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


3.29

Impact Factor

3.29

5-Years IF

86

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.180.10.162525150.660055109415 (%)0.04
19910.320.090.283257400.7579571811933 (%)30.090.04
19920.30.10.34198470.481339571713139 (%)20.050.04
19930.160.110.2434132480.361936731215337 (%)40.120.05
19940.250.120.334166770.46508751916450 (%)30.090.05
19950.320.190.45382041450.711450682216674 (%)40.110.07
19960.420.220.56392432270.9327467230179100 (%)100.260.09
19970.660.270.77623052790.9114097751186143 (%)60.10.09
19980.470.270.73413463571.0396810147207151 (%)170.410.1
19990.430.310.65343803931.03185410344214139 (%)140.410.13
20000.880.41.09384185911.4118917566214234 (%)100.260.15
20011.220.41.09434616691.4527857288214234 (%)140.330.15
20021.270.421.16334948001.62108281103218252 (%)290.880.18
20031.360.441.61435379811.83227276103189304 (%)230.530.18
20041.740.492.274658313172.26125076132191433 (%)280.610.2
20051.750.532.255163414942.36245589156203456 (%)721.410.21
20062.140.512.566870217192.45183297208216552 (%)620.910.2
20071.840.442.176376516982.222627119219241524 (%)711.130.18
20082.50.472.984581023362.88978131328271807 (%)400.890.2
20092.550.472.726087022842.631031108275273743 (%)440.730.19
20101.380.442.415392321662.351404105145287693 (%)661.250.16
20112.260.512.635798026772.73829113255289761 (%)761.330.2
20122.710.563.2257103731673.05549110298278894 (%)420.740.21
20132.150.662.9856109338993.57704114245272810 (%)881.570.23
20142.890.673.1562115539713.44448113327283891 (%)731.180.22
20153.290.823.2959121439003.21138118388285939 (%)420.710.27
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:


#YearTitleCited
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

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1743
22003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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1150
32007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

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906
42000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

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731
51996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

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682
61999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

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643
71996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

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629
82006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

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561
92005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

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483
101993Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47.

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473
112005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

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467
121993Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118.

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465
131992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). Teräsvirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36.

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391
142007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

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377
151995Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

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373
162009What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

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321
171986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

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313
182000Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

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278
191995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

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269
202001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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269
211997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

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266
222005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

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263
232010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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262
241992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82.

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253
251993Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84.

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241
261999Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510.

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234
271993Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60.

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233
282003A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

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226
291996The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61.

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224
301989The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21.

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224
312005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

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217
321995A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25.

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215
331990Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28.

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214
342003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

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206
352002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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188
361997Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92.

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182
371996Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93.

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179
381991Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24.

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177
392010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

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170
402004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

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169
412008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

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165
421999Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). Strøm, Steinar ; Colombino, Ugo ; Aaberge, Rolf. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22.

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156
432005The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

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155
441996Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model.. (1996). Baillie, Richard ; Chung, Ching-Fan ; Tieslau, Margie A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40.

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150
452005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

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149
462000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

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146
471993Threshold Arch Models and Asymmetries in Volatility.. (1993). Zakoian, Jean-Michel ; Rabemananjara, R. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:1:p:31-49.

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134
482002Estimating quadratic variation using realized variance. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477.

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131
492007Growth, technological interdependence and spatial externalities: theory and evidence. (2007). KOCH, Wilfried ; Ertur, Cem. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:6:p:1033-1062.

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131
502002A theoretical comparison between integrated and realized volatility. (2002). Meddahi, Nour. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508.

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124

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12001672
22003390
32007378
41996261
52000190
62006169
72005163
82010162
91996157
102005153
112007151
121999148
132014THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478.

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121
142009120
15200590
16199385
17199783
182013GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, André ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795.

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82
19200181
20201079
21200379
22200869
232013THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET. (2013). Peersman, Gert ; Baumeister, Christiane. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1087-1109.

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67
24199265
25199365
262012Realized GARCH: a joint model for returns and realized measures of volatility. (2012). Huang, Zhuo ; Hansen, Peter ; Shek, Howard Howan . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:877-906.

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61
27200261
282013Forecasting with Medium and Large Bayesian VARS. (2013). Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:2:p:177-203.

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60
29199360
30201057
31200557
32199556
332013Macroeconomic forecasting and structural change. (2013). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:82-101.

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54
34199553
35199251
36198650
37199848
38200747
39199647
40200546
41200344
42199643
43201041
44201041
45200440
46201039
47199639
48200539
49200738
502011Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974.

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38

Citing documents used to compute impact factor 388:


YearTitle
2015Changes in the global oil market. (2015). Osborn, Denise ; Bataa, Erdenebat. In: Working Papers. RePEc:lan:wpaper:75761696.

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2015Impact of nonrenewable on renewable energy: The case of wood pellets. (2015). Colson, Gregory ; Xian, Hui ; Michael, Wetzstein . In: 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia. RePEc:ags:saea15:196833.

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2015A cursory review of the identification strategies. (2015). Santeramo, Fabio. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:3:y:2015:i:1:p:1-8:10.1186/s40100-015-0042-5.

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2015Oil-Growth Nexus in Oil Producing Countries: Macro Panel Evidence. (2015). Marques, António ; Fuinhas, José ; Couto, Alcino Pinto . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-01-12.

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2015Risk Assessment in Construction Process in Nuclear Sector within the Central and Eastern Europe. (2015). Fuinhas, José ; Couto, Alcino Pinto . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-02-12.

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2015Institutions and return predictability in oil-exporting countries. (2015). Jahan-Parvar, Mohammad ; Shugarman, Justin ; Aramonte, Sirio . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-14.

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2015Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis. (2015). Pesaran, M ; Mohaddes, Kamiar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5367.

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2015Country-specific oil supply shocks and the global economy: a counterfactual analysis. (2015). Pesaran, M ; Mohaddes, Kamiar. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:242.

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2015Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis. (2015). Pesaran, M ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1516.

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2015Oil, Volatility and Institutions:Cross-Country Evidence from Major Oil Producers. (2015). Mohaddes, Kamiar ; Amany, Kamiar Mohaddes ; Nugent, Jeffrey B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1523.

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2015Effects of Oil and Non-Oil Exports on the Economic Growth of Syria. (2015). Mohsen, Adel Shakeeb . In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:1:y:2015:i:2:p:69-78.

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2015Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247.

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2015Oil rents and economic growth in oil producing countries: evidence from a macro panel. (2015). Marques, António ; Fuinhas, José ; Couto, Alcino . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:48:y:2015:i:3:p:257-279.

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2015The U.S. Oil Supply Revolution and the Global Economy. (2015). Mohaddes, Kamiar ; Raissi, Mehdi . In: IMF Working Papers. RePEc:imf:imfwpa:15/259.

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2015Estimation of Dynamic Nonlinear Random Effects Models with Unbalanced Panels. (2015). Carro, Jesus ; carrasco, raquel ; Albarran, Pedro. In: UC3M Working papers. Economics. RePEc:cte:werepe:we1503.

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2015Smoking Initiation: Peers and Personality. (2015). Hsieh, Chih-Sheng ; van Kippersluis, Hans . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150093.

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2015Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: IZA Discussion Papers. RePEc:iza:izadps:dp8896.

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2015Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:lacicr:1504.

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2015A note on MAR and Jacobs externalities in the Tunisian manufacturing industries. (2015). El Lahga, AbdelRahmen ; Mohamed, Amara. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:8:y:2015:i:2:p:151-167.

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2015Multiple Activities for Socially-Connected Criminals. (2015). Zenou, Yves ; Zhou, Junjie ; Chen, Ying-Ju . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10709.

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2015Neighborhood and Network Effects. (2015). Zenou, Yves ; Topa, Giorgio . In: Handbook of Regional and Urban Economics. RePEc:eee:regchp:5-561.

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2015Welfare implications of learning through solicitation versus diversification in health care. (2015). Basu, Anirban . In: Journal of Health Economics. RePEc:eee:jhecon:v:42:y:2015:i:c:p:165-173.

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2015Heterogeneity in Marginal Nonmonetary Returns to Higher Education. (2015). Westphal, Matthias ; Schmitz, Hendrik ; Kamhfer, Daniel A. In: CINCH Working Paper Series. RePEc:duh:wpaper:1512.

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2015Heterogeneity in Marginal Non-monetary Returns to Higher Education. (2015). Westphal, Matthias ; Schmitz, Hendrik ; Kamhfer, D A. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:15/24.

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2015Heterogeneity in marginal non-monetary returns to higher education. (2015). Westphal, Matthias ; Schmitz, Hendrik ; Kamhofer, Daniel A. In: Ruhr Economic Papers. RePEc:zbw:rwirep:591.

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2015Growth in China and the US: Effects on a small commodity exporter economy. (2015). Vehbi, Tugrul ; Osborn, Denise. In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:268-277.

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2015The influences of international output shocks from the US and China on ASEAN economies. (2015). Vehbi, Tugrul ; Dungey, Mardi. In: Journal of Asian Economics. RePEc:eee:asieco:v:39:y:2015:i:c:p:59-71.

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2015Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment. (2015). Ruiz, Esther. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1502.

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2015A Global Trade Model for the Euro Area. (2015). Osbat, Chiara ; Modugno, Michele ; D'Agostino, Antonello. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-13.

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2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models. (2015). Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; D'Agostino, Antonello. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-66.

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2015Euro area business cycles in turbulent times: convergence or decoupling?. (2015). Klaus, Benjamin ; ferroni, filippo. In: Working Paper Series. RePEc:ecb:ecbwps:20151819.

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2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756.

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2015Suite of Latvias GDP forecasting models. (2015). Bessonovs, Andrejs. In: Working Papers. RePEc:ltv:wpaper:201501.

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2015Fast ML estimation of dynamic bifactor models: an application to European inflation.. (2015). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele. In: Working Papers. RePEc:bde:wpaper:1525.

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2015Nowcasting BRIC+M in Real Time. (2015). Vasishtha, Garima ; Dahlhaus, Tatjana ; Guenette, Justin-Damien . In: Staff Working Papers. RePEc:bca:bocawp:15-38.

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2015Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs. (2015). Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10610.

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2015What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies. (2015). Saborowski, Christian ; Pena, Diana Ayala ; Nedeljkovic, Milan . In: IMF Working Papers. RePEc:imf:imfwpa:15/148.

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2015What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies. (2015). Saborowski, Christian ; Ayala, Diana ; Nedeljkovia, Milan . In: Working papers. RePEc:nsb:wpaper:30.

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2015Dynamic copula models and high frequency data. (2015). Patton, Andrew ; De Lira Salvatierra, Irving, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:30:y:2015:i:c:p:120-135.

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2015Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting. (2015). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim. In: CREATES Research Papers. RePEc:aah:create:2015-14.

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2015A variance spillover analysis without covariances: What do we miss?. (2015). Fengler, Matthias ; Gisler, Katja I. M., . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:174-195.

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2015FloGARCH : Realizing long memory and asymmetries in returns volatility. (2015). Vander Elst, Harry. In: Working Paper Research. RePEc:nbb:reswpp:201504-280.

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2015Evaluating the performance of futures hedging using multivariate realized volatility. (2015). Ubukata, Masato ; Watanabe, Toshiaki . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:38:y:2015:i:c:p:148-171.

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2015Comovement and the financialization of commodities. (2015). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215.

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2015International portfolios: A comparison of solution methods. (2015). Rabitsch, Katrin ; Tsyrennikov, Viktor ; Stepanchuk, Serhiy . In: Journal of International Economics. RePEc:eee:inecon:v:97:y:2015:i:2:p:404-422.

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2015Dynamics of Australia’s tourism in a multimarket context. (2015). Valadkhani, Abbas ; Omahony, Barry . In: Annals of Tourism Research. RePEc:eee:anture:v:55:y:2015:i:c:p:173-177.

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2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. (2015). Guérin, Pierre ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-12.

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2015Testing for Granger causality in large mixed-frequency VARs. (2015). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas. In: Discussion Papers. RePEc:zbw:bubdps:452015.

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2015Testing for Granger Causality in Large Mixed-Frequency VARs. (2015). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas. In: Research Memorandum. RePEc:unm:umagsb:2015036.

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2015Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms. (2015). Serletis, Apostolos ; Jadidzadeh, Ali . In: Working Papers. RePEc:clg:wpaper:2015-04.

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2015Oil price shocks, road transport pollution emissions and residents health losses in China. (2015). Yang, Sheng ; He, Ling-Yun. In: Papers. RePEc:arx:papers:1512.01742.

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2015An Estimation of Natural Gas Demand in Household Sector of Iran; the Structural Time Series Approach. (2015). Mousavi, Mirhossein . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2804383.

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2015A structural model for policy analysis and forecasting: NZSIM. (2015). Theodoridis, Konstantinos ; Kamber, Gunes ; Sander, Nicholas ; McDonald, Chris . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2015/05.

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2015The Pros and Cons of Sick Pay Schemes: A Method to Test for Contagious Presenteeism and Shirking Behavior. (2015). Ziebarth, Nicolas ; Pichler, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp8850.

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2015Worker Morale and Effort: Is the Relationship Causal?. (2015). Fernandez, Roberto M. ; Hassink, Wolter . In: IZA Discussion Papers. RePEc:iza:izadps:dp8909.

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2015Protecting Working-Age People with Disabilities: Experiences of Four Industrialized Nations. (2015). Ziebarth, Nicolas ; Burkhauser, Richard ; Daly, Mary C. ; NicolasR. Ziebarth, . In: IZA Discussion Papers. RePEc:iza:izadps:dp9186.

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2015The Pros and Cons of Sick Pay Schemes: Testing for Contagious Presenteeism and Shirking Behavior. (2015). Ziebarth, Nicolas ; Pichler, Stefan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1509.

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2015The Pros and Cons of Sick Pay Schemes: Testing for Contagious Presenteeism and Shirking Behavior. (2015). Ziebarth, Nicolas ; Pichler, Stefan. In: KOF Working papers. RePEc:kof:wpskof:15-394.

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2015The Pros and Cons of Sick Pay Schemes: A Method to Test for Contagious Presenteeism and Shirking Behavior. (2015). Ziebarth, Nicolas ; Pichler, Stefan. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112940.

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2015The Pros and Cons of Sick Pay Schemes: A Method to Test for Contagious Presenteeism and Shirking Behavior. (2015). Ziebarth, Nicolas ; Pichler, Stefan ; Ziebarth, N. R,;, . In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:15/03.

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2015Economic paradoxism and meson economics. (2015). Săvoiu, Gheorghe ; Dinu, Vasile . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:39:y:2015:i:17:p:776.

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2015Roadblocks on the Road to Grandma’s House: Fertility Consequences of Delayed Retirement. (2015). Padula, Mario ; De Nadai, Michele ; Battistin, Erich . In: Working Papers. RePEc:qmw:qmwecw:wp748.

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2015Communication Problems? The Role of Parent-child Communication for the Subsequent Health Behavior of Adolescents. (2015). Avdic, Daniel ; Buyukdurmus, Tugba . In: Ruhr Economic Papers. RePEc:zbw:rwirep:547.

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2015Analyzing the impact of investment spikes on dynamic productivity growth. (2015). Stefanou, Spiro ; Oude Lansink, Alfons ; Kapelko, Magdalena . In: Omega. RePEc:eee:jomega:v:54:y:2015:i:c:p:116-124.

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2015The effects of systemic banking crises in the inter-war period. (2015). solomou, solomos ; da Rocha, Bruno T.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:35-49.

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2015A Bitter Medicine? Short-term Employment Impact of Deregulation in Network Industries. (2015). Bassanini, Andrea. In: IZA Discussion Papers. RePEc:iza:izadps:dp9187.

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2015Global Food Prices and Domestic Inflation; Some Cross-Country Evidence. (2015). wachter, susan ; Simon, John ; Loungani, Prakash ; Furceri, Davide. In: IMF Working Papers. RePEc:imf:imfwpa:15/133.

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2015Capital Account Liberalization and Inequality. (2015). Loungani, Prakash ; Furceri, Davide. In: IMF Working Papers. RePEc:imf:imfwpa:15/243.

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2015Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032.

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2015Fiscal limits and sovereign default risk in Japan. (2015). Matsuoka, Hideaki . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:38:y:2015:i:c:p:13-30.

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2015Welfare Economics and Second-Best Theory: Filling Imaginary Economic Boxes. (2015). Wagner, Richard E. In: Cato Journal. RePEc:cto:journl:v:35:y:2015:i:1:p:133-146.

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2015Dynamic Factor Models for the Volatility Surface. (2015). van der Wel, Michel ; van Dijk, Dick ; Ozturk, Sait. In: CREATES Research Papers. RePEc:aah:create:2015-13.

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2015Through the looking glass: Indirect inference via simple equilibria. (2015). Calvet, Laurent ; Czellar, Veronika . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:343-358.

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2015Identification of DSGE models—The effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54.

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2015Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis. (2015). Walker, Todd ; Leeper, Eric ; Traum, Nora . In: NBER Working Papers. RePEc:nbr:nberwo:21433.

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2015A Composite Likelihood Framework for Analyzing Singular DSGE Models. (2015). Qu, Zhongjun ; Tkachenko, Denis . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-002.

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2015Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination. (2015). Kiley, Michael ; Herbst, Edward ; Chung, Hess . In: NBER Macroeconomics Annual. RePEc:ucp:macann:doi:10.1086/680629.

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2015Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity. (2015). Ishida, Isao ; Kvedaras, Virmantas . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:2-54:d:44835.

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2015Inventory behavior with permanent sales shocks. (2015). Moore, Bartholomew ; Maccini, Louis J. ; Schaller, Huntley . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:53:y:2015:i:c:p:290-313.

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2015Measurement Errors and Monetary Policy: Then and Now. (2015). Matthes, Christian ; Amir Ahmadi, Pooyan ; Wang, Mu-Chun ; Amir-Ahmadi, Pooyan . In: Working Paper. RePEc:fip:fedrwp:15-13.

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2015What inventory behavior tells us about how business cycles have changed. (2015). Schwartzman, Felipe ; Sarte, Pierre-Daniel ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:76:y:2015:i:c:p:264-283.

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2015Accommodating heterogeneity and nonlinearity in price effects for predicting brand sales and profits. (2015). Wechselberger, Peter ; Steiner, Winfried J. ; Lang, Stefan ; Weber, Anett . In: European Journal of Operational Research. RePEc:eee:ejores:v:246:y:2015:i:1:p:232-241.

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2015Nonparametric Regression-Spline Random Effects Models. (2015). Racine, Jeffrey ; Ma, Shujie ; Ullah, Aman ; Amanullah, . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2015-10.

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2015The effect of coresidence on parental health in Japan. (2015). Maruyama, Shiko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:35:y:2015:i:c:p:1-22.

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2015The Heterogeneous Impact of Pension Income on Elderly Living Arrangements: Evidence from Chinas New Rural Pension Scheme. (2015). Zhao, Zhong ; Liu, Hong ; Cheng, Lingguo ; Zhang, YE. In: IZA Discussion Papers. RePEc:iza:izadps:dp9116.

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2015Habit Formation in Consumption: A Meta-Analysis. (2015). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas. In: Working Papers. RePEc:cnb:wpaper:2015/03.

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2015ON THE ROLE OF PUBLIC POLICIES AND WAGE FORMATION FOR PRIVATE INVESTMENT IN R&D: A LONG-RUN PANEL ANALYSIS. (2015). Heylen, Freddy ; Buyse, Tim ; Schoonackers, Ruben . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:15/911.

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2015Business cycle fluctuations and household saving in OECD countries: A panel data analysis. (2015). Adema, Yvonne ; Pozzi, Lorenzo . In: European Economic Review. RePEc:eee:eecrev:v:79:y:2015:i:c:p:214-233.

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2015Monetary policy, bond risk premia, and the economy. (2015). Ireland, Peter. In: Journal of Monetary Economics. RePEc:eee:moneco:v:76:y:2015:i:c:p:124-140.

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2015Subjective expectations of medical expenditures and insurance in rural Ethiopia. (2015). O'Donnell, Owen ; Debebe, Zelalem ; Bedi, Arjun ; Alemu, G ; Mebratie, A D. In: ISS Working Papers - General Series. RePEc:ems:euriss:79148.

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2015Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns. (2015). Gunay, Samet . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-04-09.

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2015Improving Markov switching models using realized variance. (2015). Maheu, John ; Liu, Jia. In: MPRA Paper. RePEc:pra:mprapa:71120.

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2015Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries. (2015). Tóth, Peter ; Huber, Florian ; Feldkircher, Martin ; Worz, Julia ; Tirpak, Marcel ; Schreiner, Josef . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2015:i:2:b:1.

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2015Small-scale nowcasting models of GDP for selected CESEE countries. (2015). Tóth, Peter ; Huber, Florian ; Feldkircher, Martin ; Tirpak, Marcel ; Woerz, Julia ; Schreiner, Josef . In: Working and Discussion Papers. RePEc:svk:wpaper:1033.

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2015Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R. (2015). Zeugner, Stefan ; Feldkircher, Martin. In: Journal of Statistical Software. RePEc:jss:jstsof:v:068:i04.

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2015An Akaike information criterion for multiple event mixture cure models. (2015). Baesens, Bart ; Dirick, Lore ; Claeskens, Gerda . In: European Journal of Operational Research. RePEc:eee:ejores:v:241:y:2015:i:2:p:449-457.

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2015Modelling Time to Default Or Early Repayment as Competing Risks (Modelowanie czasu do zaprzestania splat rat kredytu lub wczesniejszej splaty kredytu jako zdarzen konkurujacych ). (2015). Wycinka, Ewa . In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:146-157.

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2015Identification and estimation of non-Gaussian structural vector autoregressions. (2015). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-16.

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2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: CReMFi Discussion Papers. RePEc:qmm:wpaper:2.

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2015Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence. (2015). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2015/04.

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2015Disaster risk and preference shifts in a New Keynesian model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène. In: MPRA Paper. RePEc:pra:mprapa:65643.

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2015Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène. In: Working Papers. RePEc:cii:cepidt:2015-16.

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2015Large Bayesian VARs: A flexible Kronecker error covariance structure. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-41.

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2015Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315.

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2015Forecasting with VAR models: fat tails and stochastic volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0528.

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2015Testing for Fundamental Vector Moving Average Representations. (2015). Escanciano, Juan Carlos ; Choi, Jinho ; Chen, Bin . In: Caepr Working Papers. RePEc:inu:caeprp:2015022.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Byrne, Joseph P ; Korobilis, Dimitris ; Cao, Shuo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:679.

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2015Microfounded forecasting. (2015). Issler, João ; Gaglianone, Wagner. In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:766.

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2015On the conditional distribution of euro area inflation forecast. (2015). Busetti, Fabio ; Caivano, Michele ; Rodano, Lisa . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1027_15.

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2015Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5305.

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2015Volatility spillovers across petroleum markets. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Baruni, Jozef . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2015-1093.

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2015Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848.

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2015Volatility Spillovers Across Petroleum Markets. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: The Energy Journal. RePEc:aen:journl:ej36-3-barunik.

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2015Testing the Validity of Item Non-Response as a Proxy for Cognitive and Non-Cognitive Skills. (2015). Schurer, Stefanie ; Leung, Felix ; Kassenboehmer, Sonja ; SonjaC. Kassenboehmer, . In: IZA Discussion Papers. RePEc:iza:izadps:dp8874.

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2015Measurement Error in Subjective Expectations and the Empirical Content of Economic Models. (2015). von Gaudecker, Hans-Martin ; Enke, Benjamin ; Drerup, Tilman . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112871.

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2015Individual Survival Curves Comparing Subjective and Observed Mortality Risk. (2015). Michaud, Pierre-Carl ; Bissonnette, Luc ; Hurd, Michael . In: CIRANO Working Papers. RePEc:cir:cirwor:2015s-08.

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2015Job Finding, Job Loss and Consumption Behaviour. (2015). Koc, Emre. In: Discussion Paper. RePEc:tiu:tiucen:257b35a1-8c5c-4662-88db-a364b7b1542c.

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2015Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase. (2015). Thorp, Susan ; Wu, Shang ; Stevens, Ralph . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:55:y:2015:i:c:p:39-56.

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2015Subjective health expectations. (2015). Jung, Juergen ; Huynh, Kim. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:37:y:2015:i:4:p:693-711.

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2015Identification of structural models in the presence of measurement error due to rounding in survey responses. (2015). Winter, Joachim ; hoderlein, stefan. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:869.

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2015Subjective Expectations of Medical Expenditures and Insurance in Rural Ethiopia. (2015). O'Donnell, Owen ; Debebe, Zelalem ; Bedi, Arjun S ; Alemu, Getnet ; Mebratie, Anagaw ; Odonnell, Owen ; Yilma, Zelalem . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150120.

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2015What can we learn from the fifties?. (2015). GOURET, Fabian. In: THEMA Working Papers. RePEc:ema:worpap:2015-20.

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2015Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model. (2015). Sibbertsen, Philipp ; Bertram, Philip ; Ma, Jun . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-565.

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2015Cointegration of matched home purchases and rental price indexes — Evidence from Singapore. (2015). Baltagi, Badi ; Li, Jing . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:80-88.

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2015An empirical model of fractionally cointegrated daily high and low stock market prices. (2015). Baruník, Jozef ; Barunik, Jozef ; Dvoakova, Sylvie . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:193-206.

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2015Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2015). Shibaev, Sergei ; Nielsen, Morten. In: Working Papers. RePEc:qed:wpaper:1340.

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2015A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets. (2015). Nielsen, Morten ; Xu, Ke ; Dolatabadi, Sepideh . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:4:p:339-356.

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2015Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2015). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10362.

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2015Fuel Subsidies, the Oil Market and the World Economy. (2015). Yucel, Mine ; Plante, Michael ; Balke, Nathan. In: The Energy Journal. RePEc:aen:journl:ej36-si1-yucel.

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2015Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand. (2015). Kilian, Lutz ; Davis, Lucas ; Stock, James H ; Coglianese, John . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10430.

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2015Understanding the Decline in the Price of Oil since June 2014. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10404.

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2015How is Volatility in Commodity Markets Linked to Oil Price Shocks?. (2015). Manera, Matteo ; Ahmadi, Maryam ; Behmiri, Niaz Bashiri . In: Working Papers. RePEc:fem:femwpa:2015.101.

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2015Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach. (2015). Papież, Monika ; Dąbrowski, Marek ; Dbrowski, Marek A ; Miech, Sawomir . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:485-503.

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2015Trade with Endogenous Transportation Costs: The Value of LNG Exports. (2015). Osmundsen, Petter ; Oglend, Atle ; Kleppe, Tore. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2015_005.

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2015Inside the crystal ball: New approaches to predicting the gasoline price at the pump. (2015). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.. In: CFS Working Paper Series. RePEc:zbw:cfswop:500.

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2015Understanding the decline in the price of oil since June 2014. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:501.

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2015Trade with Endogenous Transportation Costs: The Value of LNG Exports. (2015). Osmundsen, Petter ; Oglend, Atle ; Kleppe, Tore. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5222.

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2015Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand. (2015). Stock, James ; Kilian, Lutz ; Davis, Lucas ; Coglianese, John . In: NBER Working Papers. RePEc:nbr:nberwo:20980.

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2015Anticipation, tax avoidance, and the price elasticity of gasoline demand. (2015). Kilian, Lutz ; Davis, Lucas ; Stock, James H. ; Coglianese, John . In: CFS Working Paper Series. RePEc:zbw:cfswop:503.

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2015The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54.

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2015Asymmetric long-term autocorrelations in crude oil markets. (2015). Rodriguez, E. ; Alvarez-Ramirez, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:424:y:2015:i:c:p:330-341.

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2015Macroeconomic impacts of oil price shocks in Asian economies. (2015). Pérez de Gracia, Fernando ; Jo, Soojin ; Cuñado, Juncal ; Cunado, Juncal . In: Energy Policy. RePEc:eee:enepol:v:86:y:2015:i:c:p:867-879.

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2015Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo ; Mnescu, Cristiana Belu . In: Energy Policy. RePEc:eee:enepol:v:86:y:2015:i:c:p:855-866.

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2015Forecasting excess stock returns with crude oil market data. (2015). Ma, Feng ; Wang, Yudong ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:316-324.

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2015Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc ; Joets, Marc . In: Working Papers. RePEc:cii:cepidt:2015-02.

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2015Forecasting the term structure of crude oil futures prices with neural networks. (2015). Baruník, Jozef ; Malinska, Barbora . In: Papers. RePEc:arx:papers:1504.04819.

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2015Welfare and Distributional Implications of Shale Gas. (2015). Kellogg, Ryan ; Hausman, Catherine . In: NBER Working Papers. RePEc:nbr:nberwo:21115.

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2015Speculative Constraints on Oligopoly. (2015). Thille, Henry ; Mitraille, Sebastien . In: Working Papers. RePEc:gue:guelph:2015-05.

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2015Speculative behaviour and oil price predictability. (2015). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:128-136.

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2015Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN. In: Energy Policy. RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

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2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252.

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2015Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo . In: Working Papers. RePEc:bde:wpaper:1518.

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2015Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies. (2015). Pérez de Gracia, Fernando ; Jo, Soojin ; Cuñado, Juncal ; Cunado, Juncal . In: Staff Working Papers. RePEc:bca:bocawp:15-23.

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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?. (2015). Khalaf, Lynda ; Bernard, Jean-Thomas ; Yelou, Clement ; Kichian, Maral . In: Cahiers de recherche CREATE. RePEc:lvl:creacr:2015-3.

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2015Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2015). Joets, Marc . In: European Journal of Operational Research. RePEc:eee:ejores:v:247:y:2015:i:1:p:204-215.

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2015US Natural Gas Price Determination: Fundamentals and the Development of Shale. (2015). Etienne, Xiaoli ; Wiggins, Seth . In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205788.

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2015Price Expectations and the U.S. Housing Boom. (2015). Weber, Sebastian ; Towbin, Pascal. In: IMF Working Papers. RePEc:imf:imfwpa:15/182.

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2015The output effects of commodity price volatility: Evidence from exporting countries. (2015). Hachula, Michael ; Hoffmann, Sebastian . In: Discussion Papers. RePEc:zbw:fubsbe:201529.

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2015The time varying effect of oil price shocks on euro-area exports. (2015). Venditti, Fabrizio ; Riggi, Marianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1035_15.

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2015Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo ; Mnescu, Cristiana Belu . In: Working Paper Series. RePEc:ecb:ecbwps:20151855.

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2015Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH. (2015). Szafranek, Karol. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:213.

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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?. (2015). Khalaf, Lynda ; Bernard, Jean-Thomas ; Yelou, Clement ; Kichian, Maral . In: Working Papers. RePEc:ott:wpaper:1508e.

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2015The time varying effect of oil price shocks on euro-area exports. (2015). Venditti, Fabrizio ; Riggi, Marianna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:59:y:2015:i:c:p:75-94.

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2015Causes and Consequences of Oil Price Shocks on the UK Economy. (2015). Pieroni, Luca ; Lorusso, Marco. In: CEERP Working Paper Series. RePEc:hwc:wpaper:002.

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2015Big Fish: Oil Markets and Speculation. (2015). Cologni, Alessandro ; Sitzia, Francesco Giuseppe ; Scarpa, Elisa . In: Working Papers. RePEc:fem:femwpa:2015.52.

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2015Global Oil Market and the U.S. Stock Returns. (2015). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmad, Maryam . In: Working Papers. RePEc:fem:femwpa:2015.91.

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2015Oil shocks, policy uncertainty and stock returns in China. (2015). Ratti, Ronald ; Kang, Wensheng . In: The Economics of Transition. RePEc:bla:etrans:v:23:y:2015:i:4:p:657-676.

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2015Forecasting the real prices of crude oil under economic and statistical constraints. (2015). Wu, Chongfeng ; Wang, Yudong ; Liu, LI ; Diao, Xundi . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:599-608.

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2015Forty years of oil price fluctuations: Why the price of oil may still surprise us. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:525.

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2015Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22665.

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2015The macroeconomic effects of oil price shocks on ASEAN-5 economies. (2015). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:22667.

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2015Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey. (2015). Wong, Benjamin. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:47:y:2015:i:8:p:1673-1689.

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2015Welfare and Distributional Implications of Shale Gas. (2015). Kellogg, Ryan ; Hausman, Catherine . In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:50:y:2015:i:2015-01:p:71-139.

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2015The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses. (2015). Ohnsorge, Franziska ; Kose, Ayhan ; Baffes, John ; Stocker, Marc . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1504.

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2015Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?. (2015). Beckers, Benjamin ; Beidas-Strom, Samya . In: IMF Working Papers. RePEc:imf:imfwpa:15/251.

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2015Direct and indirect effects of training vouchers for the unemployed. (2015). Lechner, Michael ; Huber, Martin ; Strittmatter, Anthony . In: FSES Working Papers. RePEc:fri:fribow:fribow00456.

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2015Direct and indirect effects of training vouchers for the unemployed. (2015). Lechner, Michael ; Huber, Martin ; Strittmatter, Anthony . In: Economics Working Paper Series. RePEc:usg:econwp:2015:14.

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2015Direct and Indirect Effects of Training Vouchers for the Unemployed. (2015). Lechner, Michael ; Huber, Martin ; Strittmatter, Anthony . In: IZA Discussion Papers. RePEc:iza:izadps:dp9138.

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2015Intelligence and the Mortality Difference by Education: Selection or mediation?. (2015). Jones, Andrew ; Bijwaard, Govert. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:15/07.

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2015Direct and indirect effects of training vouchers for the unemployed. (2015). Lechner, Michael ; Huber, Martin ; Strittmatter, Anthony . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10650.

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2015Underlying Energy Efficiency in the US. (2015). Hunt, Lester ; Filippini, Massimo. In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS). RePEc:sur:seedps:150.

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2015Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal. In: MPRA Paper. RePEc:pra:mprapa:64877.

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2015Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal C.. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:443-465:d:51249.

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2015Water and Farm Efficiency: Insights from the Frontier Literature. (2015). BRAVO-URETA, BORIS ; Scheierling, Susanne M ; Moreira, Victor H ; Lachaud, Michee A ; Jara-Rojas, Roberto . In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:206076.

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2015Agricultural Productivity Growth in Latin America and the Caribbean and Other World Regions: An Analysis of Climatic Effects, Convergence and Catch-up. (2015). Ludena, Carlos ; BRAVO-URETA, BORIS ; Ludea, Carlos E ; Lachaud, Michee Arnold . In: IDB Publications (Working Papers). RePEc:idb:brikps:91036.

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2015Agricultural Productivity Growth in Latin America and the Caribbean (LAC): An analysis of Climatic Effects, Convergence, and Catch-up. (2015). Ludena, Carlos ; BRAVO-URETA, BORIS ; Lachaud, Michee . In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:211721.

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2015The settlement procedure in EC cartel cases: An empirical assesment. (2015). Laitenberger, Ulrich ; Hueschelrath, Kai ; Huschelrath, Kai . In: ZEW Discussion Papers. RePEc:zbw:zewdip:15064.

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2015Decomposing euro area sovereign spreads: credit, liquidity and convenience. (2015). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1021_15.

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2015Likelihood Ratio Based Tests for Markov Regime Switching. (2015). Qu, Zhongjun. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-003.

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2015Factor based identification-robust inference in IV regressions. (2015). Marcellino, Massimiliano ; Khalaf, Lynda ; Kapetanios, George . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10390.

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2015Regional bank efficiency and its effect on regional growth in normal and bad times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Ruhr Economic Papers. RePEc:zbw:rwirep:586.

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2015Regional Bank Efficiency and its Effect on Regional Growth in “Normal” and “Bad” Times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201507.

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2015Regional Bank Efficiency and its Effect on Regional Growth in Normal and Bad Times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112824.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35.

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2015Copula modelling of dependence in multivariate time series. (2015). Smith, Michael Stanley . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:815-833.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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2015Inference on factor structures in heterogeneous panels. (2015). Rossi, Eduardo ; Castagnetti, Carolina ; Trapani, Lorenzo . In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:1:p:145-157.

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2015Providing Advice to Job Seekers at Low Cost: An Experimental Study on On-Line Advice.. (2015). Kircher, Philipp ; Belot, Michèle ; Muller, Paul . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5641.

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2015Providing Advice to Job Seekers at Low Cost: An Experimental Study on On-Line Advice.. (2015). Kircher, Philipp ; Belot, Michèle ; Muller, Paul . In: ESE Discussion Papers. RePEc:edn:esedps:262.

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2015Providing Advice to Job Seekers at Low Cost: An Experimental Study on On-Line Advice. (2015). Kircher, Philipp ; Belot, Michèle ; Muller, Paul . In: Working Papers in Economics. RePEc:hhs:gunwpe:0637.

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2015Providing Advice to Job Seekers at Low Cost: An Experimental Study on On-Line Advice. (2015). Kircher, Philipp ; Belot, Michèle ; Muller, Paul . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10967.

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2015CONTRACTING OUT MANDATORY COUNSELLING AND TRAINING FOR LONG-TERM UNEMPLOYED. PRIVATE FOR-PROFIT OR NON-PROFIT, OR KEEP IT PUBLIC?. (2015). Cockx, Bart ; Baert, Stijn. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:15/913.

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2015The role of marriage in the causal pathway from economic conditions early in life to mortality. (2015). van den Berg, Gerard ; Gupta, Sumedha . In: Journal of Health Economics. RePEc:eee:jhecon:v:40:y:2015:i:c:p:141-158.

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2015Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?. (2015). Cockx, Bart ; Baert, Stijn. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5587.

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2015Contracting Out Mandatory Counselling and Training for Long-Term Unemployed: Private For-Profit or Non-Profit, or Keep It Public?. (2015). Cockx, Bart ; Baert, Stijn. In: IZA Discussion Papers. RePEc:iza:izadps:dp9459.

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2015Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?. (2015). Cockx, Bart ; Baert, Stijn. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2015022.

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2015The U.S. Dollar Exchange Rate and the Demand for Oil. (2015). Peersman, Gert ; de Schryder, Selien . In: The Energy Journal. RePEc:aen:journl:ej36-3-peersman.

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2015Fuel Subsidies, the Oil Market and the World Economy. (2015). Yucel, Mine ; Plante, Michael ; Balke, Nathan. In: The Energy Journal. RePEc:aen:journl:ej36-si1-yucel.

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2015How is Volatility in Commodity Markets Linked to Oil Price Shocks?. (2015). Manera, Matteo ; Ahmadi, Maryam ; Behmiri, Niaz Bashiri . In: Working Papers. RePEc:fem:femwpa:2015.101.

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2015Changes in the global oil market. (2015). Osborn, Denise ; Bataa, Erdenebat. In: Working Papers. RePEc:lan:wpaper:75761696.

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2015Long- and short-run price asymmetries and hysteresis in the Italian gasoline market. (2015). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto ; Mongeau Ospina, Christian Alexander, . In: Energy Policy. RePEc:eee:enepol:v:78:y:2015:i:c:p:41-50.

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2015Demand and price uncertainty: Rational habits in international gasoline demand. (2015). Scott, K. In: Energy. RePEc:eee:energy:v:79:y:2015:i:c:p:40-49.

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2015Macroeconomic impacts of oil price shocks in Asian economies. (2015). Pérez de Gracia, Fernando ; Jo, Soojin ; Cuñado, Juncal ; Cunado, Juncal . In: Energy Policy. RePEc:eee:enepol:v:86:y:2015:i:c:p:867-879.

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2015Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies. (2015). Pérez de Gracia, Fernando ; Jo, Soojin ; Cuñado, Juncal ; Cunado, Juncal . In: Staff Working Papers. RePEc:bca:bocawp:15-23.

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2015Commodity prices and fiscal policy design: Procyclical despite a rule. (2015). Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0033.

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2015Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247.

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2015US Natural Gas Price Determination: Fundamentals and the Development of Shale. (2015). Etienne, Xiaoli ; Wiggins, Seth . In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205788.

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2015The time varying effect of oil price shocks on euro-area exports. (2015). Venditti, Fabrizio ; Riggi, Marianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1035_15.

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2015U.S. oil dependence 2014: Is energy independence in sight?. (2015). Greene, David L ; Liu, Changzheng . In: Energy Policy. RePEc:eee:enepol:v:85:y:2015:i:c:p:126-137.

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2015Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-7.

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2015Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc ; Joets, Marc . In: Working Papers. RePEc:cii:cepidt:2015-02.

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2015Country-specific oil supply shocks and the global economy: a counterfactual analysis. (2015). Pesaran, M ; Mohaddes, Kamiar. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:242.

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2015Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis. (2015). Pesaran, M ; Mohaddes, Kamiar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5367.

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2015Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis. (2015). Pesaran, M ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1516.

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2015Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; COUHARDE, Cécile ; Allegret, Jean-Pierre. In: Working Papers. RePEc:cii:cepidt:2015-18.

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2015The time varying effect of oil price shocks on euro-area exports. (2015). Venditti, Fabrizio ; Riggi, Marianna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:59:y:2015:i:c:p:75-94.

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2015Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; COUHARDE, Cécile ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-38.

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2015Causes and Consequences of Oil Price Shocks on the UK Economy. (2015). Pieroni, Luca ; Lorusso, Marco. In: CEERP Working Paper Series. RePEc:hwc:wpaper:002.

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2015Forty years of oil price fluctuations: Why the price of oil may still surprise us. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:525.

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2015The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses. (2015). Ohnsorge, Franziska ; Kose, Ayhan ; Baffes, John ; Stocker, Marc . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1504.

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2015Optimal monetary policy response to endogenous oil price fluctuations. (2015). Stevens, Arnoud . In: Working Paper Research. RePEc:nbb:reswpp:201501-277.

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2015Asymmetric credit growth and current account imbalances in the euro area. (2015). Unger, Robert. In: Discussion Papers. RePEc:zbw:bubdps:362015.

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2015Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach. (2015). Ghysels, Eric ; Ozkan, Nazire . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1009-1020.

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2015Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?. (2015). Mogliani, Matteo ; Bec, Frédérique. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1021-1042.

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2015Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area. (2015). Schwarzmüller, Tim ; Schwarzmuller, Tim . In: Kiel Working Papers. RePEc:kie:kieliw:1982.

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2015Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model. (2015). Barsoum, Fady. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1519.

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2015Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area. (2015). Schwarzmuller, Tim . In: Kiel Working Papers. RePEc:zbw:ifwkwp:1982.

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2015How continuing exporters set the price? Theory and empirical evidence from China. (2015). Tan, Yong ; Hu, Cui ; Lin, Faqin . In: MPRA Paper. RePEc:pra:mprapa:65534.

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2015Bayesian estimation of panel data fractional response models with endogeneity: an application to standardized test rates. (2015). Kessler, Lawrence ; Munkin, Murat . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:1:p:81-114.

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2015MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516.

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2015Firm-level impacts of natural disasters on production networks: Evidence from a flood in Thailand. (2015). Matsuura, Toshiyuki ; Hayakawa, Kazunobu ; Okubo, Fumihiro . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:38:y:2015:i:c:p:244-259.

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2015Natural Disasters and Macroeconomic Performance: The Role of Residential Investment. (2015). Trimborn, Timo ; Strulik, Holger. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113016.

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2015Hurricane Risk, Happiness and Life Satisfaction. Some Empirical Evidence on the Indirect Effects of Natural Disasters. (2015). Berlemann, Michael. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113073.

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2015Do Poverty Reduction Strategy Papers reduce poverty and improve well-being?. (2015). Prentice, David ; Feeny, Simon ; Elkins, Meg. In: Discussion Papers. RePEc:not:notecp:15/02.

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2015The impact of internet file-sharing on the purchase of music CDs in Canada. (2015). Barker, George ; Maloney, Tim . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:25:y:2015:i:4:p:821-848.

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2015Friends or foes? A meta-analysis of the link between online piracy and sales of cultural goods. (2015). Tyrowicz, Joanna ; Krawczyk, Michal ; Hardy, Wojciech. In: Working Papers. RePEc:war:wpaper:2015-23.

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2015GMM and Indirect Inference: An appraisal of their connections and new results on their properties under second order identification. (2015). Hall, Alastair R. ; Donovon, Prosper . In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1505.

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2015The pricing behavior of Italian gas stations: Some evidence from the Cuneo retail fuel market. (2015). Alderighi, Marco ; Baudino, Marco . In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:33-46.

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2015Identification of the Timing-of-Events Model with Multiple Competing Exit Risks from Single-Spell Data. (2015). Drepper, Bettina ; Effraimidis, Georgios . In: IZA Discussion Papers. RePEc:iza:izadps:dp8839.

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2015Making work pay for the indebted? Assessing the effects of debt services on welfare recipients. (2015). Koning, Pierre. In: Labour Economics. RePEc:eee:labeco:v:34:y:2015:i:c:p:152-161.

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2015Effects of a Higher Replacement Rate on Unemployment Durations, Employment, and Earnings. (2015). Eugster, Beatrix. In: Swiss Journal of Economics and Statistics (SJES). RePEc:ses:arsjes:2015-i-1.

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2015Impact of welfare sanctions on employment entry and exit from labor force: Evidence from German survey data. (2015). Hillmann, Katja ; Hohenleitner, Ingrid . In: HWWI Research Papers. RePEc:zbw:hwwirp:168.

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2015Youth Unemployment and Active Labor Market Policies in Europe. (2015). Caliendo, Marco ; Schmidl, Ricarda . In: IZA Discussion Papers. RePEc:iza:izadps:dp9488.

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2015Under heavy pressure : intense monitoring and accumulation of sanctions for young welfare recipients in Germany. (2015). Uhlendorff, Arne ; van den Berg, Gerard J ; Wolff, Joachim . In: IAB Discussion Paper. RePEc:iab:iabdpa:201534.

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2015Active Labor Market Programs and Reservation Wages: Its a Hazard. (2015). Sørensen, Kenneth ; Sorensen, Kennethh Lykke . In: Economics Working Papers. RePEc:aah:aarhec:2015-27.

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2015Taxation and fiscal expenditure in a growth model with endogenous fertility. (2015). Sedgley, Norman ; Elmslie, Bruce . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201535.

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2015Convergence of absolute purchasing power parity. (2015). Zhang, Zhibai. In: MPRA Paper. RePEc:pra:mprapa:64486.

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2015Unveiling the Effects of Foreign Exchange Intervention; A Panel Approach. (2015). Mano, Rui ; Lisack, Noëmie ; Adler, Gustavo. In: IMF Working Papers. RePEc:imf:imfwpa:15/130.

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2015Spatial search strategies of job seekers and the role of unemployment insurance. (2015). Wasmer, Etienne ; Ruh, Philippe ; Lalive, Rafael ; Guglielminetti, Elisa . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4n249fe9fu9n7qnntf71h06q6n.

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2015The Effects of Binding and Non-Binding Job Search Requirements. (2015). Arni, Patrick ; Schiprowski, Amelie . In: IZA Discussion Papers. RePEc:iza:izadps:dp8951.

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2015The impact of unemployment insurance savings accounts on subsequent employment quality. (2015). , Nagler . In: MERIT Working Papers. RePEc:unm:unumer:2015026.

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2015Inference on mode preferences, vehicle purchases, and the energy paradox using a Bayesian structural choice model. (2015). Daziano, Ricardo. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:76:y:2015:i:c:p:1-26.

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2015Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk. (2015). Ruiz, Esther ; Hotta, Luiz ; Trucos, Carlos . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1523.

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2015Dynamic copula models and high frequency data. (2015). Patton, Andrew ; De Lira Salvatierra, Irving, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:30:y:2015:i:c:p:120-135.

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2015Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar. In: Papers. RePEc:arx:papers:1307.5981.

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2015Its all about volatility of volatility: Evidence from a two-factor stochastic volatility model. (2015). Grassi, Stefano. In: Journal of Empirical Finance. RePEc:eee:empfin:v:30:y:2015:i:c:p:62-78.

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2015Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications. (2015). Voudouris, Vlasios ; Djennad, Abdelmajid ; Rigby, Robert ; Eilers, Paul ; Stasinopoulos, Dimitrios . In: MPRA Paper. RePEc:pra:mprapa:62807.

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2015Estimation of affine term structure models with spanned or unspanned stochastic volatility. (2015). Wu, Jing Cynthia ; Creal, Drew. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:60-81.

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2015New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels. (2015). Lucas, André ; Opschoor, and Anne ; Janus, Pawel ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140073.

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2015Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting. (2015). Zhang, Xin ; Lucas, André ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140092.

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2015Mixed Density based Copula Likelihood. (2015). Lucas, André ; Azam, Kazim . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150003.

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2015In-Sample Bounds for Time-Varying Parameters of Observation Driven Models. (2015). Lucas, André ; Łasak, Katarzyna ; Koopman, Siem Jan ; Blasques, Francisco ; André Lucas, ; Lasak, Katarzyna . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150027.

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2015Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions. (2015). Lucas, André ; Koopman, Siem Jan ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150037.

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2015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

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2015Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Soury, Manel ; Marimoutou, Velayoudom . In: AMSE Working Papers. RePEc:aim:wpaimx:1520.

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2015In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models. (2015). Lucas, André ; Łasak, Katarzyna ; Koopman, Siem Jan ; Blasques, Francisco ; Lasak, Katarzyna . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150083.

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2015Volatility Modeling with a Generalized t-distribution. (2015). Harvey, Andrew ; Lange, Rutger-Jan . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1517.

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2015Modeling the Interactions between Volatility and Returns. (2015). Harvey, Andrew ; Lange, Rutger-Jan . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1518.

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2015High-Dimensional Copula-Based Distributions with Mixed Frequency Data. (2015). Patton, Andrew. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-50.

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2015Quasifiltering for time-series modeling. (2015). Tsyplakov, Alexander. In: MPRA Paper. RePEc:pra:mprapa:66453.

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2015On the conditional distribution of euro area inflation forecast. (2015). Busetti, Fabio ; Caivano, Michele ; Rodano, Lisa . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1027_15.

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2015Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John . In: Working Papers. RePEc:gla:glaewp:2015_15.

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2015US Monetary and Fiscal Policies - Conflict or Cooperation?. (2015). Crosby, John ; Kim, Minjoo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:686.

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2015Modeling financial sector joint tail risk in the euro area. (2015). Zhang, Xin ; Schwaab, Bernd ; Lucas, André. In: Working Paper Series. RePEc:hhs:rbnkwp:0308.

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2015Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting. (2015). Zhang, Xin ; Lucas, André. In: Working Paper Series. RePEc:hhs:rbnkwp:0309.

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2015Energy markets and CO2 emissions: Analysis by stochastic copula autoregressive model. (2015). Marimoutou, Velayoudom ; Soury, Manel . In: Energy. RePEc:eee:energy:v:88:y:2015:i:c:p:417-429.

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2015Modeling and forecasting exchange rate volatility in time-frequency domain. (2015). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: Papers. RePEc:arx:papers:1204.1452.

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2015Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Marimoutou, Velayoudom ; Soury, Manel . In: Working Papers. RePEc:hal:wpaper:halshs-01148746.

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2015Correlated Defaults of UK Banks: Dynamics and Asymmetries. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John . In: Working Papers. RePEc:gla:glaewp:2015_24.

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2015Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:31-44.

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2015High dimensional dynamic stochastic copula models. (2015). Creal, Drew ; Tsay, Ruey S. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:335-345.

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2015Generalized Autoregressive Method of Moments. (2015). Lucas, André ; Koopman, Siem Jan ; Creal, Drew ; Zamojski, Marcin . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150138.

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2015Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

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2015Asymptotic Properties of QML Estimators for VARMA Models with Time-Dependent Coefficients: Part I. (2015). Alj, Abdelkamel ; Melard, Guy ; Ley, Christophe . In: Working Papers ECARES. RePEc:eca:wpaper:2013/200183.

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2015Forecasting realized volatility with changing average levels. (2015). Otranto, Edoardo ; Gallo, Giampiero. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:620-634.

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2015Growing Together? Projecting Income Growth in Europe at the Regional Level. (2015). Huber, Florian ; Cuaresma, Jesus Crespo ; Piribauer, Philipp ; Doppelhofer, Gernot . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp198.

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2015Random effects specifications in eigenvector spatial filtering: a simulation study. (2015). Griffith, Daniel . In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:17:y:2015:i:4:p:311-331.

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2015Global energy use: Decoupling or convergence?. (2015). Stern, David ; Csereklyei, Zsuzsanna. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:633-641.

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2015Analysis of convergence of European regions with the use of composite index. (2015). Gorna, Karolina . In: Statistics in Transition new series. RePEc:csb:stintr:v:16:y:2015:i:2:p:265-278.

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2015A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations. (2015). Koop, Gary ; Clark, Todd ; Chan, Joshua. In: Working Paper. RePEc:fip:fedcwp:1520.

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2015Nowcasting in Real Time Using Popularity Priors. (2015). Monokroussos, George. In: MPRA Paper. RePEc:pra:mprapa:68594.

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2015Inferring the predictability induced by a persistent regressor in a predictive threshold model. (2015). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Discussion Paper Series In Economics And Econometrics. RePEc:stn:sotoec:1518.

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2015Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision. (2015). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-02.

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2015The Accuracy of Forecasts Prepared for the Federal Open Market Committee. (2015). Chang, Andrew C ; Hanson, Tyler J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-62.

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2015Forecasting with Bayesian multivariate vintage-based VARs. (2015). Clements, Michael ; Carriero, Andrea ; Galvo, Ana Beatriz . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:757-768.

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2015Selection of an estimation window in the presence of data revisions and recent structural breaks. (2015). Hännikäinen, Jari ; Hannikainen, Jari . In: MPRA Paper. RePEc:pra:mprapa:66759.

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2015Productivity, Price- and Wage-Markups: An Empirical Analysis of the Dutch Manufacturing Industry. (2015). Plasmans, Joseph ; Amoroso, Sara ; Melenberg, Bertrand ; Vancauteren, Mark . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5273.

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2015Comparing Micro-Evidence on Rent Sharing from Three Different Approaches. (2015). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150068.

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2015Product and labor market imperfections and scale economies: Micro-evidence on France, Japan and the Netherlands. (2015). MAIRESSE, Jacques ; Kiyota, Kozo ; Dobbelaere, Sabien. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:43:y:2015:i:2:p:290-322.

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2015Comparing Micro-Evidence on Rent Sharing from Three Different Approaches. (2015). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: IZA Discussion Papers. RePEc:iza:izadps:dp9124.

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2015Micro-Evidence on Product and Labor Market Regime Differences between Chile and France. (2015). MAIRESSE, Jacques ; Lauterbach, Rodolfo ; Dobbelaere, Sabien. In: IZA Discussion Papers. RePEc:iza:izadps:dp9125.

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2015Micro-Evidence on Product and Labor Market Regime Differences between Chile and France. (2015). MAIRESSE, Jacques ; Lauterbach, Rodolfo ; Dobbelaere, Sabien. In: NBER Working Papers. RePEc:nbr:nberwo:21416.

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2015Comparing micro-evidence on rent sharing from three different approaches. (2015). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: MERIT Working Papers. RePEc:unm:unumer:2015029.

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2015Micro-evidence on product and labor market regime differences between Chile and France. (2015). MAIRESSE, Jacques ; Lauterbach, Rodolfo ; Dobbelaere, Sabien. In: MERIT Working Papers. RePEc:unm:unumer:2015030.

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2015Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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2015Large Vector Autoregressions with Asymmetric Priors. (2015). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:qmw:qmwecw:wp759.

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2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR. (2015). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Working Papers. RePEc:awi:wpaper:0590.

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2015Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Chan, Joshua ; Eisenstat, Eric . In: CAMA Working Papers. RePEc:een:camaaa:2015-32.

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2015Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: Ifo Working Paper Series. RePEc:ces:ifowps:_203.

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2015Multivariate Forecasting with BVARs and DSGE Models. (2015). Berg, Tim. In: MPRA Paper. RePEc:pra:mprapa:62405.

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2015Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:64143.

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2015Macroeconomic information, structural change, and the prediction of fiscal aggregates. (2015). Theophilopoulou, Angeliki ; mumtaz, haroon ; Carriero, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:325-348.

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2015Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2015_10.

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2015Bayesian estimation of monetary policy in Russia. (2015). Lomivorotov, Rodion . In: Applied Econometrics. RePEc:ris:apltrx:0264.

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2015Steady-state priors and Bayesian variable selection in VAR forecasting. (2015). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:195.

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2015Macroeconomic forecasting and structural analysis through regularized reduced-rank regression. (2015). Cubadda, Gianluca ; Bernardini, Emmanuela . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:682-691.

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2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756.

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2015Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:682.

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2015Suite of Latvias GDP forecasting models. (2015). Bessonovs, Andrejs. In: Working Papers. RePEc:ltv:wpaper:201501.

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2015Common Feature Analysis of Economic Time Series: An Overview and Recent Developments. (2015). Cubadda, Gianluca ; Centoni, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:355.

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2015Large Bayesian VARs: A flexible Kronecker error covariance structure. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-41.

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2015System estimation of GVAR with two dominants and network theory: Evidence for BRICs. (2015). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Minou, Chrysanthi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:604-616.

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2015Model Uncertainty in Panel Vector Autoregressive Models. (2015). Koop, Gary ; Korobilis, Dimitris. In: Working Paper Series. RePEc:rim:rimwps:15-35.

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2015Mothers Time Allocation, Child Care and Child Cognitive Development. (2015). Brilli, Ylenia. In: Economics Working Papers. RePEc:eui:euiwps:mwp2015/03.

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2015Textual Analysis in Real Estate. (2015). Smith, Patrick . In: Working Papers. RePEc:wvu:wpaper:15-34.

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2015Early Maternal Employment and Non-cognitive Outcomes in Early Childhood and Adolescence: Evidence from British Birth Cohort Data. (2015). Powdthavee, Nattavudh ; Clark, Andrew ; Ward, George ; Lekfuangfu, Warn N. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1380.

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2015Early Maternal Employment and Non-cognitive Outcomes in Early Childhood and Adolescence: Evidence from British Birth Cohort Data. (2015). Powdthavee, Nattavudh ; Lekfuangfu, Warn Nuarpear ; Clark, Andrew ; Ward, George . In: PSE Working Papers. RePEc:hal:psewpa:halshs-01223336.

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2015Early maternal employment and non-cognitive outcomes in early childhood and adolescence: evidence from British birth cohort data. (2015). Powdthavee, Nattavudh ; Clark, Andrew ; Ward, George ; Lekfuangfu, Warn N. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64990.

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2015Early Maternal Employment and Non-cognitive Outcomes in Early Childhood and Adolescence: Evidence from British Birth Cohort Data. (2015). Lekfuangfu, Warn N ; Ward, George ; Clark, Andrew E ; Powdthavee, Nattavudh . In: Working Papers. RePEc:hal:wpaper:halshs-01223336.

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2015Comment on Lof, Mekasha, and Tarp (2014). (2015). Martínez-Zarzoso, Inmaculada ; Klasen, Stephan ; Herzer, Dierk ; Dreher, Axel ; Martinez-Zarzoso, Inmaculada ; Nowak-Lehmann, Felicitas . In: World Development. RePEc:eee:wdevel:v:70:y:2015:i:c:p:389-396.

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2015Development Aid and Growth in Transition Countries. (2015). Doucouliagos, Chris ; Askarov, Zohid . In: World Development. RePEc:eee:wdevel:v:66:y:2015:i:c:p:383-399.

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2015Your development or mine? Effects of donor-recipient cultural differences on the aid-growth nexus. (2015). Minasyan, Anna . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:167.

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2015Do capital inflows boost growth in developing countries ? evidence from Sub-Saharan Africa. (2015). Calderon, Cesar ; Nguyen, Ha Minh . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7298.

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2015Aid and institutions in transition economies. (2015). Doucouliagos, Chris ; Askarov, Zohid . In: European Journal of Political Economy. RePEc:eee:poleco:v:38:y:2015:i:c:p:55-70.

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2015Aid and Growth. New Evidence Using an Excludable Instrument. (2015). Dreher, Axel ; Langlotz, Sarah . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5515.

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2015Aid and growth. New evidence using an excludable instrument. (2015). Dreher, Axel ; Langlotz, Sarah . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10811.

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2015Cost per DALY averted thresholds for low- and middle-income countries: evidence from cross country data. (2015). Lomas, James ; Claxton, Karl ; Ochalek, Jessica . In: Working Papers. RePEc:chy:respap:122cherp.

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2015Spatial aid spillovers during transition. (2015). Doucouliagos, Chris ; Askarov, Zohid . In: European Journal of Political Economy. RePEc:eee:poleco:v:40:y:2015:i:pa:p:79-95.

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2015Aid and growth. New evidence using an excludable instrument. (2015). Langlotz, Sarah ; Dreher, Axel . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112878.

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2015Donors openness to immigration and the effectiveness of foreign aid. (2015). Nunnenkamp, Peter ; Minasyan, Anna . In: Kiel Working Papers. RePEc:zbw:ifwkwp:1983.

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2015Smooth coefficient estimation of a seemingly unrelated regression. (2015). Parmeter, Christopher ; Li, Qi ; Henderson, Daniel ; Kumbhakar, Subal C. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:148-162.

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2015Jobs for Growth. (2015). Alaimo, Veronica ; Ripani, Laura ; Pages, Carmen ; Kaplan, David S ; Bosch, Mariano . In: IDB Publications (Books). RePEc:idb:idbbks:90977.

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2015Moment Conditions for AR(1) Panel Data Models with Missing Outcomes. (2015). Windmeijer, Frank ; Pacini, David . In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:15/660.

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2015Working while studying? Student aid design and socioeconomic achievement disparities in higher education. (2015). Avdic, Daniel ; Gartell, Marie . In: Labour Economics. RePEc:eee:labeco:v:33:y:2015:i:c:p:26-40.

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2015Persistence in body mass index in a recent cohort of US children. (2015). Tchernis, Rusty ; Millimet, Daniel. In: Economics & Human Biology. RePEc:eee:ehbiol:v:17:y:2015:i:c:p:157-176.

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2015Microfinance and Moneylenders: Long-run Effects of MFIs on Informal Credit Market in Bangladesh. (2015). Shilpi, Forhad ; Emran, M. Shahe ; Berg, Claudia . In: MPRA Paper. RePEc:pra:mprapa:67395.

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2015Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index. (2015). GAO, Jiti ; Peng, Bin ; Zhang, Xiaohui ; Ren, Zhao . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-21.

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2015Partial identification of the long-run causal effect of food security on child health. (2015). Roy, Manan ; Millimet, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:1:p:83-141.

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2015Harnessing motorists’ potential demand for hybrid-electric vehicles in Lebanon: Policy options, CO2 emissions reduction and welfare gains. (2015). Irani, Alexandra ; Chalak, Ali . In: Transport Policy. RePEc:eee:trapol:v:42:y:2015:i:c:p:144-155.

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2015Tourists preferences for congestion, residents welfare and the ecosystems in a national park. (2015). Leon, Carmelo J ; Gonzalez, Matias M ; Araa, Jorge E ; de Leon, Javier . In: Ecological Economics. RePEc:eee:ecolec:v:118:y:2015:i:c:p:21-29.

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2015Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model. (2015). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:44:y:2015:i:c:p:215-228.

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2015Do Precious Metal Prices Help in Forecasting South African Inflation?. (2015). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:sza:wpaper:wpapers235.

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2015Efficient estimation of Bayesian VARMAs with time-varying coefficients. (2015). Chan, Joshua ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-19.

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2015Was the recent downturn in US real GDP predictable?. (2015). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Applied Economics. RePEc:taf:applec:v:47:y:2015:i:28:p:2985-3007.

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2015Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3.

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2015Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes. (2015). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Olubusoye, Olusanya E. In: Working Papers. RePEc:pre:wpaper:201580.

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2015The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-07.

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2015An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Xu, Xiu ; Chen, Ying . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201504131155.

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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian . In: Working Paper. RePEc:fip:fedcwp:1439.

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2015An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Xu, Xiu ; Chen, Ying . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_012.

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2015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:mib:wpaper:298.

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2015An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China. (2015). Niu, Linlin ; Chen, Ying ; Xu, Xiu . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-023.

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2015Expectation-driven cycles: time-varying effects. (2015). Mendicino, Caterina ; D'Agostino, Antonello. In: Working Paper Series. RePEc:ecb:ecbwps:20151776.

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2015Oil price forecastability and economic uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Economics Letters. RePEc:eee:ecolet:v:132:y:2015:i:c:p:125-128.

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2015Is forecasting inflation easier under inflation targeting?. (2015). Yazgan, Ege ; ozkan, Harun . In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:2:p:609-626.

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2015Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848.

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2015Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42.

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2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Paper Series. RePEc:ecb:ecbwps:20151856.

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2015Measurement Errors and Monetary Policy: Then and Now. (2015). Matthes, Christian ; Amir Ahmadi, Pooyan ; Wang, Mu-Chun ; Amir-Ahmadi, Pooyan . In: Working Paper. RePEc:fip:fedrwp:15-13.

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2015Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARs. (2015). Gnabo, Jean-Yves ; Geraci, Marco Valerio. In: Working Papers ECARES. RePEc:eca:wpaper:2013/222092.

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2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Papers. RePEc:stm:wpaper:7.

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2015An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Xu, Xiu ; Chen, Ying . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_012.

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2015Uncertainty and the Employment Dynamics of Small and Large Businesses. (2015). Ghosal, Vivek ; Ye, Yang . In: IMF Working Papers. RePEc:imf:imfwpa:15/4.

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2015Uncertainty and the employment dynamics of small and large businesses. (2015). Ghosal, Vivek ; Ye, Yang . In: Small Business Economics. RePEc:kap:sbusec:v:44:y:2015:i:3:p:529-558.

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2015Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032.

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2015Identification of DSGE models—The effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Byrne, Joseph P ; Korobilis, Dimitris ; Cao, Shuo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:679.

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2015The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1007_15.

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2015Oil-Price Density Forecasts of U.S. GDP. (2015). Ravazzolo, Francesco ; Rothman, Philip . In: Working Papers. RePEc:bny:wpaper:0038.

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2015An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Xu, Xiu ; Chen, Ying . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_012.

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2015Inference on Locally Ordered Breaks in Multiple Regressions. (2015). Perron, Pierre ; Li, YE. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-013.

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2015The Price Aint Right? Hospital Prices and Health Spending on the Privately Insured. (2015). van Reenen, John ; Gaynor, Martin ; Cooper, Zack ; VanReenen, John ; Craig, Stuart . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1395.

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2015Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: Ifo Working Paper Series. RePEc:ces:ifowps:_203.

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2015Relaciones regionales en los precios de vivienda nueva en Colombia. (2015). Campo Robledo, Jacobo ; Arosemena, Antonio Avendao ; Sierra, Hernan Enriquez . In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:013824.

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2015Characterising the financial cycle: a multivariate and time-varying approach. (2015). Peltonen, Tuomas ; Schuler, Yves S ; Hiebert, Paul . In: Working Paper Series. RePEc:ecb:ecbwps:20151846.

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2015Forecasting the real prices of crude oil under economic and statistical constraints. (2015). Wu, Chongfeng ; Wang, Yudong ; Liu, LI ; Diao, Xundi . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:599-608.

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2015Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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2015The price of wine. (2015). Rousseau, Peter ; Dimson, Elroy ; Spaenjers, Christophe . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:431-449.

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2015Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. (2015). . In: Review of Financial Economics. RePEc:eee:revfin:v:27:y:2015:i:c:p:58-67.

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2015A comprehensive dwelling unit choice model accommodating psychological constructs within a search strategy for consideration set formation. (2015). Bhat, Chandra R. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:79:y:2015:i:c:p:161-188.

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2015Efficient estimation of Bayesian VARMAs with time-varying coefficients. (2015). Chan, Joshua ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-19.

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2015Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42.

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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian . In: Working Paper. RePEc:fip:fedcwp:1439.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2015_08.

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2015Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy. (2015). girardin, eric ; Deng, Yongheng ; Joyeux, Roselyne . In: Working Papers. RePEc:hkm:wpaper:222015.

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2015The U.S. Oil Supply Revolution and the Global Economy. (2015). Mohaddes, Kamiar ; Raissi, Mehdi . In: IMF Working Papers. RePEc:imf:imfwpa:15/259.

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2015Some Misconceptions about Public Investment Efficiency and Growth. (2015). Presbitero, Andrea ; Portillo, Rafael ; Berg, Andrew ; Zanna, Luis-Felipe ; Pattillo, Catherine A ; Buffie, Edward F. In: IMF Working Papers. RePEc:imf:imfwpa:15/272.

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2015Does Informal Learning at Work Differ between Temporary and Permanent Workers? Evidence from 20 OECD Countries. (2015). Van der Velden, Rolf ; Ferreira Sequeda, Maria ; de Grip, Andries. In: IZA Discussion Papers. RePEc:iza:izadps:dp9322.

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2015Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification. (2015). Voia, Marcel ; Khalaf, Lynda ; Bernard, Jean-Thomas ; Gavin, Michael . In: Environmental & Resource Economics. RePEc:kap:enreec:v:60:y:2015:i:2:p:285-315.

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2015Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area. (2015). Schwarzmüller, Tim ; Schwarzmuller, Tim . In: Kiel Working Papers. RePEc:kie:kieliw:1982.

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2015Forecasting VARs, model selection, and shrinkage. (2015). Trenkler, Carsten ; Kascha, Christian. In: Working Papers. RePEc:mnh:wpaper:38872.

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2015The Price Ain’t Right? Hospital Prices and Health Spending on the Privately Insured. (2015). van Reenen, John ; Gaynor, Martin ; Cooper, Zack ; VanReenen, John ; Craig, Stuart V. In: NBER Working Papers. RePEc:nbr:nberwo:21815.

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2015Multivariate Forecasting with BVARs and DSGE Models. (2015). Berg, Tim. In: MPRA Paper. RePEc:pra:mprapa:62405.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844.

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2015Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes. (2015). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Olubusoye, Olusanya E. In: Working Papers. RePEc:pre:wpaper:201580.

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2015Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3.

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2015Large Vector Autoregressions with Asymmetric Priors. (2015). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:qmw:qmwecw:wp759.

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2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Galvo, Ana Beatriz ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas . In: Working Papers. RePEc:qmw:qmwecw:wp770.

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2015Model Uncertainty in Panel Vector Autoregressive Models. (2015). Koop, Gary ; Korobilis, Dimitris. In: Working Paper Series. RePEc:rim:rimwps:15-35.

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2015Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters. (2015). Eo, Yunjong. In: Working Papers. RePEc:syd:wpaper:2015-18.

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2015Integrated-quantile-based estimation for first price auction models. (2015). Luo, Yao ; Wan, Yuanyuan . In: Working Papers. RePEc:tor:tecipa:tecipa-539.

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2015Consumption smoothing at retirement: average and quantile treatment effects in the regression discontinuity design. (2015). Burkhard, Daniel . In: Diskussionsschriften. RePEc:ube:dpvwib:dp1512.

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2015Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta . In: Working Papers. RePEc:ucn:wpaper:201523.

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2015THE EFFECTS OF THE FEDERAL RESERVE’S TAPERING ANNOUNCEMENTS ON THE US REAL ESTATE MARKET. (2015). Calin, Adrian Cantemir ; Clin, Adrian Cantemir . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:19:y:2015:i:3:p:79-90.

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2015Transport policies and development. (2015). Selod, Harris ; Liu, Yishen ; Deichmann, Uwe. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7366.

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2015Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area. (2015). Schwarzmuller, Tim . In: Kiel Working Papers. RePEc:zbw:ifwkwp:1982.

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2015Characterising the financial cycle: A multivariate and time-varying approach. (2015). Peltonen, Tuomas ; Schuler, Yves Stephan ; Hiebert, Paul P. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112985.

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Recent citations received in 2014

YearCiting document
2014Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441.

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2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). Diez de los Rios, Antonio ; Bauer, Gregory ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:14-42.

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2014Are There Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.. In: Staff Working Papers. RePEc:bca:bocawp:14-46.

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2014Do oil price increases cause higher food prices?. (2014). Kilian, Lutz ; Baumeister, Christiane. In: Economic Policy. RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747.

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2014Mixed frequency structural VARs. (2014). Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2014_01.

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2014Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control. (2014). Magnac, Thierry ; Gobillon, Laurent. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5077.

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2014Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10075.

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2014Neighborhood and Network Effects. (2014). Zenou, Yves ; topa, giorgio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10126.

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2014A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10162.

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2014Risky sexual behavior: biological markers and self-reported data. (2014). de Paula, Aureo ; Corno, Lucia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10271.

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2014Following the Trend: Tracking GDP when Long-Run Growth is Uncertain. (2014). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10272.

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2014Markov-Switching Mixed-Frequency VAR Models. (2014). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9815.

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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2014). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9931.

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2014Sickness Absence and Works Councils: Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; Brändle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp691.

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2014The Impact of Oil Revenues on the Iranian Economy and the Gulf States. (2014). Dreger, Christian ; Rahmani, Teymur . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1369.

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2014Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2014). Sallenave, Audrey ; Mignon, Valérie ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-14.

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2014Cross-Market Spillovers with ‘Volatility Surprise’. (2014). Chevallier, Julien ; Aboura, Sofiane . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-46.

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2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections. (2014). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta. In: Working Papers ECARES. RePEc:eca:wpaper:2013/158499.

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2014A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors. (2014). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:257-275.

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2014Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks. (2014). Lütkepohl, Helmut ; Herwartz, Helmut ; Lutkepohl, Helmut . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:104-116.

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2014The distribution of the gains from spillovers through worker mobility between workers and firms. (2014). Zubanov, Nick ; Stoyanov, Andrey. In: European Economic Review. RePEc:eee:eecrev:v:70:y:2014:i:c:p:17-35.

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2014Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

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2014How do oil producers respond to oil demand shocks?. (2014). Güntner, Jochen ; Guntner, Jochen H. F., . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:1-13.

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2014The differential effects of oil demand and supply shocks on the global economy. (2014). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:113-134.

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2014Oil price shocks and agricultural commodity prices. (2014). Yang, Li ; Wu, Chongfeng ; Wang, Yudong . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:22-35.

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2014The impact of oil price shocks on U.S. bond market returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:248-258.

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2014Oil price shocks in a data-rich environment. (2014). Aastveit, Knut Are. In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:268-279.

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2014Speculative storage in imperfectly competitive markets. (2014). Thille, Henry ; Mitraille, Sebastien . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:35:y:2014:i:c:p:44-59.

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2014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

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2014Are there really bubbles in oil prices?. (2014). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:631-638.

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2014Cross-market spillovers with ‘volatility surprise’. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207.

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2014Business cycle, storage, and energy prices. (2014). Kurov, Alexander ; Kucher, Oleg . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:217-226.

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2014Persistent and Transient Cost Efficiency – An Application to the Swiss Hydropower Sector. (2014). Greene, William ; Geissmann, Thomas ; Filippini, Massimo . In: CER-ETH Economics working paper series. RePEc:eth:wpswif:16-251.

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2014Industrialization and the demand for mineral commodities. (2014). Stuermer, Martin. In: Working Papers. RePEc:fip:feddwp:1413.

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2014The Role of Oil Price Shocks in Causing U.S. Recessions. (2014). Vigfusson, Robert ; Kilian, Lutz. In: International Finance Discussion Papers. RePEc:fip:fedgif:1114.

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2014On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2014_16.

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2014Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Working Papers. RePEc:hal:wpaper:halshs-01052488.

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2014The Macroeconomic Effects of Oil Price Fluctuations in ASEAN Countries: Analysis Using a VAR with Block Exogeneity. (2014). Nakata, Hayato ; Vu, Tuan Khai . In: Discussion Paper Series. RePEc:hit:hituec:619.

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2014Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; Brändle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: IAAEU Discussion Papers. RePEc:iaa:dpaper:201410.

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2014Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; Brändle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: IAW Discussion Papers. RePEc:iaw:iawdip:107.

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2014Oil Price Fluctuations and Trade Balance of Turkey. (2014). Uğurlu, Erginbay ; Acikalin, Suleyman ; Ugurlu, Erginbay . In: International Conference on Economic Sciences and Business Administration. RePEc:icb:wpaper:v:1:y:2014:i:1:6-13.

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2014Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik. In: CeMMAP working papers. RePEc:ifs:cemmap:35/14.

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2014Medium-Term Fiscal Multipliers during Protracted Recessions. (2014). Poplawski-Ribeiro, Marcos ; Koloskova, Ksenia ; Dell'Erba, Salvatore . In: IMF Working Papers. RePEc:imf:imfwpa:14/213.

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2014Taxing Fossil Fuels under Speculative Storage. (2014). Unsal, Filiz ; Unalmis, Ibrahim ; Tumen, Semih. In: IMF Working Papers. RePEc:imf:imfwpa:14/228.

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2014Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:ipg:wpaper:2014-469.

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2014The Impact of Oil Revenues on the Iranian Economy and the Gulf States. (2014). Dreger, Christian ; Rahmani, Teymur . In: IZA Discussion Papers. RePEc:iza:izadps:dp8079.

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2014Measurement Error in Subjective Expectations and the Empirical Content of Economic Models. (2014). von Gaudecker, Hans-Martin ; Enke, Benjamin ; Drerup, Tilman . In: IZA Discussion Papers. RePEc:iza:izadps:dp8535.

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2014Individual Survival Curves Comparing Subjective and Observed Mortality Risks. (2014). Michaud, Pierre-Carl ; Bissonnette, Luc ; Hurd, Michael D.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8658.

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2014Probability perceptions and preventive health care. (2014). Carman, Katherine ; Kooreman, Peter . In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:49:y:2014:i:1:p:43-71.

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2014Individual Survival Curves Comparing Subjective and Observed Mortality Risks. (2014). Michaud, Pierre-Carl ; Bissonnette, Luc ; Hurd, Michael D.. In: Cahiers de recherche. RePEc:lvl:criacr:1404.

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2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: CREATES Research Papers. RePEc:aah:create:2013-09.

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2013The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, . In: The Energy Journal. RePEc:aen:journl:ej34-3-01.

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2013Comparing models of unobserved heterogeneity in environmental choice experiments. (2013). Kragt, Marit. In: 2013 Conference (57th), February 5-8, 2013, Sydney, Australia. RePEc:ags:aare13:152198.

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2013Comparing models of unobserved heterogeneity in environmental choice experiments. (2013). Kragt, Marit. In: Working Papers. RePEc:ags:uwauwp:144447.

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2013Aid and Vulnerability. (2013). Presbitero, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:88.

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2013Can we still benefit from international diversification? The case of the Czech and German stock markets. (2013). Baruník, Jozef ; Avdulaj, Krenar. In: Papers. RePEc:arx:papers:1308.6120.

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2013What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:13-15.

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2013Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data. (2013). Ito, Ryoko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1315.

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2013Time series models with an EGB2 conditional distribution. (2013). Harvey, Andrew ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1325.

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2013Two EGARCH models and one fat tail. (2013). Harvey, Andrew ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1326.

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2013Naturally Negative: The Growth Effects of Natural Disasters. (2013). Groeschl, Jasmin ; Felbermayr, Gabriel ; Groschl, Jasmin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4439.

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2013How Macroeconomic Imbalances Interact? Evidence from a Panel VAR Analysis. (2013). Mignon, Valérie ; Gnimassoun, Blaise. In: Working Papers. RePEc:cii:cepidt:2013-42.

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2013Nowcasting Czech GDP in Real Time. (2013). Rusnák, Marek. In: Working Papers. RePEc:cnb:wpaper:2013/06.

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2013Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. (2013). Kilian, Lutz ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9297.

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2013Regional Growth and Regional Decline. (2013). Temple, Jonathan ; Ottaviano, Gianmarco ; Breinlich, Holger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9568.

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2013Effects of Transitory Shocks to Aggregate Output on Consumption in Poor Countries. (2013). Brückner, Markus ; Gradstein, Mark ; Bruckner, Markus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9658.

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2013Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?. (2013). Mogliani, Matteo ; Bec, Frédérique. In: Working Papers. RePEc:crs:wpaper:2013-21.

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2013A theory of vintage capital investment and energy use. (2013). Puch, Luis ; Díaz, Antonia ; Diaz, Antonia . In: UC3M Working papers. Economics. RePEc:cte:werepe:we1320.

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2013Locus of Control and Low-Wage Mobility. (2013). Schnitzlein, Daniel ; Stephani, Jens . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp589.

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2013Introducing Systemic Financial instability into macroeconomics: how to meet the challenge?. (2013). Hartmann, Philipp ; Kremer, Manfred ; Hubrich, Kirstin . In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:1.

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2013Wealth heterogeneity and the response of consumption to shocks. (2013). Slacalek, Jiri . In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:2.

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2013The euro system household finance and consumption survey: an important resource for policy-makers and researchers. (2013). Christelis, Dimitris ; Perez-Duarte, Sebastien . In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:3.

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2013Conditional and joint credit risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, André. In: Working Paper Series. RePEc:ecb:ecbwps:20131621.

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2013The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. (2013). Kazi, Irfan Akbar ; Akbar, Farhan ; Wagan, Hakimzadi . In: Economic Modelling. RePEc:eee:ecmode:v:30:y:2013:i:c:p:90-116.

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2013Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107.

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2013Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141.

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2013Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195.

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2013Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791.

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2013Avoiding biased versions of Wooldridge’s simple solution to the initial conditions problem. (2013). Rabe-Hesketh, Sophia ; Skrondal, Anders . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:2:p:346-349.

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2013Moving average stochastic volatility models with application to inflation forecast. (2013). Chan, Joshua ; Chan, Joshua C. C., . In: Journal of Econometrics. RePEc:eee:econom:v:176:y:2013:i:2:p:162-172.

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2013Inference on impulse response functions in structural VAR models. (2013). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:1:p:1-13.

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2013Large time-varying parameter VARs. (2013). Koop, Gary ; Korobilis, Dimitris. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:185-198.

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2013Time-varying combinations of predictive densities using nonlinear filtering. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:213-232.

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2013Long memory and tail dependence in trading volume and volatility. (2013). Santucci de Magistris, Paolo ; Rossi, Eduardo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:22:y:2013:i:c:p:94-112.

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2013Modeling the relationship between European carbon permits and certified emission reductions. (2013). Koop, Gary. In: Journal of Empirical Finance. RePEc:eee:empfin:v:24:y:2013:i:c:p:166-181.

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2013Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831.

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2013Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test. (2013). Zhang, Bing . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:875-881.

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2013Effects of transitory shocks to aggregate output on consumption in poor countries. (2013). Brückner, Markus ; Gradstein, Mark ; Bruckner, Markus . In: Journal of International Economics. RePEc:eee:inecon:v:91:y:2013:i:2:p:343-357.

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2013Commodity price shocks and the business cycle: Structural evidence for the U.S.. (2013). Hertweck, Matthias ; Gubler, Matthias. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:324-352.

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2013Parental unemployment and childrens happiness: A longitudinal study of young peoples well-being in unemployed households. (2013). Powdthavee, Nattavudh ; Vernoit, James . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:253-263.

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2013Long-term absenteeism and moral hazard—Evidence from a natural experiment. (2013). Ziebarth, Nicolas ; NicolasR. Ziebarth, . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:277-292.

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2013Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2013). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2013-31.

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2013International Effects of Chinas Rise and Transition: Neoclassical and Keynesian Perspectives. (2013). Tyers, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2013-44.

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2013Regional growth and regional decline. (2013). Temple, Jonathan ; Ottaviano, Gianmarco ; Breinlich, Holger ; Gianmarco I. P. Ottaviano, ; Jonathan R. W. Temple, ; Gianmarco I. P. Ottaviano, . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:51575.

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2013Internet piracy: the estimated impact on sales. (2013). Liebowitz, Stan J.. In: Chapters. RePEc:elg:eechap:14906_23.

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2013Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). Baruník, Jozef ; Avdulaj, Krenar. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:63:y:2013:i:5:p:425-442.

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2013Cooperation among local governments to deliver public services : a “structural” bivariate response model with fixed effects and endogenous covariate. (2013). Paty, Sonia ; Merlin, Vincent ; Di Porto, Edoardo. In: Working Papers. RePEc:gat:wpaper:1304.

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2013Cooperation among local governments to deliver public services : a structural bivariate response model with fixed effects and endogenous covariate. (2013). Paty, Sonia ; Merlin, Vincent ; Di Porto, Edoardo. In: Working Papers. RePEc:hal:wpaper:halshs-00787600.

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2013Conditional euro area sovereign default risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, André. In: Working Paper Series. RePEc:hhs:rbnkwp:0269.

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2013Debt Dynamics and Monetary Policy: A Note. (2013). Laséen, Stefan ; Strid, Ingvar ; Laseen, Stefan . In: Working Paper Series. RePEc:hhs:rbnkwp:0283.

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

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2012Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus. In: CREATES Research Papers. RePEc:aah:create:2012-53.

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2012Public Debt and Economic Growth: Is There a Causal Effect?. (2012). Presbitero, Andrea ; Panizza, Ugo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:65.

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2012Is labor flexibility a substitute to offshoring? Evidence from Italian manafacturing. (2012). Richiardi, Matteo ; Presbitero, Andrea ; Amighini, Alessia . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:72.

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2012Globalisation and Technological Convergence in the EU. (2012). shin, yongcheol ; Serlenga, Laura. In: SERIES. RePEc:bai:series:economia-series41.

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2012The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation. (2012). Meddahi, Nour ; Feunou, Bruno ; Christoffersen, Peter ; Jacobs, Kris . In: Staff Working Papers. RePEc:bca:bocawp:12-34.

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2012A Review of Recent Research on Labor Supply Elasticities: Working Paper 2012-12. (2012). McClelland, Robert ; Mok, Shannon . In: Working Papers. RePEc:cbo:wpaper:43675.

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2012Is labor flexibility a substitute to offshoring? Evidence from Italian manafacturing. (2012). Richiardi, Matteo ; Presbitero, Andrea ; Amighini, Alessia . In: LABORatorio R. Revelli Working Papers Series. RePEc:cca:wplabo:122.

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2012The Case Against Patents. (2012). Levine, David ; Boldrin, Michele. In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000465.

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2012Computationally efficient inference procedures for vast dimensional realized covariance models. (2012). Storti, Giuseppe ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2012028.

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2012Does noncausality help in forecasting economic time series?. (2012). Nyberg, Henri ; Lanne, Markku ; Saarinen, Erkka . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00360.

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2012The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, Luís ; Martins, Manuel M. F., ; Soares, Maria Joana . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:12:p:1950-1970.

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2012Estimating technical efficiency in micro panels. (2012). Horrace, William ; Feng, Qu. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:730-733.

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2012Distribution-free tests of stochastic monotonicity. (2012). Escanciano, Juan Carlos ; Delgado, Miguel A.. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:68-75.

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2012Mixtures of g-priors for Bayesian model averaging with economic applications. (2012). Steel, Mark ; Ley, Eduardo ; Steel, Mark F. J., . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:251-266.

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2012Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias. (2012). Eicher, Theo ; Lenkoski, Alex ; Helfman, Lindy . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:3:p:637-651.

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2012A review of copula models for economic time series. (2012). Patton, Andrew J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18.

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

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

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2012Modelling global trade flows: results from a GVAR model. (2012). Sestieri, Giulia ; Chudik, Alexander ; Bussiere, Matthieu. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:119.

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2012The case against patents. (2012). Levine, David ; Boldrin, Michele. In: Working Papers. RePEc:fip:fedlwp:2012-035.

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2012Forecasting with a noncausal VAR model. (2012). Saikkonen, Pentti . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_033.

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

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

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2012A Monte Carlo study of ranked efficiency estimates from frontier models. (2012). Richards-Shubik, Seth ; Horrace, William. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:38:y:2012:i:2:p:155-165.

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2012Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Voev, Valeri ; Halbleib, Roxana. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230.

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2012Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus. In: Discussion Papers. RePEc:kud:kuiedp:1223.

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2012Pay What You Want as a Marketing Strategy in Monopolistic and Competitive Markets. (2012). Spann, Martin ; KlausM. Schmidt, ; Zeithammer, Robert . In: Discussion Papers in Economics. RePEc:lmu:muenec:14308.

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2012Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes. (2012). Kiviet, Jan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1207.

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2012Site Selection Bias in Program Evaluation. (2012). Mullainathan, Sendhil ; Allcott, Hunt . In: NBER Working Papers. RePEc:nbr:nberwo:18373.

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2012Strategies for Deeper Integration: Case Study of the Baltics. (2012). Lastauskas, Povilas ; Biinait, Audr . In: MPRA Paper. RePEc:pra:mprapa:43321.

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2012Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data. (2012). Wang, Tianyi ; Matei, Marius ; Huang, Zhuo . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:4:p:83-103.

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2012The fixed effects estimator of technical efficiency. (2012). Wikstrm, Daniel . In: Department of Economics publications. RePEc:sua:ekonwp:9101.

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2012Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes. (2012). Kiviet, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120128.

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2012Realized stochastic volatility with leverage and long memory. (2012). Omori, Yasuhiro ; Shirota, Shinichiro ; Hizu, Takayuki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf869.

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2012Pay What You Want as a Marketing Strategy in Monopolistic and Competitive Markets. (2012). Spann, Martin ; Schmidt, Klaus ; KlausM. Schmidt, ; Zeithammer, Robert . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:393.

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2012Spatial agglomeration and productivity in Italy: a panel smooth transition regression approach. (2012). Vittucci Marzetti, Giuseppe ; Fracasso, Andrea ; Cainelli, Giulio. In: Openloc Working Papers. RePEc:trn:utwpol:1204.

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2012Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study. (2012). Calabrese, Raffaella ; Elkink, Johan A.. In: Working Papers. RePEc:ucd:wpaper:201215.

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

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2012Statistical verification of a natural natural experiment: Tests and sensitivity checks for the sibling sex ratio instrument. (2012). Huber, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2012:19.

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2012Selection bias in innovation studies: A simple test. (2012). de Rassenfosse, Gaetan ; Wastyn, Annelies . In: ZEW Discussion Papers. RePEc:zbw:zewdip:12012.

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2012Innovation strategies of German firms: The effect of competition and intellectual property protection. (2012). Slivko, Olga. In: ZEW Discussion Papers. RePEc:zbw:zewdip:12089.

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