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1995 | Comparing Predictive Accuracy. RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63 [Citation Analysis] | 900 |
1992 | Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70 [Citation Analysis] | 399 |
2002 | A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29 [Citation Analysis] | 299 |
2002 | Macroeconomic Forecasting Using Diffusion Indexes. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62 [Citation Analysis] | 243 |
1984 | Production Frontiers and Panel Data. RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74 [Citation Analysis] | 198 |
1989 | Tests for Unit Roots: A Monte Carlo Investigation. RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59 [Citation Analysis] | 186 |
1994 | Bayesian Analysis of Stochastic Volatility Models. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89 [Citation Analysis] | 179 |
1992 | Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20 [Citation Analysis] | 164 |
1990 | Testing for a Unit Root in a Time Series with a Changing Mean. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62 [Citation Analysis] | 164 |
1993 | Testing for Common Features. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:369-80 [Citation Analysis] | 157 |
1985 | Estimation and Inference in Two-Step Econometric Models. RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79 [Citation Analysis] | 151 |
1996 | Evidence on Structural Instability in Macroeconomic Time Series Relations. RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30 [Citation Analysis] | 146 |
1997 | When Do Long-Run Identifying Restrictions Give Reliable Results? RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53 [Citation Analysis] | 145 |
1993 | Testing for Common Features: Reply. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95 [Citation Analysis] | 140 |
1990 | Persistence in Variance, Structural Change, and the GARCH Model. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34 [Citation Analysis] | 132 |
1994 | Estimating Potential Output as a Latent Variable. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68 [Citation Analysis] | 127 |
2002 | Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models. RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50 [Citation Analysis] | 126 |
1992 | Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87 [Citation Analysis] | 124 |
1990 | Permanent Income, Current Income, and Consumption. RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79 [Citation Analysis] | 123 |
1994 | Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70 [Citation Analysis] | 122 |
1998 | Tests for Forecast Encompassing. RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59 [Citation Analysis] | 120 |
1985 | Business Location Decisions in the United States: Estimates of the Effects of Unionization, Taxes, and Other Characteristics of States. RePEc:bes:jnlbes:v:3:y:1985:i:1:p:14-22 [Citation Analysis] | 119 |
1989 | The Message in Daily Exchange Rates: A Conditional-Variance Tale. RePEc:bes:jnlbes:v:7:y:1989:i:3:p:297-305 [Citation Analysis] | 119 |
2006 | Realized Variance and Market Microstructure Noise RePEc:bes:jnlbes:v:24:y:2006:p:127-161 [Citation Analysis] | 117 |
2002 | Regime Switches in Interest Rates. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82 [Citation Analysis] | 111 |
1996 | Finite-Sample Properties of Some Alternative GMM Estimators. RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80 [Citation Analysis] | 110 |
1995 | Natural and Quasi-experiments in Economics. RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61 [Citation Analysis] | 107 |
1999 | Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:74-90 [Citation Analysis] | 102 |
1985 | Trends and Cycles in Macroeconomic Time Series. RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27 [Citation Analysis] | 101 |
1999 | Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49 [Citation Analysis] | 96 |
1991 | A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86 [Citation Analysis] | 95 |
1999 | Humps and Bumps in Lifetime Consumption. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:22-35 [Citation Analysis] | 94 |
1992 | Searching for a Break in GNP. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:237-50 [Citation Analysis] | 92 |
1987 | Vector Autoregressions and Reality. RePEc:bes:jnlbes:v:5:y:1987:i:4:p:437-42 [Citation Analysis] | 86 |
1995 | Estimation of Common Long-Memory Components in Cointegrated Systems. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35 [Citation Analysis] | 86 |
1985 | Estimating Gross Labor-Force Flows. RePEc:bes:jnlbes:v:3:y:1985:i:3:p:254-83 [Citation Analysis] | 84 |
2001 | Cointegration and Threshold Adjustment. RePEc:bes:jnlbes:v:19:y:2001:i:2:p:166-76 [Citation Analysis] | 81 |
1990 | Demand Systems Estimation with Microdata: A Censored Regression Approach. RePEc:bes:jnlbes:v:8:y:1990:i:3:p:365-71 [Citation Analysis] | 81 |
1995 | Sustainability of the Deficit Process with Structural Shifts. RePEc:bes:jnlbes:v:13:y:1995:i:4:p:409-17 [Citation Analysis] | 80 |
1992 | A Simple Nonparametric Test of Predictive Performance. RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65 [Citation Analysis] | 80 |
1993 | A Fractional Cointegration Analysis of Purchasing Power Parity. RePEc:bes:jnlbes:v:11:y:1993:i:1:p:103-12 [Citation Analysis] | 78 |
2002 | Tests for Parameter Instability in Regressions with I(1) Processes. RePEc:bes:jnlbes:v:20:y:2002:i:1:p:45-59 [Citation Analysis] | 78 |
1998 | Asymptotic Inference on Cointegrating Rank in Partial Systems. RePEc:bes:jnlbes:v:16:y:1998:i:4:p:388-99 [Citation Analysis] | 77 |
2005 | A Test for Superior Predictive Ability RePEc:bes:jnlbes:v:23:y:2005:p:365-380 [Citation Analysis] | 76 |
1996 | Small-Sample Bias in GMM Estimation of Covariance Structures. RePEc:bes:jnlbes:v:14:y:1996:i:3:p:353-66 [Citation Analysis] | 75 |
1997 | Reconciling the Old and New Census Bureau Education Questions: Recommendations for Researchers. RePEc:bes:jnlbes:v:15:y:1997:i:3:p:300-309 [Citation Analysis] | 75 |
1991 | Semiparametric ARCH Models. RePEc:bes:jnlbes:v:9:y:1991:i:4:p:345-59 [Citation Analysis] | 72 |
1990 | Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods. RePEc:bes:jnlbes:v:8:y:1990:i:1:p:1-17 [Citation Analysis] | 70 |
1994 | Inventories and the Three Phases of the Business Cycle. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:269-77 [Citation Analysis] | 68 |
1995 | Long Memory in Inflation Rates: International Evidence. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:37-45 [Citation Analysis] | 68 |
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2010 | Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks RePEc:eee:intfor:v:26:y::i:2:p:326-347 | [Citation Analysis] |
2010 | Dynamic Econometric Testing of Climate Change and of its Causes RePEc:pra:mprapa:23600 | [Citation Analysis] |
2010 | Evaluating the German (New Keynesian) Phillips curve RePEc:eee:ecofin:v:21:y:2010:i:2:p:145-164 | [Citation Analysis] |
2010 | QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles RePEc:pra:mprapa:23724 | [Citation Analysis] |
2010 | Yield spreads as predictors of economic activity: a real-time VAR analysis RePEc:fip:feddwp:1008 | [Citation Analysis] |
2010 | Level, slope, curvature of the sovereign yield curve, and fiscal behaviour RePEc:ecb:ecbwps:20101276 | [Citation Analysis] |
2010 | The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy RePEc:cfs:cfswop:wp201008 | [Citation Analysis] |
2010 | The Superiority of Greenbook Forecasts and the Role of Recessions RePEc:nbp:nbpmis:74 | [Citation Analysis] |
2010 | Posterior Predictive Analysis for Evaluating DSGE Models RePEc:pra:mprapa:26721 | [Citation Analysis] |
2010 | Real-time nowcasting of GDP: Factor model versus professional forecasters RePEc:pra:mprapa:28819 | [Citation Analysis] |
2010 | The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy RePEc:cpr:ceprdp:7870 | [Citation Analysis] |
2010 | Oil and US GDP: A real-time out-of-sample examination RePEc:bno:worpap:2010_18 | [Citation Analysis] |
2010 | Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages RePEc:iza:izadps:dp4712 | [Citation Analysis] |
2010 | Robust methods for detecting multiple level breaks in autocorrelated time series RePEc:not:notgts:10/01 | [Citation Analysis] |
2010 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation RePEc:pra:mprapa:25204 | [Citation Analysis] |
2010 | Stochastic convergence in the industrial sector of the Mexican states RePEc:spr:anresc:v:45:y:2010:i:3:p:547-570 | [Citation Analysis] |
2010 | Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study RePEc:hal:psewpa:halshs-00564897 | [Citation Analysis] |
2010 | Optimal Use of Labor Market Policies: The Role of Job Search Assistance RePEc:iza:izadps:dp4773 | [Citation Analysis] |
2010 | MaÃnahmesequenzen im SGB II : eine deskriptive Analyse (Measure sequences in Book II of the Social Code) RePEc:iab:iabfob:201008 | [Citation Analysis] |
2010 | Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data RePEc:jae:japmet:v:25:y:2010:i:2:p:309-344 | [Citation Analysis] |
2010 | Modeling Multivariate Distributions with Continuous Margins Using the copula R Package RePEc:jss:jstsof:34:i09 | [Citation Analysis] |
2010 | Fitting high-dimensional Copulae to Data RePEc:hum:wpaper:sfb649dp2010-022 | [Citation Analysis] |
2010 | Confronting the Representative Consumer with Household-Size Heterogeneity RePEc:diw:diwwpp:dp1056 | [Citation Analysis] |
2010 | Confronting the Representative Consumer with Household-Size Heterogeneity RePEc:kie:kieliw:1663 | [Citation Analysis] |
2010 | Forecast Combinations RePEc:aah:create:2010-21 | [Citation Analysis] |
2010 | Forecast Combinations RePEc:bdm:wpaper:2010-04 | [Citation Analysis] |
2010 | Forecast Revisions of Mexican Inflation and GDP Growth RePEc:bdm:wpaper:2010-11 | [Citation Analysis] |
2010 | Introducing the euro-sting: Short-term indicator of euro area growth RePEc:jae:japmet:v:25:y:2010:i:4:p:663-694 | [Citation Analysis] |
2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts RePEc:oxf:wpaper:484 | [Citation Analysis] |
2010 | Combining forecast densities from VARs with uncertain instabilities RePEc:jae:japmet:v:25:y:2010:i:4:p:621-634 | [Citation Analysis] |
2010 | International evidence on the efficacy of new-Keynesian models of inflation persistence RePEc:jae:japmet:v:25:y:2010:i:1:p:31-54 | [Citation Analysis] |
2010 | The role of the terms of trade in the trade channel of transmission of oil price shocks RePEc:ehu:dfaeii:201012 | [Citation Analysis] |
2010 | Read All About it!! What happens following a technology shock? RePEc:tor:tecipa:tecipa-391 | [Citation Analysis] |
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2010 | Measuring forecast uncertainty by disagreement: The missing link RePEc:jae:japmet:v:25:y:2010:i:4:p:514-538 | [Citation Analysis] |
2010 | How to control for many covariates? Reliable estimators based on the propensity score RePEc:usg:dp2010:2010-30 | [Citation Analysis] |
2010 | Global Links and Local Bonds: The Role of Ownership and Size in Productivity Growth RePEc:koc:wpaper:1020 | [Citation Analysis] |
2010 | What Determines Productivity? RePEc:nbr:nberwo:15712 | [Citation Analysis] |
2010 | Green Shoots? Where, when and how? RePEc:fda:fdaddt:2010-04 | [Citation Analysis] |
2010 | How better monetary statistics could have signaled the financial crisis RePEc:pra:mprapa:24721 | [Citation Analysis] |
2010 | Analysis of current account reversals via regime switching models RePEc:kap:ecopln:v:43:y:2010:i:1:p:21-43 | [Citation Analysis] |
2010 | Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data RePEc:jae:japmet:v:25:y:2010:i:2:p:309-344 | [Citation Analysis] |
2010 | Employment and the business cycle RePEc:pra:mprapa:34103 | [Citation Analysis] |
2010 | The bond yield conundrum: alternative hypotheses and the state of the economy RePEc:cpr:ceprdp:8063 | [Citation Analysis] |
2010 | Oil and US GDP: A real-time out-of-sample examination RePEc:bno:worpap:2010_18 | [Citation Analysis] |
2010 | A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions RePEc:dgr:uvatin:20080112 | [Citation Analysis] |
2010 | EQUITY Premium Puzzle in a Data-Rich Environment RePEc:pra:mprapa:29440 | [Citation Analysis] |
2010 | The effect of cigarette and alcohol consumption on birth outcomes RePEc:hhs:aareco:2010_005 | [Citation Analysis] |
2010 | Vector autoregression with varied frequency data RePEc:pra:mprapa:34682 | [Citation Analysis] |
2010 | Real Time Analysis Based on Reproducing Kernel Henderson Filters/Análisis en tiempo real basado en la reproducción de los filtros de núcleo de Henderson RePEc:lrk:eeaart:28_3_3 | [Citation Analysis] |
2010 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation RePEc:pra:mprapa:25204 | [Citation Analysis] |
2010 | Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions RePEc:bcb:wpaper:205 | [Citation Analysis] |
2010 | Demand for Self Control: A model of Consumer Response to Programs and Products that Moderate Consumption RePEc:pra:mprapa:26593 | [Citation Analysis] |
2010 | On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK RePEc:pra:mprapa:28542 | [Citation Analysis] |
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2010 | Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models RePEc:kie:kieliw:1594 | [Citation Analysis] |
2010 | Sharp identification regions in models with convex moment predictions RePEc:ifs:cemmap:25/10 | [Citation Analysis] |
2010 | Strategic Thinking RePEc:cla:levarc:661465000000001148 | [Citation Analysis] |
2010 | Testing an autoregressive structure in binary time series models RePEc:ebl:ecbull:eb-10-00253 | [Citation Analysis] |
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2010 | Bayesian Model Averaging. An Application to Forecast Inflation in Colombia RePEc:col:000094:007013 | [Citation Analysis] |
2010 | Bayesian Model Averaging. An Application to Forecast Inflation in Colombia RePEc:col:000094:007014 | [Citation Analysis] |
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2010 | A Sustainable Energy Scenario for the United States: Year 2050 RePEc:gam:jsusta:v:2:y:2010:i:12:p:3650-3680:d:10347 | [Citation Analysis] |
2010 | New Estimates of Public Employment and Training Program Net Impacts: A Nonexperimental Evaluation of
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2010 | The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model RePEc:pra:mprapa:29429 | [Citation Analysis] |
2010 | Long memory and nonlinearities in realized volatility: a Markov switching approach. RePEc:bol:bodewp:694 | [Citation Analysis] |