Citations ranking for series: Journal of Business & Economic Statistics / Taylor & Francis Journals

CitEc is a RePEc service
providing citation data for Economics since 2001

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

Journal of Business & Economic Statistics / Taylor & Francis Journals

2.64

Impact Factor

2.54

5-Years IF

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
1990		0.09			0				0		0		(%)			0.03
1991		0.09			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.1			0				0		0		(%)			0.05
1994		0.11			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.27			0				0		0		(%)			0.09
1998		0.27			0				0		0		(%)			0.1
1999		0.31			0				0		0		(%)			0.13
2000		0.39			0				0		0		(%)			0.15
2001		0.41			0	1			0		0		(%)			0.16
2002		0.43			0	1			0		0		(%)			0.19
2003		0.45			0				0		0		(%)			0.19
2004		0.51			0				0		0		(%)			0.21
2005		0.54			0				0		0		(%)			0.22
2006		0.52			0				0		0		(%)			0.21
2007		0.45			0				0		0		(%)			0.18
2008		0.48			0				0		0		(%)			0.2
2009		0.48		3	3	3	1	8	0		0		(%)	2	0.67	0.19
2010	0.33	0.44	0.33	1	4	3	0.75	2	3	1	3	1	(%)			0.16
2011	0.25	0.53	0.25	78	82	25	0.3	571	4	1	4	1	(%)	24	0.31	0.21
2012	0.76	0.58	0.73	53	135	104	0.77	395	79	60	82	60	1 (%)	33	0.62	0.22
2013	1.41	0.71	1.38	44	179	246	1.37	282	131	185	135	186	(%)	55	1.25	0.25
2014	2.64	0.81	2.54	58	237	494	2.08	90	97	256	179	454	(%)	26	0.45	0.28

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]

Year	Title	Cited
2011	Robust Inference With Multiway Clustering. (2011). Cameron, Colin A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249. Full description at Econpapers \|\| Download paper	218
2012	Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80. Full description at Econpapers \|\| Download paper	64
2012	Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Bauer, Michael D.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467. Full description at Econpapers \|\| Download paper	50
2011	Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Abadie, Alberto ; Imbens, Guido W.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11. Full description at Econpapers \|\| Download paper	45
2011	Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Ibragimov, Rustam . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39. Full description at Econpapers \|\| Download paper	44
2013	Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299. Full description at Econpapers \|\| Download paper	44
2013	Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido W. ; Goldsmith-Pinkham, Paul . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264. Full description at Econpapers \|\| Download paper	41
2012	Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228. Full description at Econpapers \|\| Download paper	34
2011	Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd E.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341. Full description at Econpapers \|\| Download paper	32
2011	A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563. Full description at Econpapers \|\| Download paper	30
2013	Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251. Full description at Econpapers \|\| Download paper	27
2013	Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44. Full description at Econpapers \|\| Download paper	25
2012	Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453. Full description at Econpapers \|\| Download paper	25
2012	Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380. Full description at Econpapers \|\| Download paper	24
2012	Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Stock, James H. ; Watson, Mark W.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493. Full description at Econpapers \|\| Download paper	22
2011	Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422. Full description at Econpapers \|\| Download paper	20
2012	Time Varying Dimension Models. (2012). Joshua C. C. Chan, ; Leon-Gonzalez, Roberto . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367. Full description at Econpapers \|\| Download paper	20
2011	A Test Against Spurious Long Memory. (2011). Qu, Zhongjun . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438. Full description at Econpapers \|\| Download paper	19
2011	Forecast Combination Across Estimation Windows. (2011). Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318. Full description at Econpapers \|\| Download paper	19
2014	Conditional Euro Area Sovereign Default Risk. (2014). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284. Full description at Econpapers \|\| Download paper	19
2012	Real-Time Forecasts of the Real Price of Oil. (2012). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:326-336. Full description at Econpapers \|\| Download paper	19
2013	Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56. Full description at Econpapers \|\| Download paper	16
2012	Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17. Full description at Econpapers \|\| Download paper	16
2011	Volatility Jumps. (2011). Tauchen, George ; Todorov, Viktor . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371. Full description at Econpapers \|\| Download paper	16
	Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255. Full description at Econpapers \|\| Download paper	14
2011	Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227. Full description at Econpapers \|\| Download paper	13
2012	Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255. Full description at Econpapers \|\| Download paper	13
2013	Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Lin, Juan . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65. Full description at Econpapers \|\| Download paper	12
2013	On Identification of Bayesian DSGE Models. (2013). Koop, Gary ; Pesaran, Hashem M.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314. Full description at Econpapers \|\| Download paper	11
2013	Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164. Full description at Econpapers \|\| Download paper	11
2012	Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008. (2012). Lucas, Andr ; Koopman, Siem Jan ; Schwaab, Bernd . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:521-532. Full description at Econpapers \|\| Download paper	10
2013	A New Model of Trend Inflation. (2013). Joshua C. C. Chan, ; Potter, Simon M.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106. Full description at Econpapers \|\| Download paper	10
2013	Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects. (2013). Chen, Jia . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:315-330. Full description at Econpapers \|\| Download paper	9
2012	Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold. (2012). Alan T. K. Wan, ; Zhang, Xinyu ; Zhou, Sherry Z. ; Alan T. K. Wan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:132-142. Full description at Econpapers \|\| Download paper	9
2014	Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT. (2014). Lieli, Robert P. ; Hsu, Yu-Chin ; Donald, Stephen G.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:3:p:395-415. Full description at Econpapers \|\| Download paper	9
2012	The Factor--Spline--GARCH Model for High and Low Frequency Correlations. (2012). Rangel, Jos Gonzalo ; Engle, Robert F.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:109-124. Full description at Econpapers \|\| Download paper	9
2011	Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator. (2011). Hanck, Christoph ; Demetrescu, Matei . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:256-264. Full description at Econpapers \|\| Download paper	9
2014	Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68. Full description at Econpapers \|\| Download paper	9
2011	Real-Time Forecasts of the Real Price of Oil. (2011). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:326-336. Full description at Econpapers \|\| Download paper	9
2011	A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594. Full description at Econpapers \|\| Download paper	8
2013	Nonparametric Testing for Asymmetric Information. (2013). Su, Liangjun ; Spindler, Martin . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:208-225. Full description at Econpapers \|\| Download paper	8
2012	Inference for Income Distributions Using Grouped Data. (2012). D. S. Prasada Rao, ; Griffiths, William E. ; Brice, Joseph ; Hajargasht, Gholamreza ; Chotikapanich, Duangkamon ; D. S. Prasada Rao, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:563-575. Full description at Econpapers \|\| Download paper	8
2012	Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator. (2012). Hanck, Christoph ; Demetrescu, Matei . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:256-264. Full description at Econpapers \|\| Download paper	8
2013	Unconditional Quantile Treatment Effects Under Endogeneity. (2013). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357. Full description at Econpapers \|\| Download paper	8
2009	A State Space Approach to Extracting the Signal From Uncertain Data. (2009). Cunningham, Alastair ; Labhard, Vincent ; Eklund, Jana ; Kapetanios, George ; Jeffery, Chris . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2009:i:2:p:173-180. Full description at Econpapers \|\| Download paper	8
2012	Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:275-287. Full description at Econpapers \|\| Download paper	8
2011	Employer-to-Employer Flows in the United States: Estimates Using Linked Employer-Employee Data. (2011). McEntarfer, Erika ; Bjelland, Melissa . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:493-505. Full description at Econpapers \|\| Download paper	7
2014	Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates. (2014). Han, Heejoon . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:3:p:416-429. Full description at Econpapers \|\| Download paper	7
2013	Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93. Full description at Econpapers \|\| Download paper	7
2012	VAR Estimation and Forecasting When Data Are Subject to Revision. (2012). Koenig, Evan F. ; Kishor, Kundan N.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:181-190. Full description at Econpapers \|\| Download paper	7

50 most relevant documents in this series:

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

Year	Title	Cited
2011	Robust Inference With Multiway Clustering. (2011). Cameron, Colin A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249. Full description at Econpapers \|\| Download paper	187
2012	Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80. Full description at Econpapers \|\| Download paper	58
2013	Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299. Full description at Econpapers \|\| Download paper	44
2012	Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Bauer, Michael D.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467. Full description at Econpapers \|\| Download paper	44
2011	Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Abadie, Alberto ; Imbens, Guido W.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11. Full description at Econpapers \|\| Download paper	42
2013	Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido W. ; Goldsmith-Pinkham, Paul . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264. Full description at Econpapers \|\| Download paper	41
2011	Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Ibragimov, Rustam . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39. Full description at Econpapers \|\| Download paper	33
2012	Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228. Full description at Econpapers \|\| Download paper	32
2011	Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd E.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341. Full description at Econpapers \|\| Download paper	31
2013	Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251. Full description at Econpapers \|\| Download paper	27
2011	A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563. Full description at Econpapers \|\| Download paper	25
2012	Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380. Full description at Econpapers \|\| Download paper	24
2013	Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44. Full description at Econpapers \|\| Download paper	23
2012	Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453. Full description at Econpapers \|\| Download paper	22
2012	Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Stock, James H. ; Watson, Mark W.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493. Full description at Econpapers \|\| Download paper	21
2012	Real-Time Forecasts of the Real Price of Oil. (2012). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:326-336. Full description at Econpapers \|\| Download paper	19
2011	A Test Against Spurious Long Memory. (2011). Qu, Zhongjun . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438. Full description at Econpapers \|\| Download paper	19
2014	Conditional Euro Area Sovereign Default Risk. (2014). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284. Full description at Econpapers \|\| Download paper	19
2012	Time Varying Dimension Models. (2012). Joshua C. C. Chan, ; Leon-Gonzalez, Roberto . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367. Full description at Econpapers \|\| Download paper	18
2011	Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422. Full description at Econpapers \|\| Download paper	17
2013	Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56. Full description at Econpapers \|\| Download paper	16
2011	Forecast Combination Across Estimation Windows. (2011). Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318. Full description at Econpapers \|\| Download paper	14
2011	Volatility Jumps. (2011). Tauchen, George ; Todorov, Viktor . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371. Full description at Econpapers \|\| Download paper	13
2012	Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17. Full description at Econpapers \|\| Download paper	13
2011	Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227. Full description at Econpapers \|\| Download paper	13
2013	Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Lin, Juan . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65. Full description at Econpapers \|\| Download paper	12
2013	On Identification of Bayesian DSGE Models. (2013). Koop, Gary ; Pesaran, Hashem M.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314. Full description at Econpapers \|\| Download paper	11
2013	Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164. Full description at Econpapers \|\| Download paper	11
2012	Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255. Full description at Econpapers \|\| Download paper	11
2012	Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008. (2012). Lucas, Andr ; Koopman, Siem Jan ; Schwaab, Bernd . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:521-532. Full description at Econpapers \|\| Download paper	10
2013	A New Model of Trend Inflation. (2013). Joshua C. C. Chan, ; Potter, Simon M.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106. Full description at Econpapers \|\| Download paper	10
2014	Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68. Full description at Econpapers \|\| Download paper	9
2012	Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold. (2012). Alan T. K. Wan, ; Zhang, Xinyu ; Zhou, Sherry Z. ; Alan T. K. Wan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:132-142. Full description at Econpapers \|\| Download paper	9
2012	The Factor--Spline--GARCH Model for High and Low Frequency Correlations. (2012). Rangel, Jos Gonzalo ; Engle, Robert F.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:109-124. Full description at Econpapers \|\| Download paper	9
2013	Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects. (2013). Chen, Jia . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:315-330. Full description at Econpapers \|\| Download paper	9
2011	Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255. Full description at Econpapers \|\| Download paper	9
2012	Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:275-287. Full description at Econpapers \|\| Download paper	8
2013	Unconditional Quantile Treatment Effects Under Endogeneity. (2013). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357. Full description at Econpapers \|\| Download paper	8
2011	A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594. Full description at Econpapers \|\| Download paper	8
2014	Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates. (2014). Han, Heejoon . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:3:p:416-429. Full description at Econpapers \|\| Download paper	7
2012	VAR Estimation and Forecasting When Data Are Subject to Revision. (2012). Koenig, Evan F. ; Kishor, Kundan N.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:181-190. Full description at Econpapers \|\| Download paper	7
2012	Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator. (2012). Hanck, Christoph ; Demetrescu, Matei . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:256-264. Full description at Econpapers \|\| Download paper	7
2013	Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93. Full description at Econpapers \|\| Download paper	7
2013	Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence. (2013). Podolskij, Mark . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:165-183. Full description at Econpapers \|\| Download paper	7
2011	Real-Time Forecasts of the Real Price of Oil. (2011). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:326-336. Full description at Econpapers \|\| Download paper	6
2013	A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; JosÃÂ© Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369. Full description at Econpapers \|\| Download paper	6
2014	Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Xiu, Dacheng ; Qi, Lei ; Fan, Jianqing . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191. Full description at Econpapers \|\| Download paper	6
2015	Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis X.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1. Full description at Econpapers \|\| Download paper	6
2011	Flexible Approximation of Subjective Expectations Using Probability Questions. (2011). Bellemare, Charles ; Bissonnette, Luc . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:1:p:125-131. Full description at Econpapers \|\| Download paper	6
2011	An Econometric Analysis of Some Models for Constructed Binary Time Series. (2011). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:86-95. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor 256:

[Click on heading to sort table]

Year	Title	See
2014	Ã¢â¬ÅThey do know what they are doing ... at least most of them.Ã¢â¬ Asymmetric Information in the (private) Disability Insurance. (2014). Spindler, M.. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:14/16. Full description at Econpapers \|\| Download paper*	[Citation Analysis]
2014	Can we Automate Earnings Forecasts and Beat Analysts?. (2014). Ghysels, Eric ; BALL, RYAN ; Zhou, Huan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10186. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work. (2014). Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:14-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Stochastic Search for the Best Predictors: Nowcasting GDP Growth. (2014). Hess, Dieter ; Hautsch, Nikolaus . In: University of East Anglia Applied and Financial Economics Working Paper Series. RePEc:uea:aepppr:2012_56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting growth during the Great Recession: is financial volatility the missing ingredient?. (2014). Marsilli, Clement ; Ferrara, Laurent ; Ortega, Juan-Pablo . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:44-50. 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	Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series. (2014). Miller, Isaac J.. In: Working Papers. RePEc:umc:wpaper:1412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Density forecasts with MIDAS models. (2014). . In: Working Papers. RePEc:bny:wpaper:0021. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	GDPNow: A Model for GDP Nowcasting. (2014). . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Variable Selection in Predictive MIDAS Models. (2014). Marsilli, C.. In: Working papers. RePEc:bfr:banfra:520. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	MIDAS and bridge equations. (2014). Schumacher, Christian . In: Discussion Papers. RePEc:zbw:bubdps:262014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE. (2014). Lupu, Radu . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:18:y:2014:i:2:p:69-79. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area. (2014). Schumacher, Christian . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100289. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Markov-Switching Mixed-Frequency VAR Models. (2014). Foroni, Claudia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9815. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tests of Policy Ineffectiveness in Macroeconometrics. (2014). Pesaran, Hashem M. ; Smith, Ron P.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4871. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tests of Policy Ineffectiveness in Macroeconometrics. (2014). Pesaran, Hashem ; Smith, Ron . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1415. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does Elderly Employment have an Impact on Youth Employment? A General Equilibrium Approach. (2014). Stiassny, Alfred ; Uhl, Christina . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp178. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tests of Policy Ineffectiveness in Macroeconometrics. (2014). Pesaran, Hashem M. ; Smith, Ron P. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing Bayesian model comparison in small samples. (2014). Martinez-Garcia, Enrique . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Chinas national production function since 1997: A reinvestigation. (2014). Feng, Xiao ; Zhu, Yanyuan . In: Working Papers in Economics. RePEc:zbw:ubwwpe:20142. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cycling in stochastic general equilibrium. (2014). Xu, Bin . In: Papers. RePEc:arx:papers:1410.8432. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery. (2014). . In: Working Papers. RePEc:sap:wpaper:wp167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Following the Trend: Tracking GDP when Long-Run Growth is Uncertain. (2014). Antolin-Diaz, Juan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10272. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting macroeconomic variables using disaggregate survey data. (2014). Ravazzolo, Francesco ; Martinsen, Kjetil ; Wulfsberg, Fredrik . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:65-77. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Nonejad, Nima ; Grassi, Stefano ; de Magistris, Paolo Santucci . In: CREATES Research Papers. RePEc:aah:create:2014-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural evolution of the postwar U.S. economy. (2014). Liu, Yuelin . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:42:y:2014:i:c:p:50-68. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Nonejad, Nima ; Grassi, Stefano ; de Magistris, Paolo Santucci . In: Studies in Economics. RePEc:ukc:ukcedp:1405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Portfolio Choice under Decision-Based Model Combinations. (2014). Pettenuzzo, Davide ; Ravazzolo, Francesco . In: Working Papers. RePEc:brd:wpaper:80. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). . In: Working Papers. RePEc:gla:glaewp:2014_04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Government Spending Multipliers in Good Times and in Bad: Evidence from U.S. Historical Data. (2014). Zubairy, Sarah . In: NBER Working Papers. RePEc:nbr:nberwo:20719. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bootstrap Methods for Inference with Cluster-Sample IV Models. (2014). Magnusson, Leandro M.. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:14-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model. (2014). Virbickaite, Audrone ; Galeano, Pedro ; Lopes, Hedibert F. ; Ausin, Concepcion . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142819. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Portfolio Optimization in Affine Models with Markov Switching. (2014). Neykova, Daniela ; Zagst, Rudi ; Escobar, Marcos . In: Papers. RePEc:arx:papers:1403.5247. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Emerging markets in the global economic network: Real(ly) decoupling?. (2014). Trancoso, Tiago . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:499-510. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Lunde, Asger ; Laurent, Sebastien ; Quaedvlieg, Rogier ; Boudt, Kris . In: CREATES Research Papers. RePEc:aah:create:2014-05. 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	On the stationarity of Dynamic Conditional Correlation models. (2014). Malongo, Hassan ; Fermanian, Jean-David . In: Papers. RePEc:arx:papers:1405.6905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian estimation of a Dynamic Conditional Correlation model with multivariate Skew-Slash innovations. (2014). de la Fuente, Cristina Garcia ; Galeano, Pedro ; Wiper, Michael P.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws141711. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). Hafner, Christian M.. In: Working Papers in Economics. RePEc:cbt:econwp:14/19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling conditional covariance for mixed-asset portfolios. (2014). Zhou, Jian . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:242-249. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic relationship between Turkey and European countries during the global financial crisis. (2014). Sensoy, Ahmet ; Soytas, Ugur ; Yildirim, Irem ; Hacihasanoglu, Erk . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:290-298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How smooth is the stock market integration of CEE-3?. (2014). Baumohl, Eduard ; Lyocsa, tefan . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1429. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A comparative analysis of the dynamic relationship between oil prices and exchange rates. (2014). Turhan, Ibrahim M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:397-414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:387-402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey. (2014). Sobaci, Cihat . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:448-457. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, and Michael ; Hafner, Christian M.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140087. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Strachan, Rodney W. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are there Differences in the Effectiveness of Quantitative Easing in Japan over Time?. (2014). Michaelis, Henrike ; Watzka, Sebastian . In: Discussion Papers in Economics. RePEc:lmu:muenec:21087. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are there Differences in the Effectiveness of Quantitative Easing at the Zero-Lower-Bound in Japan over Time?. (2014). Michaelis, Henrike ; Watzka, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4901. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate Stochastic Volatility with Dynamic Cross Leverage. (2014). Trojan, Sebastian . In: Economics Working Paper Series. RePEc:usg:econwp:2014:24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models. (2014). Nakajima, Jouchi ; Zhou, Xiaocong ; West, Mike . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:963-980. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Empirical Bayes Methods for Dynamic Factor Models. (2014). Mesters, and Geert ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140061. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Joshua C. C. Chan, . In: Working Paper Series. RePEc:rim:rimwps:44_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2014). Leiva-Leon, Danilo . In: MPRA Paper. RePEc:pra:mprapa:59361. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regime switches in the riskâreturn trade-off. (2014). Ghysels, Eric ; Marcellino, Massimiliano . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:118-138. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regional recessions and recoveries in theory and practice: a resilience-based overview. (2014). Di Caro, Paolo . In: MPRA Paper. RePEc:pra:mprapa:60300. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Grant, Angelia L. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling Inflation Volatility. (2014). Eisenstat, Eric ; Strachan, Rodney W.. In: CAMA Working Papers. RePEc:een:camaaa:2014-21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion. (2014). Grant, Angelia L. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating alternative models of trend inflation. (2014). Doh, Taeyoung . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:426-448. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Wage Indexation and the Monetary Policy Regime. (2014). Wauters, Joris ; De Schryder, Selien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5107. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling Inflation Volatility. (2014). . In: Working Paper Series. RePEc:rim:rimwps:43_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Role of Oil Price Shocks in Causing U.S. Recessions. (2014). Kilian, Lutz ; Vigfusson, Robert J.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1114. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Effect of Economic Growth and Oil Price Variations on CO2 Emissions: Evidence from Spain (1874-2011). (2014). Cantavella-Jorda, Manuel . In: Working Papers. RePEc:jau:wpaper:2014/22. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Jackknife Model Averaging for Quantile Regressions. (2014). Lu, Xun . In: Working Papers. RePEc:siu:wpaper:11-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Combined Approach to the Inference of Conditional Factor Models. (2014). Xu, Yuewu . In: Working Papers. RePEc:siu:wpaper:10-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence. (2014). Peng, Bin ; Gao, Jiti ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-9. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence. (2014). Chen, Jia ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data. (2014). Li, Degui ; Wang, Suojin ; Chen, Jia ; Liang, Hua . In: Discussion Papers. RePEc:yor:yorken:14/26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sensitivity checks for the local average treatment effect. (2014). . In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:2:p:220-223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	De Finetti meets Ellsberg. (2014). Seo, Kyoungwon ; Epstein, Larry G.. In: Research in Economics. RePEc:eee:reecon:v:68:y:2014:i:1:p:11-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	No Two Experiments are Identical. (2014). . In: Microeconomics.ca working papers. RePEc:ubc:pmicro:yoram_halevy-2014-9. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling tails of aggregate economic processes in a stochastic growth model. (2014). Eyquem, Aurelien ; Jouneau-Sion, Frederic ; JOUNEAU -SION, Frederic . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:76-94. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Least squares estimation for GARCH (1,1) model with heavy tailed errors. (2014). Preminger, Arie ; Storti, Giuseppe . In: MPRA Paper. RePEc:pra:mprapa:59082. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings. (2014). Luger, Richard ; Gungor, Sermin . In: Staff Working Papers. RePEc:bca:bocawp:14-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Neighborhood and Network Effects. (2014). Zenou, Yves . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial Methods. (2014). Patacchini, Eleonora ; Gibbons, Steve ; Overman, Henry G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities. (2014). Rainone, Edoardo ; Arduini, Tiziano ; Patacchini, Eleonora . In: EIEF Working Papers Series. RePEc:eie:wpaper:1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Key Players in Co-Offending Networks. (2014). Lindquist, Matthew J. ; Zenou, Yves . In: IZA Discussion Papers. RePEc:iza:izadps:dp8012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Key Players. (2014). Zenou, Yves . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10277. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Endogenous Network Production Functions with Selectivity. (2014). Patacchini, Eleonora ; Liu, Xiaodong ; Horrace, William C.. In: Center for Policy Research Working Papers. RePEc:max:cprwps:168. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial Methods. (2014). Patacchini, Eleonora ; Gibbons, Steve ; Overman, Henry G.. In: SERC Discussion Papers. RePEc:cep:sercdp:0162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities. (2014). Rainone, Edoardo ; Patacchini, Eleonora . In: Center for Policy Research Working Papers. RePEc:max:cprwps:167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Word on Banking - Social Ties, Trust, and the Adoption of Financial Products.. (2014). Rainone, Edoardo ; Patacchini, Eleonora . In: EIEF Working Papers Series. RePEc:eie:wpaper:1404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An econometric model of link formation with degree heterogeneity. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Methods of Identification in Social Networks. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Endogenous Network Production Functions with Selectivity. (2014). Patacchini, Eleonora ; Liu, Xiaodong . In: EIEF Working Papers Series. RePEc:eie:wpaper:1406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural models of complementary choices. (2014). Khwaja, Ahmed ; Hanemann, W. ; Kumar, Vineet ; Berry, Steve ; Jeziorski, Przemek ; Chintagunta, Pradeep ; Wilbur, Kenneth ; Allenby, Greg ; Anand, Bharat ; Mele, Angelo ; Musalem, Andres . In: Marketing Letters. RePEc:kap:mktlet:v:25:y:2014:i:3:p:245-256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Conformism and Self-Selection in Social Networks. (2014). Boucher, Vincent . In: Cahiers de recherche. RePEc:lvl:lacicr:1424. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Peer effects in the demand for housing quality. (2014). Patacchini, Eleonora ; Venanzoni, Giuseppe . In: Journal of Urban Economics. RePEc:eee:juecon:v:83:y:2014:i:c:p:6-17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unrequited friendship? How reciprocity mediates adolescent peer effects. (2014). BruceA. Weinberg, ; Lin, XU. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:48:y:2014:i:c:p:144-153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do Interventions Change the Network? A Panel Peer-Effect Model Accounting for Endogenous Network Changes. (2014). Prina, Silvia . In: IZA Discussion Papers. RePEc:iza:izadps:dp8641. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification and estimation of outcome response with heterogeneous treatment externalities. (2014). Rainone, Edoardo ; Arduini, Tiziano ; Patacchini, Eleonora . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_974_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Market for Education and Student Achievement. (2014). Le Chapelain, Alexis . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1jgbspo1909q48svne93o55rca. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Heterogeneous Peer Effects in Education. (2014). Rainone, Edoardo ; Patacchini, Eleonora . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9804. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Key Players in Co-Offending Networks. (2014). Lindquist, Matthew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9889. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Network Origins of Economic Growth. (2014). Vega-Redondo, Fernando ; Meyer, Moritz ; Durnecker, Georg . In: Working Papers. RePEc:mnh:wpaper:35483. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models. (2014). . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Long- versus medium-run identification in fractionally integrated VAR models. (2014). Weigand, Roland ; Tschernig, Rolf . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Long- versus medium-run identification in fractionally integrated VAR models. (2014). Weber, Enzo ; Tschernig, Rolf ; Weigand, Roland . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:299-302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Performance related pay, productivity and wages in Italy: a quantile regression approach. (2014). Ricci, Andrea ; Damiani, Mirella ; Pompei, Fabrizio . In: MPRA Paper. RePEc:pra:mprapa:53341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Can survey participation alter household saving behavior?. (2014). Winter, Joachim ; Crossley, Thomas ; de Bresser, Jochem . In: IFS Working Papers. RePEc:ifs:ifsewp:14/06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Enterprise-level bargaining and labour productivity of Italian family firms: a quantile regression analysis. (2014). Ricci, Andrea ; Damiani, Mirella ; Pompei, Fabrizio . In: MPRA Paper. RePEc:pra:mprapa:60380. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Can Survey Participation Alter Household Saving Behavior?. (2014). Winter, Joachim ; Crossley, Thomas ; Delaney, Liam ; de Bresser, Jochem . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100379. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Horizon Effect in the Term Structure of Long-Run Risk-Return Trade-Offs. (2014). Okou, Cedric ; Jacquier, Eric . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fractional Integration of the Price-Dividend Ratio in a Present-Value Model.. (2014). Golinski, Adam ; Madeira, Joao ; Rambaccussing, Dooruj . In: MPRA Paper. RePEc:pra:mprapa:58554. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multi-jumps. (2014). Kolokolov, Aleksey ; Reno, Roberto ; Caporin, Massimiliano . In: MPRA Paper. RePEc:pra:mprapa:58175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading. (2014). Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2014-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating the Spot Covariation of Asset Prices Ã¢â¬â Statistical Theory and Empirical Evidence. (2014). Bibinger, Markus ; Malec, Peter ; Hautsch, Nikolaus ; Reiss, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-055. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Corridors for Multivariate Generalized Quantile Regression. (2014). Dette, Holger ; Hardle, Wolfgang ; Chao, Shih-Kang ; Proksch, Katharina . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-028. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach. (2014). Jooste, Charl ; Gupta, Rangan ; Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201447. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach. (2014). . In: Working Papers. RePEc:emu:wpaper:15-17.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance. (2014). Agliardi, E. ; Pinar, M.. In: Working Papers. RePEc:bol:bodewp:wp981. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using forecast evaluation to improve the accuracy of the Greenbook forecast. (2014). Arai, Natsuki . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:12-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The role of the information set for forecasting - with applications to risk management. (2014). Holzmann, Hajo ; Eulert, Matthias . In: Papers. RePEc:arx:papers:1404.7653. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric loss in the Greenbook and the Survey of Professional Forecasters. (2014). Lee, Tae-Hwy ; Wang, Yiyao . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:235-245. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts. (2014). Rossi, Barbara . In: Economics Working Papers. RePEc:upf:upfgen:1426. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts. (2014). Rossi, Barbara ; Sekhposyany, Tatevik . In: Working Papers. RePEc:bge:wpaper:765. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters. (2014). Lee, Tae-Hwy ; Wang, Yiyao . In: Working Papers. RePEc:ucr:wpaper:201407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What Can We Learn From Revisions to the Greenbook Forecasts?. (2014). Stekler, Herman ; Sinclair, Tara M. ; Messina, Jeff . In: Working Papers. RePEc:gwi:wpaper:2014-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation. (2014). van Dijk, Herman K. ; Gatarek, Lukasz ; Hoogerheide, Lennart ; Hooning, Koen . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?. (2014). Messina, Jeff ; Stekler, Herman O. ; Sinclair, Tara M.. In: Working Papers. RePEc:gwc:wpaper:2014-003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does global liquidity drive commodity prices?. (2014). Belke, Ansgar ; Czudaj, Robert ; Beckmann, Joscha . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:224-234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cojumps in stock prices: Empirical evidence. (2014). Gilder, Dudley ; Taylor, Stephen J. ; Shackleton, Mark B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the volatility of crude oil futures using intraday data. (2014). Lesage, Cedric ; ben Ali, Chiraz . In: Working Papers. RePEc:ipg:wpaper:2014-053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the volatility of crude oil futures using intraday data. (2014). Sevi, Benoit . In: European Journal of Operational Research. RePEc:eee:ejores:v:235:y:2014:i:3:p:643-659. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multi-jumps. (2014). Kolokolov, Aleksey ; Reno, Roberto ; Caporin, Massimiliano . In: MPRA Paper. RePEc:pra:mprapa:58175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps. (2014). Sevi, Benoit . In: Working Papers. RePEc:ipg:wpaper:2014-602. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies. (2014). Gnabo, Jean-Yves ; Hvozdyk, Lyudmyla ; LAHAYE, Jerome . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pa:p:147-174. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity. (2014). Sudhir, K. ; Yang, Nathan . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1941. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Statistical Reconciliation of Time Series of Accounts after a Benchmark Revision. (2014). Chen, Baoline ; Di Fonzo, Tommaso ; Howells, Thomas ; Marini, Marco . In: BEA Working Papers. RePEc:bea:wpaper:0117. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Revisions in official data and forecasting. (2014). Frale, Cecilia ; Raponi, Valentina . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:3:p:451-472. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets. (2014). Clements, Michael P.. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation. (2014). Dong, Yingjie ; Tse, Yiu-Kuen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:352-361. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range. (2014). Souek, Michael ; Todorova, Neda . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:332-340. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Realized volatility transmission: The role of jumps and leverage effects. (2014). Souek, Michael ; Todorova, Neda . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:111-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Realized volatility spillovers in the non-ferrous metal futures market. (2014). Worthington, Andrew ; Todorova, Neda ; Souek, Michael . In: Resources Policy. RePEc:eee:jrpoli:v:39:y:2014:i:c:p:21-31. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Smile from the Past: A general option pricing framework with multiple volatility and leverage components. (2014). Majewski, Adam Aleksander ; Bormetti, Giacomo ; Corsi, Fulvio . In: Papers. RePEc:arx:papers:1404.3555. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Leverage Effect in Financial Returns.. (2014). Chorro, Christophe ; Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14022. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Leverage Effect in Financial Returns. (2014). Chorro, Christophe ; Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00973922. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Economic gains of realized volatility in the Brazilian stock market. (2014). Francisco Eduardo de Luna e Almeida Santos, ; Garcia, Marcio ; Medeiros, Marcelo . In: Textos para discussÃ£o. RePEc:rio:texdis:624. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Realized volatility models and alternative Value-at-Risk prediction strategies. (2014). Refenes, Apostolos P. ; Xanthopoulos-Sisinis, Spyros ; Louzis, Dimitrios P.. In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:101-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The VIX, the variance premium and stock market volatility. (2014). Bekaert, Geert ; Hoerova, Marie . In: Working Paper Series. RePEc:ecb:ecbwps:20141675. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The VIX, the variance premium and stock market volatility. (2014). Bekaert, Geert ; Hoerova, Marie . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:181-192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fact or friction: Jumps at ultra high frequency. (2014). Christensen, Kim ; OOMEN, Roel C. A., ; Podolskij, Mark . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:576-599. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Indirect inference with time series observed with error. (2014). de Magistris, Paolo Santucci . In: CREATES Research Papers. RePEc:aah:create:2014-57. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for complementarities among countable strategies. (2014). Miravete, Eugenio . In: Empirical Economics. RePEc:spr:empeco:v:46:y:2014:i:4:p:1521-1544. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Essays on subjective expectations and mortality trends. (2014). Niu, G.. In: Other publications TiSEM. RePEc:tiu:tiutis:b9f72836-d8ad-478b-adca-41409e742b24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Enhancing the local power of IVX-based tests in predictive regressions. (2014). Demetrescu, Matei . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:269-273. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial Concentration of Military Dictatorships in Sub-Saharan Africa (1977-2007). (2014). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4802. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Euler equation with habits and measurement errors: estimates on Russian micro data. (2014). Larin, Alexander ; Khvostova, Irina ; Novak, Anna . In: HSE Working papers. RePEc:hig:wpaper:52/ec/2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time-varying sparsity in dynamic regression models. (2014). Griffin, Jim E. ; Kalli, Maria . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:779-793. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Strachan, Rodney W. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2014). Leiva-Leon, Danilo . In: MPRA Paper. RePEc:pra:mprapa:59361. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Joshua C. C. Chan, . In: Working Paper Series. RePEc:rim:rimwps:44_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics. (2014). Timmermann, Allan G ; Valkanov, Rossen ; Pettenuzzo, Davide . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10160. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence. (2014). Kim, Hyun Hak ; Swanson, Norman R.. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p2:p:352-367. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics. (2014). Timmermann, Allan ; Valkanov, Rossen ; Pettenuzzo, Davide . In: Working Papers. RePEc:brd:wpaper:76. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models. (2014). Li, Jiahan ; Chen, Weiye . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:996-1015. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Selection of Common Factors for Macroeconomic Forecasting. (2014). Giovannelli, Alessandro . In: MPRA Paper. RePEc:pra:mprapa:60673. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Empirical Bayes Methods for Dynamic Factor Models. (2014). Mesters, and Geert ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140061. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion. (2014). Caudelon, Bertrand . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Nonparametric Test for Grangercausality in Distribution with Application to Financial Contagion. (2014). Tokpavi, Sessi . In: Working Papers. RePEc:ipg:wpaper:2014-162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric estimation and inference for conditional density based Granger causality measures. (2014). El Ghouch, Anouar ; Bouezmarni, Taoufik . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:251-264. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula. (2014). Papie, Monika ; Wanat, Stanisaw ; Miech, Sawomir . In: MPRA Paper. RePEc:pra:mprapa:57706. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Mark my words: Information and the fear of declaring an exchange rate regime. (2014). Meon, Pierre-Guillaume . In: Journal of Development Economics. RePEc:eee:deveco:v:107:y:2014:i:c:p:244-261. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian endogeneity bias modeling. (2014). Galvao, Antonio F. ; Montes-Rojas, Gabriel . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:1:p:36-39. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial Literacy and Savings Account Returns. (2014). Georgarakos, Dimitris ; Inderst, Roman ; Deuflhard, Florian . In: MPRA Paper. RePEc:pra:mprapa:53857. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Corporate Investment and Financial Crisis: Can Under- and Overinvestment Be Mitigated by Banks in an Emerging Market?. (2014). Andriy, Tsapin ; Oleksandr, Tsapin . In: EERC Working Paper Series. RePEc:eer:wpalle:14/04e. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Maternal Employment and Childhood Obesity in China: Evidence from the China Health and Nutrition Survey. (2014). Sousa-Poza, Alfonso ; Nie, Peng . In: IZA Discussion Papers. RePEc:iza:izadps:dp8030. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How effective are public health departments at preventing mortality?. (2014). Brown, Timothy Tyler . In: Economics & Human Biology. RePEc:eee:ehbiol:v:13:y:2014:i:c:p:34-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Slavery, Statehood, and Economic Development in Sub-Saharan Africa. (2014). Bezemer, Dirk ; Lensink, Robert ; Bolt, Jutta . In: World Development. RePEc:eee:wdevel:v:57:y:2014:i:c:p:148-163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Rank tests in heteroscedastic linear model with nuisance parameters. (2014). Jurekova, Jana ; Navratil, Radim . In: Metrika. RePEc:spr:metrik:v:77:y:2014:i:3:p:433-450. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How Does Relative Income and Variations in Short-Run Wellbeing Affect Wellbeing in the Long Run? Empirical Evidence From Chinaâs Korean Minority. (2014). Nielsen, Ingrid ; Mishra, Vinod ; Smyth, Russell . In: Social Indicators Research. RePEc:spr:soinre:v:115:y:2014:i:1:p:67-91. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Economic Development, Food Demand and the Consequences for Agricultural Resource Requirements (Indonesia). (2014). Briggs, Adam ; Chowdhury, Shyamal . In: 2014 Conference (58th), February 4-7, 2014, Port Maquarie, Australia. RePEc:ags:aare14:165808. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An empirical inquiry into the role of sectoral diversification in exchange rate regime choice. (2014). Chowdhury, Mohammad Tarequl H., ; Ulubaolu, Mehmet Ali ; Mallick, Debdulal . In: European Economic Review. RePEc:eee:eecrev:v:67:y:2014:i:c:p:210-227. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tying loan interest rates to borrowers CDS spreads. (2014). Ivanov, Ivan T. ; Vo, Thu ; Santos, Joao A. C., . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-70. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Intra Marriage Bargaining Power and Fertility Decisions for Women in Developing Countries. (2014). Kim, Younoh . In: Working Papers. RePEc:tow:wpaper:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Non-Farm Activity, Household Expenditure, and Poverty Reduction in Rural Vietnam: 2002â2008. (2014). Pham, Cong S. ; Ulubaolu, Mehmet A.. In: World Development. RePEc:eee:wdevel:v:64:y:2014:i:c:p:554-568. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Minimum distance estimation of the errors-in-variables model using linear cumulant equations. (2014). Jiang, Colin Huan ; Whited, Toni M. ; Erickson, Timothy . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:211-221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Minimum Distance Estimation of Dynamic Models with Errors-In-Variables. (2014). . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2014-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Intellectual property rights protection and export diversification: The application of utility model laws. (2014). Moser, Constance Besse ; Gnangnon, Kimm . In: WTO Staff Working Papers. RePEc:zbw:wtowps:ersd201419. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Examining the Relationship between the Use of Supermarkets and Over-nutrition in Indonesia. (2014). Toiba, Hery ; Umberger, Wendy J. ; Minot, Nicholas . In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:177168. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Banking market structure and macroeconomic stability: Are low-income countries special?. (2014). Buch, Claudia M. ; Bremus, Franziska . In: Discussion Papers. RePEc:zbw:bubdps:462014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of early occupational choice on health behaviors. (2014). Dave, Dhaval ; Gallo, William ; Sindelar, Jody ; Kelly, Inas . In: Review of Economics of the Household. RePEc:kap:reveho:v:12:y:2014:i:4:p:737-770. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Partial credit guarantees and SMEs financing. (2014). Ventura, Marco . In: Journal of Financial Stability. RePEc:eee:finsta:v:15:y:2014:i:c:p:182-194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A COUNTRY FOR OLD MEN? LONGâTERM HOME CARE UTILIZATION IN EUROPE. (2014). Brau, Rinaldo . In: Health Economics. RePEc:wly:hlthec:v:23:y:2014:i:10:p:1185-1212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael P. ; Castle, Jennifer . In: Economics Series Working Papers. RePEc:oxf:wpaper:697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Analyzing data revisions with a dynamic stochastic general equilibrium model. (2014). Croushore, Dean ; Sill, Keith . In: Working Papers. RePEc:fip:fedpwp:14-29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ethnic segregation in Germany. (2014). Glitz, Albrecht . In: Labour Economics. RePEc:eee:labeco:v:29:y:2014:i:c:p:28-40. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ethnic differentials on the labor market in the presence of asymmetric spatial sorting: Set identification and estimation. (2014). RATHELOT, Roland . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:48:y:2014:i:c:p:154-167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures. (2014). Brownlees, Christian T. ; Gallo, Giampiero M. ; Veredas, David . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling Covariance Breakdowns in Multivariate GARCH. (2014). Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:55243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. (2014). Audrino, Francesco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:43-60. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. (2014). Brownlees, Christian ; Gallo, Giampiero M. ; Veredas, David . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:364-384. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating multivariate GARCH and stochastic correlation models equation by equation. (2014). Francq, Christian ; Zakoian, Jean-Michel . In: MPRA Paper. RePEc:pra:mprapa:54250. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility equicorrelation: A cross-market perspective. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:289-295. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A variance spillover analysis without covariances: what do we miss?. (2014). Gisler, Katja I. M., . In: Economics Working Paper Series. RePEc:usg:econwp:2014:09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Variance clustering improved dynamic conditional correlation MGARCH estimators. (2014). Aielli, Gian Piero . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:556-576. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Diebold, Francis X. ; Ylmaz, Kamil . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Equicorrelation Stochastic Volatility. (2014). Omori, Yasuhiro ; Kurose, Yuta . In: CIRJE F-Series. RePEc:tky:fseres:2014cf941. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dependence patterns among Banking Sectors in Asia: A Copula Approach. (2014). Premaratne, Gamini . In: MPRA Paper. RePEc:pra:mprapa:60119. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A dark side of international capital market integration: Domestic investors view. (2014). In Joon Kim, ; Yoon, Sun-Joong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:238-256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Is it possible to break the Â«curse of dimensionalityÂ»? Spatial specifications of multivariate volatility models. (2014). Lakshina, Valeriya . In: Applied Econometrics. RePEc:ris:apltrx:0249. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling the general dependence between commodity forward curves. (2014). Zolotko, Mikhail ; Okhrin, Ostap . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:284-296. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130063. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Riskâreturn trade-off in the pacific basin equity markets. (2014). Cheng, Ai-ru ; Jahan-Parvar, Mohammad R.. In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:123-140. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness. (2014). . In: MPRA Paper. RePEc:pra:mprapa:62532. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Income Distributions, Inequality, and Poverty in Asia, 1992â2010. (2014). Chotikapanich, Duangkamon ; Griffiths, William E. ; Karunarathne, Wasana ; Rao, D. S. Prasada, ; Rao, D. S. Prasada, . In: ADBI Working Papers. RePEc:ris:adbiwp:0468. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Linear instrumental variables model averaging estimation. (2014). Martins, Luis F. ; Gabriel, Vasco J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:709-724. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model selection and model averaging after multiple imputation. (2014). Heumann, Christian ; Schomaker, Michael . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:758-770. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Frequentist model averaging for multinomial and ordered logit models. (2014). Wang, Shouyang ; Zhang, Xinyu ; Wan, Alan T. K., . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:118-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Averaging in Predictive Regressions. (2014). Kuo, Biing-Shen . In: MPRA Paper. RePEc:pra:mprapa:54198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Semiparametric Generalized Ridge Estimator and Link with Model Averaging. (2014). Alan T. K. Wan, ; Zhang, Xinyu ; Wang, Huansha ; Zou, Guohua ; Ullah, Aman ; Amanullah, ; Alan T. K. Wan, . In: Working Papers. RePEc:ucr:wpaper:201412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model averaging based on JamesâStein estimators. (2014). Zhao, Shangwei . In: Metrika. RePEc:spr:metrik:v:77:y:2014:i:8:p:1013-1022. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Can spanned term structure factors drive stochastic yield volatility?. (2014). Christensen, Jens H. E., . In: Working Paper Series. RePEc:fip:fedfwp:2014-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound. (2014). Xia, Fan Dora ; Wu, Jing Cynthia . In: NBER Working Papers. RePEc:nbr:nberwo:20117. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas Q. ; Engsted, Tom . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On bank credit risk: systemic or bank-specific? Evidence from the US and UK. (2014). Zinna, Gabriele ; Li, Junye . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_951_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk premia in crude oil futures prices. (2014). Hamilton, James D. ; Wu, Jing Cynthia . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:9-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Expectations, risk premia and information spanning in dynamic term structure model estimation. (2014). Guimares, Rodrigo . In: Bank of England working papers. RePEc:boe:boeewp:0489. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Signaling Channel for Federal Reserve Bond Purchases. (2014). GlennD. Rudebusch, ; Bauer, Michael D.. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2014:q:3:a:7. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility. (2014). Wu, Jing Cynthia . In: NBER Working Papers. RePEc:nbr:nberwo:20115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment. (2014). Wu, Jing Cynthia ; Bauer, Michael D.. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:1:p:323-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Price pressures in the UK index-linked market: an empirical investigation. (2014). Zinna, Gabriele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_968_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). de los Rios, Antonio Diez ; Alquist, Ron ; Bauer, Gregory . In: Staff Working Papers. RePEc:bca:bocawp:14-42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nominal Term Structure and Term Premia. Evidence from Chile. (2014). Naudon, Alberto ; Romero, Damian . In: MPRA Paper. RePEc:pra:mprapa:60911. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic term structure models: The best way to enforce the zero lower bound. (2014). Meldrum, Andrew ; Andreasen, Martin M.. In: CREATES Research Papers. RePEc:aah:create:2014-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Can interest rate factors explain exchange rate fluctuations?. (2014). . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial conditions, macroeconomic factors and (un)expected bond excess returns. (2014). Fricke, Christoph . In: Discussion Papers. RePEc:zbw:bubdps:352014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar . In: Bank of England working papers. RePEc:boe:boeewp:0518. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions. (2014). . In: ECON - Working Papers. RePEc:zur:econwp:181. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How much of bank credit risk is sovereign risk? Evidence from the eurozone. (2014). Li, Junye . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_990_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose Luiz Junior, . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_332. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach. (2014). Ashley, Richard A.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:72-91:d:34391. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations. (2014). Zhang, Ru ; Zhou Xi, ; Lee, Tae-Hwy . In: Working Papers. RePEc:ucr:wpaper:201411. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal forecasts from Markov switching models. (2014). Pick, Andreas ; Boot, Tom . In: DNB Working Papers. RePEc:dnb:dnbwpp:452. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models. (2014). Giacomini, Raffaella . In: Economics Working Papers. RePEc:upf:upfgen:1476. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2014). Rossi, Barbara ; Giacomini, Raffaella . In: Working Papers. RePEc:bge:wpaper:819. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time aggregation and state dependence in welfare receipt. (2014). Brinch, Christian N. ; Konigs, Sebastian . In: Discussion Papers. RePEc:ssb:dispap:771. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area. (2014). Schwaab, Bernd ; Koopman, Siem Jan ; Mesters, Geert . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140071. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A blessing in disguise: The implications of high global oil prices for the North American market. (2014). Guenette, Justin-Damien ; Alquist, Ron . In: Energy Policy. RePEc:eee:enepol:v:64:y:2014:i:c:p:49-57. 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). 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	Effects of speculation and interest rates in a âcarry tradeâ model of commodity prices. (2014). . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:88-112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Commodity-Price Comovement and Global Economic Activity. (2014). Alquist, Ron . In: NBER Working Papers. RePEc:nbr:nberwo:20003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work. (2014). Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:14-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

[Click on heading to sort table]

Year	Title	See
2014	Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso. (2014). Kock, Anders Bredahl ; Caner, Mehmet . In: CREATES Research Papers. RePEc:aah:create:2014-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inference in High-dimensional Dynamic Panel Data Models. (2014). Tang, Haihan . In: CREATES Research Papers. RePEc:aah:create:2014-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	USING IMPUTATION TECHNIQUES TO EVALUATE STOPPING RULES IN ADAPTIVE SURVEY DESIGN. (2014). Reiter, Jerry ; Paiva, Thais . In: Working Papers. RePEc:cen:wpaper:14-40. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Immmigration and Internal Mobility in Canada. (2014). Beine, Michel ; Coulombe, Serge . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4823. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial indicators signalling correlation changes in sovereign bond markets. (2014). Stein, Michael ; De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20141746. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	GARCH with omitted persistent covariate. (2014). Han, Heejoon ; Park, Joon Y.. In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:248-254. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A bootstrap test for jumps in financial economics. (2014). Shin, Dong Wan ; Hwang, Eunju . In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:1:p:74-78. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Long memory dynamics for multivariate dependence under heavy tails. (2014). Lucas, Andre ; Koopman, Siem Jan ; Janus, Pawe . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:187-206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Recessions, Inequality, and Democratization. (2014). Dorsch, Michael T. ; Maarek, Paul . In: THEMA Working Papers. RePEc:ema:worpap:2014-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Can spanned term structure factors drive stochastic yield volatility?. (2014). Christensen, Jens H. E., . In: Working Paper Series. RePEc:fip:fedfwp:2014-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Swiss unconventional monetary policy: lessons for the transmission of quantitative easing. (2014). Christensen, Jens H. E., . In: Working Paper Series. RePEc:fip:fedfwp:2014-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What Drives Bank Funding Spreads?. (2014). Lewis, Kurt F. ; King, Thomas B.. In: Working Paper Series. RePEc:fip:fedhwp:wp-2014-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the role of recognition in consumer choice: A model comparison. (2014). Hilbig, Benjamin E.. In: Judgment and Decision Making. RePEc:jdm:journl:v:9:y:2014:i:1:p:51-57. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Panel Data Analysis with Heterogeneous Dynamics. (2014). Okui, Ryo ; Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:906. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Wirtschaftliche Partnerschaftsabkommen (EPAs) der EU mit Afrika: Dominanz der EU Exportinteressen statt Partnerschaft auf AugenhÃ¶he. (2014). Kohnert, Dirk . In: MPRA Paper. RePEc:pra:mprapa:56457. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Horse trading? EU-African Economic Partnership Agreements (EPAs). (2014). Kohnert, Dirk . In: MPRA Paper. RePEc:pra:mprapa:57070. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Kernel filtering of spot volatility in presence of LÃ©vy jumps and market microstructure noise. (2014). Zhang, BO ; Fang, Yue ; Zhao, Xujie ; Yu, Chao . In: MPRA Paper. RePEc:pra:mprapa:63293. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Distribution of Household Spending in Australia. (2014). Beech, Amy ; Dollman, Rosetta ; Finlay, Richard ; la Cava, Gianni . In: RBA Bulletin. RePEc:rba:rbabul:mar2014-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvo, Ana Beatriz . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130063. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Discussion of âPrincipal Volatility Component Analysisâ by Yu-Pin Hu and Ruey Tsay. (2014). McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140025. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties. (2014). and André Lucas, ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140074. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combined Density Nowcasting in an Uncertain Economic Environment. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140152. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Nonparametric Test of Exogenous Participation in First-Price Auctions. (2014). Liu, Nianqing ; Luo, Yao . In: Working Papers. RePEc:tor:tecipa:tecipa-519. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2013

[Click on heading to sort table]

Year	Title	See
2013	A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory. (2013). Nonejad, Nima . In: CREATES Research Papers. RePEc:aah:create:2013-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Wright, Jonathan H. ; Ng, Serena . In: Journal of Economic Literature. RePEc:aea:jeclit:v:51:y:2013:i:4:p:1120-54. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Long- versus medium-run identification in fractionally integrated VAR models. (2013). Weber, Enzo ; Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances. (2013). Luger, Richard ; Gungor, Sermin . In: Staff Working Papers. RePEc:bca:bocawp:13-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Regime Switches in the Risk-Return Trade-Off. (2013). Ghysels, Eric ; Marcellino, Massimiliano . In: Staff Working Papers. RePEc:bca:bocawp:13-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting growth during the Great Recession: is financial volatility the missing ingredient?. (2013). Ortega, J-P., . In: Working papers. RePEc:bfr:banfra:454. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the correlation between commodity and equity returns: implications for portfolio allocation. (2013). . In: BIS Working Papers. RePEc:bis:biswps:420. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section. (2013). Bianchi, Daniele ; Guidolin, Massimo ; Ravazzolo, Francesco . In: Working Paper. RePEc:bno:worpap:2013_19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach. (2013). Nakajima, Jouchi ; Kimura, Takeshi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:13-e-7. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Social Networks and Peer Effects at Work. (2013). Fortin, Bernard ; Villeval, Marie-Claire ; Beugnot, Julie ; Lacroix, Guy . In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	De Finetti Meets Ellsberg. (2013). Seo, Kyoungwon ; Epstein, Larry G.. In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility. (2013). Clark, Todd . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?. (2013). Rossi, Barbara ; Gurkaynak, Refet S. ; Kisacikoglu, Burin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9576. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Regime Switches in the Risk-Return Trade-off. (2013). Ghysels, Eric . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9698. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Allocation of Time in Sleep: a Social Network Model with Sampled Data. (2013). Rainone, Edoardo ; Liu, Xiaodong ; Patacchini, Eleonora . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9752. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The effect of Teach for America on the distribution of student achievement in primary school: Evidence from a randomized experiment. (2013). Antecol, Heather ; Ozbeklik, Serkan ; Eren, Ozkan . In: Economics of Education Review. RePEc:eee:ecoedu:v:37:y:2013:i:c:p:113-125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Efficient estimation of partially linear varying coefficient models. (2013). Ouyang, Min ; Shang, Ying ; long, Wei . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:1:p:79-81. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Moving average stochastic volatility models with application to inflation forecast. (2013). Chan, Joshua C. C., . In: Journal of Econometrics. RePEc:eee:econom:v:176:y:2013:i:2:p:162-172. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Time-varying combinations of predictive densities using nonlinear filtering. (2013). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:213-232. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Complete subset regressions. (2013). Timmermann, Allan ; Elliott, Graham ; Gargano, Antonio . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:357-373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal choice of a reserve price under uncertainty. (2013). Kim, Dong-Hyuk . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:31:y:2013:i:5:p:587-602. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Changes in predictive ability with mixed frequency data. (2013). Galvo, Ana Beatriz . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:395-410. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Dynamic relationship between precious metals. (2013). Sensoy, Ahmet . In: Resources Policy. RePEc:eee:jrpoli:v:38:y:2013:i:4:p:504-511. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The effect of noncognitive ability on the earnings of young men: A distributional analysis with measurement error correction. (2013). Eren, Ozkan ; Ozbeklik, Serkan . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:293-304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Alternative econometric implementations of multi-factor models of the U.S. financial markets. (2013). Tortora, Andrea Donato ; Guidolin, Massimo ; Ravazzolo, Francesco . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:53:y:2013:i:2:p:87-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Risk and return in the Tehran stock exchange. (2013). Mohammadi, Hassan ; Jahan-Parvar, Mohammad R.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:53:y:2013:i:3:p:238-256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Greece in recession: economic predictions, mispredictions and policy implications. (2013). Petralias, Athanassios ; Petros, Sotirios ; Prodromidis, Prodromos . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:52626. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modeling the impact of forecast-based regime switches on macroeconomic time series. (2013). Bel, K. ; Paap, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40884. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Social Networks and Peer Effects at Works. (2013). Fortin, Bernard ; Villeval, Marie Claire ; Beugnot, Julie . In: Working Papers. RePEc:gat:wpaper:1323. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Social Networks and Peer Effects at Work. (2013). Fortin, Bernard ; Villeval, Marie-Claire ; Beugnot, Julie . In: Working Papers. RePEc:hal:wpaper:halshs-00855047. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Greece in Recession: Economic predictions, mispredictions and policy implications. (2013). Petralias, Athanassios ; Petros, Sotirios ; Prodromidis, Prodromos . In: GreeSE â Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:75. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Social Networks and Peer Effects at Work. (2013). Fortin, Bernard ; Villeval, Marie Claire ; Beugnot, Julie ; Lacroix, Guy . In: IZA Discussion Papers. RePEc:iza:izadps:dp7521. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes. (2013). Barsoum, Fady ; Stankiewicz, Sandra . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Social Networks and Peer Effects at Work. (2013). Fortin, Bernard ; Villeval, Marie Claire . In: Cahiers de recherche. RePEc:lvl:lacicr:1320. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Allocation of Time in Sleep: A Social Network Model with Sampled Data. (2013). Rainone, Edoardo ; Liu, Xiaodong ; Patacchini, Eleonora . In: Center for Policy Research Working Papers. RePEc:max:cprwps:162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Mixed Data Kernel Copulas. (2013). . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2013-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	âThey do know what they are doing... at least most of them.â Asymmetric Information in the (private) Disability Insurance. (2013). . In: MEA discussion paper series. RePEc:mea:meawpa:12260. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Ã¢â¬ÅThey do know what they are doing... at least most of them.Ã¢â¬ Asymmetric Information in the (private) Disability Insurance. (2013). Spindler, Martin . In: MEA discussion paper series. RePEc:mea:meawpa:201209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Non- and Semi-Parametric Panel Data Models: A Selective Review. (2013). Li, Degui ; Gao, Jiti ; Chen, Jia . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	In the Shadow of a Giant: Medicares Influence on Private Physician Payments. (2013). . In: NBER Working Papers. RePEc:nbr:nberwo:19503. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks. (2013). . In: MPRA Paper. RePEc:pra:mprapa:49240. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan-Angel ; Gonzalez-Serrano, Lydia . In: MPRA Paper. RePEc:pra:mprapa:50940. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A bootstrapped spectral test for adequacy in weak ARMA models. (2013). Li, Wai-Keung . In: MPRA Paper. RePEc:pra:mprapa:51224. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Markov-Switching Quantile Autoregression. (2013). . In: MPRA Paper. RePEc:pra:mprapa:55800. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Mixed Data Kernel Copulas. (2013). Racine, Jeffrey S.. In: Working Paper Series. RePEc:rim:rimwps:46_13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Structural Evolution of the Postwar U.S. Economy. (2013). Liu, Yuelin . In: Discussion Papers. RePEc:swe:wpaper:2013-15a. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Ten Things you should know about DCC. (2013). Caporin, Massimiliano ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130048. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Ten Things you should know about the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130078. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. (2013). Lucas, Andre ; Blasques, Francisco ; Silde, Erkki . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130097. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

Recent citations received in: 2012

[Click on heading to sort table]

Year	Title	See
2012	Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2012). Joshua C C Chan, ; Joshua C C Chan, . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2012-591. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Combination of Combinations of P-values. (2012). . In: Working Papers. RePEc:amu:wpaper:2012-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How should we treat under-performing schools? A regression discontinuity analysis of school inspections in England. (2012). Allen, Rebecca ; Burgess, Simon . In: The Centre for Market and Public Organisation. RePEc:bri:cmpowp:12/287. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Tragedy of the Commons and Inflation Bias in the Euro Area. (2012). Westermann, Frank ; Dinger, Valeriya . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts. (2012). . In: Journal EconomÃa Chilena (The Chilean Economy). RePEc:chb:bcchec:v:15:y:2012:i:3:p:04-39. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are Forecast Combinations Efficient?. (2012). . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:661. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing forecasting model versatility. (2012). Taylor, Nicholas . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:803-806. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Empirical bias in intraday volatility measures. (2012). 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]
2012	Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). Caporin, M. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:32526. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics. (2012). Timmermann, Allan . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The response of interest rates to U.S. and U.K. quantitative easing. (2012). Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2012-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	International channels of the Fedâs unconventional monetary policy. (2012). Neely, Christopher J. ; Bauer, Michael D.. In: Working Paper Series. RePEc:fip:fedfwp:2012-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Methods of policy accommodation at the interest-rate lower bound. (2012). Woodford, Michael . In: Proceedings - Economic Policy Symposium - Jackson Hole. RePEc:fip:fedkpr:y:2012:p:185-288. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	International channels of the Fedâs unconventional monetary policy. (2012). Neely, Christopher J. ; Bauer, Michael D.. In: Working Papers. RePEc:fip:fedlwp:2012-028. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Tragedy of the Commons and Inflation Bias in the Euro Area. (2012). . In: Working Papers. RePEc:iee:wpaper:wp0094. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	GMM Estimation of Mixtures from Grouped Data:. (2012). Hajargasht, Gholamreza ; Griffiths, William E.. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1148. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance. (2012). Hajargasht, Gholamreza ; Griffiths, William E.. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Calculating Poverty Measures from the Generalized Beta Income Distribution. (2012). DUANGKAMON CHOTIKAPANICH, WILLIAM GRIFFITHS, WASAN, . In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1154. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Academic Inbreeding and Research Productivity in Australian Law Schools. (2012). Smyth, Russell ; Mishra, Vinod . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are More Senior Academics Really More Research Productive than Junior Academics? Evidence from Australian Law Schools. (2012). Smyth, Russell ; Mishra, Vinod . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Returns to Schooling in Urban China, 2001-2010: Evidence from Three Waves of the China Urban Labor Survey. (2012). Smyth, Russell ; Gao, Wenshu . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-50. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	It Pays to Be Happy (If You are a Man): Subjective Wellbeing and the Gender Wage Gap in Urban China. (2012). Smyth, Russell ; Mishra, Vinod . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2012). Diebold, Francis X.. In: NBER Working Papers. RePEc:nbr:nberwo:18391. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Large time-varying parameter VARs. (2012). Koop, Gary . In: MPRA Paper. RePEc:pra:mprapa:38591. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How should we treat under-performing schools? A regression discontinuity analysis of school inspections in England. (2012). Burgess, Simon . In: DoQSS Working Papers. RePEc:qss:dqsswp:1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	LetÂ´s do it again: bagging equity premium predictors. (2012). Medeiros, Marcelo Cunha ; Lee, Tae-Hwy . In: Textos para discussÃ£o. RePEc:rio:texdis:604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK. (2012). Preve, Daniel ; Tse, Yiu-Kuen. In: Working Papers. RePEc:skb:wpaper:cofie-05-2011. 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:tin:wpaper:20120118. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Term Structure Persistence. (2012). Moreno, Antonio ; Lovcha, Yuliya ; Gil-Alana, Luis . In: Faculty Working Papers. RePEc:una:unccee:wp2612. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Out-of-sample forecast tests robust to the choice of window size. (2012). Rossi, Barbara . In: Economics Working Papers. RePEc:upf:upfgen:1404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Health and Wealth: Short Panel Granger Causality Tests for Developing Countries. (2012). Roy, Nilanjana ; Chen, Weichun . In: Econometrics Working Papers. RePEc:vic:vicewp:1204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. (2012). Tarcolea, Adina ; Demetrescu, Matei ; Hanck, Christoph . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62072. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

[Click on heading to sort table]

Year	Title	See
2011	Toward a Consumer Economy in China: Implications of Changing Wage Policies for U.S. Cotton Exports. (2011). Hudson, Darren ; MacDonald, Stephen ; Tuan, Francis . In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:103615. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Network Origins of Aggregate Fluctuations. (2011). Tahbaz-Salehi, Alireza ; Carvalho, Vasco ; Acemoglu, Daron ; Ozdaglar, Asuman . In: Working Papers. RePEc:bge:wpaper:587. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011). (2011). Pick, A. ; Pranovich, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Adapting Kernel Estimation to Uncertain Smoothness. (2011). Kotlyarova, Yulia ; Zinde-Walsh, Victoria ; Schafgans, Marcia M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:557. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks. (2011). Pick, Andreas ; Pranovich, Mikhail ; Pesaran, Hashem M. In: DNB Working Papers. RePEc:dnb:dnbwpp:327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Can Oil Prices Forecast Exchange Rates?. (2011). Rossi, Barbara ; Rogoff, Ken ; Ferraro, Domenico . In: Working Papers. RePEc:duk:dukeec:11-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Advances in Forecasting Under Instability. (2011). Rossi, Barbara . In: Working Papers. RePEc:duk:dukeec:11-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Volatility spillovers between food and energy markets: A semiparametric approach. (2011). Serra, Teresa . In: Energy Economics. RePEc:eee:eneeco:v:33:y:2011:i:6:p:1155-1164. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Stock return predictability and variance risk premia: statistical inference and international evidence. (2011). Zhou, Hao ; Bollerslev, Tim ; Xu, Lai ; Marrone, James . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-52. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Quelques constats sur les prÃ©visions conjoncturelles de la croissance franÃ§aise. (2011). Persyn, Lionel . In: Working Papers. RePEc:hal:wpaper:halshs-00721673. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Testing for Heterogeneous Treatment Effects in Experimental Data: False Discovery Risks and Correction Procedures. (2011). Fink, Gunther ; Vollmer, Sebastian ; McConnell, Margaret . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-477. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The German Manufacturing Sector is a Granular Economy. (2011). Wagner, Joachim . In: IZA Discussion Papers. RePEc:iza:izadps:dp6115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The German Manufacturing Sector is a Granular Economy. (2011). Wagner, Joachim . In: Working Paper Series in Economics. RePEc:lue:wpaper:219. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Minimum Wage Effects on Employment, Substitution, and the Teenage Labor Supply: Evidence from Personnel Data. (2011). . In: Working Papers. RePEc:mia:wpaper:2011-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Conflicts of Interest Distort Public Evaluations: Evidence from the Top 25 Ballots of NCAA Football Coaches. (2011). Kotchen, Matthew ; Potoski, Matthew . In: NBER Working Papers. RePEc:nbr:nberwo:17628. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Airports, Air Pollution, and Contemporaneous Health. (2011). Walker, Reed W. ; Schlenker, Wolfram . In: NBER Working Papers. RePEc:nbr:nberwo:17684. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does High Involvement Management Lead to Higher Pay?. (2011). . In: NIESR Discussion Papers. RePEc:nsr:niesrd:2908. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multi-period credit default prediction with time-varying covariates.. (2011). Orth, Walter . In: MPRA Paper. RePEc:pra:mprapa:30507. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	When Pareto meets Melitz: the inapplicability of the Melitz-Pareto model for Chinese firms. (2011). Sun, Churen ; Zhang, Tao ; Tian, Guoqiang . In: MPRA Paper. RePEc:pra:mprapa:35597. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Macrostructure and microstructure: Evidence from overlapping village networks in The Gambia. (2011). . In: MPRA Paper. RePEc:pra:mprapa:38932. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Asymmetric Phase Shifts in the U.S. Industrial Production Cycles. (2011). Hwang, Sunoong ; Chang, Yongsung . In: RCER Working Papers. RePEc:roc:rocher:564. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails. (2011). Lucas, Andre ; Zhang, Xin ; Koopman, Siem Jan ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110078. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann. (2011). Ravazzolo, Francesco ; Hoogerheide, Lennart F. ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110131. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The network origins of aggregate fluctuations. (2011). Tahbaz-Salehi, Alireza ; Carvalho, Vasco ; Ozdaglar, Asuman . In: Economics Working Papers. RePEc:upf:upfgen:1291. Full description at Econpapers \|\| Download paper	[Citation Analysis]

10 most frequent citing series:

[Click on heading to sort table]

	Series	Cited
	Review / Federal Reserve Bank of St. Louis	2
		1
	Economics Series Working Papers / University of Oxford, Department of Economics	1
	ICMA Centre Discussion Papers in Finance / Henley Business School, Reading University	1
	Working Papers / Queen Mary University of London, School of Economics and Finance	1
	CIRANO Working Papers / CIRANO	1
	Statistical Methods and Applications / Springer	1

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.

Home
My CitEc
Citation data for:
- Series
- Authors
- Papers
Maintainers
Submit references
About CitEc:
- What is?
- FAQ
- API (citedby)
- Warning
- Donate
Follow @repecCitEc

Home

My CitEc

Citation data for:

Maintainers

Submit references

About CitEc: