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

Journal of Applied Econometrics / John Wiley & Sons, Ltd.


[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
19900.20.082525160.644315511020.080.04
19910.230.083257340.64175713030.090.04
19920.260.084198390.49555715020.050.04
19930.120.0934132410.311348739040.120.05
19940.190.134166590.363567514030.090.04
19950.250.19382041210.599936817040.110.07
19960.290.23392431800.7416227221090.230.09
19970.580.29623052360.779597745030.050.1
19980.380.29413462950.85665101380100.240.11
19990.420.33343803410.91192103430110.320.14
20000.720.42384185261.26121375549.3100.260.16
20011.110.44434615691.23154072801.3120.280.17
20021.10.44334946581.3365581890250.760.19
20031.180.46445388121.51128576901.1260.590.2
20041.60.534658411561.98811771230270.590.22
20051.60.565163513342.11452901440701.370.23
20062.020.536870315392.191052971961560.820.22
20071.670.466376614251.86132211919916310.19
20082.240.494581119892.454761312932.7370.820.21
20092.160.56087118562.134371082330.4440.730.2
20101.190.465392417021.845211051251.6500.940.16
20111.840.572194520232.14011320800.22
20121.910.6694522812.4107414100.26
 
 
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
2001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

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833
2003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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613
2007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

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435
2000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

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432
1996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

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405
1999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

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400
1993Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47.

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352
1993Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118.

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332
2006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

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325
1996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

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291
2005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

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285
1992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). Teräsvirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36.

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276
1995Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

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274
2005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

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247
1986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

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219
2007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

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191
1993Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60.

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183
1989The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21.

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183
1992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82.

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171
1995A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25.

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168
1997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

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163
1995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

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161
2009What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

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159
2000Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

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157
1990Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28.

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155
2005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

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154
1996The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61.

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151
2001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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140
2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

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131
1999Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510.

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129
2003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

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123
2004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

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118
1991Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24.

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115
1996Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93.

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115
2002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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111
2003A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

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108
1999Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). Strøm, Steinar ; Colombino, Ugo ; Aaberge, Rolf. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22.

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105
1989Diagnostic Tests for Models Based on Individual Data: A Survey.. (1989). Vella, Francis ; pagan, adrian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59.

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103
2005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

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102
1993Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84.

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99
2002A theoretical comparison between integrated and realized volatility. (2002). Meddahi, Nour. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508.

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96
1997Endogeneity in Count Data Models: An Application to Demand for Health Care.. (1997). Windmeijer, Frank ; Santos Silva, João ; Silva, J M C Santos, . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:3:p:281-94.

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90
1988The Econometric Analysis of Models with Risk Terms.. (1988). Ullah, Aman ; pagan, adrian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105.

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90
2002Estimating quadratic variation using realized variance. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477.

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90
1997Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92.

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89
1993Threshold Arch Models and Asymmetries in Volatility.. (1993). Zakoian, Jean-Michel ; Rabemananjara, R. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:1:p:31-49.

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88
2010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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88
1998Robustness tests of the augmented Solow model. (1998). Temple, Jonathan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375.

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86
2005The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

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86
2008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

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82

Citing documents used to compute impact factor 141:


YearTitleSee
2012The Contributions of Search and Human Capital to Earnings Growth Over the Life Cycle. (2012). Liu, Huju ; Bowlus, Audra. In: University of Western Ontario, CIBC Centre for Human Capital and Productivity Working Papers. RePEc:uwo:hcuwoc:20122.

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[Citation Analysis]
2012Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System. (2012). Kunst, Robert ; Costantini, Mauro ; Gunter, Ulrich . In: Economics Series. RePEc:ihs:ihsesp:292.

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[Citation Analysis]
2012Evaluating FOMC forecast ranges: an interval data approach. (2012). Winker, Peter ; Fischer, Henning ; Tillmann, Peter ; PeterTillmann, ; Garcia-Barzana, Marta . In: MAGKS Papers on Economics. RePEc:mar:magkse:201213.

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[Citation Analysis]
2012Uncertainty and Disagreement in Forecasting Inflation: Evidence from the Laboratory (Revised version of CentER DP 2011-053). (2012). Pfajfar, Damjan ; Zakelj, B.. In: Discussion Paper. RePEc:dgr:kubcen:2012072.

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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]
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]
2012A new measure of earnings forecast uncertainty. (2012). Sheng, Xuguang ; Thevenot, Maya . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:53:y:2012:i:1:p:21-33.

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[Citation Analysis]
2012Constructing Optimal Density Forecasts from Point Forecast Combinations. (2012). Lima, Luiz ; Gaglianone, Wagner ; Luiz Renato Regis de Oliveira Lima, . In: Série Textos para Discussão (Working Papers). RePEc:ppg:ppgewp:5.

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[Citation Analysis]
2012Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility. (2012). Karapanagiotidis, Paul. In: MPRA Paper. RePEc:pra:mprapa:38885.

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[Citation Analysis]
2012Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data). (2012). Urbain, Jean-Pierre ; Hecq, Alain ; Götz, Thomas ; Gotz Thomas B., ; Jean-Pierre, Urbain ; Alain, Hecq . In: Research Memoranda. RePEc:dgr:umamet:2012021.

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[Citation Analysis]
2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd. In: Working Paper. RePEc:fip:fedcwp:1218.

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[Citation Analysis]
2012A Bayesian method of combining judgmental and model-based density forecasts. (2012). Rubaszek, Michał ; Kociecki, Andrzej ; Kolasa, Marcin ; Kociacki, Andrzej . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1349-1355.

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[Citation Analysis]
2012Practical considerations for optimal weights in density forecast combination. (2012). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:01/2013.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012On the theoretical derivation of a functional form for the hedonic price function. (2012). Lisi, Gaetano. In: MPRA Paper. RePEc:pra:mprapa:37066.

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[Citation Analysis]
2012Data-Driven Model Evaluation: A Test for Revealed Performance. (2012). Racine, Jeffrey ; ChristopherF. Parmeter, . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2012-13.

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[Citation Analysis]
2012The Effect of Public Debt on Growth in Multiple Regimes. (2012). Stengos, Thanasis ; Kourtellos, Andros ; Tan, Chih Ming . In: Working Papers. RePEc:gue:guelph:2012-10..

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[Citation Analysis]
2012The Effect of Public Debt on Growth in Multiple Regimes. (2012). Stengos, Thanasis ; Kourtellos, Andros ; Tan, Chih Ming . In: Working Paper Series. RePEc:rim:rimwps:60_12.

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[Citation Analysis]
2012The economic impact of demographic structure in OECD countries. (2012). Smith, Ronald ; Grasl, Tobias ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1212.

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[Citation Analysis]
2012The Economic Impact of Demographic Structure in OECD Countries. (2012). Smith, Ronald ; Grasl, Tobias ; Aksoy, Yunus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3960.

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[Citation Analysis]
2012A new structural break model with application to Canadian inflation forecasting. (2012). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:36870.

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[Citation Analysis]
2012A New Structural Break Model with Application to Canadian Inflation Forecasting. (2012). Song, Yong ; Maheu, John. In: Working Papers. RePEc:tor:tecipa:tecipa-448.

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[Citation Analysis]
2012A New Structural Break Model with Application to Canadian Inflation Forecasting. (2012). Song, Yong ; Maheu, John. In: Working Paper Series. RePEc:rim:rimwps:27_12.

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[Citation Analysis]
2012Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/12.

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[Citation Analysis]
2012Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle. In: MPRA Paper. RePEc:pra:mprapa:39452.

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[Citation Analysis]
2012Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland. (2012). Siliverstovs, Boriss ; Kholodilin, Konstantin. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:232:y:2012:i:4:p:429-444.

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[Citation Analysis]
2012Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1227.

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[Citation Analysis]
2012Nowcasting German GDP: A comparison of bridge and factor models. (2012). Barhoumi, Karim ; Darné, Olivier ; Antipa, Pamfili ; Brunhes-Lesage, Veronique ; Darne, Olivier . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:6:p:864-878.

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[Citation Analysis]
2012MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting. (2012). Domenech, Rafael ; Camacho, Maximo. In: SERIEs. RePEc:spr:series:v:3:y:2012:i:4:p:475-497.

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[Citation Analysis]
2012The dynamics of hours worked and technology. (2012). Leon-Ledesma, Miguel ; ferroni, filippo ; Cantore, Cristiano. In: Banco de España Working Papers. RePEc:bde:wpaper:1238.

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[Citation Analysis]
2012Real rigidities, productivity improvements and investment dynamics. (2012). Tancioni, Massimiliano ; giuli, francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:1:p:100-118.

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[Citation Analysis]
2012Asset prices, credit and the business cycle. (2012). Montagnoli, Alberto ; Kontonikas, Alexandros ; Chen, Xiaoshan. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:857-861.

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[Citation Analysis]
2012Management Practice in Production. (2012). Triebs, Thomas ; Kumbhakar, Subal. In: Ifo Working Paper Series. RePEc:ces:ifowps:_129.

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[Citation Analysis]
2012Nonlinearities in growth: From evidence to policy. (2012). Rondina, Giacomo ; Cohen-Cole, Ethan B. ; Durlauf, Steven N.. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:1:p:42-58.

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[Citation Analysis]
2012Testing macroeconomic models by indirect inference on unfiltered data. (2012). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2012/17.

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[Citation Analysis]
2012Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas. In: Working Papers. RePEc:cnb:wpaper:2012/10.

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[Citation Analysis]
2012Using Large Data Sets to Forecast Sectoral Employment. (2012). Uwilingiye, Josine ; Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2011-02.

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[Citation Analysis]
2012Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George . In: Bank of England working papers. RePEc:boe:boeewp:0443.

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[Citation Analysis]
2012Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2012_04.

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

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2012Common drifting volatility in large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1206.

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2012Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/08.

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2012Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment. (2012). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201214.

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2012Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris. In: Working Paper Series. RePEc:rim:rimwps:11_12.

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2012Macroeconomic Surprises and Stock Returns in South Africa. (2012). Reid, Monique ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201212.

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2012Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters. (2012). Theodoridis, Konstantinos ; mumtaz, haroon ; BARNETT, ALINA . In: Bank of England working papers. RePEc:boe:boeewp:0450.

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2012Fundamental Problems with Nonfundamental Shocks. (2012). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1230.

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

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2012Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs. (2012). Ricco, Giovanni ; Ellahie, Atif. In: MPRA Paper. RePEc:pra:mprapa:42105.

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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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2012Where would the federal funds rate be, if it could be negative?. (2012). Zaman, Saeed ; Tallman, Ellis. In: Economic Commentary. RePEc:fip:fedcec:y:2012:i:oct12:n:2012-15.

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2012Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?. (2012). Olfa, KAABIA ; GUESMI, Khaled. In: EconomiX Working Papers. RePEc:drm:wpaper:2012-46.

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2012DSGE Model Restrictions for Structural VAR Identification. (2012). Theodoridis, Konstantinos ; Liu, Philip. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2012:q:4:a:3.

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2012Macroeconomic Surprises and Stock Returns in South Africa. (2012). Reid, Monique ; GUPTA, RANGAN. In: Working Papers. RePEc:sza:wpaper:wpapers157.

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2012Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas. In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2012-1038.

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2012Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047.

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2012Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors. (2012). Matkovskyy, Roman. In: MPRA Paper. RePEc:pra:mprapa:44725.

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2012An application of data-rich environment for policy analysis of the Indian economy. (2012). Mumtaz, Haroon ; Kumar, Nitin . In: Joint Research Papers. RePEc:ccb:jrpapr:2.

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2012Using VARs and TVP-VARs with Many Macroeconomic Variables. (2012). Koop, Gary. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:143-167.

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2012Global commodity cycles and linkages: a FAVAR approach. (2012). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco. In: Empirical Economics. RePEc:spr:empeco:v:43:y:2012:i:2:p:651-670.

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2012Bayesian analysis of recursive SVAR models with overidentifying restrictions. (2012). Rubaszek, Michał ; Kociecki, Andrzej ; Ca' Zorzi, Michele ; Michele Ca' Zorzi, ; Michele Ca'Zorzi, . In: Working Paper Series. RePEc:ecb:ecbwps:20121492.

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2012Comparing Hybrid DSGE Models. (2012). Paccagnini, Alessia. In: Working Papers. RePEc:mib:wpaper:228.

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2012Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models. (2012). Scharth, Marcel ; Lucas, André ; Koopman, Siem Jan. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120020.

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2012Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates. (2012). Kristensen, Dennis ; Han, Heejoon. In: CREATES Research Papers. RePEc:aah:create:2012-25.

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2012Realized Volatility and Change of Regimes. (2012). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2012_02.

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2012Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: CREATES Research Papers. RePEc:aah:create:2012-44.

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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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2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

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2012Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-269.

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2012Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/26.

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2012Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/28.

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2012Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models. (2012). Lucas, Andre ; Koopman, Siem Jan ; Scharth, Marcel . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012020.

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2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2012:14.

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2012External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models. (2012). Brüggemann, Ralf ; Bruggemann, Ralf ; Balabanova, Zlatina . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1205.

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2012Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain. (2012). Röhe, Oke ; Jerger, Jurgen ; Rohe, Oke . In: Working Papers. RePEc:bav:wpaper:118_jergerroehe.

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2012Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic. (2012). Rusnák, Marek ; Horvath, Roman ; Franta, Michal . In: Working Papers IES. RePEc:fau:wpaper:wp2012_11.

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2012The Sectoral Effects of Monetary Policy in Hungary: A Structural Factor Analysis. (2012). Pellényi, Gábor ; Pellenyi, Gabor . In: MNB Working Papers. RePEc:mnb:wpaper:2012/1.

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2012Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions. (2012). Darvas, Zsolt. In: IEHAS Discussion Papers. RePEc:has:discpr:1219.

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2012Financial Regulation and the Current Account. (2012). Wieladek, Tomasz ; Lanau, Sergi. In: IMF Working Papers. RePEc:imf:imfwpa:12/98.

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2012Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions. (2012). Pelagatti, Matteo ; Parisio, Lucia ; Bosco, Bruno . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:2046-2057.

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2012Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain. (2012). Chuliá, Helena ; Furio, Dolores ; Chulia, Helena . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:2058-2065.

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2012Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik. In: MPRA Paper. RePEc:pra:mprapa:36147.

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2012Dynamic conditional correlation models for realized covariance matrices. (2012). Violante, Francesco ; Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012060.

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2012Cojumping: Evidence from the US Treasury bond and futures markets. (2012). Dungey, Mardi ; Hvozdyk, Lyudmyla . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1563-1575.

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2012On the volatility–volume relationship in energy futures markets using intraday data. (2012). Sévi, Benoît ; Chevallier, Julien. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909.

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2012Empirical bias in intraday volatility measures. (2012). Sévi, Benoît ; Ielpo, Florian ; Fang, Yan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:4:p:231-237.

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2012.

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2012Distortions to agriculture and economic growth in Sub-Saharan Africa. (2012). Brückner, Markus ; Anderson, Kym ; Bruckner, Markus . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6206.

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2012Trade causes growth in Sub-Saharan Africa. (2012). Lederman, Daniel ; Brückner, Markus ; Bruckner, Markus . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6007.

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2012Distortions to Agriculture and Economic Growth in Sub-Saharan Africa. (2012). Brückner, Markus ; Anderson, Kym ; Bruckner, Markus . In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124908.

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2012Inflación y crecimiento económico: Evidencia con datos de panel para América del Sur. (2012). Bittencourt, Manoel. In: Revista Estudios Económicos. RePEc:rbp:esteco:ree-23-02.

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2012Inclusive Institutions, Innovation and Economic Growth: Estimates for European Countries. (2012). Scarlato, Margherita ; d'Agostino, Giorgio. In: MPRA Paper. RePEc:pra:mprapa:43098.

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2012Business Cycle Fluctuations and Private Savings in OECD Countries: A Panel Data Analysis. (2012). Adema, Yvonne ; Pozzi, Lorenzo . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120144.

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2012Business Cycle Fluctuations and Private Savings in OECD Countries: A Panel Data Analysis. (2012). Pozzi, Lorenzo ; Adema, Yvonne . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012144.

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2012Inflation and economic growth in Latin America: Some panel time-series evidence. (2012). Bittencourt, Manoel. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:333-340.

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2012Financial development and economic growth in Latin America: Is Schumpeter right?. (2012). Bittencourt, Manoel. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:3:p:341-355.

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2012Tax structure and growth: How robust is the empirical evidence?. (2012). Xing, Jing . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:1:p:379-382.

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2012Estimating the permanent income elasticity of government expenditures: Evidence on Wagners law based on oil price shocks. (2012). Chong, Alberto ; Brückner, Markus ; Bruckner, Markus ; Gradstein, Mark . In: Journal of Public Economics. RePEc:eee:pubeco:v:96:y:2012:i:11:p:1025-1035.

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2012Commodity prices and growth: An empirical investigation. (2012). Goderis, Benedikt ; Collier, Paul . In: European Economic Review. RePEc:eee:eecrev:v:56:y:2012:i:6:p:1241-1260.

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2012The Impact of China on Low and Middle Income Countries’ Export Prices in Industrial-Country Markets. (2012). Zhang, Jing ; Fu, Xiaolan ; Kaplinsky, Raphael . In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:8:p:1483-1496.

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2012Optimal public investment, growth and consumption: evidence from African countries. (2012). Ziesemer, Thomas ; Fosu, Augustin ; Getachew, Yoseph Yilma . In: Brooks World Poverty Institute Working Paper Series. RePEc:bwp:bwppap:16412.

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2012Temperature Shocks and Economic Growth: Evidence from the Last Half Century. (2012). Olken, Benjamin ; Dell, Melissa ; Jones, Benjamin F.. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:4:y:2012:i:3:p:66-95.

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2012Does Central Bank Staff Beat Private Forecasters?. (2012). Jung, Alexander ; Giesen, Sebastian ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:5-12.

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2012The performance of short-term forecasts of the German economy before and during the 2008/2009 recession. (2012). Scheufele, Rolf ; Drechsel, Katja. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:428-445.

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2012The carry trade and fundamentals: Nothing to fear but FEER itself. (2012). Taylor, Alan ; Jorda, Oscar. In: Journal of International Economics. RePEc:eee:inecon:v:88:y:2012:i:1:p:74-90.

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2012Model comparisons in unstable environments. (2012). Rossi, Barbara ; Giacomini, Raffaella . In: CeMMAP working papers. RePEc:ifs:cemmap:13/12.

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2012The changing relationship between commodity prices and equity prices in commodity exporting. (2012). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1405.

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2012The Dynamics of Gasoline Prices: Evidence from Daily French Micro Data. (2012). Gautier, Erwan ; Le Saout, R.. In: Working papers. RePEc:bfr:banfra:375.

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2012Pregibit: A Family of Discrete Choice Models. (2012). Vijverberg, Wim. In: IZA Discussion Papers. RePEc:iza:izadps:dp6359.

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2012Enrolment Decision and University Choice;of Italian Secondary School Graduates.. (2012). Staffolani, Stefano ; Pigini, Claudia. In: Working Papers. RePEc:anc:wpaper:380.

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2012The design of the university system. (2012). Valbonesi, Paola ; De Fraja, Gianni. In: Journal of Public Economics. RePEc:eee:pubeco:v:96:y:2012:i:3:p:317-330.

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2012Utility of a quarter-million. (2012). Blavatskyy, Pavlo R.. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:650-653.

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2012Random incentive systems in a dynamic choice experiment. (2012). Wakker, Peter ; Post, G. ; Assem, Martijn ; Baltussen, Guido. In: Experimental Economics. RePEc:kap:expeco:v:15:y:2012:i:3:p:418-443.

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2012Global Banks, Financial Shocks and International Business Cycles: Evidence from Estimated Models. (2012). Kollmann, Robert. In: 2012 Meeting Papers. RePEc:red:sed012:840.

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2012Common and idiosyncratic disturbances in developed small open economies. (2012). Guerron, Pablo ; Guerron-Quintana, Pablo A.. In: Working Papers. RePEc:fip:fedpwp:12-3.

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2012Bayesian estimation of DSGE models. (2012). Nason, James ; Guerron, Pablo ; Guerron-Quintana, Pablo A.. In: Working Papers. RePEc:fip:fedpwp:12-4.

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2012International Transmission of Financial Shocks in an Estimated DSGE model. (2012). Aysun, Uluc ; Alpanda, Sami. In: Working Papers. RePEc:cfl:wpaper:2012-06.

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2012The international transmission of volatility shocks: an empirical analysis. (2012). Theodoridis, Konstantinos ; mumtaz, haroon. In: Bank of England working papers. RePEc:boe:boeewp:0463.

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2012Taylor rules, fear of floating and the role of the exchange rate in monetary policy: a case of observational equivalence. (2012). Paez-Farrell, Juan. In: Discussion Paper Series. RePEc:lbo:lbowps:2012_07.

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2012Fiscal Policy, Monetary Regimes and Current Account Dynamics. (2012). Herz, Bernhard ; Hohberger, Stefan . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:66054.

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2012Bayesian Estimation of DSGE Models. (2012). Nason, James ; Guerron-Quintana, Pablo A. In: CAMA Working Papers. RePEc:een:camaaa:2012-10.

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2012Macroeconomic dynamics in Macedonia and Slovakia: Structural estimation and comparison. (2012). Melecký, Martin ; Melecky, Martin . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1377-1387.

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2012A simulation study of an ASEAN monetary union. (2012). Engwerda, Jacob ; Boldea, Otilia ; Michalak, T. ; Salmah,, ; Plasmans, J.. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1870-1890.

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2012Time-Varying Effects of Oil Supply Shocks on the U.S. Economy. (2012). Peersman, Gert ; Baumeister, Christiane. In: Working Papers. RePEc:bca:bocawp:12-2.

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2012The impact of monetary policy shocks on commodity prices. (2012). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_851_12.

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2012Dynamics of Inductive Inference in a Unified Framework. (2012). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry . In: Working Papers. RePEc:hal:wpaper:hal-00712823.

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2012Regulations and price discovery: oil spot and futures markets. (2012). Goyal, Ashima ; Tripathi, Shruti . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2012-016.

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2012The Informational Content of Distant-Delivery Futures Contracts. (2012). Karali, Berna ; Schnake, Kristin N. ; Dorfman, Jeffrey H.. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:134221.

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2012Composite and Outlook Forecast Accuracy. (2012). Irwin, Scott ; Colino, Evelyn V. ; Etienne, Xiaoli ; Garcia, Philip . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:134270.

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2012Weather Shocks, Spot and Futures Agricultural Commodity Prices- An Analysis for India. (2012). Bhanumurthy, N R ; Dua, Pami ; KUMAWAT, LOKENDRA . In: Working papers. RePEc:cde:cdewps:219.

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2012Oil Price Shocks and Macroeconomy: The Role for Precautionary Demand and Storage. (2012). Rizvanoghlu, Islam. In: MPRA Paper. RePEc:pra:mprapa:42351.

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2012Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15062.

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2012The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8916.

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2012Inventories and upstream gasoline price dynamics. (2012). Kuper, Gerard. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:208-214.

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2012Measures of Fiscal Risk in Hydrocarbon-Exporting Countries. (2012). Medina, Leandro ; Caceres, Carlos. In: IMF Working Papers. RePEc:imf:imfwpa:12/260.

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2012On the Sources and Consequences of Oil Price Shocks: the Role of Storage. (2012). Unsal, Filiz ; Unalmis, Ibrahim. In: IMF Working Papers. RePEc:imf:imfwpa:12/270.

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2012Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:48900.

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2012On Oil Price Shocks: The Role of Storage. (2012). Unsal, Filiz ; Unalmis, Ibrahim. In: IMF Economic Review. RePEc:pal:imfecr:v:60:y:2012:i:4:p:505-532.

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2012Statistical tests for multiple forecast comparison. (2012). Preve, Daniel ; Mariano, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:1:p:123-130.

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2012Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation. (2012). muellbauer, john ; Aron, Janine. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:456-476.

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2012Leverage as a predictor for real activity and volatility. (2012). Kollmann, Robert ; Zeugner, Stefan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1267-1283.

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Cites in year: CiY


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2010Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility. (2010). Huang, Zhuo ; Hansen, Peter ; Shek, Howard Howan . In: CREATES Research Papers. RePEc:aah:create:2010-13.

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2010Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco . In: Working Papers. RePEc:bdm:wpaper:2010-04.

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2010Oil and US GDP: A real-time out-of-sample examination. (2010). Rothman, Philip ; Ravazzolo, Francesco. In: Working Paper. RePEc:bno:worpap:2010_18.

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2010Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom. (2010). mumtaz, haroon ; Liu, Philip. In: Bank of England working papers. RePEc:boe:boeewp:0397.

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2010DSGE model restrictions for structural VAR identification. (2010). Theodoridis, Konstantinos ; Liu, Philip. In: Bank of England working papers. RePEc:boe:boeewp:0402.

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2010Demand shocks and the cyclical behavior of the real wage: Some international evidence. (2010). Kandil, Magda. In: Journal of Applied Economics. RePEc:cem:jaecon:v:13:y:2010:n:1:p:135-158.

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2010The VARying Effect of Foreign Shocks in Central and Eastern Europe. (2010). Égert, Balázs ; Morales-Zumaquero, Amalia ; Jimenez-Rodriguez, Rebeca ; egert, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3080.

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2010Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model. (2010). Smith, Ronald ; Pesaran, M ; Dees, Stephane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3081.

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2010Reglas de Taylor y previsibilidad fuera de muestra de la tasa de cambio en Latinoamérica. (2010). Ojeda-Joya, Jair ; Daniel Andres Jaimes Cardenas, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:007308.

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2010The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy. (2010). Wolters, Maik ; Wieland, Volker. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7870.

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2010Why crises happen - nonstationary macroeconomics. (2010). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Davidson, James . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8157.

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2010The Predictive Content of Commodity Futures. (2010). Coibion, Olivier ; Chinn, Menzie ; MenzieD. Chinn, . In: Working Papers. RePEc:cwm:wpaper:89.

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2010Does Disagreement amongst Forecasters have Predictive Value?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2010088.

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2010Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai. In: Working Paper Series. RePEc:ecb:ecbwps:20101185.

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2010Supply, demand and monetary policy shocks in a multi-country New Keynesian Model. (2010). Smith, Ronald ; Pesaran, M ; Dees, Stephane. In: Working Paper Series. RePEc:ecb:ecbwps:20101239.

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2010Surprising comparative properties of monetary models: Results from a new model database. (2010). Wieland, Volker ; Taylor, John. In: Working Paper Series. RePEc:ecb:ecbwps:20101261.

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2010Semiparametric indirect utility and consumer demand. (2010). Pendakur, Krishna ; Sperlich, Stefan ; Scholz, Michael . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:54:y:2010:i:11:p:2763-2775.

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2010Macroeconomic factors and oil futures prices: A data-rich model. (2010). Zagaglia, Paolo. In: Energy Economics. RePEc:eee:eneeco:v:32:y:2010:i:2:p:409-417.

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2010Can structural small open-economy models account for the influence of foreign disturbances?. (2010). Preston, Bruce ; Justiniano, Alejandro . In: Journal of International Economics. RePEc:eee:inecon:v:81:y:2010:i:1:p:61-74.

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2010The properties of realized correlation: Evidence from the French, German and Greek equity markets. (2010). VORTELINOS, DIMITRIOS. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:50:y:2010:i:3:p:273-290.

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2010Forecast Densities for Economic Aggregates from Disaggregate Ensembles. (2010). Vahey, Shaun ; Ravazzolo, Francesco ; ShaunP. Vahey, . In: CAMA Working Papers. RePEc:een:camaaa:2010-10.

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2010Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2010). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, ; Wakerly, Elizabeth C.. In: CAMA Working Papers. RePEc:een:camaaa:2010-34.

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2010.

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2010.

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2010Robust control, informational frictions, and international consumption correlations. (2010). Young, Eric ; Nie, Jun ; Luo, Yulei. In: Research Working Paper. RePEc:fip:fedkrw:rwp10-16.

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2010Testing for unconditional predictive ability. (2010). McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedlwp:2010-031.

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2010Reality checks and nested forecast model comparisons. (2010). McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedlwp:2010-032.

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2010Real-time forecast averaging with ALFRED. (2010). McCracken, Michael ; Banternghansa, Chanont . In: Working Papers. RePEc:fip:fedlwp:2010-033.

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2010(Un)desirable Effects of Output Funding for Flemish Universities. (2010). De Ridder, Annemieke ; Verbist, Gerlinde ; Vanhaecht, Eva ; Cantillon, Bea . In: Working Papers. RePEc:hdl:wpaper:1005.

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2010Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior. (2010). Post, Thomas ; Hanewald, Katja. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-040.

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2010Business cycle convergence in EMU: A second look at the second moment. (2010). Fernández-Amador, Octavio ; Crespo Cuaresma, Jesus ; Crespo-Cuaresma, Jesus ; Fernandez-Amador, Octavio . In: Working Papers. RePEc:inn:wpaper:2010-25.

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2010Should We Trust in Leading Indicators? Evidence from the Recent Recession. (2010). Scheufele, Rolf ; Drechsel, Katja. In: IWH Discussion Papers. RePEc:iwh:dispap:10-10.

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2010International evidence on the efficacy of new-Keynesian models of inflation persistence. (2010). Swanson, Norman ; Radchenko, Stanislav ; Korenok, Oleg. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:31-54.

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2010Combining forecast densities from VARs with uncertain instabilities. (2010). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:621-634.

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2010Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production. (2010). Ziegler, Christina ; Wohlrabe, Klaus ; Carstensen, Kai. In: Discussion Papers in Economics. RePEc:lmu:muenec:11442.

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2010Estimating Marginal Costs and Market Power in the Italian Electricity Auctions. (2010). Pelagatti, Matteo ; Parisio, Lucia ; Bosco, Bruno . In: Working Papers. RePEc:mis:wpaper:20100201.

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2010The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling. (2010). Kellogg, Ryan. In: NBER Working Papers. RePEc:nbr:nberwo:16541.

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2010Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts. (2010). Hendry, David ; Clements, Michael. In: Economics Series Working Papers. RePEc:oxf:wpaper:484.

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2010A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity. (2010). Ben Ali, Samir. In: MPRA Paper. RePEc:pra:mprapa:29624.

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2010Monetary policy and sunspot fluctuation in the U.S. and the Euro area. (2010). Hirose, Yasuo. In: MPRA Paper. RePEc:pra:mprapa:33693.

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2010Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy. (2010). Siklos, Pierre L. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2009-16.

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2010Discussion of Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy. (2010). Eitrheim, yvind . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2009-17.

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2010Evaluating the strength of identification in DSGE models. An a priori approach. (2010). Iskrev, Nikolay . In: 2010 Meeting Papers. RePEc:red:sed010:1117.

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2010Dynamic Specification Tests for Static Factor Models. (2010). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Paper Series. RePEc:rim:rimwps:04_10.

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2010Forecasting with Medium and Large Bayesian VARs. (2010). Koop, Gary. In: Working Paper Series. RePEc:rim:rimwps:43_10.

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2010Commentary on MEDEA: A DSGE model for the Spanish economy. (2010). ferroni, filippo. In: SERIEs. RePEc:spr:series:v:1:y:2010:i:1:p:245-249.

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2010MUSE: Monetary Union and Slovak Economy model. (2010). Senaj, Matus ; Zeman, Juraj ; Vyskrabka, Milan . In: Working and Discussion Papers. RePEc:svk:wpaper:1010.

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2010Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06). (2010). Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10450.

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2010Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis. (2010). Casarin, Roberto ; Billio, Monica. In: Working Papers. RePEc:ubs:wpaper:1002.

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2010The diversity of forecasts from macroeconomic models of the U.S. economy. (2010). Wolters, Maik ; Wieland, Volker. In: CFS Working Paper Series. RePEc:zbw:cfswop:201008.

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Recent citations received in: 2009


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2009Analyzing aggregate real exchange rate persistence through the lens of sectoral data.. (2009). Gadea, María ; MAYORAL, LAURA . In: UFAE and IAE Working Papers. RePEc:aub:autbar:787.09.

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2009Pros and Cons of various fiscal measures to stimulate the economy. (2009). Tommasino, Pietro ; Pérez García, Javier ; Gordo, Esther ; Checherita Westphal, Cristina ; Hubic, Amela ; Haroutunian, Stephan ; Cunha, Jorge ; Caruana, John ; Perez, Javier J. ; Langenus, Geert ; Bouthevillain, Carine ; Manzke, Bernhard . In: BCL working papers. RePEc:bcl:bclwop:bclwp040.

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

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2009Analyzing aggregate real exchange rate persistence through the lens of sectoral data. (2009). MAYORAL, LAURA ; Gadea, Marea Dolores . In: Working Papers. RePEc:bge:wpaper:399.

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

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2009The Response of Private Consumption to Different Public Spending Categories: VAR Evidence from UK. (2009). Salotti, Simone ; Marattin, Luigi. In: Working Papers. RePEc:bol:bodewp:670.

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2009Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, A.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:0901.

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2009Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2543.

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

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

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2009IFOCAST: Methoden der ifo-Kurzfristprognose. (2009). Wohlrabe, Klaus ; Mayr, Johannes ; Henzel, Steffen ; Carstensen, Kai. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:62:y:2009:i:23:p:15-28.

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2009Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7139.

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2009Pooling versus model selection for nowcasting with many predictors: An application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7197.

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2009Credit Constraints, Cyclical Fiscal Policy and Industry Growth. (2009). Kharroubi, Enisse ; Hemous, David ; Aghion, Philippe . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7359.

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2009Government Purchases and the Real Exchange Rate. (2009). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7427.

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2009MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7445.

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2009Innovation, profitability and growth in medium and high-tech manufacturing industries: Evidence from Italy.. (2009). Vezzulli, Andrea ; Mancusi, Maria ; Cozza, Claudio ; Perani, Giulio ; Malerba, Franco . In: KITeS Working Papers. RePEc:cri:cespri:kites28_wp.

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

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2009Fiscal policy shocks in the euro area and the US: an empirical assessment. (2009). Pérez García, Javier ; Paredes, Joan ; Gordo, Esther ; de Castro Fernández, Francisco ; Burriel, Pablo ; Garrote, Daniel ; Perez, Javier J.. In: Working Paper Series. RePEc:ecb:ecbwps:20091133.

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2009The Impact of Fiscal Shocks on the Irish Economy. (2009). Lane, Philip ; Bénétrix, Agustín. In: The Economic and Social Review. RePEc:eso:journl:v:40:y:2009:i:4:p:407-434.

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2009Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: Economics Working Papers. RePEc:eui:euiwps:eco2009/13.

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2009Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Economics Working Papers. RePEc:eui:euiwps:eco2009/31.

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2009MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: Economics Working Papers. RePEc:eui:euiwps:eco2009/32.

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2009Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function. (2009). Siliverstovs, Boriss ; Fritsche, Ulrich ; Doepke, Joerg . In: Macroeconomics and Finance Series. RePEc:hep:macppr:200905.

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2009The Properties of Survey-Based Inflation Expectations in Sweden. (2009). Österholm, Pär ; Bergman, Thomas ; Jonsson, Thomas . In: Working Paper. RePEc:hhs:nierwp:0114.

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2009On Fragile Grounds: A replication of Are Muslim immigrants different in terms of cultrual integration? Technical documentation. (2009). Lundholm, Michael ; Arai, Mahmood ; Karlsson, Jonas . In: SULCIS Working Papers. RePEc:hhs:sulcis:2009_002.

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2009Static Efficiency Decompositions and Capacity Utilisation: Integrating Economic and Technical Capacity Notions. (2009). Prior, Diego ; Kerstens, Kristiaan ; De Borger, Bruno ; Van de Woestyne, Ignace . In: Working Papers. RePEc:hub:wpecon:200930.

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2009Hypothesis testing of multiple inequalities: the method of constraint chaining. (2009). Chen, Le-Yu ; Szroeter, Jerzy . In: CeMMAP working papers. RePEc:ifs:cemmap:13/09.

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2009The Impact of Fiscal Shocks on the Irish Economy. (2009). Lane, Philip ; Bénétrix, Agustín ; Benetrix, Agustin S.. In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp281.

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2009From Great Depression to Great Credit Crisis: Similarities, Differences and Lessons. (2009). Rua, Gisela ; O'Rourke, Kevin ; Eichengreen, Barry ; Bénétrix, Agustín ; Almunia, Miguel. In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp303.

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2009Diskretionäre Fiskalpolitik: Pro und Kontra. (2009). Siliverstovs, Boriss ; Hartwig, Jochen ; Graff, Michael ; Frick, Andres . In: KOF Analysen. RePEc:kof:anskof:v:3:y:2009:i:2:p:25-43.

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2009Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function. (2009). Siliverstovs, Boriss ; Fritsche, Ulrich ; Dopke, Jorg . In: KOF Working papers. RePEc:kof:wpskof:09-237.

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2009Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets. (2009). Vansteenkiste, isabel ; Sousa, Ricardo ; Peltonen, Tuomas A.. In: NIPE Working Papers. RePEc:nip:nipewp:19/2009.

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2009Political Cycles in Active Labor Market Policies. (2009). Potrafke, Niklas ; Mechtel, Mario. In: MPRA Paper. RePEc:pra:mprapa:14270.

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2009A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated. (2009). Caner, Mehmet ; Morrill, Melinda . In: MPRA Paper. RePEc:pra:mprapa:16790.

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2009A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated. (2009). Caner, Mehmet ; Morrill, Melinda Sandler . In: MPRA Paper. RePEc:pra:mprapa:17689.

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2009Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2009). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:20125.

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2009VAR forecasting using Bayesian variable selection. (2009). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:21124.

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2009Tough Love For Lazy Kids. (2009). Slavk, Ctirad ; Wiseman, Kevin . In: 2009 Meeting Papers. RePEc:red:sed009:1091.

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2009Estimating WTP With Uncertainty Choice Contingent Valuation. (2009). Fraser, Iain ; Balcombe, Kelvin ; Samuel, Aurelia . In: Studies in Economics. RePEc:ukc:ukcedp:0921.

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2009The Paradox of Thrift and Crowding-In of Private Investment in a Simple IS-LM Model. (2009). Basu, Deepankar . In: UMASS Amherst Economics Working Papers. RePEc:ums:papers:2009-14.

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2009Pooling versus model selection for nowcasting with many predictors: an application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:7572.

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2009MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:7576.

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2009Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra . In: Working Papers. RePEc:zbw:svrwwp:042009.

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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.