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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

NIPE Working Papers / NIPE - Universidade do Minho


0.19

Impact Factor

0.31

5-Years IF

13

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.367711005 (45.5%)0.14
20010.36142120.14773 (75%)10.070.17
20020.10.370.193060.2122122122 (16.7%)0.18
20030.090.390.1134340.09212323033 (14.3%)10.080.18
20040.180.410.141558100.17552244367 (12.7%)30.20.18
20050.290.430.161775130.17242885895 (20.8%)10.060.22
20060.470.450.28883200.241332156819 (%)0.19
20070.20.380.2129112220.280255621316 (20%)60.210.17
20080.220.380.2621133370.28122378822113 (10.7%)50.240.17
20090.440.350.3825158590.371015022903412 (11.9%)100.40.17
20100.670.320.4837195600.316846311004811 (16.2%)30.080.15
20110.710.410.6433228980.43566244120776 (10.7%)110.330.2
20120.430.460.4826254850.33237030145693 (13%)50.190.21
20130.340.490.4422276870.325592014262 (%)10.050.22
20140.190.560.31172931400.48648914344 (%)40.240.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
2008The Macroeconomic Effects of Fiscal Policy. (2008). . In: NIPE Working Papers. RePEc:nip:nipewp:22/2008.

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44
What explains the short-term dynamics of the prices of CO2 emissions?. (). Hammoudeh, Shawkat . In: NIPE Working Papers. RePEc:nip:nipewp:04/2014.

Full description at Econpapers || Download paper

28
2004Political Business Cycles at the Municipal Level. (2004). . In: NIPE Working Papers. RePEc:nip:nipewp:4/2004.

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22
Energy prices and CO2 emission allowance prices: A quantile regression approach. (). Lahiani, Amine ; Hammoudeh, Shawkat . In: NIPE Working Papers. RePEc:nip:nipewp:06/2014.

Full description at Econpapers || Download paper

22
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices. (). Lahiani, Amine ; Hammoudeh, Shawkat . In: NIPE Working Papers. RePEc:nip:nipewp:05/2014.

Full description at Econpapers || Download paper

21
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure. (2008). Terasvirta, Timo . In: NIPE Working Papers. RePEc:nip:nipewp:03/2008.

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20
2007Using Wavelets to decompose time-frequency economic relations. (2007). Aguiar-Conraria, Luis Francisco ; Azevedo, Nuno ; Soares, Maria Joana . In: NIPE Working Papers. RePEc:nip:nipewp:17/2007.

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19
2009A Survey on the Economics of Behaviour-Based Price Discrimination. (2009). . In: NIPE Working Papers. RePEc:nip:nipewp:5/2009.

Full description at Econpapers || Download paper

16
2009The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis. (2009). . In: NIPE Working Papers. RePEc:nip:nipewp:3/2009.

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16
Wealth Effects in Emerging Market Economies. (2009). Vansteenkiste, Isabel S. ; Peltonen, Tuomas A.. In: NIPE Working Papers. RePEc:nip:nipewp:4/2009.

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15
2008Referendum Design, Quorum Rules and Turnout. (2008). Magalhes, Pedro C.. In: NIPE Working Papers. RePEc:nip:nipewp:05/2008.

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14
2009The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects. (2009). . In: NIPE Working Papers. RePEc:nip:nipewp:6/2009.

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14
2008Are Central Banks following a linear or nonlinear (augmented) Taylor rule?. (2008). Castro, Vitor . In: NIPE Working Papers. RePEc:nip:nipewp:19/2008.

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13
2010Fiscal Policy and Asset Prices. (2010). . In: NIPE Working Papers. RePEc:nip:nipewp:25/2010.

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13
2011Modelling Volatility by Variance Decomposition. (2011). Amado, Cristina ; Terasvirta, Timo . In: NIPE Working Papers. RePEc:nip:nipewp:01/2011.

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13
2007Customer Poaching and Advertising. (2007). . In: NIPE Working Papers. RePEc:nip:nipewp:12/2007.

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12
2000Popularity functions, partisan effects and support in Parliament. (2000). . In: NIPE Working Papers. RePEc:nip:nipewp:8/2001.

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11
2004The Dynamics of Inflation and Currency Substitution in a Small Open Economy. (2004). . In: NIPE Working Papers. RePEc:nip:nipewp:1/2004.

Full description at Econpapers || Download paper

10
2011The Continuous Wavelet Transform: A Primer. (2011). Aguiar, Luis Francisco ; Soares, Maria Joana . In: NIPE Working Papers. RePEc:nip:nipewp:16/2011.

Full description at Econpapers || Download paper

10
2010An Estimated DSGE Model of the Indian Economy. (2010). Yang, Bo ; Gabriel, Vasco J. ; Pearlman, Joseph . In: NIPE Working Papers. RePEc:nip:nipewp:29/2010.

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10
2003Property of stocks and wealth effects on consumption. (2003). . In: NIPE Working Papers. RePEc:nip:nipewp:2/2003.

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9
2009Assessing Long-Term Fiscal Developments: a New Approach. (2009). . In: NIPE Working Papers. RePEc:nip:nipewp:7/2009.

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8
2004Foreign Trade and Equilibrium Indeterminacy. (2004). . In: NIPE Working Papers. RePEc:nip:nipewp:5/2004.

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7
2012Financial Reforms and Income Inequality. (2012). Agnello, Luca ; Mallick, Sushanta K.. In: NIPE Working Papers. RePEc:nip:nipewp:21/2012.

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7
2009The Determinants of Public Deficit Volatility. (2009). . In: NIPE Working Papers. RePEc:nip:nipewp:11/2009.

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7
2010A Floating versus Managed Exchange Rate Regime in a DSGE Model of India. (2010). Pearlman, Joseph ; Gabriel, Vasco J. ; Batini, Nicoletta . In: NIPE Working Papers. RePEc:nip:nipewp:31/2010.

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7
2005The Political Economy of Seigniorage. (2005). Aisen, Ari . In: NIPE Working Papers. RePEc:nip:nipewp:12/2005.

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7
2008Fiscal Policy, Housing and Stock Prices. (2008). . In: NIPE Working Papers. RePEc:nip:nipewp:21/2008.

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7
2006Does Opportunism Pay Off?. (2006). . In: NIPE Working Papers. RePEc:nip:nipewp:5/2006.

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7
2007A Panel Analysis of the FDI Impact on International Trade. (2007). Magalhes, Manuela. In: NIPE Working Papers. RePEc:nip:nipewp:6/2007.

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6
2005The provision of wage insurance by the firm: evidence from a longitudinal matched employer-employee dataset. (2005). . In: NIPE Working Papers. RePEc:nip:nipewp:17/2005.

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6
2004Estimating the employer size-wage premium in a panel data model with comparative advantage and non-random selection. (2004). . In: NIPE Working Papers. RePEc:nip:nipewp:6/2004.

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6
2008Mergers and capital flight in unionised oligopolies: Is there scope for a national champion policy?. (2008). Meland, Frode . In: NIPE Working Papers. RePEc:nip:nipewp:10/2008.

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6
2009Employment and exchange rates: the role of openness and technology. (2009). Bao, Pedro . In: NIPE Working Papers. RePEc:nip:nipewp:16/2009.

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6
2007Exchange Rate Pass-Through in ASEAN: Implications for the Prospects of Monetary Integration in the Region. (2007). . In: NIPE Working Papers. RePEc:nip:nipewp:2/2007.

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6
2010The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US. (2010). Sousa, Ricardo M.. In: NIPE Working Papers. RePEc:nip:nipewp:9/2010.

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6
2008Hospital competition and quality with regulated prices. (2008). Brekke, Kurt R.. In: NIPE Working Papers. RePEc:nip:nipewp:06/2008.

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6
2008Competition and quality in regulated markets: a differential-game approach. (2008). Brekke, Kurt R.. In: NIPE Working Papers. RePEc:nip:nipewp:08/2008.

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5
2010Price Discrimination with Private and Imperfect Information. (2010). Esteves, Rosa Branca . In: NIPE Working Papers. RePEc:nip:nipewp:3/2010.

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5
2005Consumption, (Dis) Aggregate Wealth and Asset Returns. (2005). . In: NIPE Working Papers. RePEc:nip:nipewp:9/2005.

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5
2009Aggregate and sector-specific exchange rate indexes for the Portuguese economy. (2009). Cerjeira, Joo ; Bao, Pedro . In: NIPE Working Papers. RePEc:nip:nipewp:13/2009.

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5
2009Business Cycle Synchronization Across the Euro-Area: a Wavelet Analysis. (2009). Aguiar, Luis Francisco ; Soares, Maria Joana . In: NIPE Working Papers. RePEc:nip:nipewp:8/2009.

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5
2011Consumption, Wealth, Stock and Government Bond Returns: International Evidence. (2011). . In: NIPE Working Papers. RePEc:nip:nipewp:09/2011.

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5
2007The Consumption-Wealth Ratio Under Asymmetric Adjustment. (2007). Bao, Pedro . In: NIPE Working Papers. RePEc:nip:nipewp:15/2007.

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5
2009What Are The Wealth E¤ects Of Monetary Policy?. (2009). Sousa, Ricardo M.. In: NIPE Working Papers. RePEc:nip:nipewp:26/2009.

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5
2012Fiscall Adjustments and Income Inequality:A First Assessment. (2012). Agnello, Luca . In: NIPE Working Papers. RePEc:nip:nipewp:19/2012.

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5
2005Inflation Persistence and Exchange Rate Regimes: Evidence from Developing Countries. (2005). Bleaney, Michael . In: NIPE Working Papers. RePEc:nip:nipewp:1/2005.

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5
2011How do Banking Crises Impact on Income Inequality?. (2011). Agnello, Luca ; Sousa, Ricardo M.. In: NIPE Working Papers. RePEc:nip:nipewp:30/2011.

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5
2010The duration of business cycle expansions and contractions: Are there change-points in duration dependence?. (2010). Castro, Vitor . In: NIPE Working Papers. RePEc:nip:nipewp:24/2010.

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4
2008Regulation, generic competition and pharmaceutical prices: Theory and evidence from a natural experiment. (2008). Brekke, Kurt R. ; Holms, Tor Helge . In: NIPE Working Papers. RePEc:nip:nipewp:01/2008.

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4

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
What explains the short-term dynamics of the prices of CO2 emissions?. (). Hammoudeh, Shawkat . In: NIPE Working Papers. RePEc:nip:nipewp:04/2014.

Full description at Econpapers || Download paper

27
Energy prices and CO2 emission allowance prices: A quantile regression approach. (). Lahiani, Amine ; Hammoudeh, Shawkat . In: NIPE Working Papers. RePEc:nip:nipewp:06/2014.

Full description at Econpapers || Download paper

22
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices. (). Lahiani, Amine ; Hammoudeh, Shawkat . In: NIPE Working Papers. RePEc:nip:nipewp:05/2014.

Full description at Econpapers || Download paper

21
2008The Macroeconomic Effects of Fiscal Policy. (2008). . In: NIPE Working Papers. RePEc:nip:nipewp:22/2008.

Full description at Econpapers || Download paper

15
2007Using Wavelets to decompose time-frequency economic relations. (2007). Aguiar-Conraria, Luis Francisco ; Azevedo, Nuno ; Soares, Maria Joana . In: NIPE Working Papers. RePEc:nip:nipewp:17/2007.

Full description at Econpapers || Download paper

12
2009A Survey on the Economics of Behaviour-Based Price Discrimination. (2009). . In: NIPE Working Papers. RePEc:nip:nipewp:5/2009.

Full description at Econpapers || Download paper

10
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure. (2008). Terasvirta, Timo . In: NIPE Working Papers. RePEc:nip:nipewp:03/2008.

Full description at Econpapers || Download paper

8
2010Fiscal Policy and Asset Prices. (2010). . In: NIPE Working Papers. RePEc:nip:nipewp:25/2010.

Full description at Econpapers || Download paper

7
2010An Estimated DSGE Model of the Indian Economy. (2010). Yang, Bo ; Gabriel, Vasco J. ; Pearlman, Joseph . In: NIPE Working Papers. RePEc:nip:nipewp:29/2010.

Full description at Econpapers || Download paper

7
2012Financial Reforms and Income Inequality. (2012). Agnello, Luca ; Mallick, Sushanta K.. In: NIPE Working Papers. RePEc:nip:nipewp:21/2012.

Full description at Econpapers || Download paper

7
2008Referendum Design, Quorum Rules and Turnout. (2008). Magalhes, Pedro C.. In: NIPE Working Papers. RePEc:nip:nipewp:05/2008.

Full description at Econpapers || Download paper

6
2011The Continuous Wavelet Transform: A Primer. (2011). Aguiar, Luis Francisco ; Soares, Maria Joana . In: NIPE Working Papers. RePEc:nip:nipewp:16/2011.

Full description at Econpapers || Download paper

6
2011Modelling Volatility by Variance Decomposition. (2011). Amado, Cristina ; Terasvirta, Timo . In: NIPE Working Papers. RePEc:nip:nipewp:01/2011.

Full description at Econpapers || Download paper

5
2007Customer Poaching and Advertising. (2007). . In: NIPE Working Papers. RePEc:nip:nipewp:12/2007.

Full description at Econpapers || Download paper

5
2011Consumption, Wealth, Stock and Government Bond Returns: International Evidence. (2011). . In: NIPE Working Papers. RePEc:nip:nipewp:09/2011.

Full description at Econpapers || Download paper

4
2010The duration of business cycle expansions and contractions: Are there change-points in duration dependence?. (2010). Castro, Vitor . In: NIPE Working Papers. RePEc:nip:nipewp:24/2010.

Full description at Econpapers || Download paper

4
2012What determines the duration of a fiscal consolidation program?. (2012). Agnello, Luca ; Castro, Vitor ; Sousa, Ricardo M.. In: NIPE Working Papers. RePEc:nip:nipewp:17/2012.

Full description at Econpapers || Download paper

4
2009The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis. (2009). . In: NIPE Working Papers. RePEc:nip:nipewp:3/2009.

Full description at Econpapers || Download paper

4
2009Assessing Long-Term Fiscal Developments: a New Approach. (2009). . In: NIPE Working Papers. RePEc:nip:nipewp:7/2009.

Full description at Econpapers || Download paper

3
2009Business Cycle Synchronization Across the Euro-Area: a Wavelet Analysis. (2009). Aguiar, Luis Francisco ; Soares, Maria Joana . In: NIPE Working Papers. RePEc:nip:nipewp:8/2009.

Full description at Econpapers || Download paper

3
2009The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects. (2009). . In: NIPE Working Papers. RePEc:nip:nipewp:6/2009.

Full description at Econpapers || Download paper

3
2011How do Banking Crises Impact on Income Inequality?. (2011). Agnello, Luca ; Sousa, Ricardo M.. In: NIPE Working Papers. RePEc:nip:nipewp:30/2011.

Full description at Econpapers || Download paper

3
2009Wealth Effects in Emerging Market Economies. (2009). Vansteenkiste, Isabel S. ; Peltonen, Tuomas A.. In: NIPE Working Papers. RePEc:nip:nipewp:4/2009.

Full description at Econpapers || Download paper

3
2015Reference pricing with endogenous generic entry. (2015). Canta, Chiara ; Brekke, Kurt R.. In: NIPE Working Papers. RePEc:nip:nipewp:2/2015.

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3
2005Inflation Persistence and Exchange Rate Regimes: Evidence from Developing Countries. (2005). Bleaney, Michael . In: NIPE Working Papers. RePEc:nip:nipewp:1/2005.

Full description at Econpapers || Download paper

3
2010Minimum wage, fringe benefits, overtime payments and the gender wage gap. (2010). Sa, Carla ; Portela, Miguel ; Kizilca, Kemal ; Cerejeira, Joo . In: NIPE Working Papers. RePEc:nip:nipewp:34/2010.

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3
2007Exchange Rate Pass-Through in ASEAN: Identifying Supply-Side Constraints to Export Performance in Ecuador: An Exercise with Investment Climate Survey Data. (2007). Sa, Carla ; Alexandre, Fernando . In: NIPE Working Papers. RePEc:nip:nipewp:1/2007.

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3
2014Behaviour-Based Price Discrimination with Retention Offers. (2014). Esteves, Rosa-Branca . In: NIPE Working Papers. RePEc:nip:nipewp:09/2014.

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2
2014Dynamics of CO2 price drivers. (2014). Aguiar-Conraria, Luis ; Sousa, Rita . In: NIPE Working Papers. RePEc:nip:nipewp:02/2014.

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2
2008Are Central Banks following a linear or nonlinear (augmented) Taylor rule?. (2008). Castro, Vitor . In: NIPE Working Papers. RePEc:nip:nipewp:19/2008.

Full description at Econpapers || Download paper

2
2011Fiscal Policy Discretion, Private Spending, and Crisis Episodes. (2011). Furceri, Davide ; Sousa, Ricardo M. ; Agnello, Luca . In: NIPE Working Papers. RePEc:nip:nipewp:31/2011.

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2
2007The Causes of Excessive Deficits in the European Union. (2007). . In: NIPE Working Papers. RePEc:nip:nipewp:13/2007.

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2
2014Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Aguiar-Conraria, Luis ; Sousa, Rita ; Soares, Maria Joana . In: NIPE Working Papers. RePEc:nip:nipewp:03/2014.

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2
2012Fiscall Adjustments and Income Inequality:A First Assessment. (2012). Agnello, Luca . In: NIPE Working Papers. RePEc:nip:nipewp:19/2012.

Full description at Econpapers || Download paper

2
2007The Consumption-Wealth Ratio Under Asymmetric Adjustment. (2007). Bao, Pedro . In: NIPE Working Papers. RePEc:nip:nipewp:15/2007.

Full description at Econpapers || Download paper

2
2011Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations. (2011). Amado, Cristina ; Terasvirta, Timo . In: NIPE Working Papers. RePEc:nip:nipewp:15/2011.

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2
2004The Dynamics of Inflation and Currency Substitution in a Small Open Economy. (2004). . In: NIPE Working Papers. RePEc:nip:nipewp:1/2004.

Full description at Econpapers || Download paper

2
2011The real effects of financial stress in the Euro zone. (2011). Mallick, Sushanta K.. In: NIPE Working Papers. RePEc:nip:nipewp:12/2011.

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2
2010Price Discrimination with Private and Imperfect Information. (2010). Esteves, Rosa Branca . In: NIPE Working Papers. RePEc:nip:nipewp:3/2010.

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2
2010The cost channel reconsidered: a comment using an identification-robust approach. (2010). Martins, Luis F. ; Gabriel, Vasco J.. In: NIPE Working Papers. RePEc:nip:nipewp:30/2010.

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2

Citing documents used to compute impact factor 9:


[Click on heading to sort table]

YearTitleSee
2014Imitation versus Innovation: What Makes the Difference?. (2014). Seliger, Florian ; Arvanitis, Spyros . In: KOF Working papers. RePEc:kof:wpskof:14-367.

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[Citation Analysis]
2014Elasticity of demand and behaviour-based price discrimination. (2014). Reggiani, Carlo ; Esteves, Rosa-Branca . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:32:y:2014:i:c:p:46-56.

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[Citation Analysis]
2014Incentives, wages, employment, and the division of labor in teams. (2014). Rauh, Michael T.. In: RAND Journal of Economics. RePEc:bla:randje:v:45:y:2014:i:3:p:533-552.

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[Citation Analysis]
2014US Monetary Policy and Commodity Sector Prices. (2014). Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-438.

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[Citation Analysis]
2014Distributive Effects of the Crisis and Austerity in Seven EU Countries. (2014). Leventi, Chrysa ; Matsaganis, Manos . In: ImPRovE Working Papers. RePEc:hdl:improv:1404.

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[Citation Analysis]
2014Does fairness matter for the success of fiscal consolidation?. (2014). Kaplanoglou, Georgia ; Bardakas, loanna C.. In: Working Papers. RePEc:bog:wpaper:180.

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[Citation Analysis]
2014An Empirical Test of Money Demand in Thailand from 1993 to 2012. (2014). Opiela, Timothy . In: MPRA Paper. RePEc:pra:mprapa:54162.

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[Citation Analysis]
2014Who is afraid of austerity? The redistributive impact of fiscal policy in a DSGE framework. (2014). Trzeciakiewicz, Dawid ; McManus, Richard ; Ozkan, Gulcin F.. In: Discussion Papers. RePEc:yor:yorken:14/22.

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[Citation Analysis]
2014Fiscal adjustments, labour market flexibility and unemployment. (2014). Jalles, Joo Tovar ; Castro, Vitor ; Agnello, Luca . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:231-235.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2014


[Click on heading to sort table]

YearTitleSee
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Hammoudeh, Shawkat ; Nguyen, Duc Khuong . In: Working Papers. RePEc:emu:wpaper:15-10.pdf.

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[Citation Analysis]
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Balclar, Mehmet ; Hammoudeh, Shawkat ; Demirer, Rza . In: Working Papers. RePEc:ipg:wpaper:2014-552.

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[Citation Analysis]
2014The impact of tariff diversity on broadband diffusion: An empirical analysis. (2014). Lange, Mirjam R. J., ; Heimeshoff, Ulrich . In: DICE Discussion Papers. RePEc:zbw:dicedp:156.

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[Citation Analysis]
2014The impact of tariff diversity on broadband diffusion: An empirical analysis. (2014). Lange, Mirjam R. J., ; Heimesho, Ulrich . In: 20th ITS Biennial Conference, Rio de Janeiro 2014: The Net and the Internet - Emerging Markets and Policies. RePEc:zbw:itsb14:106898.

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[Citation Analysis]

Recent citations received in: 2013


[Click on heading to sort table]

YearTitleSee
2013Who Becomes the Winner? Effects of Venture Capital on Firms’ Innovative Incentives - A Theoretical Investigation. (2013). Beacham, Matthew . In: Discussion Papers. RePEc:yor:yorken:13/33.

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[Citation Analysis]

Recent citations received in: 2012


[Click on heading to sort table]

YearTitleSee
2012Unit roots, nonlinearities and structural breaks. (2012). Haldrup, Niels ; Terasvirta, Timo ; Kruse, Robinson ; Varneskov, Rasmus T.. In: CREATES Research Papers. RePEc:aah:create:2012-14.

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[Citation Analysis]
2012Financial reforms and income inequality. (2012). Agnello, Luca . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:583-587.

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[Citation Analysis]
2012Financial Reforms and Income Inequality. (2012). Agnello, Luca ; Mallick, Sushanta K.. In: NIPE Working Papers. RePEc:nip:nipewp:21/2012.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Is Technology Factor-Neutral? Evidence from the US Manufacturing Sector. (2012). Mallick, Sushanta K.. In: NIPE Working Papers. RePEc:nip:nipewp:26/2012.

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2012On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process. (2012). Mazur, Bazej . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:2:p:95-116.

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Recent citations received in: 2011


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2011Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries. (2011). Caporale, Guglielmo Maria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3621.

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2011Marginal Likelihood for Markov-Switching and Change-Point Garch Models. (2011). Dufays, Arnaud ; BAUWENS, Luc ; Rombouts, Jeroen . In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-72.

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2011Marginal likelihood for Markov-switching and change-point GARCH models. (2011). Dufays, Arnaud ; Rombouts, Jeroen V. K., ; BAUWENS, Luc . In: CORE Discussion Papers. RePEc:cor:louvco:2011013.

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

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

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2011Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries. (2011). Caporale, Guglielmo Maria ; Souza, Ricardo M.. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1158.

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2011The Portuguese Stock Market Cycle: Chronology and Duration Dependence. (2011). Castro, Vitor . In: GEMF Working Papers. RePEc:gmf:wpaper:2011-17.

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2011Marginal Likelihood for Markov-Switching and Change-Point GARCH Models. (2011). Dufays, Arnaud ; BAUWENS, Luc ; Jeroen V. K. Rombouts, . In: Cahiers de recherche. RePEc:lvl:lacicr:1138.

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2011Fiscal Consolidation and Income Inequality. (2011). Agnello, Luca ; Sousa, Ricardo M.. In: NIPE Working Papers. RePEc:nip:nipewp:34/2011.

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2011Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis. (2011). Aguiar-Conraria, Luis ; Soares, Maria Joana ; Manuel M. F. Martins, . In: CEF.UP Working Papers. RePEc:por:cetedp:1105.

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2011Stylized facts of return series, robust estimates and three popular models of volatility. (2011). Terasvirta, Timo ; Zhao, Zhenfang. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:67-94.

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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.