:y:2009:i:21:p:22-33 Makroökonomische Prognosen mit gemischten Frequenzen (2009). Ifo Schnelldienst

(10) RePEc:ces:ifosdt:v:62:y:2009:i:23:p:15-28 IFOCAST: Methoden der ifo-Kurzfristprognose (2009). Ifo Schnelldienst

(11) RePEc:cpr:ceprdp:7139 Variable Selection and Inference for Multi-period Forecasting Problems (2009). CEPR Discussion Papers

(12) RePEc:cri:cespri:kites28_wp Innovation, profitability and growth in medium and high-tech manufacturing industries: Evidence from Italy. (2009). KITeS Working Papers

(13) RePEc:ebl:ecbull:eb-08h30005 Productive government spending and private consumption: a pessimistic view (2009). Economics Bulletin

(14) RePEc:eso:journl:v:40:y:2009:i:4:p:407-434 The Impact of Fiscal Shocks on the Irish Economy (2009). The Economic and Social Review

(15) RePEc:eui:euiwps:eco2009/13 Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP (2009).

(16) RePEc:eui:euiwps:eco2009/31 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models (2009).

(17) RePEc:eui:euiwps:eco2009/32 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area (2009).

(18) RePEc:hep:macppr:200905 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function (2009). Macroeconomics and Finance Series

(19) RePEc:hhs:nierwp:0114 The Properties of Survey-Based Inflation Expectations in Sweden (2009). Working Paper

(20) RePEc:hhs:sulcis:2009_002 On Fragile Grounds: A replication of Are Muslim immigrants different in terms of cultrual integration? Technical documentation (2009). SULCIS Working Papers

(21) RePEc:ifs:cemmap:13/09 Hypothesis testing of multiple inequalities: the method of constraint chaining (2009). CeMMAP working papers

(22) RePEc:iis:dispap:iiisdp303 From Great Depression to Great Credit Crisis: Similarities, Differences and Lessons (2009). The Institute for International Integration Studies Discussion Paper Series

(23) RePEc:kof:wpskof:09-237 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function (2009). KOF Working papers

(24) RePEc:pra:mprapa:14270 Political Cycles in Active Labor Market Policies (2009). MPRA Paper

(25) RePEc:pra:mprapa:20125 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2009). MPRA Paper

(26) RePEc:pra:mprapa:21124 VAR forecasting using Bayesian variable selection (2009). MPRA Paper

(27) RePEc:ukc:ukcedp:0921 Estimating WTP With Uncertainty Choice Contingent Valuation (2009). Studies in Economics

(28) RePEc:ums:papers:2009-14 The Paradox of Thrift and Crowding-In of Private Investment in a Simple IS-LM Model (2009). Working Papers

(29) RePEc:zbw:bubdp1:7576 MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area (2009). Discussion Paper Series 1: Economic Studies

Recent citations received in: 2008

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

(2) RePEc:cpb:discus:111 Gravity with gravitas: comment (2008). CPB Discussion Paper

(3) RePEc:cpr:ceprdp:7094 Estimating the Effect of a Retraining Program on the Re-Employment Rate of Displaced Workers (2008). 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). CERIS Working Paper

(5) RePEc:ctl:louvec:2008030 Short and long term evaluations of Public Employment Services in Italy (2008). Discussion Papers (ECON - Département des Sciences Economiques)

(6) RePEc:dgr:kubcen:200861 The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions (2008). Discussion Paper

(7) RePEc:dgr:umamet:2008051 Panel Error Correction Testing with Global Stochastic Trends (2008). Research Memoranda

(8) RePEc:don:donwpa:006 The specification of the propensity score in multilevel observational studies (2008). Working Papers

(9) RePEc:ese:iserwp:2007-27 Estimation of causal effects of fertility on economic wellbeing: evidence from rural Vietnam (2008). ISER Working Paper Series

(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). 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). Open Access publications from Katholieke Universiteit Leuven

(16) RePEc:ner:leuven:urn:hdl:123456789/197558 R&D subsidies and foreign ownership: Carrying Flemish coals to Newcastle?. (2008). Open Access publications from Katholieke Universiteit Leuven

(17) RePEc:ner:leuven:urn:hdl:123456789/200956 Who writes the pay slip? Do R&D subsidies merely increase researcher wages?. (2008). Open Access publications from Katholieke Universiteit Leuven

(18) RePEc:ner:leuven:urn:hdl:123456789/213460 On young innovative companies: Why they matter and how (not) to policy support them. (2008). Open Access publications from Katholieke Universiteit Leuven

(19) RePEc:ner:leuven:urn:hdl:123456789/216618 Additionality effects of public R&D funding: ‘R’ versus ‘D’. (2008). Open Access publications from Katholieke Universiteit Leuven

(20) RePEc:pra:mprapa:10542 Testing for spatial autocorrelation: the regressors that make the power disappear (2008). MPRA Paper

(21) RePEc:pra:mprapa:11589 Do all countries follow the same growth process? (2008). MPRA Paper

(22) RePEc:pra:mprapa:12245 Trade, FDI and Cross-Variable Linkages: A German (Macro-)Regional Perspective (2008). MPRA Paper

(23) RePEc:pra:mprapa:12318 Measuring Consumer Preferences and Estimating Demand Systems (2008). MPRA Paper

(24) RePEc:pra:mprapa:12319 The Differential Approach to Demand Analysis and the Rotterdam Model (2008). MPRA Paper

(25) RePEc:pra:mprapa:17407 The specification of the propensity score in multilevel observational studies (2008). MPRA Paper

(26) RePEc:pra:mprapa:23721 Implied Volatility with Time-Varying Regime Probabilities (2008). MPRA Paper

(27) RePEc:pra:mprapa:8413 Consumer preferences and demand systems (2008). MPRA Paper

(28) RePEc:pra:mprapa:8767 Are any growth theories linear? Why we should care about what the evidence tells us (2008). MPRA Paper

(29) RePEc:pra:mprapa:8768 A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions (2008). MPRA Paper

(30) RePEc:rtv:ceisrp:123 Are employers discriminating with respect to weight? European Evidence using Quantile Regression (2008). CEIS Research Paper

(31) RePEc:smu:ecowpa:803 Do Customs Union Members Engage In More Bilateral Trade Than Free Trade Agreement Members? (2008). Departmental Working Papers

(32) RePEc:ssa:lemwps:2008/18 The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households (2008). LEM Papers Series

(33) RePEc:ssa:lemwps:2008/21 Schumpeter Meeting Keynes: A Policy-Friendly Model of Endogenous Growth and Business Cycles (2008). LEM Papers Series

(34) RePEc:ssb:dispap:550 An Alternative Approach to Labor Supply Modeling. Emphasizing Job-type as Choice Variable (2008). Discussion Papers

(35) RePEc:tor:tecipa:tecipa-336 Real Time Detection of Structural Breaks in GARCH Models (2008). Working Papers

(36) RePEc:ucr:wpaper:200803 Nonlinear Time Series in Financial Forecasting (2008). Working Papers

(37) RePEc:uct:uconnp:2008-47 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited (2008). Working papers

(38) 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). CAMA Working Papers

(2) RePEc:acb:camaaa:2007-18 CONSTRUCTING HISTORICAL EURO AREA DATA (2007). CAMA Working Papers

(3) RePEc:acb:camaaa:2007-25 EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET (2007). CAMA Working Papers

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

(5) RePEc:cam:camdae:0661 Long Run Macroeconomic Relations in the Global Economy (2007). Cambridge Working Papers in Economics

(6) RePEc:cam:camdae:0703 Long Run Macroeconomic Relations in the Global Economy (2007). Cambridge Working Papers in Economics

(7) RePEc:cam:camdae:0743 Large Panels with Common Factors and Spatial Correlations (2007). Cambridge Working Papers in Economics

(8) RePEc:cam:camdae:0757 Infinite Dimensional VARs and Factor Models (2007). Cambridge Working Papers in Economics

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

(10) RePEc:ces:ceswps:_2095 International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis (2007). CESifo Working Paper Series

(11) RePEc:ces:ceswps:_2103 Large Panels with Common Factors and Spatial Correlations (2007). CESifo Working Paper Series

(12) RePEc:ces:ceswps:_2116 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows (2007). CESifo Working Paper Series

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

(14) RePEc:cfs:cfswop:wp200723 International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis (2007). CFS Working Paper Series

(15) RePEc:diw:diwwpp:dp746 Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates? (2007). Discussion Papers of DIW Berlin

(16) RePEc:diw:diwwpp:dp752 Evaluating Continuous Training Programs Using the Generalized Propensity Score (2007). Discussion Papers of DIW Berlin

(17) RePEc:diw:diwwpp:dp754 Do Regional Price Levels Converge?: Paneleconometric Evidence Based on German Districts (2007). Discussion Papers of DIW Berlin

(18) RePEc:diw:diwwpp:dp758 What Drives Housing Prices Down?: Evidence from an International Panel (2007). Discussion Papers of DIW Berlin

(19) RePEc:ecb:ecbwps:20070724 The transmission of emerging market shocks to global equity markets. (2007). Working Paper Series

(20) RePEc:ecb:ecbwps:20070750 Long run macroeconomic relations in the global economy (2007). Working Paper Series

(21) RePEc:ecb:ecbwps:20070798 The transmission of US cyclical developments to the rest of the world. (2007). Working Paper Series

(22) RePEc:ecb:ecbwps:20070808 Model misspecification, the equilibrium natural interest rate and the equity premium. (2007). Working Paper Series

(23) RePEc:esr:wpaper:wp183 Real Interest Parity in the EU and the Consequences for Euro Area Membership: Panel Data Evidence, 1979-2005 (2007). Papers

(24) RePEc:got:iaidps:165 Inflation and Financial Development: Evidence from Brazil (2007). Ibero America Institute for Econ. Research (IAI) Discussion Papers

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

(26) RePEc:icr:wpmath:15-2007 Bayesian Nonparametric Estimation and Consistency of Mixed Multinomial Logit Choice Models (2007). ICER Working Papers - Applied Mathematics Series

(27) 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

(28) RePEc:ira:wpaper:200710 Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence (2007). IREA Working Papers

(29) RePEc:ise:isegwp:wp202007 What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic. (2007). Working Papers

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

(31) RePEc:iza:izadps:dp3032 Large Panels with Common Factors and Spatial Correlations (2007). IZA Discussion Papers

(32) RePEc:iza:izadps:dp3039 Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators (2007). IZA Discussion Papers

(33) RePEc:iza:izadps:dp3206 Infinite Dimensional VARs and Factor Models (2007). IZA Discussion Papers

(34) RePEc:iza:izadps:dp3255 Evaluating Continuous Training Programs Using the Generalized Propensity Score (2007). IZA Discussion Papers

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

(36) 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

(37) 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

(38) 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

(39) 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

(40) 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

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

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

(43) RePEc:kie:kieliw:1366 Monetary Policy Transmission and the Phillips Curve in a Global Context (2007). Kiel Working Papers

(44) RePEc:lat:legeco:2007-03 Dual gravity : Using spatial econometrics to control for multilateral resistance (2007). LEG - Document de travail - Economie

(45) RePEc:lvl:lacicr:0749 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (2007). Cahiers de recherche

(46) RePEc:man:sespap:0724 Weighted smooth transition regressions (2007). The School of Economics Discussion Paper Series

(47) RePEc:nbr:nberwo:13232 Complementarity Among Vertical Integration Decisions: Evidence from Automobile Product Development (2007). NBER Working Papers

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

(49) RePEc:ner:leuven:urn:hdl:123456789/217535 The impact of R&D on productivity. (2007). Open Access publications from Katholieke Universiteit Leuven

(50) 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). Open Access publications from Maastricht University

(51) 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). Open Access publications from Maastricht University

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

(53) RePEc:tky:fseres:2007cf501 Dual gravity: Using spatial econometrics to control for multilateral resistance (2007). CIRJE F-Series

(54) RePEc:wdi:papers:2007-893 What do we really know about fiscal sustainability in the EU? A panel data diagnostic (2007). William Davidson Institute Working Papers Series

(55) RePEc:wrk:warwec:790 Pricing behaviour under competition in the UK electricity supply industry (2007). The Warwick Economics Research Paper Series (TWERPS)

(56) RePEc:zbw:sfb475:200739 Evaluating continuous training programs using the generalized propensity score1 (2007). Technical Reports

(57) RePEc:zbw:zewdip:6888 Projecting the Medium-Term: Outcomes and Errors for GDP Growth (2007). 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:ags:aaea06:21483 Analyzing the Effects of Conflicts on Food Security in Developing Countries: An Instrumental Variable Panel Data Approach (2006). 2006 Annual meeting, July 23-26, Long Beach, CA

(3) RePEc:bfr:banfra:159 Stock exchanges industry consolidation and shock transmission. (2006). Working papers

(4) RePEc:blv:journl:v:9:y:2006:i:1:p:65-113 Subasta electrónica interactiva y subasta a sobre cerrado: Un análisis comparativo de los resultados en Bolivia (2006). Revista de Análisis del BCB

(5) RePEc:cam:camdae:0604 Macroeconometric Modelling with a Global Perspective (2006). Cambridge Working Papers in Economics

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

(7) RePEc:ces:ceswps:_1870 Econometrics: A Bird’s Eye View (2006). CESifo Working Paper Series

(8) RePEc:cfs:cfswop:wp200609 Multivariate Normal Mixture GARCH (2006). CFS Working Paper Series

(9) RePEc:cfs:cfswop:wp200623 Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model (2006). CFS Working Paper Series

(10) RePEc:cor:louvco:2006010 Intra-daily FX optimal portfolio allocation (2006). CORE Discussion Papers

(11) RePEc:cor:louvco:2006012 Multivariate mixed normal conditional heteroskedasticity (2006). CORE Discussion Papers

(12) RePEc:cor:louvco:2006071 Asymptotic theory for a factor GARCH model (2006). CORE Discussion Papers

(13) RePEc:ctl:louvec:2006005 Intra-Daily FX Optimal Portfolio Allocation (2006). Discussion Papers (ECON - Département des Sciences Economiques)

(14) RePEc:ctl:louvec:2006007 Multivariate mixed normal conditional heteroskedasticity (2006). Discussion Papers (ECON - Département des Sciences Economiques)

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

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

(17) RePEc:dul:wpaper:06-07rs Sector diversification during crises: a European perspective (2006). DULBEA Working Papers

(18) RePEc:emo:wp2003:0606 Near-Optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size (2006). Emory Economics

(19) RePEc:fip:fedfwp:2006-22 The frequency of price adjustment and New Keynesian business cycle dynamics (2006). Working Paper Series

(20) RePEc:fip:fedlwp:2005-002 Asset allocation under multivariate regime switching (2006). Working Papers

(21) RePEc:fip:fedlwp:2005-034 International asset allocation under regime switching, skew and kurtosis preferences (2006). Working Papers

(22) RePEc:hhs:bofitp:2006_016 Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures (2006). BOFIT Discussion Papers

(23) RePEc:hhs:osloec:2006_025 Study on labor supply when tax evasion is an option with Box-Cox functional forms and random parameters (2006). Memorandum

(24) RePEc:hhs:uunewp:2006_023 Does Oil Price Uncertainty Transmit to Stock Markets? (2006). Working Paper Series

(25) RePEc:hum:wpaper:sfb649dp2006-065 Forecasting Euro-Area Variables with German Pre-EMU Data (2006). SFB 649 Discussion Papers

(26) RePEc:hum:wpaper:sfb649dp2006-086 Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose (2006). SFB 649 Discussion Papers

(27) RePEc:imf:imfwpa:06/206 Common Volatility Trends in the Central and Eastern European Currencies and the Euro (2006). IMF Working Papers

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

(29) RePEc:kee:kerpuk:2006/20 Public Pension Programmes and the Retirement of Married Couples in Denmark (2006). Keele Economics Research Papers

(30) RePEc:kie:kieliw:1303 Banks’ Regulatory Buffers, Liquidity Networks and Monetary Policy Transmission (2006). Kiel Working Papers

(31) RePEc:kud:kuieca:2006_03 Heterogeneity and Microeconometrics Modelling (2006). CAM Working Papers

(32) RePEc:man:cgbcrp:75 Balanced growth and the great ratios: new evidence for the US and UK (2006). Centre for Growth and Business Cycle Research Discussion Paper Series

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

(34) 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). Working Papers

(35) RePEc:nbr:nberwo:12003 Incarceration Length, Employment, and Earnings (2006). NBER Working Papers

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

(37) RePEc:nzb:nzbdps:2006/09 Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis (2006). Reserve Bank of New Zealand Discussion Paper Series

(38) RePEc:pab:wpaper:06.26 A Structural Estimation to Evaluate the Wage Penalty After Unemployment in Europe. (2006). Working Papers

(39) RePEc:pra:mprapa:1592 A local dynamic conditional correlation model (2006). MPRA Paper

(40) RePEc:pra:mprapa:189 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model (2006). MPRA Paper

(41) RePEc:qed:wpaper:1085 Moments of IV and JIVE Estimators (2006). Working Papers

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

(43) RePEc:ucn:wpaper:200614 The Role of Health Insurance in Joint Retirement among Married Couples (2006). Working Papers

(44) RePEc:ven:wpaper:2006_53 A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation (2006). Working Papers

(45) RePEc:wai:econwp:06/15 Utility in WTP Space: A Tool to Address Confounding Random Scale Effects in Destination Choice to the Alps (2006). Working Papers in Economics

(46) RePEc:zbw:bubdp2:4771 Banks regulatory buffers, liquidity networks and monetary policy transmission (2006). Discussion Paper Series 2: Banking and Financial Studies

(47) RePEc:zbw:zewdip:5447 The wage effects of entering motherhood: a within-firm matching approach (2006). 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.