[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]
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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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2013 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (2013). Kilian, Lutz ; Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394. Full description at Econpapers || Download paper | 25 |
2012 | Predicting the Direction of the Feds Target Rate. (2012). Kauppi, Heikki. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:47-67. Full description at Econpapers || Download paper | 6 |
2013 | ShrinkageâBased Tests of Predictability. (2013). Pincheira, Pablo ; Pablo Matias Pincheira Brown, . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:307-332. Full description at Econpapers || Download paper | 5 |
2014 | Hierarchical Shrinkage in TimeâVarying Parameter Models. (2014). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94. Full description at Econpapers || Download paper | 5 |
2013 | International Evidence on GFCâRobust Forecasts for Risk Management under the Basel Accord. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Juan Angel Jimenez Martin, ; PerezAmaral, Teodosio ; JimenezMartin, Juanangel . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:3:p:267-288. Full description at Econpapers || Download paper | 5 |
2012 | The Role of Financial Variables in predicting economic activity. (2012). Lombardi, Marco ; Fornari, Fabio ; Espinoza, Raphael. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46. Full description at Econpapers || Download paper | 5 |
2012 | Term Structure Forecasting: NoâArbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Niu, Linlin ; Favero, Carlo. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156. Full description at Econpapers || Download paper | 4 |
Using FirmâLevel Leverage as an Investment Strategy. (2012). Muradoglu, Yaz ; Sivaprasad, Sheeja ; Muradolu, Yaz Glnur . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:3:p:260-279. Full description at Econpapers || Download paper | 4 | |
2013 | Forecasting the Yield Curve in a DataâRich Environment Using the FactorâAugmented NelsonâSiegel Model. (2013). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Heij, Christiaan ; Patrick J. F. Groenen, . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:3:p:193-214. Full description at Econpapers || Download paper | 4 |
2013 | Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range. (2013). Asai, Manabu. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:469-480. Full description at Econpapers || Download paper | 3 |
2013 | RealâTime Forecasts of Inflation: The Role of Financial Variables. (2013). Monteforte, Libero ; Moretti, Gianluca . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:51-61. Full description at Econpapers || Download paper | 3 |
2012 | Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns. (2012). Entorf, Horst ; Gross, Anne ; Steiner, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:1-14. Full description at Econpapers || Download paper | 2 |
2012 | Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach. (2012). Leon, Costas ; BENEKI, CHRISTINA ; Eeckels, Bruno . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:5:p:391-400. Full description at Econpapers || Download paper | 2 |
2013 | Forecasting Temperature Indices Density with TimeâVarying LongâMemory Models. (2013). Caporin, Massimiliano ; Pre, Juliusz . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:339-352. Full description at Econpapers || Download paper | 2 |
2012 | Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis. (2012). Feldkircher, Martin. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:4:p:361-376. Full description at Econpapers || Download paper | 2 |
2012 | Adaptive modelling and forecasting of offshore wind power fluctuations with Markovâswitching autoregressive models. (2012). Madsen, Henrik ; Pinson, Pierre . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:4:p:281-313. Full description at Econpapers || Download paper | 2 |
2013 | Nowcasting with Google Trends in an Emerging Market. (2013). Labbé, Felipe ; Carrière-Swallow, Yan ; CarriereSwallow, Yan . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:289-298. Full description at Econpapers || Download paper | 2 |
2012 | SecondâGeneration Prediction Markets for Information Aggregation: A Comparison of Payoff Mechanisms. (2012). Skiera, Bernd ; Jank, Wolfgang ; Slamka, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:469-489. Full description at Econpapers || Download paper | 2 |
2013 | Evaluation of Regime Switching Models for RealâTime Business Cycle Analysis of the Euro Area. (2013). GUEGAN, Dominique ; Ferrara, Laurent ; Billio, Monica ; Mazzi, Gian Luigi . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:577-586. Full description at Econpapers || Download paper | 1 |
2013 | Does Information Help IntraâDay VolatilityâForecasts?. (2013). McMillan, David G. ; Garcia, Raquel Quiroga . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:1-9. Full description at Econpapers || Download paper | 1 |
2012 | The Volatility and Density Prediction Performance of Alternative Full description at Econpapers || Download paper | 1 |
2012 | Forecast Evaluation of Nonlinear Models: The Case of LongâSpan Real ExchangeâRates. (2012). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:7:p:580-595. Full description at Econpapers || Download paper | 1 |
2013 | Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach. (2013). Vasnev, Andrey ; Pauwels, Laurent ; Skirtun, Margaret . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:2:p:151-166. Full description at Econpapers || Download paper | 1 |
2012 | Are Analysts Loss Functions Asymmetric?. (2012). Peel, David ; Clatworthy, Mark ; Pope, Peter F.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:8:p:736-756. Full description at Econpapers || Download paper | 1 |
2012 | A Robust DataâMining Approach to Bankruptcy Prediction. (2012). Behrooz, Amir Hossein ; Divsalar, Mehdi ; Roodsaz, Habib ; Norouzzadeh, Ghassem ; Vahdatinia, Farshad . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:504-523. Full description at Econpapers || Download paper | 1 |
2013 | Estimation and Forecasting of Locally Stationary Processes. (2013). Ferreira, Guillermo ; Palma, Wilfredo ; Olea, Ricardo . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:86-96. Full description at Econpapers || Download paper | 1 |
2013 | LongâTerm Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach. (2013). Strazicich, Mark ; McKitrick, Ross ; Lee, Junsoo. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:435-451. Full description at Econpapers || Download paper | 1 |
2012 | Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2012). Lin, Edward ; Chen, Cathy W. S. ; Cathy W. S. Chen, ; W. C. W. Lee, ; Gerlach, Richard ; EdwardâM.âH. âLin, ; Cathy W. S. Chen, . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:8:p:661-687. Full description at Econpapers || Download paper | 1 |
2012 | Forecasting Stock Market Volatility in Central and Eastern European Countries. (2012). Moore, Winston ; Harrison, Barry . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:490-503. Full description at Econpapers || Download paper | 1 |
2013 | Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis. (2013). Hassani, Hossein ; Zhigljavsky, Anatoly ; Heravi, Saeed . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:395-408. Full description at Econpapers || Download paper | 1 |
2012 | The RealisedâImplied Volatility Relationship: Recent Empirical Evidence from FTSEâ100 Stocks. (2012). Gallagher, Liam ; Garvey, John F.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:7:p:639-660. Full description at Econpapers || Download paper | 1 |
2013 | Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better OutâofâSample Forecasts?. (2013). Waliullah, ; Matsuda, Yasumasa ; Tsukuda, Yoshihiko . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:8:p:702-723. Full description at Econpapers || Download paper | 1 |
2013 | Nonlinear Forecasting Using FactorâAugmented Models. (2013). Giovannetti, Bruno Cara . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:32-40. Full description at Econpapers || Download paper | 1 |
2012 | Forecasting Performance of Nonlinear Models for Intraday Stock Returns. (2012). Matias, Jose M. ; Reboredo, Juan C.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:172-188. Full description at Econpapers || Download paper | 1 |
2012 | Twisting the Dollar? On the Consistency of ShortâRun and LongâRun Exchange Rate Expectations. (2012). Stadtmann, Georg ; Frenkel, Michael ; Rulke, JanChristoph . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:7:p:596-616. Full description at Econpapers || Download paper | 1 |
Citing documents used to compute impact factor 25:
Year | Title | See |
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2014 | Generalized Nelson-Siegel Term Structure Model : Do the second slope and curvature factors improve the in-sample fit and out-of-sample forecast?. (2014). Waliullah, ; Matsuda, Yasumasa . In: TERG Discussion Papers. RePEc:toh:tergaa:312. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting the Price of Gold. (2014). Hassani, Hossein ; Gupta, Rangan ; Silva, Emmanuel Sirimal . In: Working Papers. RePEc:pre:wpaper:201428. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecast combination for U.S. recessions with real-time data. (2014). Pauwels, Laurent ; Vasnev, Andrey . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:138-148. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the regime-switching and asymmetric dynamics of economic growth in the OECD countries. (2014). Singh, Tarlok . In: Research in Economics. RePEc:eee:reecon:v:68:y:2014:i:2:p:169-192. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Stochastic Dominance Approach to Financial Risk Management Strategies. (2014). perez-amaral, teodosio ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Maasoumi, Esfandiar . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1408. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises. (2014). Caporin, Massimiliano ; Fontini, Fulvio . In: MPRA Paper. RePEc:pra:mprapa:53779. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Internet information arrival and volatility of SME PRICE INDEX. (2014). ZHANG, YONG JIE ; Xiong, Xiong ; Shen, Dehua ; JIN, XI ; Feng, Lina . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:70-74. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: CAMA Working Papers. RePEc:een:camaaa:2014-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Kilian, Lutz ; Lee, Thomas K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Oil prices and the economy: A global perspective. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: CAMA Working Papers. RePEc:een:camaaa:2014-41. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Bayesian Variable Selection for Nowcasting Economic Time Series. (2014). Scott, Steven L. ; Varian, Hal . In: NBER Chapters. RePEc:nbr:nberch:12995. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predictive Evaluation of Sectoral and Total Employment Based on Entrepreneurial Confidence Indicators. (2014). Pincheira, Pablo ; Pablo Pincheira B., . In: Journal EconomÃa Chilena (The Chilean Economy). RePEc:chb:bcchec:v:17:y:2014:i:1:p:66-87. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting Chilean Inflation with International Factors. (2014). Pincheira, Pablo ; Gatty, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:723. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). Asai, Manabu ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140037. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Working Papers in Economics. RePEc:cbt:econwp:14/10. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting Co-Volatilities via Factor Models with
Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1405. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Autoregressive augmentation of MIDAS regressions. (2014). Duarte, Claudia . In: Working Papers. RePEc:ptu:wpaper:w201401. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | [Citation Analysis] | |
2014 | Market Set-Up in Advance of Federal Reserve Policy Decisions. (2014). van der Wel, Michel ; van Dijk, Dick ; Lumsdaine, Robin L.. In: NBER Working Papers. RePEc:nbr:nberwo:19814. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Review on probabilistic forecasting of wind power generation. (2014). Zhang, Yao ; Wang, Xifan . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:32:y:2014:i:c:p:255-270. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A statistical analysis of reliability of audit opinions as bankruptcy predictors.. (2014). Carlo, Caserio ; Sara, Trucco ; Delio, Panaro . In: Discussion Papers. RePEc:pie:dsedps:2014/174. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Fresoli, Diego ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140202. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do money and financial variables help forecasting output in emerging European Economies?. (2014). Caraiani, Petre. In: Empirical Economics. RePEc:spr:empeco:v:46:y:2014:i:2:p:743-763. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
Year | Title | See |
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2014 | Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Chan, Joshua ; Joshua C. C. Chan, ; Grant, Angelia L.. In: CAMA Working Papers. RePEc:een:camaaa:2014-09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2014_04. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:53772. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
Year | Title | See |
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2013 | Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression. (2013). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Heij, Christiaan ; Patrick J. F. Groenen, . In: CREATES Research Papers. RePEc:aah:create:2013-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Can Google Trends search queries contribute to risk diversification?. (2013). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:1310.1444. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Do Oil Price Increases Cause Higher Food Prices?. (2013). Kilian, Lutz ; Baumeister, Christiane. In: Working Papers. RePEc:bca:bocawp:13-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Modelling public debt strategies. (2013). Dottori, Davide ; Manna, Michele ; Bufano, Mauro ; Bernardini, Emmanuela . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_199_13. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | A Simple Out-of-Sample Test for the Martingale Difference Hypothesis. (2013). Pincheira, Pablo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:698. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. (2013). Kilian, Lutz ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9297. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Liquidity and crude oil prices: Chinas influence over 1996â2011. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:517-525. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Has the Basel Accord improved risk management during the global financial crisis?. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Co-fluctuation patterns of per capita carbon dioxide emissions: The role of energy markets. (2013). Wood, Joel ; McKitrick, Ross. In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:1-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Crude oil prices and liquidity, the BRIC and G3 countries. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:28-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model. (2013). van der Wel, Michel ; Koopman, Siem Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:676-694. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | GFC-robust risk management under the Basel Accord using extreme value methodologies. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Santos, Paulo Araujo . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:223-237. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | GFC-robust risk management strategies under the Basel Accord. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:97-111. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Futures trading and the excess comovement of commodity prices. (2013). Le Pen, Yannick ; Sevi, Benoit . In: Working Papers. RePEc:ipg:wpaper:19. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Strobl, Eric ; Le Pen, Yannick ; Sevi, Benoit . In: Working Papers. RePEc:ipg:wpaper:2013-019. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Not all international monetary shocks are alike for the Japanese economy. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:48709. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | International monetary transmission to the Euro area: Evidence from the U.S., Japan and China. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:49153. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:49324. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | International monetary transmission to the Euro area: Evidence from the U.S., Japan and China. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:49707. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Statistical analysis of autoregressive fractionally integrated moving average models in R. (2013). Contreras, Salvador ; Contreras-Reyes, Javier ; Palma, Wilfredo . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2309-2331. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Chinese Monetary Expansion and the US Economy. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:16874. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals. (2013). Ranaldo, Angelo ; Caporin, Massimiliano ; Velo, Gabriel G.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:18. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Do oil price increases cause higher food prices?. (2013). Kilian, Lutz ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:201310. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The determinants of stagflation in a panel of countries. (2013). Berthold, Norbert ; Grundler, Klaus . In: Wirtschaftswissenschaftliche Beiträge. RePEc:zbw:wuewwb:117r. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
Year | Title | See |
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2012 | The Effects of Prediction Market Design and Price Elasticity on Trading
Performance of Users: An Experimental Analysis. (2012). Riedl, Christoph ; Koroglu, Orhan ; Fuller, Johann ; Leimeister, Jan Marco ; Blohm, Ivo ; Krcmar, Helmut . In: Papers. RePEc:arx:papers:1204.3457. 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 | Do Confidence Indicators Help Predict Economic Activity?
The Case of the Czech Republic. (2012). Horvath, Roman. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:62:y:2012:i:5:p:398-412. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting interest rates. (2012). Duffee, Greg. In: Economics Working Paper Archive. RePEc:jhu:papers:599. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk. (2012). Rubaszek, MichaÅ ; Ca' Zorzi, Michele. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:123. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting Binary Outcomes. (2012). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:12-09. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Practical considerations for optimal weights in density forecast combination. (2012). Vasnev, Andrey L. ; Pauwels, Laurent L.. In: Working Papers. RePEc:syb:wpbsba:01/2013. Full description at Econpapers || Download paper | [Citation Analysis] |
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Source data used to compute the impact factor of RePEc series.