Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

CORE Discussion Papers / Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.010.08757550.07108821010.010.04
19910.086914410.0113611500.04
19920.010.096320780.04581442020.030.05
19930.050.157264120.0598132700.04
19940.020.1282346150.042711202020.020.05
19950.070.1686432360.0827513910010.010.09
19960.130.1967499640.136816822010.010.09
19970.130.293592770.1318115320530.030.09
19980.130.2166658820.121671602138.150.080.13
19990.180.2767725770.11213159285050.070.16
20000.220.39637881260.161301332934.580.130.16
20010.210.37618491560.181701302718.5110.180.17
20020.180.38789271480.1619712422020.030.18
20030.330.410410312420.233971394615.2220.210.19
20040.360.439011212440.222521826621.2150.170.19
20050.420.459612172900.24177194816.2110.110.24
20060.410.4611813353470.262971867711.7290.250.2
20070.240.399714322660.1913821451040.040.17
20080.260.418415162910.1978215550100.120.18
20090.280.378616023240.213718151060.070.18
20100.120.338716892410.14841702123.850.060.16
20110.360.457217614370.251061736312.7380.530.23
20120.420.466318243930.22461596610.6220.350.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:


YearTitleCited
1995Sensitivity Analysis to Efficiency Scores : How to Bootstrap in Nonparametric Frontier Models. (1995). Wilson, Paul ; Simar, Leopold. In: CORE Discussion Papers. RePEc:cor:louvco:1995043.

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85
1989ON QUALITY AND VARIETY COMPETITION. (1989). Thisse, Jacques ; Neven, Damien ; THISSE, J-F., . In: CORE Discussion Papers. RePEc:cor:louvco:1989020.

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60
1998The consequences of overlapping tax bases for redistribution and public spending in a federation. (1998). Boadway, Robin ; VIGNEAULT, Marianne ; MARCHAND, Maurice . In: CORE Discussion Papers. RePEc:cor:louvco:1998003.

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51
1986Repeated games. (1986). Mertens, Jean-François. In: CORE Discussion Papers. RePEc:cor:louvco:1986024.

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48
1995The Core of an Economy with Multilateral Environmental Externalities. (1995). Tulkens, Henry ; Chander, Parkash. In: CORE Discussion Papers. RePEc:cor:louvco:1995050.

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46
1987Consequentialist foundations for expected utility. (1987). Hammond, Peter. In: CORE Discussion Papers. RePEc:cor:louvco:1987016.

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45
2003Market risk in commodity markets: a VaR approach. (2003). Laurent, Sébastien ; Giot, Pierre. In: CORE Discussion Papers. RePEc:cor:louvco:2003028.

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40
2004Exports, international investment, and plant performance : evidence from a non-parametric test. (2004). Strobl, Eric ; Girma, Sourafel ; GiRG, Holger . In: CORE Discussion Papers. RePEc:cor:louvco:2004009.

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39
2003Multinationals location choice, agglomeration economies and public incentives. (2003). Strobl, Eric ; Barrios, Salvador ; Gorg, Holger . In: CORE Discussion Papers. RePEc:cor:louvco:2003017.

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37
2006Vintage capital. (2006). Licandro, Omar ; de la Croix, David ; Boucekkine, Raouf. In: CORE Discussion Papers. RePEc:cor:louvco:2006024.

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36
1991Estimating efficiencies from frontier models with panel data: a comparison of parametric, non-parametric and semi-parametric methods with boot strapping.. (1991). Simar, Leopold. In: CORE Discussion Papers. RePEc:cor:louvco:1991026.

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32
2003Multivariate GARCH models: a survey. (2003). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2003031.

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31
1994Pitfalls of Normal-Gamma Stochastic Frontier Models. (1994). Simar, Leopold ; RITTER, Christian . In: CORE Discussion Papers. RePEc:cor:louvco:1994041.

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30
1988Stable equilibria - a reformulation. (1988). Mertens, Jean-François. In: CORE Discussion Papers. RePEc:cor:louvco:1988038.

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30
2003Ranking economics departments in Europe: a statistical approach. (2003). Protopopescu, Camelia ; Lubrano, Michel ; Kirman, Alan ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2003050.

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30
2011Volatility models. (2011). Laurent, Sébastien ; Hafner, Christian ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2011058.

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29
1994Repeated Games. Part A : Background Material. (1994). Zamir, Shmuel ; Sorin, Sylvain ; Mertens, Jean-François. In: CORE Discussion Papers. RePEc:cor:louvco:1994020.

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28
2004Modelling vintage structures with DDEs : principles and applications. (2004). Licandro, Omar ; de la Croix, David ; Boucekkine, Raouf. In: CORE Discussion Papers. RePEc:cor:louvco:2004047.

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27
1995Mobility and Redistribution : A Survey. (1995). Leite-Monteiro, Manuel ; Cremer, Helmuth ; FOURGEAUD, Virginie ; MARCHAND, Maurice ; LEITEMONTEIRO, Manuel . In: CORE Discussion Papers. RePEc:cor:louvco:1995066.

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27
1999The stochastic conditional duration model: a latent factor model for the analysis of financial durations. (1999). Veredas, David ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:1999058.

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27
2004Disenfranchisement in linguistically diverse societies. The case of the European Union. (2004). Ortuno Ortin, Ignacio ; Ginsburgh, Victor ; Ortuno-Ortin, Ignacio ; WEBER, Shlomo . In: CORE Discussion Papers. RePEc:cor:louvco:2004080.

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26
2005Testing the ‘home market effect’ in a multi-country world. (2005). Tabuchi, Takatoshi ; Ottaviano, Gianmarco ; Lamorgese, Andrea ; Behrens, Kristian. In: CORE Discussion Papers. RePEc:cor:louvco:2005055.

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24
1990Comparing nonparametric versus parametric regression fits.. (1990). Mammen, Enno ; Härdle, Wolfgang ; HaRDLE, W.. In: CORE Discussion Papers. RePEc:cor:louvco:1990065.

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23
1999Agglomeration and trade revisited. (1999). Thisse, Jacques ; Tabuchi, Takatoshi ; Ottaviano, Gianmarco. In: CORE Discussion Papers. RePEc:cor:louvco:1999041.

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23
2002Early mortality declines at the dawn of modern growth. (2002). Licandro, Omar ; de la Croix, David ; Boucekkine, Raouf. In: CORE Discussion Papers. RePEc:cor:louvco:2002030.

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23
1992Practical performance of several data driven bandwidth selectors. (1992). Turlach, Berwin ; PARK, Byeong . In: CORE Discussion Papers. RePEc:cor:louvco:1992005.

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22
2002Microeconomic models for long-memory in the volatility of financial time series.. (2002). Kirman, Alan ; TEYSSIeRE, Gilles . In: CORE Discussion Papers. RePEc:cor:louvco:2002056.

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22
1995A General Framework for Frontier Estimation with Panel Data. (1995). Simar, Leopold ; Kneip, Alois . In: CORE Discussion Papers. RePEc:cor:louvco:1995060.

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21
1999A better way to bootstrap pairs. (1999). Flachaire, Emmanuel. In: CORE Discussion Papers. RePEc:cor:louvco:1999024.

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21
2004Two-sided markets and price competition with multi-homing. (2004). Wauthy, Xavier ; Gabszewicz, Jean. In: CORE Discussion Papers. RePEc:cor:louvco:2004030.

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21
1991Overlapping generations.. (1991). POLEMARCHAKIS, H. ; GEANAKOPLOS, J.. In: CORE Discussion Papers. RePEc:cor:louvco:1991031.

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21
2005The media and advertising : a tale of two-sided markets. (2005). Gabszewicz, Jean ; Anderson, Simon. In: CORE Discussion Papers. RePEc:cor:louvco:2005088.

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20
2000Monetary equilibria.. (2000). DREZE, JACQUES ; Polemarchakis, Heracles . In: CORE Discussion Papers. RePEc:cor:louvco:2000044.

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18
2006Trade integration, firm selection and the costs of non-Europe. (2006). Ottaviano, Gianmarco ; Mion, Giordano ; Del Gatto, Massimo. In: CORE Discussion Papers. RePEc:cor:louvco:2006061.

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18
2011VAR forecasting using Bayesian variable selection. (2011). Korobilis, Dimitris. In: CORE Discussion Papers. RePEc:cor:louvco:2011022.

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18
1994Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems. (1994). Lubrano, Michel ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:1994018.

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18
1984Existence of equilibria in economies with increasing returns. (1984). Cornet, Bernard. In: CORE Discussion Papers. RePEc:cor:louvco:1984007.

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17
2004Imbalance effects in the Lucas model: an analytical exploration. (2004). Ruiz-Tamarit, José ; Boucekkine, Raouf. In: CORE Discussion Papers. RePEc:cor:louvco:2004008.

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17
1999Time transformations, intraday data and volatility models. (1999). Giot, Pierre. In: CORE Discussion Papers. RePEc:cor:louvco:1999044.

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17
2005Early literacy achievements, population density and the transition to modern growth. (2005). Peeters, Dominique ; de la Croix, David ; Boucekkine, Raouf. In: CORE Discussion Papers. RePEc:cor:louvco:2005026.

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17
2006The spatial sorting and matching of skills and firms. (2006). Naticchioni, Paolo ; Mion, Giordano. In: CORE Discussion Papers. RePEc:cor:louvco:2006099.

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17
1993Five Legitimate Definitions of Correlated Equilibrium in Games with Incomplete Information. (1993). Forges, Francoise. In: CORE Discussion Papers. RePEc:cor:louvco:1993009.

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17
1994Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling. (1994). Steel, Mark ; Osiewalski, Jacek ; Koop, Gary ; STEEL , Mark F., . In: CORE Discussion Papers. RePEc:cor:louvco:1994061.

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17
1995Aspects of Statistical Analysis in DEA-Type Frontier Models. (1995). Simar, Leopold. In: CORE Discussion Papers. RePEc:cor:louvco:1995061.

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16
1999Simulating coalitionally stable burden sharing agreements for the climate change problem. (1999). Tulkens, Henry ; Eyckmans, Johan. In: CORE Discussion Papers. RePEc:cor:louvco:1999026.

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16
2010Split-panel jackknife estimation of fixed-effect models. (2010). Jochmans, Koen ; Dhaene, Geert. In: CORE Discussion Papers. RePEc:cor:louvco:2010003.

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16
1993Non-Parametric Efficiency, Progress and Regress Measures for Panel Data : Methodological Aspects. (1993). VANDEN EECKAUT, Philippe ; Tulkens, Henry ; VANDENEECKAUT, Philippe ; van den Eeckaut, Philippe. In: CORE Discussion Papers. RePEc:cor:louvco:1993016.

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16
2006Research and higher education in economics: can we deliver the Lisbon objectives ?. (2006). Estevan, Fernanda ; DREZE, JACQUES. In: CORE Discussion Papers. RePEc:cor:louvco:2006051.

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16
1994Fiscal Policy in a Growth Model with Both Altruistic and Non Altruistic Agents. (1994). Pestieau, Pierre ; Michel, Philippe. In: CORE Discussion Papers. RePEc:cor:louvco:1994049.

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16
1991Productive performance of the french insurance industry.. (1991). Pestieau, Pierre ; Perelman, Sergio ; KESSLER, D. ; FECHER, F.. In: CORE Discussion Papers. RePEc:cor:louvco:1991025.

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16

Citing documents used to compute impact factor 66:


YearTitleSee
2012The public economics of increasing longevity. (2012). Ponthiere, Gregory ; Pestieau, Pierre. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00676492.

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[Citation Analysis]
2012The Public Economics of Increasing Longevity. (2012). Ponthiere, Gregory ; Pestieau, Pierre. In: Hacienda Pública Española. RePEc:hpe:journl:y:2012:v:200:i:1:p:41-74.

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[Citation Analysis]
2012The public economics of increasing longevity. (2012). . In: Working Papers. RePEc:hal:wpaper:halshs-00676492.

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[Citation Analysis]
2012The public economics of increasing longevity. (2012). Ponthiere, Gregory ; Pestieau, Pierre. In: CORE Discussion Papers. RePEc:cor:louvco:2012005.

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[Citation Analysis]
2012Multivariate Rotated ARCH Models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa . In: Economics Papers. RePEc:nuf:econwp:1201.

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[Citation Analysis]
2012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1207.

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[Citation Analysis]
2012A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities. (2012). Schorfheide, Frank ; Diebold, Francis ; Chen, Fei . In: PIER Working Paper Archive. RePEc:pen:papers:12-020.

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[Citation Analysis]
2012Intra-daily volatility spillovers between the US and German stock markets. (2012). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201206.

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[Citation Analysis]
2012Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models. (2012). Maheu, John ; Burda, Martin. In: Working Paper Series. RePEc:rim:rimwps:46_12.

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[Citation Analysis]
2012Behavioral Biases and Long Term Care Annuities: A Political Economy Approach. (2012). Leroux, Marie-Louise ; De Donder, Philippe ; DeDonder, Philippe . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3972.

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[Citation Analysis]
2012Social Security, Saving and Fertility. (2012). Viren, Matti ; Puhakka, Mikko . In: Finnish Economic Papers. RePEc:fep:journl:v:25:y:2012:i:1:p:28-42.

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[Citation Analysis]
2012Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8755.

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[Citation Analysis]
2012Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: NBER Working Papers. RePEc:nbr:nberwo:18467.

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[Citation Analysis]
2012Prior selection for vector autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: Working Paper Series. RePEc:ecb:ecbwps:20121494.

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[Citation Analysis]
2012Optimal Lifecycle Fertility in a Barro Becker Economy. (2012). Ponthiere, Gregory ; Pestieau, Pierre. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00676500.

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[Citation Analysis]
2012Optimal Lifecycle Fertility in a Barro Becker Economy. (2012). . In: Working Papers. RePEc:hal:wpaper:halshs-00676500.

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[Citation Analysis]
2012Optimal lifecycle fertility in a Barro-Becker economy. (2012). Ponthiere, Gregory ; Pestieau, Pierre. In: CORE Discussion Papers. RePEc:cor:louvco:2012010.

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[Citation Analysis]
2012Measurement of inequity in health care with heterogeneous response of use to need. (2012). Van de Poel, Ellen ; Van Doorslaer, Eddy ; O'Donnell, Owen ; OaDonnell, Owen . In: Journal of Health Economics. RePEc:eee:jhecon:v:31:y:2012:i:4:p:676-689.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Long-Term Care Policy, Myopia and Redistribution. (2012). Roeder, Kerstin ; Cremer, Helmuth. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3843.

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[Citation Analysis]
2012Long term care insurance and family norms. (2012). Pestieau, Pierre ; Canta, Chiara. In: CORE Discussion Papers. RePEc:cor:louvco:2012017.

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[Citation Analysis]
2012Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2012_012.

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[Citation Analysis]
2012The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model. (2012). Matkovskyy, Roman. In: MPRA Paper. RePEc:pra:mprapa:42173.

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[Citation Analysis]
2012Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2012). Chan, Joshua ; Joshua C C Chan, . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2012-591.

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[Citation Analysis]
2012Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:38591.

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[Citation Analysis]
2012How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR. (2012). Senbeta, Sisay ; Senbeta Sisay R., . In: Working Papers. RePEc:ant:wpaper:2012010.

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[Citation Analysis]
2012Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Majumdar, Anandamayee . In: Working Papers. RePEc:pre:wpaper:201230.

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[Citation Analysis]
2012Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach. (2012). Huang, Y-F., . In: MPRA Paper. RePEc:pra:mprapa:41933.

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[Citation Analysis]
2012Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120118.

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[Citation Analysis]
2012Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Majumdar, Anandamayee . In: Working Papers. RePEc:nlv:wpaper:1210.

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[Citation Analysis]
2012Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012118.

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[Citation Analysis]
2012Public-private contracting under limited commitment. (2012). Vinella, Annalisa ; Danau, Daniel. In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:201227.

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[Citation Analysis]
2012Transport policy competition between governments: A selective survey of the literature. (2012). Proost, Stef ; De Borger, Bruno ; De Borger B., ; Proost S., . In: Working Papers. RePEc:ant:wpaper:2012014.

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[Citation Analysis]
2012Network Disruption and the Common Enemy Effect. (2012). Hoyer, Britta . In: Working Papers. RePEc:use:tkiwps:1206.

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[Citation Analysis]
2012Equilibrium Selection in Experimental Games on Networks. (2012). Sutter, Matthias ; Charness, Gary ; Feri, Francesco ; Melndez-Jimnez, Miguel A.. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt51v6w9hd.

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[Citation Analysis]
2012Intellectual property rights and the WTO. (2012). Budzinski, Oliver ; Monostori, Katalin . In: Ilmenau Economics Discussion Papers. RePEc:zbw:tuiedp:71.

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[Citation Analysis]
2012Ökonomische Grundfragen der Klimaanpassung: Umrisse eines neuen Forschungsprogramms. (2012). Schwarze, Reimund ; Lehmann, Paul ; Heuson, Clemens ; Hansjurgens, Bernd ; Meyer, Volker ; Gebhardt, Oliver ; Gawel, Erik . In: UFZ Reports. RePEc:zbw:ufzrep:022012.

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[Citation Analysis]
2012Fundamental questions on the economics of climate adaptation: Outlines of a new research programme. (2012). Schwarze, Reimund ; Lehmann, Paul ; Heuson, Clemens ; Hansjurgens, Bernd ; Meyer, Volker ; Gebhardt, Oliver ; Gawel, Erik . In: UFZ Reports. RePEc:zbw:ufzrep:052012.

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[Citation Analysis]
2012Fair Accumulation under Risky Lifetime. (2012). Ponthiere, Gregory. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00746913.

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[Citation Analysis]
2012Fair Accumulation under Risky Lifetime. (2012). Ponthiere, Gregory . In: Working Papers. RePEc:hal:wpaper:halshs-00746913.

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[Citation Analysis]
2012The public economics of increasing longevity. (2012). Ponthiere, Gregory ; Pestieau, Pierre. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00676492.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The public economics of increasing longevity. (2012). . In: Working Papers. RePEc:hal:wpaper:halshs-00676492.

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[Citation Analysis]
2012The public economics of increasing longevity. (2012). Ponthiere, Gregory ; Pestieau, Pierre. In: CORE Discussion Papers. RePEc:cor:louvco:2012005.

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[Citation Analysis]
2012The Public Economics of Increasing Longevity. (2012). Ponthiere, Gregory ; Pestieau, Pierre. In: Hacienda Pública Española. RePEc:hpe:journl:y:2012:v:200:i:1:p:41-74.

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[Citation Analysis]
2012The asymmetric commodity inventory effect on the optimal hedge ratio. (2012). Carpantier, Jean-François ; Samkharadze, Besik . In: CORE Discussion Papers. RePEc:cor:louvco:2012020.

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[Citation Analysis]
2012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:815.

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[Citation Analysis]
2012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1206.

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[Citation Analysis]
2012Forecasting multivariate volatility in larger dimensions: some practical issues. (2012). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha . In: NCER Working Paper Series. RePEc:qut:auncer:2012_3.

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[Citation Analysis]
2012Econometric modeling of exchange rate volatility and jumps. (2012). Neely, Christopher ; Laurent, Sébastien ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:2012-008.

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[Citation Analysis]
2012Selecting forecasting models for portfolio allocation. (2012). Hurn, Stan ; Clements, Adam ; Becker, Ralf ; Doolan, Mark . In: NCER Working Paper Series. RePEc:qut:auncer:2012_8.

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2012Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh. In: AMSE Working Papers. RePEc:aim:wpaimx:1208.

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2012Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh. In: MPRA Paper. RePEc:pra:mprapa:41624.

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2012Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, R.. In: Working Papers. RePEc:hal:wpaper:halshs-00793068.

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2012.

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2012Global cartels, leniency programs and international antitrust cooperation. (2012). Gerlach, Heiko ; Choi, Jay. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:30:y:2012:i:6:p:528-540.

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2012On credible coalitional deviations by prudent players. (2012). Ziad, Abderrahmane ; Bhattacharya, Anindya . In: Social Choice and Welfare. RePEc:spr:sochwe:v:39:y:2012:i:2:p:537-552.

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2012Characterizing the Sustainability Problem in an Exhaustible Resource Model. (2012). Withagen, Cees ; Mitra, Tapan ; Asheim, Geir ; Tapan, Mitra ; Buchholz, Wolfgang . In: Memorandum. RePEc:hhs:osloec:2012_008.

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2012Characterizing the Sustainability Problem in an Exhaustible Resource Model. (2012). Withagen, Cees ; Mitra, Tapan ; Asheim, Geir ; Buchholz, Wolfgang . In: OxCarre Working Papers. RePEc:oxf:oxcrwp:083.

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2012Welfare, competition, specialization and growth. (2012). Onori, Daria. In: Research in Economics. RePEc:eee:reecon:v:66:y:2012:i:4:p:355-370.

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2012Patents, secret innovations and firms rate of return : differential effects of the innovation leader. (2012). Escribano, Alvaro ; Blazsek, Szabolcs. In: Economics Working Papers. RePEc:cte:werepe:we1202.

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2012On the local labor market determinants of female university enrolment in European regions. (2012). Pronzato, Chiara ; Profeta, Paola ; Casarico, Alessandra. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:278.

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2012Rethinking the import-productivity nexus for Italian manufacturing. (2012). Maggioni, Daniela ; Lo Turco, Alessia ; CONTI, Giuliano . In: Working Papers. RePEc:anc:wpaper:381.

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2012Adaptive Model-Predictive Climate Policies in a Multi-Country Setting.. (2012). Camacho, Carmen ; Bréchet, Thierry ; VELIOV, Vladimir M. ; BRECHET, Thierry . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:12029.

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2012Adaptive Model-Predictive Climate Policies in a Multi-Country Setting. (2012). Camacho, Carmen ; Bréchet, Thierry. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00718659.

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2012Adaptive model-predictive climate policies in a multi-country setting. (2012). Camacho, Carmen ; Bréchet, Thierry ; VELIOV, Vladimir M.. In: CORE Discussion Papers. RePEc:cor:louvco:2012049.

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2012School staff autonomy and educational performance: within school type evidence. (2012). Verschelde, Marijn ; Schoors, Koen ; Rayp, Glenn ; Hindriks, Jean. In: CORE Discussion Papers. RePEc:cor:louvco:2012053.

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Cites in year: CiY


Recent citations received in: 2012


YearTitleSee
2012Long-Term Care Policy, Myopia and Redistribution. (2012). Roeder, Kerstin ; Cremer, Helmuth. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3843.

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2012Brown Growth, Green Growth, and the Efficiency of Urbanization. (2012). Smulders, Sjak ; Quaas, Martin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4044.

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2012Children’s health opportunities and project evaluation: Mexico’s Oportunidades program. (2012). Van de gaer, Dirk ; Figueroa, Jose Luis ; Vandenbossche, Joost . In: CORE Discussion Papers. RePEc:cor:louvco:2012015.

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2012Computationally efficient inference procedures for vast dimensional realized covariance models. (2012). Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012028.

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2012The economics of long-term care: a survey. (2012). Ponthiere, Gregory ; Pestieau, Pierre ; Cremer, Helmuth. In: CORE Discussion Papers. RePEc:cor:louvco:2012030.

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2012Preferential trade agreements harm third countries. (2012). Tabuchi, Takatoshi ; MOSSAY, Pascal . In: CORE Discussion Papers. RePEc:cor:louvco:2012035.

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2012Infinite-state Markov-switching for dynamic volatility and correlation models. (2012). Dufays, Arnaud . In: CORE Discussion Papers. RePEc:cor:louvco:2012043.

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2012United we stand? Coordinating capacity investment and allocation in joint ventures. (2012). Chevalier, Philippe ; Roels, Guillaume ; Wei, Ying . In: CORE Discussion Papers. RePEc:cor:louvco:2012045.

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2012Forecasting long memory processes subject to structural breaks. (2012). Wang, Cindy Shin-huei ; hsiao, cheng ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2012048.

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2012Adaptive model-predictive climate policies in a multi-country setting. (2012). Camacho, Carmen ; Bréchet, Thierry ; VELIOV, Vladimir M.. In: CORE Discussion Papers. RePEc:cor:louvco:2012049.

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2012Saddle functions and robust sets of equilibria. (2012). Nora, Vladyslav ; Uno, Hiroshi . In: CORE Discussion Papers. RePEc:cor:louvco:2012050.

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2012DINKs, DEWKs & Co. Marriage, fertility and childlessness in the United States. (2012). Gobbi, Paula ; de la Croix, David ; Baudin, Thomas ; Delacroix, David . In: CORE Discussion Papers. RePEc:cor:louvco:2012051.

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2012Cooperation in R&D: patenting, licensing and contracting. (2012). Guriev, Sergei ; d'Aspremont, Claude ; dASPREMONT, Claude ; BHATTACHARYA, Sudipto ; Sen, Debapriya . In: CORE Discussion Papers. RePEc:cor:louvco:2012055.

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2012Functions and mechanisms in structural-modelling explanations. (2012). Russo, Federica ; MOUCHART, Michel ; Wunsch, Guillaume . In: CORE Discussion Papers. RePEc:cor:louvco:2012056.

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2012Finding the stationary states of Markov chains by iterative methods. (2012). Nemirovski, Arkadi ; NESTEROV, Yurii . In: CORE Discussion Papers. RePEc:cor:louvco:2012058.

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2012Fairness in education: The Italian university before and after the reform. (2012). Serlenga, Laura ; Peragine, Vito ; Brunori, Paolo. In: Economics of Education Review. RePEc:eee:ecoedu:v:31:y:2012:i:5:p:764-777.

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2012Profiles of local growth and industrial change : facts and an explanation. (2012). Suedekum, Jens ; Dauth, Wolfgang ; Sudekum, Jens . In: IAB Discussion Paper. RePEc:iab:iabdpa:201220.

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2012Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230.

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2012On the welfare loss caused by inequality of opportunity. (2012). García Pérez, J. Ignacio ; Blanco, Aitor Calo ; J. Ignacio Garcia Perez, . In: Working Papers. RePEc:pab:wpaper:12.12.

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2012The Effect of Pension on the Optimized Life Expectancy and Lifetime Utility Level. (2012). SHIN, Inyong. In: MPRA Paper. RePEc:pra:mprapa:41374.

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2012Empirical Approaches to Inequality of Opportunity: Principles, Measures, and Evidence. (2012). Van de gaer, Dirk ; Ramos, Xavi ; Morilla, Xavier Ramos. In: Working Papers. RePEc:uab:wprdea:wpdea1208.

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2012Does more stringent environmental regulation induce or reduce technology adoption? When the rate of technology adoption is inverted u-shaped. (2012). Requate, Till ; Perino, Grischa. In: Economics Working Papers. RePEc:zbw:cauewp:201205.

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Recent citations received in: 2011


YearTitleSee
2011Modelling Volatility by Variance Decomposition. (2011). Teräsvirta, Timo ; Amado, Cristina ; TERaSVIRTA, Timo . In: CREATES Research Papers. RePEc:aah:create:2011-01.

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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; PerezAmaral, Teodosio ; Santos, Paulo Araujo . In: Working Papers in Economics. RePEc:cbt:econwp:11/28.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

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2011French Firms at the Conquest of Asian Markets: The Role of Export Spillovers. (2011). poncet, sandra ; Mayneris, Florian. In: Working Papers. RePEc:cii:cepidt:2011-31.

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2011VAR forecasting using Bayesian variable selection. (2011). Korobilis, Dimitris. In: CORE Discussion Papers. RePEc:cor:louvco:2011022.

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2011Locally stationary volatility modelling. (2011). Van Bellegem, Sebastien. In: CORE Discussion Papers. RePEc:cor:louvco:2011041.

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2011Volatility models. (2011). Laurent, Sébastien ; Hafner, Christian ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2011058.

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2011Childbearing age, family allowances and social security. (2011). Ponthiere, Gregory ; Pestieau, Pierre. In: CORE Discussion Papers. RePEc:cor:louvco:2011059.

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2011Migration, wage differentials and fiscal competition. (2011). Tarola, Ornella ; Gabszewicz, Jean. In: CORE Discussion Papers. RePEc:cor:louvco:2011065.

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2011Stochastic first order methods in smooth convex optimization. (2011). DEVOLDER, Olivier . In: CORE Discussion Papers. RePEc:cor:louvco:2011070.

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2011Measurement of Inequity in Health Care with Heterogeneous Response of Use to Need. (2011). Van de Poel, Ellen ; Van Doorslaer, Eddy ; O'Donnell, Owen. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110155.

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2011Measurement of Inequity in Health Care with Heterogeneous Response of Use to Need. (2011). van Doorslaer, Eddy ; van de Poel, Ellen . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011155.

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2011The Scope of Open Licenses in Cultural Contents Production and Distribution. (2011). Gambardella, Massimiliano . In: EconomiX Working Papers. RePEc:drm:wpaper:2011-26.

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2011Advances in Forecasting Under Instability. (2011). Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:11-20.

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2011A Quality Index for Patent Systems. (2011). van Pottelsberghe de la Potterie, Bruno ; de Saint-Georges, Matthis . In: Working Papers ECARES. RePEc:eca:wpaper:2013/88986.

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2011On the relationship between robustness to incomplete information and noise-independent selection in global games. (2011). Takahashi, Satoru ; Oyama, Daisuke. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:47:y:2011:i:6:p:683-688.

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2011Strategic complementarities and nested potential games. (2011). Uno, Hiroshi . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:47:y:2011:i:6:p:728-732.

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2011Childbearing Age, Family Allowances and Social Security. (2011). Ponthiere, Gregory ; Pestieau, Pierre. In: PSE Working Papers. RePEc:hal:psewpa:hal-00612613.

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2011Childbearing Age, Family Allowances and Social Security. (2011). Ponthiere, Gregory ; Pestieau, Pierre . In: Working Papers. RePEc:hal:wpaper:hal-00612613.

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2011Multivariate Volatility Modeling of Electricity Futures. (2011). Hafner, Christian ; Bauwens, Luc ; Pierret, Diane . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-063.

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2011Semiparametric Estimation with Generated Covariates. (2011). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-064.

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2011Linking corporate reputation and shareholder value using the publication of reputation rankings. (2011). Hildebrandt, Lutz ; Tischer, Sven . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-065.

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2011Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators. (2011). Mainberger, Christoph ; Kupper, Michael ; Heyne, Gregor . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-067.

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2011The Labor Share: A Review of Theory and Evidence. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-069.

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2011Econometric analysis of volatile art markets. (2011). Hafner, Christian ; Fabian Y. R. P. Bocart, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-071.

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2011Financial Network Systemic Risk Contributions. (2011). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-072.

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2011Continuous Equilibrium under Base Preferences and Attainable Initial Endowments. (2011). Macrina, Andrea ; Horst, Ulrich ; Kupper, Michael ; Mainberger, Christoph . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-082.

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2011Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences. (2011). Kupper, Michael ; Horst, Ulrich ; Pirvu, Traian A. ; Cheridito, Patrick . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-083.

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2011Competition and regulation in a differentiated good market. (2011). Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-084.

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2011Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns. (2011). Myšičková, Alena ; Härdle, Wolfgang ; Myikova, Alena ; Hardle, Wolfgang K. ; Song, Song ; Majer, Piotr ; Peter N. C. Mohr, ; Rei, Markus ; Bibinger, Markus ; Heekeren, Hauke R.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-085.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:795.

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2011Crowdfunding: disintermediated investment banking. (2011). Rubinton, Brian J. In: MPRA Paper. RePEc:pra:mprapa:31649.

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2011Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). GUPTA, RANGAN ; Chama-Chiliba, Mirriam Chitalu ; Nkambule, Nonophile ; Tlotlego, Naomi . In: Working Papers. RePEc:pre:wpaper:201132.

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2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1101.

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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1132.

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2011Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1133.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1135.

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[Citation Analysis]

Recent citations received in: 2010


YearTitleSee
2010The benefits of cooperation under uncertainty: the case of climate change. (2010). Zuber, Stéphane ; Bréchet, Thierry ; THENIE, Julien ; BRECHET, Thierry ; ZEIMES, Thibaut . In: CORE Discussion Papers. RePEc:cor:louvco:2010062.

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2010Jackknife Bias Reduction in the Presence of a Unit Root. (2010). Kyriacou, Maria ; Chambers, Marcus. In: Economics Discussion Papers. RePEc:esx:essedp:685.

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2010Compensating the dead? Yes we can!. (2010). LEROUX, Marie-Louise . In: Working Papers. RePEc:hal:wpaper:halshs-00564934.

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2010Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages. (2010). Hospido, Laura. In: IZA Discussion Papers. RePEc:iza:izadps:dp4712.

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2010Higher Order Improvements for Approximate Estimators. (2010). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard . In: CAM Working Papers. RePEc:kud:kuieca:2010_04.

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Recent citations received in: 2009


YearTitleSee
2009On the Economic Evaluation of Volatility Forecasts. (2009). Voev, Valeri. In: CREATES Research Papers. RePEc:aah:create:2009-56.

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2009Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models. (2009). Ketterer, Janina ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2682.

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2009Zur Bewertung von Emissionshandel als Politikinstrument. (2009). Ketterer, Janina ; Gronwald, Marc. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:62:y:2009:i:11:p:22-25.

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2009Wives, husbands and wheelchairs: Optimal tax policy under gender-specific health. (2009). LEROUX, Marie-Louise . In: Working Papers. RePEc:hal:wpaper:halshs-00575059.

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2009Adam Smith and Moral Knowledge. (2009). Konow, James. In: MPRA Paper. RePEc:pra:mprapa:18557.

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2009Competitive Markets with Private Information on Both Sides. (2009). minelli, enrico ; POLEMARCHAKIS, Herakles ; Meier, Martin . In: Working Papers. RePEc:ubs:wpaper:0917.

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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.