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  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 |
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Most cited documents in this series:
Year | Title | Cited |
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2001 | Bounds 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. Full description at Econpapers || Download paper | 833 |
2003 | Computation 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. Full description at Econpapers || Download paper | 613 |
2007 | A 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. Full description at Econpapers || Download paper | 435 |
2000 | Mixed 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. Full description at Econpapers || Download paper | 432 |
1996 | Numerical 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. Full description at Econpapers || Download paper | 405 |
1999 | Numerical 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. Full description at Econpapers || Download paper | 400 |
1993 | Detrending, 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. Full description at Econpapers || Download paper | 352 |
1993 | Indirect 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. Full description at Econpapers || Download paper | 332 |
2006 | Multivariate 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. Full description at Econpapers || Download paper | 325 |
1996 | Econometric 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. Full description at Econpapers || Download paper | 291 |
2005 | Counterfactual 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. Full description at Econpapers || Download paper | 285 |
1992 | Characterizing 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. Full description at Econpapers || Download paper | 276 |
1995 | Convergence 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. Full description at Econpapers || Download paper | 274 |
2005 | Simple 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. Full description at Econpapers || Download paper | 247 |
1986 | Econometric 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. Full description at Econpapers || Download paper | 219 |
2007 | Exploring 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. Full description at Econpapers || Download paper | 191 |
1993 | Common 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. Full description at Econpapers || Download paper | 183 |
1989 | The 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. Full description at Econpapers || Download paper | 183 |
1992 | The 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. Full description at Econpapers || Download paper | 171 |
1995 | A 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. Full description at Econpapers || Download paper | 168 |
1997 | Numerical 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. Full description at Econpapers || Download paper | 163 |
1995 | Multiple 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. Full description at Econpapers || Download paper | 161 |
2009 | What 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. Full description at Econpapers || Download paper | 159 |
2000 | Loss 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. Full description at Econpapers || Download paper | 157 |
1990 | Flexible 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. Full description at Econpapers || Download paper | 155 |
2005 | Comparing 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. Full description at Econpapers || Download paper | 154 |
1996 | The 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. Full description at Econpapers || Download paper | 151 |
2001 | Model 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. Full description at Econpapers || Download paper | 140 |
2005 | A 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. Full description at Econpapers || Download paper | 131 |
1999 | Exchange 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. Full description at Econpapers || Download paper | 129 |
2003 | Does 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. Full description at Econpapers || Download paper | 123 |
2004 | The 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. Full description at Econpapers || Download paper | 118 |
1991 | Bivariate 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. Full description at Econpapers || Download paper | 115 |
1996 | Stock 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. Full description at Econpapers || Download paper | 115 |
2002 | New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446. Full description at Econpapers || Download paper | 111 |
2003 | A 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. Full description at Econpapers || Download paper | 108 |
1999 | Labour 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. Full description at Econpapers || Download paper | 105 |
1989 | Diagnostic 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. Full description at Econpapers || Download paper | 103 |
2005 | What 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. Full description at Econpapers || Download paper | 102 |
1993 | Estimating 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. Full description at Econpapers || Download paper | 99 |
2002 | A 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. Full description at Econpapers || Download paper | 96 |
1997 | Endogeneity 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. Full description at Econpapers || Download paper | 90 |
1988 | The 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. Full description at Econpapers || Download paper | 90 |
2002 | Estimating 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. Full description at Econpapers || Download paper | 90 |
1997 | Growth 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. Full description at Econpapers || Download paper | 89 |
1993 | Threshold 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. Full description at Econpapers || Download paper | 88 |
2010 | Large 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. Full description at Econpapers || Download paper | 88 |
1998 | Robustness 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. Full description at Econpapers || Download paper | 86 |
2005 | The 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. Full description at Econpapers || Download paper | 86 |
2008 | From 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. Full description at Econpapers || Download paper | 82 |
Citing documents used to compute impact factor 141:
Year | Title | See |
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2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecast 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evaluating 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Uncertainty 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Time-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Time-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Constructing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility. (2012). Karapanagiotidis, Paul. In: MPRA Paper. RePEc:pra:mprapa:38885. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Real-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Bayesian method of combining judgmental and model-based density forecasts. (2012). Rubaszek, MichaÅ ; Kociecki, Andrzej ; Kolasa, Marcin ; Kociacki, Andrzej . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1349-1355. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Practical considerations for optimal weights in density forecast combination. (2012). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:01/2013. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the theoretical derivation of a functional form for the hedonic price function. (2012). Lisi, Gaetano. In: MPRA Paper. RePEc:pra:mprapa:37066. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Data-Driven Model Evaluation: A Test for Revealed Performance. (2012). Racine, Jeffrey ; ChristopherF. Parmeter, . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2012-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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.. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Economic Impact of Demographic Structure in OECD Countries. (2012). Smith, Ronald ; Grasl, Tobias ; Aksoy, Yunus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3960. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A new structural break model with application to Canadian inflation forecasting. (2012). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:36870. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A New Structural Break Model with Application to Canadian Inflation Forecasting. (2012). Song, Yong ; Maheu, John. In: Working Papers. RePEc:tor:tecipa:tecipa-448. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A New Structural Break Model with Application to Canadian Inflation Forecasting. (2012). Song, Yong ; Maheu, John. In: Working Paper Series. RePEc:rim:rimwps:27_12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle. In: MPRA Paper. RePEc:pra:mprapa:39452. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Assessing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Real-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Nowcasting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | MICA-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The dynamics of hours worked and technology. (2012). Leon-Ledesma, Miguel ; ferroni, filippo ; Cantore, Cristiano. In: Banco de España Working Papers. RePEc:bde:wpaper:1238. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Real 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Asset 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Management Practice in Production. (2012). Triebs, Thomas ; Kumbhakar, Subal. In: Ifo Working Paper Series. RePEc:ces:ifowps:_129. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Nonlinearities 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Testing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas. In: Working Papers. RePEc:cnb:wpaper:2012/10. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Using Large Data Sets to Forecast Sectoral Employment. (2012). Uwilingiye, Josine ; Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2011-02. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Assessing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2012_04. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:38591. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Common drifting volatility in large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1206. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/08. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris. In: Working Paper Series. RePEc:rim:rimwps:11_12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Macroeconomic Surprises and Stock Returns in South Africa. (2012). Reid, Monique ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201212. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fundamental Problems with Nonfundamental Shocks. (2012). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1230. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2012_012. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs. (2012). Ricco, Giovanni ; Ellahie, Atif. In: MPRA Paper. RePEc:pra:mprapa:42105. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Where 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | DSGE 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Macroeconomic Surprises and Stock Returns in South Africa. (2012). Reid, Monique ; GUPTA, RANGAN. In: Working Papers. RePEc:sza:wpaper:wpapers157. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas. In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2012-1038. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | ÐÑогнозÑÐ²Ð°Ð½Ð½Ñ ÑозвиÑÐºÑ ÐµÐºÐ¾Ð½Ð¾Ð¼Ñки УкÑаÑни на оÑÐ½Ð¾Ð²Ñ Ð±Ð°ÑÑÑвÑÑкиÑ
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(BVAR) моделей з ÑÑзними priors. (2012). Matkovskyy, Roman. In: MPRA Paper. RePEc:pra:mprapa:44725. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | An 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Using 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Global 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bayesian analysis of recursive SVAR models with overidentifying restrictions. (2012). Rubaszek, MichaÅ ; Kociecki, Andrzej ; Ca' Zorzi, Michele ; Michele Ca' Zorzi, ; Michele Ca'Zorzi, . In: Working Paper Series. RePEc:ecb:ecbwps:20121492. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Comparing Hybrid DSGE Models. (2012). Paccagnini, Alessia. In: Working Papers. RePEc:mib:wpaper:228. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Predicting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Asymptotic 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Realized Volatility and Change of Regimes. (2012). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2012_02. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: CREATES Research Papers. RePEc:aah:create:2012-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Realized 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/26. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Realized 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Predicting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2012:14. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | External 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Testing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evaluating 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions. (2012). Darvas, Zsolt. In: IEHAS Discussion Papers. RePEc:has:discpr:1219. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial Regulation and the Current Account. (2012). Wieladek, Tomasz ; Lanau, Sergi. In: IMF Working Papers. RePEc:imf:imfwpa:12/98. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Strategic 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Price 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik. In: MPRA Paper. RePEc:pra:mprapa:36147. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dynamic conditional correlation models for realized covariance matrices. (2012). Violante, Francesco ; Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012060. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Cojumping: 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the volatilityâvolume 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Empirical 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. Full description at Econpapers || Download paper | [Citation Analysis] |
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2012 | Distortions 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Trade causes growth in Sub-Saharan Africa. (2012). Lederman, Daniel ; Brückner, Markus ; Bruckner, Markus . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6007. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Distortions 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Inflación 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Inclusive Institutions, Innovation and Economic Growth: Estimates for European Countries. (2012). Scarlato, Margherita ; d'Agostino, Giorgio. In: MPRA Paper. RePEc:pra:mprapa:43098. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Business 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Business 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Inflation 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Tax 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Estimating 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Commodity 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Impact of China on Low and Middle Income Countriesâ 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Optimal 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Temperature 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does Central Bank Staff Beat Private Forecasters?. (2012). Jung, Alexander ; Giesen, Sebastian ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:5-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Model comparisons in unstable environments. (2012). Rossi, Barbara ; Giacomini, Raffaella . In: CeMMAP working papers. RePEc:ifs:cemmap:13/12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The changing relationship between commodity prices and equity prices in commodity exporting. (2012). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1405. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Dynamics of Gasoline Prices: Evidence from Daily French Micro Data. (2012). Gautier, Erwan ; Le Saout, R.. In: Working papers. RePEc:bfr:banfra:375. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pregibit: A Family of Discrete Choice Models. (2012). Vijverberg, Wim. In: IZA Discussion Papers. RePEc:iza:izadps:dp6359. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Enrolment Decision and University Choice;of Italian Secondary School
Graduates.. (2012). Staffolani, Stefano ; Pigini, Claudia. In: Working Papers. RePEc:anc:wpaper:380. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Utility of a quarter-million. (2012). Blavatskyy, Pavlo R.. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:650-653. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Random 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Global Banks, Financial Shocks and International Business Cycles: Evidence from Estimated Models. (2012). Kollmann, Robert. In: 2012 Meeting Papers. RePEc:red:sed012:840. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Common and idiosyncratic disturbances in developed small open economies. (2012). Guerron, Pablo ; Guerron-Quintana, Pablo A.. In: Working Papers. RePEc:fip:fedpwp:12-3. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bayesian estimation of DSGE models. (2012). Nason, James ; Guerron, Pablo ; Guerron-Quintana, Pablo A.. In: Working Papers. RePEc:fip:fedpwp:12-4. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International Transmission of Financial Shocks in an Estimated DSGE model. (2012). Aysun, Uluc ; Alpanda, Sami. In: Working Papers. RePEc:cfl:wpaper:2012-06. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The international transmission of volatility shocks: an empirical analysis. (2012). Theodoridis, Konstantinos ; mumtaz, haroon. In: Bank of England working papers. RePEc:boe:boeewp:0463. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Taylor 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fiscal 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bayesian Estimation of DSGE Models. (2012). Nason, James ; Guerron-Quintana, Pablo A. In: CAMA Working Papers. RePEc:een:camaaa:2012-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Macroeconomic 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Time-Varying Effects of Oil Supply Shocks on the U.S. Economy. (2012). Peersman, Gert ; Baumeister, Christiane. In: Working Papers. RePEc:bca:bocawp:12-2. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dynamics of Inductive Inference in a Unified Framework. (2012). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry . In: Working Papers. RePEc:hal:wpaper:hal-00712823. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Regulations 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Composite 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Weather Shocks, Spot and Futures Agricultural Commodity Prices-
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2012 | Oil Price Shocks and Macroeconomy: The Role for Precautionary Demand and Storage. (2012). Rizvanoghlu, Islam. In: MPRA Paper. RePEc:pra:mprapa:42351. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Liquidity and crude oil prices: Chinaâs influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15062. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Inventories and upstream gasoline price dynamics. (2012). Kuper, Gerard. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:208-214. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Measures of Fiscal Risk in Hydrocarbon-Exporting Countries. (2012). Medina, Leandro ; Caceres, Carlos. In: IMF Working Papers. RePEc:imf:imfwpa:12/260. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Liquidity and Crude Oil Prices: Chinaâs Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:48900. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Statistical 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Improving 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Leverage 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. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
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2010 | Realized 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco . In: Working Papers. RePEc:bdm:wpaper:2010-04. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Oil and US GDP: A real-time out-of-sample examination. (2010). Rothman, Philip ; Ravazzolo, Francesco. In: Working Paper. RePEc:bno:worpap:2010_18. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Evolving 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | DSGE model restrictions for structural VAR identification. (2010). Theodoridis, Konstantinos ; Liu, Philip. In: Bank of England working papers. RePEc:boe:boeewp:0402. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Demand 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The VARying Effect of Foreign Shocks in Central and Eastern Europe. (2010). Ãgert, Balázs ; Morales-Zumaquero, Amalia ; Jimenez-Rodriguez, Rebeca ; egert, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3080. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Supply, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Reglas 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy. (2010). Wolters, Maik ; Wieland, Volker. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7870. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Why crises happen - nonstationary macroeconomics. (2010). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Davidson, James . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8157. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The Predictive Content of Commodity Futures. (2010). Coibion, Olivier ; Chinn, Menzie ; MenzieD. Chinn, . In: Working Papers. RePEc:cwm:wpaper:89. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Does Disagreement amongst Forecasters have Predictive Value?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2010088. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai. In: Working Paper Series. RePEc:ecb:ecbwps:20101185. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Supply, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Surprising comparative properties of monetary models: Results from a new model database. (2010). Wieland, Volker ; Taylor, John. In: Working Paper Series. RePEc:ecb:ecbwps:20101261. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Semiparametric 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Macroeconomic 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Can 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Forecast Densities for Economic Aggregates from Disaggregate Ensembles. (2010). Vahey, Shaun ; Ravazzolo, Francesco ; ShaunP. Vahey, . In: CAMA Working Papers. RePEc:een:camaaa:2010-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Real-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Robust control, informational frictions, and international consumption correlations. (2010). Young, Eric ; Nie, Jun ; Luo, Yulei. In: Research Working Paper. RePEc:fip:fedkrw:rwp10-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Testing for unconditional predictive ability. (2010). McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedlwp:2010-031. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Reality checks and nested forecast model comparisons. (2010). McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedlwp:2010-032. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Real-time forecast averaging with ALFRED. (2010). McCracken, Michael ; Banternghansa, Chanont . In: Working Papers. RePEc:fip:fedlwp:2010-033. Full description at Econpapers || Download paper | [Citation Analysis] |
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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior. (2010). Post, Thomas ; Hanewald, Katja. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-040. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Business 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Should We Trust in Leading Indicators? Evidence from the Recent Recession. (2010). Scheufele, Rolf ; Drechsel, Katja. In: IWH Discussion Papers. RePEc:iwh:dispap:10-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Combining 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Predictive 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Estimating Marginal Costs and Market Power in the Italian Electricity Auctions. (2010). Pelagatti, Matteo ; Parisio, Lucia ; Bosco, Bruno . In: Working Papers. RePEc:mis:wpaper:20100201. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling. (2010). Kellogg, Ryan. In: NBER Working Papers. RePEc:nbr:nberwo:16541. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Forecasting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity. (2010). Ben Ali, Samir. In: MPRA Paper. RePEc:pra:mprapa:29624. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Monetary policy and sunspot fluctuation in the U.S. and the Euro area. (2010). Hirose, Yasuo. In: MPRA Paper. RePEc:pra:mprapa:33693. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy. (2010). Siklos, Pierre L. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2009-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Discussion 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Evaluating the strength of identification in DSGE models. An a priori approach. (2010). Iskrev, Nikolay . In: 2010 Meeting Papers. RePEc:red:sed010:1117. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Dynamic Specification Tests for Static Factor Models. (2010). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Paper Series. RePEc:rim:rimwps:04_10. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Forecasting with Medium and Large Bayesian VARs. (2010). Koop, Gary. In: Working Paper Series. RePEc:rim:rimwps:43_10. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Commentary 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | MUSE: Monetary Union and Slovak Economy model. (2010). Senaj, Matus ; Zeman, Juraj ; Vyskrabka, Milan . In: Working and Discussion Papers. RePEc:svk:wpaper:1010. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06). (2010). Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10450. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis. (2010). Casarin, Roberto ; Billio, Monica. In: Working Papers. RePEc:ubs:wpaper:1002. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
Year | Title | See |
---|---|---|
2009 | Analyzing aggregate real exchange rate persistence through
the lens of sectoral data.. (2009). Gadea, MarÃa ; MAYORAL, LAURA . In: UFAE and IAE Working Papers. RePEc:aub:autbar:787.09. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Pros and Cons of various fiscal measures to stimulate the economy. (2009). Tommasino, Pietro ; Pérez GarcÃa, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Job changes and individual-job specific wage dynamics. (2009). Hospido, Laura. In: Banco de España Working Papers. RePEc:bde:wpaper:0907. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Analyzing aggregate real exchange rate persistence through the lens of sectoral data. (2009). MAYORAL, LAURA ; Gadea, Marea Dolores . In: Working Papers. RePEc:bge:wpaper:399. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | By 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Variable 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2543. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Willingness to Pay for Job Amenities: Evidence from Mothers Return to Work. (2009). Felfe, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2743. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Makroökonomische Prognosen mit gemischten Frequenzen. (2009). Wohlrabe, Klaus. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:62:y:2009:i:21:p:22-33. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | IFOCAST: 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7139. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Pooling 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Credit Constraints, Cyclical Fiscal Policy and Industry Growth. (2009). Kharroubi, Enisse ; Hemous, David ; Aghion, Philippe . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7359. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Government Purchases and the Real Exchange Rate. (2009). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7427. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | MIDAS 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Innovation, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Productive government spending and private consumption: a pessimistic view. (2009). Tervala, Juha. In: Economics Bulletin. RePEc:ebl:ecbull:eb-08h30005. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Fiscal policy shocks in the euro area and the US: an empirical assessment. (2009). Pérez GarcÃa, Javier ; Paredes, Joan ; Gordo, Esther ; de Castro Fernández, Francisco ; Burriel, Pablo ; Garrote, Daniel ; Perez, Javier J.. In: Working Paper Series. RePEc:ecb:ecbwps:20091133. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Impact of Fiscal Shocks on the Irish Economy. (2009). Lane, Philip ; Bénétrix, AgustÃn. In: The Economic and Social Review. RePEc:eso:journl:v:40:y:2009:i:4:p:407-434. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Pooling 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Economics Working Papers. RePEc:eui:euiwps:eco2009/31. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | MIDAS 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Evaluating 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Properties of Survey-Based Inflation Expectations in Sweden. (2009). Ãsterholm, Pär ; Bergman, Thomas ; Jonsson, Thomas . In: Working Paper. RePEc:hhs:nierwp:0114. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Static 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Hypothesis testing of multiple inequalities: the method of constraint chaining. (2009). Chen, Le-Yu ; Szroeter, Jerzy . In: CeMMAP working papers. RePEc:ifs:cemmap:13/09. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Impact of Fiscal Shocks on the Irish Economy. (2009). Lane, Philip ; Bénétrix, AgustÃn ; Benetrix, Agustin S.. In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp281. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | From Great Depression to Great Credit Crisis: Similarities, Differences and Lessons. (2009). Rua, Gisela ; O'Rourke, Kevin ; Eichengreen, Barry ; Bénétrix, AgustÃn ; Almunia, Miguel. In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp303. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Diskretionäre 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Evaluating 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Fundamentals, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Political Cycles in Active Labor Market Policies. (2009). Potrafke, Niklas ; Mechtel, Mario. In: MPRA Paper. RePEc:pra:mprapa:14270. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | A 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | A 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2009). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:20125. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | VAR forecasting using Bayesian variable selection. (2009). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:21124. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Tough Love For Lazy Kids. (2009). Slavk, Ctirad ; Wiseman, Kevin . In: 2009 Meeting Papers. RePEc:red:sed009:1091. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Estimating WTP With Uncertainty Choice Contingent Valuation. (2009). Fraser, Iain ; Balcombe, Kelvin ; Samuel, Aurelia . In: Studies in Economics. RePEc:ukc:ukcedp:0921. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Pooling 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | MIDAS 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Analyse der Ãbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra . In: Working Papers. RePEc:zbw:svrwwp:042009. Full description at Econpapers || Download paper | [Citation Analysis] |
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.