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

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

3.29

Impact Factor

3.29

5-Years IF

5-Years H index

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

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.18	0.1	0.16	25	25	15	0.6	600	55	10	94	15	(%)			0.04
1991	0.32	0.09	0.28	32	57	40	0.7	579	57	18	119	33	(%)	3	0.09	0.04
1992	0.3	0.1	0.3	41	98	47	0.48	1339	57	17	131	39	(%)	2	0.05	0.04
1993	0.16	0.11	0.24	34	132	48	0.36	1936	73	12	153	37	(%)	4	0.12	0.05
1994	0.25	0.12	0.3	34	166	77	0.46	508	75	19	164	50	(%)	3	0.09	0.05
1995	0.32	0.19	0.45	38	204	145	0.71	1450	68	22	166	74	(%)	4	0.11	0.07
1996	0.42	0.22	0.56	39	243	227	0.93	2746	72	30	179	100	(%)	10	0.26	0.09
1997	0.66	0.27	0.77	62	305	279	0.91	1409	77	51	186	143	(%)	6	0.1	0.09
1998	0.47	0.27	0.73	41	346	357	1.03	968	101	47	207	151	(%)	17	0.41	0.1
1999	0.43	0.31	0.65	34	380	393	1.03	1854	103	44	214	139	(%)	14	0.41	0.13
2000	0.88	0.4	1.09	38	418	591	1.41	1891	75	66	214	234	(%)	10	0.26	0.15
2001	1.22	0.4	1.09	43	461	669	1.45	2785	72	88	214	234	(%)	14	0.33	0.15
2002	1.27	0.42	1.16	33	494	800	1.62	1082	81	103	218	252	(%)	29	0.88	0.18
2003	1.36	0.44	1.61	43	537	981	1.83	2272	76	103	189	304	(%)	23	0.53	0.18
2004	1.74	0.49	2.27	46	583	1317	2.26	1250	76	132	191	433	(%)	28	0.61	0.2
2005	1.75	0.53	2.25	51	634	1494	2.36	2455	89	156	203	456	(%)	72	1.41	0.21
2006	2.14	0.51	2.56	68	702	1719	2.45	1832	97	208	216	552	(%)	62	0.91	0.2
2007	1.84	0.44	2.17	63	765	1698	2.22	2627	119	219	241	524	(%)	71	1.13	0.18
2008	2.5	0.47	2.98	45	810	2336	2.88	978	131	328	271	807	(%)	40	0.89	0.2
2009	2.55	0.47	2.72	60	870	2284	2.63	1031	108	275	273	743	(%)	44	0.73	0.19
2010	1.38	0.44	2.41	53	923	2166	2.35	1404	105	145	287	693	(%)	66	1.25	0.16
2011	2.26	0.51	2.63	57	980	2677	2.73	829	113	255	289	761	(%)	76	1.33	0.2
2012	2.71	0.56	3.22	57	1037	3167	3.05	549	110	298	278	894	(%)	42	0.74	0.21
2013	2.15	0.66	2.98	56	1093	3899	3.57	704	114	245	272	810	(%)	88	1.57	0.23
2014	2.89	0.67	3.15	62	1155	3971	3.44	448	113	327	283	891	(%)	73	1.18	0.22
2015	3.29	0.82	3.29	59	1214	3900	3.21	138	118	388	285	939	(%)	42	0.71	0.27

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:

#	Year	Title	Cited
1	2001	Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326. Full description at Econpapers \|\| Download paper	1743
2	2003	Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	1150
3	2007	A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312. Full description at Econpapers \|\| Download paper	906
4	2000	Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470. Full description at Econpapers \|\| Download paper	731
5	1996	Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18. Full description at Econpapers \|\| Download paper	682
6	1999	Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77. Full description at Econpapers \|\| Download paper	643
7	1996	Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32. Full description at Econpapers \|\| Download paper	629
8	2006	Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, SÃÂ©bastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109. Full description at Econpapers \|\| Download paper	561
9	2005	Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, JosÃÂ© AntÃÂ³nio ; Mata, JosÃÂ©. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465. Full description at Econpapers \|\| Download paper	483
10	1993	Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47. Full description at Econpapers \|\| Download paper	473
11	2005	Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54. Full description at Econpapers \|\| Download paper	467
12	1993	Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118. Full description at Econpapers \|\| Download paper	465
13	1992	Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). TerÃÂ¤svirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36. Full description at Econpapers \|\| Download paper	391
14	2007	Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38. Full description at Econpapers \|\| Download paper	377
15	1995	Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108. Full description at Econpapers \|\| Download paper	373
16	2009	What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992. Full description at Econpapers \|\| Download paper	321
17	1986	Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53. Full description at Econpapers \|\| Download paper	313
18	2000	Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670. Full description at Econpapers \|\| Download paper	278
19	1995	Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84. Full description at Econpapers \|\| Download paper	269
20	2001	Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576. Full description at Econpapers \|\| Download paper	269
21	1997	Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132. Full description at Econpapers \|\| Download paper	266
22	2005	A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889. Full description at Econpapers \|\| Download paper	263
23	2010	Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92. Full description at Econpapers \|\| Download paper	262
24	1992	The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82. Full description at Econpapers \|\| Download paper	253
25	1993	Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84. Full description at Econpapers \|\| Download paper	241
26	1999	Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510. Full description at Econpapers \|\| Download paper	234
27	1993	Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60. Full description at Econpapers \|\| Download paper	233
28	2003	A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443. Full description at Econpapers \|\| Download paper	226
29	1996	The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61. Full description at Econpapers \|\| Download paper	224
30	1989	The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21. Full description at Econpapers \|\| Download paper	224
31	2005	Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183. Full description at Econpapers \|\| Download paper	217
32	1995	A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25. Full description at Econpapers \|\| Download paper	215
33	1990	Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28. Full description at Econpapers \|\| Download paper	214
34	2003	Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544. Full description at Econpapers \|\| Download paper	206
35	2002	New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446. Full description at Econpapers \|\| Download paper	188
36	1997	Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92. Full description at Econpapers \|\| Download paper	182
37	1996	Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93. Full description at Econpapers \|\| Download paper	179
38	1991	Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24. Full description at Econpapers \|\| Download paper	177
39	2010	What 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. Full description at Econpapers \|\| Download paper	170
40	2004	The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503. Full description at Econpapers \|\| Download paper	169
41	2008	From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327. Full description at Econpapers \|\| Download paper	165
42	1999	Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). StrÃÂ¸m, Steinar ; Colombino, Ugo ; Aaberge, Rolf. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22. Full description at Econpapers \|\| Download paper	156
43	2005	The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251. Full description at Econpapers \|\| Download paper	155
44	1996	Analysing 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. Full description at Econpapers \|\| Download paper	150
45	2005	What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207. Full description at Econpapers \|\| Download paper	149
46	2000	The 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. Full description at Econpapers \|\| Download paper	146
47	1993	Threshold Arch Models and Asymmetries in Volatility.. (1993). Zakoian, Jean-Michel ; Rabemananjara, R. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:1:p:31-49. Full description at Econpapers \|\| Download paper	134
48	2002	Estimating quadratic variation using realized variance. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477. Full description at Econpapers \|\| Download paper	131
49	2007	Growth, 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. Full description at Econpapers \|\| Download paper	131
50	2002	A theoretical comparison between integrated and realized volatility. (2002). Meddahi, Nour. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508. Full description at Econpapers \|\| Download paper	124

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

#	Year	Title	Cited
1	2001		672
2	2003		390
3	2007		378
4	1996		261
5	2000		190
6	2006		169
7	2005		163
8	2010		162
9	1996		157
10	2005		153
11	2007		151
12	1999		148
13	2014	THE 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. Full description at Econpapers \|\| Download paper	121
14	2009		120
15	2005		90
16	1993		85
17	1997		83
18	2013	GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, AndrÃÂ© ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795. Full description at Econpapers \|\| Download paper	82
19	2001		81
20	2010		79
21	2003		79
22	2008		69
23	2013	THE ROLE OF TIMEâVARYING 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. Full description at Econpapers \|\| Download paper	67
24	1992		65
25	1993		65
26	2012	Realized 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. Full description at Econpapers \|\| Download paper	61
27	2002		61
28	2013	Forecasting 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. Full description at Econpapers \|\| Download paper	60
29	1993		60
30	2010		57
31	2005		57
32	1995		56
33	2013	Macroeconomic 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. Full description at Econpapers \|\| Download paper	54
34	1995		53
35	1992		51
36	1986		50
37	1998		48
38	2007		47
39	1996		47
40	2005		46
41	2003		44
42	1996		43
43	2010		41
44	2010		41
45	2004		40
46	2010		39
47	1996		39
48	2005		39
49	2007		38
50	2011	Stocks, 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. Full description at Econpapers \|\| Download paper	38

Citing documents used to compute impact factor 388:

Year	Title
2015	Changes in the global oil market. (2015). Osborn, Denise ; Bataa, Erdenebat. In: Working Papers. RePEc:lan:wpaper:75761696. Full description at Econpapers \|\| Download paper
2015	Impact 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. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Oil-Growth Nexus in Oil Producing Countries: Macro Panel Evidence. (2015). Marques, AntÃÂ³nio ; Fuinhas, JosÃÂ© ; Couto, Alcino Pinto . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-01-12. Full description at Econpapers \|\| Download paper
2015	Risk Assessment in Construction Process in Nuclear Sector within the Central and Eastern Europe. (2015). Fuinhas, JosÃÂ© ; Couto, Alcino Pinto . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-02-12. Full description at Econpapers \|\| Download paper
2015	Institutions 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. Full description at Econpapers \|\| Download paper
2015	Country-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. Full description at Econpapers \|\| Download paper
2015	Country-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. Full description at Econpapers \|\| Download paper
2015	Country-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. Full description at Econpapers \|\| Download paper
2015	Oil, 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. Full description at Econpapers \|\| Download paper
2015	Effects 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. Full description at Econpapers \|\| Download paper
2015	Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, ValÃÂ©rie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247. Full description at Econpapers \|\| Download paper
2015	Oil rents and economic growth in oil producing countries: evidence from a macro panel. (2015). Marques, AntÃÂ³nio ; Fuinhas, JosÃÂ© ; Couto, Alcino . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:48:y:2015:i:3:p:257-279. Full description at Econpapers \|\| Download paper
2015	The U.S. Oil Supply Revolution and the Global Economy. (2015). Mohaddes, Kamiar ; Raissi, Mehdi . In: IMF Working Papers. RePEc:imf:imfwpa:15/259. Full description at Econpapers \|\| Download paper
2015	Estimation 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. Full description at Econpapers \|\| Download paper
2015	Smoking Initiation: Peers and Personality. (2015). Hsieh, Chih-Sheng ; van Kippersluis, Hans . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150093. Full description at Econpapers \|\| Download paper
2015	Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: IZA Discussion Papers. RePEc:iza:izadps:dp8896. Full description at Econpapers \|\| Download paper
2015	Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:lacicr:1504. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Multiple Activities for Socially-Connected Criminals. (2015). Zenou, Yves ; Zhou, Junjie ; Chen, Ying-Ju . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10709. Full description at Econpapers \|\| Download paper
2015	Neighborhood and Network Effects. (2015). Zenou, Yves ; Topa, Giorgio . In: Handbook of Regional and Urban Economics. RePEc:eee:regchp:5-561. Full description at Econpapers \|\| Download paper
2015	Welfare 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. Full description at Econpapers \|\| Download paper
2015	Heterogeneity in Marginal Nonmonetary Returns to Higher Education. (2015). Westphal, Matthias ; Schmitz, Hendrik ; Kamhfer, Daniel A. In: CINCH Working Paper Series. RePEc:duh:wpaper:1512. Full description at Econpapers \|\| Download paper
2015	Heterogeneity 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. Full description at Econpapers \|\| Download paper
2015	Heterogeneity in marginal non-monetary returns to higher education. (2015). Westphal, Matthias ; Schmitz, Hendrik ; Kamhofer, Daniel A. In: Ruhr Economic Papers. RePEc:zbw:rwirep:591. Full description at Econpapers \|\| Download paper
2015	Growth 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Small 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. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Nowcasting 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. Full description at Econpapers \|\| Download paper
2015	Euro area business cycles in turbulent times: convergence or decoupling?. (2015). Klaus, Benjamin ; ferroni, filippo. In: Working Paper Series. RePEc:ecb:ecbwps:20151819. Full description at Econpapers \|\| Download paper
2015	Conditional 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. Full description at Econpapers \|\| Download paper
2015	Suite of Latvias GDP forecasting models. (2015). Bessonovs, Andrejs. In: Working Papers. RePEc:ltv:wpaper:201501. Full description at Econpapers \|\| Download paper
2015	Fast 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. Full description at Econpapers \|\| Download paper
2015	Nowcasting BRIC+M in Real Time. (2015). Vasishtha, Garima ; Dahlhaus, Tatjana ; Guenette, Justin-Damien . In: Staff Working Papers. RePEc:bca:bocawp:15-38. Full description at Econpapers \|\| Download paper
2015	Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs. (2015). Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10610. Full description at Econpapers \|\| Download paper
2015	What 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. Full description at Econpapers \|\| Download paper
2015	What 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. Full description at Econpapers \|\| Download paper
2015	Dynamic 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. Full description at Econpapers \|\| Download paper
2015	Exploiting 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. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	FloGARCH : Realizing long memory and asymmetries in returns volatility. (2015). Vander Elst, Harry. In: Working Paper Research. RePEc:nbb:reswpp:201504-280. Full description at Econpapers \|\| Download paper
2015	Evaluating 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. Full description at Econpapers \|\| Download paper
2015	Comovement and the financialization of commodities. (2015). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215. Full description at Econpapers \|\| Download paper
2015	International 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. Full description at Econpapers \|\| Download paper
2015	Dynamics of Australiaâs 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. Full description at Econpapers \|\| Download paper
2015	What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. (2015). GuÃÂ©rin, Pierre ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-12. Full description at Econpapers \|\| Download paper
2015	Testing for Granger causality in large mixed-frequency VARs. (2015). Smeekes, Stephan ; Hecq, Alain ; GÃÂ¶tz, Thomas. In: Discussion Papers. RePEc:zbw:bubdps:452015. Full description at Econpapers \|\| Download paper
2015	Testing for Granger Causality in Large Mixed-Frequency VARs. (2015). Smeekes, Stephan ; Hecq, Alain ; GÃÂ¶tz, Thomas. In: Research Memorandum. RePEc:unm:umagsb:2015036. Full description at Econpapers \|\| Download paper
2015	Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms. (2015). Serletis, Apostolos ; Jadidzadeh, Ali . In: Working Papers. RePEc:clg:wpaper:2015-04. Full description at Econpapers \|\| Download paper
2015	Oil 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. Full description at Econpapers \|\| Download paper
2015	An 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. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Worker Morale and Effort: Is the Relationship Causal?. (2015). Fernandez, Roberto M. ; Hassink, Wolter . In: IZA Discussion Papers. RePEc:iza:izadps:dp8909. Full description at Econpapers \|\| Download paper
2015	Protecting 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Economic paradoxism and meson economics. (2015). SÄvoiu, Gheorghe ; Dinu, Vasile . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:39:y:2015:i:17:p:776. Full description at Econpapers \|\| Download paper
2015	Roadblocks on the Road to Grandmaâs House: Fertility Consequences of Delayed Retirement. (2015). Padula, Mario ; De Nadai, Michele ; Battistin, Erich . In: Working Papers. RePEc:qmw:qmwecw:wp748. Full description at Econpapers \|\| Download paper
2015	Communication 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. Full description at Econpapers \|\| Download paper
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2015	Analyzing 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	A Bitter Medicine? Short-term Employment Impact of Deregulation in Network Industries. (2015). Bassanini, Andrea. In: IZA Discussion Papers. RePEc:iza:izadps:dp9187. Full description at Econpapers \|\| Download paper
2015	Global 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. Full description at Econpapers \|\| Download paper
2015	Capital Account Liberalization and Inequality. (2015). Loungani, Prakash ; Furceri, Davide. In: IMF Working Papers. RePEc:imf:imfwpa:15/243. Full description at Econpapers \|\| Download paper
2015	Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032. Full description at Econpapers \|\| Download paper
2015	Fiscal 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. Full description at Econpapers \|\| Download paper
2015	Welfare 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. Full description at Econpapers \|\| Download paper
2015	Dynamic 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. Full description at Econpapers \|\| Download paper
2015	Through 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. Full description at Econpapers \|\| Download paper
2015	Identification of DSGE modelsâThe 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. Full description at Econpapers \|\| Download paper
2015	Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis. (2015). Walker, Todd ; Leeper, Eric ; Traum, Nora . In: NBER Working Papers. RePEc:nbr:nberwo:21433. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Effective 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. Full description at Econpapers \|\| Download paper
2015	Modeling 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. Full description at Econpapers \|\| Download paper
2015	Inventory 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. Full description at Econpapers \|\| Download paper
2015	Measurement 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. Full description at Econpapers \|\| Download paper
2015	What 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. Full description at Econpapers \|\| Download paper
2015	Accommodating 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. Full description at Econpapers \|\| Download paper
2015	Nonparametric Regression-Spline Random Effects Models. (2015). Racine, Jeffrey ; Ma, Shujie ; Ullah, Aman ; Amanullah, . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2015-10. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Habit Formation in Consumption: A Meta-Analysis. (2015). Sokolova, Anna ; RusnÃÂ¡k, Marek ; Havranek, Tomas. In: Working Papers. RePEc:cnb:wpaper:2015/03. Full description at Econpapers \|\| Download paper
2015	ON 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. Full description at Econpapers \|\| Download paper
2015	Business 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. Full description at Econpapers \|\| Download paper
2015	Monetary 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. Full description at Econpapers \|\| Download paper
2015	Subjective 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. Full description at Econpapers \|\| Download paper
2015	Markov 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. Full description at Econpapers \|\| Download paper
2015	Improving Markov switching models using realized variance. (2015). Maheu, John ; Liu, Jia. In: MPRA Paper. RePEc:pra:mprapa:71120. Full description at Econpapers \|\| Download paper
2015	Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries. (2015). TÃÂ³th, 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. Full description at Econpapers \|\| Download paper
2015	Small-scale nowcasting models of GDP for selected CESEE countries. (2015). TÃÂ³th, Peter ; Huber, Florian ; Feldkircher, Martin ; Tirpak, Marcel ; Woerz, Julia ; Schreiner, Josef . In: Working and Discussion Papers. RePEc:svk:wpaper:1033. Full description at Econpapers \|\| Download paper
2015	Bayesian 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. Full description at Econpapers \|\| Download paper
2015	An 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. Full description at Econpapers \|\| Download paper
2015	Modelling 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. Full description at Econpapers \|\| Download paper
2015	Identification and estimation of non-Gaussian structural vector autoregressions. (2015). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-16. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Rare 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. Full description at Econpapers \|\| Download paper
2015	Disaster risk and preference shifts in a New Keynesian model. (2015). Szczerbowicz, Urszula ; IsorÃÂ©, MarlÃÂ¨ne. In: MPRA Paper. RePEc:pra:mprapa:65643. Full description at Econpapers \|\| Download paper
2015	Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; IsorÃÂ©, MarlÃÂ¨ne. In: Working Papers. RePEc:cii:cepidt:2015-16. Full description at Econpapers \|\| Download paper
2015	Large Bayesian VARs: A flexible Kronecker error covariance structure. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-41. Full description at Econpapers \|\| Download paper
2015	Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Testing for Fundamental Vector Moving Average Representations. (2015). Escanciano, Juan Carlos ; Choi, Jinho ; Chen, Bin . In: Caepr Working Papers. RePEc:inu:caeprp:2015022. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844. Full description at Econpapers \|\| Download paper
2015	Term 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. Full description at Econpapers \|\| Download paper
2015	Microfounded forecasting. (2015). Issler, JoÃÂ£o ; Gaglianone, Wagner. In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:766. Full description at Econpapers \|\| Download paper
2015	On 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. Full description at Econpapers \|\| Download paper
2015	Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃÂk, Jozef ; Barunik, Jozef . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5305. Full description at Econpapers \|\| Download paper
2015	Volatility spillovers across petroleum markets. (2015). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃÂk, Jozef ; Baruni, Jozef . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2015-1093. Full description at Econpapers \|\| Download paper
2015	Bootstrap 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. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers Across Petroleum Markets. (2015). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃÂk, Jozef. In: The Energy Journal. RePEc:aen:journl:ej36-3-barunik. Full description at Econpapers \|\| Download paper
2015	Testing 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. Full description at Econpapers \|\| Download paper
2015	Measurement 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. Full description at Econpapers \|\| Download paper
2015	Individual 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. Full description at Econpapers \|\| Download paper
2015	Job Finding, Job Loss and Consumption Behaviour. (2015). Koc, Emre. In: Discussion Paper. RePEc:tiu:tiucen:257b35a1-8c5c-4662-88db-a364b7b1542c. Full description at Econpapers \|\| Download paper
2015	Cohort 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. Full description at Econpapers \|\| Download paper
2015	Subjective health expectations. (2015). Jung, Juergen ; Huynh, Kim. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:37:y:2015:i:4:p:693-711. Full description at Econpapers \|\| Download paper
2015	Identification 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. Full description at Econpapers \|\| Download paper
2015	Subjective 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. Full description at Econpapers \|\| Download paper
2015	What can we learn from the fifties?. (2015). GOURET, Fabian. In: THEMA Working Papers. RePEc:ema:worpap:2015-20. Full description at Econpapers \|\| Download paper
2015	Real 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. Full description at Econpapers \|\| Download paper
2015	Cointegration of matched home purchases and rental price indexes â 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. Full description at Econpapers \|\| Download paper
2015	An empirical model of fractionally cointegrated daily high and low stock market prices. (2015). BarunÃÂk, Jozef ; Barunik, Jozef ; Dvoakova, Sylvie . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:193-206. Full description at Econpapers \|\| Download paper
2015	Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2015). Shibaev, Sergei ; Nielsen, Morten. In: Working Papers. RePEc:qed:wpaper:1340. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Inside 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. Full description at Econpapers \|\| Download paper
2015	Fuel 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. Full description at Econpapers \|\| Download paper
2015	Anticipation, 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. Full description at Econpapers \|\| Download paper
2015	Understanding the Decline in the Price of Oil since June 2014. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10404. Full description at Econpapers \|\| Download paper
2015	How 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. Full description at Econpapers \|\| Download paper
2015	Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach. (2015). PapieÅ¼, Monika ; DÄbrowski, Marek ; Dbrowski, Marek A ; Miech, Sawomir . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:485-503. Full description at Econpapers \|\| Download paper
2015	Trade 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. Full description at Econpapers \|\| Download paper
2015	Inside 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. Full description at Econpapers \|\| Download paper
2015	Understanding the decline in the price of oil since June 2014. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:501. Full description at Econpapers \|\| Download paper
2015	Trade 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. Full description at Econpapers \|\| Download paper
2015	Anticipation, 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. Full description at Econpapers \|\| Download paper
2015	Anticipation, 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Asymmetric 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. Full description at Econpapers \|\| Download paper
2015	Macroeconomic impacts of oil price shocks in Asian economies. (2015). PÃÂ©rez de Gracia, Fernando ; Jo, Soojin ; CuÃÂ±ado, Juncal ; Cunado, Juncal . In: Energy Policy. RePEc:eee:enepol:v:86:y:2015:i:c:p:867-879. Full description at Econpapers \|\| Download paper
2015	Quantitative effects of the shale oil revolution. (2015). NuÃÂ±o Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo ; Mnescu, Cristiana Belu . In: Energy Policy. RePEc:eee:enepol:v:86:y:2015:i:c:p:855-866. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, ValÃÂ©rie ; JoÃÂ«ts, Marc ; Joets, Marc . In: Working Papers. RePEc:cii:cepidt:2015-02. Full description at Econpapers \|\| Download paper
2015	Forecasting the term structure of crude oil futures prices with neural networks. (2015). BarunÃÂk, Jozef ; Malinska, Barbora . In: Papers. RePEc:arx:papers:1504.04819. Full description at Econpapers \|\| Download paper
2015	Welfare and Distributional Implications of Shale Gas. (2015). Kellogg, Ryan ; Hausman, Catherine . In: NBER Working Papers. RePEc:nbr:nberwo:21115. Full description at Econpapers \|\| Download paper
2015	Speculative Constraints on Oligopoly. (2015). Thille, Henry ; Mitraille, Sebastien . In: Working Papers. RePEc:gue:guelph:2015-05. Full description at Econpapers \|\| Download paper
2015	Speculative 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. Full description at Econpapers \|\| Download paper
2015	Oil 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. Full description at Econpapers \|\| Download paper
2015	Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; GuÃÂ©rin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252. Full description at Econpapers \|\| Download paper
2015	Quantitative effects of the shale oil revolution. (2015). NuÃÂ±o Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo . In: Working Papers. RePEc:bde:wpaper:1518. Full description at Econpapers \|\| Download paper
2015	Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies. (2015). PÃÂ©rez de Gracia, Fernando ; Jo, Soojin ; CuÃÂ±ado, Juncal ; Cunado, Juncal . In: Staff Working Papers. RePEc:bca:bocawp:15-23. Full description at Econpapers \|\| Download paper
2015	Oil 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. Full description at Econpapers \|\| Download paper
2015	Heterogeneous 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. Full description at Econpapers \|\| Download paper
2015	US 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. Full description at Econpapers \|\| Download paper
2015	Price Expectations and the U.S. Housing Boom. (2015). Weber, Sebastian ; Towbin, Pascal. In: IMF Working Papers. RePEc:imf:imfwpa:15/182. Full description at Econpapers \|\| Download paper
2015	The output effects of commodity price volatility: Evidence from exporting countries. (2015). Hachula, Michael ; Hoffmann, Sebastian . In: Discussion Papers. RePEc:zbw:fubsbe:201529. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Quantitative effects of the shale oil revolution. (2015). NuÃÂ±o Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo ; Mnescu, Cristiana Belu . In: Working Paper Series. RePEc:ecb:ecbwps:20151855. Full description at Econpapers \|\| Download paper
2015	Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH. (2015). Szafranek, Karol. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:213. Full description at Econpapers \|\| Download paper
2015	Oil 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Causes and Consequences of Oil Price Shocks on the UK Economy. (2015). Pieroni, Luca ; Lorusso, Marco. In: CEERP Working Paper Series. RePEc:hwc:wpaper:002. Full description at Econpapers \|\| Download paper
2015	Big Fish: Oil Markets and Speculation. (2015). Cologni, Alessandro ; Sitzia, Francesco Giuseppe ; Scarpa, Elisa . In: Working Papers. RePEc:fem:femwpa:2015.52. Full description at Econpapers \|\| Download paper
2015	Global Oil Market and the U.S. Stock Returns. (2015). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmad, Maryam . In: Working Papers. RePEc:fem:femwpa:2015.91. Full description at Econpapers \|\| Download paper
2015	Oil 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. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Forty 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. Full description at Econpapers \|\| Download paper
2015	Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22665. Full description at Econpapers \|\| Download paper
2015	The macroeconomic effects of oil price shocks on ASEAN-5 economies. (2015). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:22667. Full description at Econpapers \|\| Download paper
2015	Do 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. Full description at Econpapers \|\| Download paper
2015	Welfare 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. Full description at Econpapers \|\| Download paper
2015	The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses. (2015). Ohnsorge, Franziska ; Kose, Ayhan ; Baffes, John ; Stocker, Marc . In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1504. Full description at Econpapers \|\| Download paper
2015	Forecasting the Nominal Brent Oil Price with VARsÃ¢â¬âOne Model Fits All?. (2015). Beckers, Benjamin ; Beidas-Strom, Samya . In: IMF Working Papers. RePEc:imf:imfwpa:15/251. Full description at Econpapers \|\| Download paper
2015	Direct and indirect effects of training vouchers for the unemployed. (2015). Lechner, Michael ; Huber, Martin ; Strittmatter, Anthony . In: FSES Working Papers. RePEc:fri:fribow:fribow00456. Full description at Econpapers \|\| Download paper
2015	Direct 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. Full description at Econpapers \|\| Download paper
2015	Direct and Indirect Effects of Training Vouchers for the Unemployed. (2015). Lechner, Michael ; Huber, Martin ; Strittmatter, Anthony . In: IZA Discussion Papers. RePEc:iza:izadps:dp9138. Full description at Econpapers \|\| Download paper
2015	Intelligence 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. Full description at Econpapers \|\| Download paper
2015	Direct and indirect effects of training vouchers for the unemployed. (2015). Lechner, Michael ; Huber, Martin ; Strittmatter, Anthony . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10650. Full description at Econpapers \|\| Download paper
2015	Underlying 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. Full description at Econpapers \|\| Download paper
2015	Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal. In: MPRA Paper. RePEc:pra:mprapa:64877. Full description at Econpapers \|\| Download paper
2015	Bayesian 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. Full description at Econpapers \|\| Download paper
2015	Water 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. Full description at Econpapers \|\| Download paper
2015	Agricultural 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. Full description at Econpapers \|\| Download paper
2015	Agricultural 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. Full description at Econpapers \|\| Download paper
2015	The settlement procedure in EC cartel cases: An empirical assesment. (2015). Laitenberger, Ulrich ; Hueschelrath, Kai ; Huschelrath, Kai . In: ZEW Discussion Papers. RePEc:zbw:zewdip:15064. Full description at Econpapers \|\| Download paper
2015	Decomposing 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. Full description at Econpapers \|\| Download paper
2015	Likelihood Ratio Based Tests for Markov Regime Switching. (2015). Qu, Zhongjun. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-003. Full description at Econpapers \|\| Download paper
2015	Factor based identification-robust inference in IV regressions. (2015). Marcellino, Massimiliano ; Khalaf, Lynda ; Kapetanios, George . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10390. Full description at Econpapers \|\| Download paper
2015	Regional 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. Full description at Econpapers \|\| Download paper
2015	Regional Bank Efficiency and its Effect on Regional Growth in âNormalâ and âBadâ Times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201507. Full description at Econpapers \|\| Download paper
2015	Regional 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. Full description at Econpapers \|\| Download paper
2015	Time-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. Full description at Econpapers \|\| Download paper
2015	Copula 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. Full description at Econpapers \|\| Download paper
2015	Time-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. Full description at Econpapers \|\| Download paper
2015	Inference 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. Full description at Econpapers \|\| Download paper
2015	Providing Advice to Job Seekers at Low Cost: An Experimental Study on On-Line Advice.. (2015). Kircher, Philipp ; Belot, MichÃÂ¨le ; Muller, Paul . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5641. Full description at Econpapers \|\| Download paper
2015	Providing Advice to Job Seekers at Low Cost: An Experimental Study on On-Line Advice.. (2015). Kircher, Philipp ; Belot, MichÃÂ¨le ; Muller, Paul . In: ESE Discussion Papers. RePEc:edn:esedps:262. Full description at Econpapers \|\| Download paper
2015	Providing Advice to Job Seekers at Low Cost: An Experimental Study on On-Line Advice. (2015). Kircher, Philipp ; Belot, MichÃÂ¨le ; Muller, Paul . In: Working Papers in Economics. RePEc:hhs:gunwpe:0637. Full description at Econpapers \|\| Download paper
2015	Providing Advice to Job Seekers at Low Cost: An Experimental Study on On-Line Advice. (2015). Kircher, Philipp ; Belot, MichÃÂ¨le ; Muller, Paul . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10967. Full description at Econpapers \|\| Download paper
2015	CONTRACTING 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Contracting 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. Full description at Econpapers \|\| Download paper
2015	Contracting 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. Full description at Econpapers \|\| Download paper
2015	Contracting 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Fuel 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. Full description at Econpapers \|\| Download paper
2015	How 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. Full description at Econpapers \|\| Download paper
2015	Changes in the global oil market. (2015). Osborn, Denise ; Bataa, Erdenebat. In: Working Papers. RePEc:lan:wpaper:75761696. Full description at Econpapers \|\| Download paper
2015	Long- 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. Full description at Econpapers \|\| Download paper
2015	Demand 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. Full description at Econpapers \|\| Download paper
2015	Macroeconomic impacts of oil price shocks in Asian economies. (2015). PÃÂ©rez de Gracia, Fernando ; Jo, Soojin ; CuÃÂ±ado, Juncal ; Cunado, Juncal . In: Energy Policy. RePEc:eee:enepol:v:86:y:2015:i:c:p:867-879. Full description at Econpapers \|\| Download paper
2015	Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies. (2015). PÃÂ©rez de Gracia, Fernando ; Jo, Soojin ; CuÃÂ±ado, Juncal ; Cunado, Juncal . In: Staff Working Papers. RePEc:bca:bocawp:15-23. Full description at Econpapers \|\| Download paper
2015	Commodity prices and fiscal policy design: Procyclical despite a rule. (2015). Thorsrud, Leif ; BjÃÂ¸rnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0033. Full description at Econpapers \|\| Download paper
2015	Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, ValÃÂ©rie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247. Full description at Econpapers \|\| Download paper
2015	US 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	U.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. Full description at Econpapers \|\| Download paper
2015	Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, ValÃÂ©rie ; JoÃÂ«ts, Marc. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-7. Full description at Econpapers \|\| Download paper
2015	Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, ValÃÂ©rie ; JoÃÂ«ts, Marc ; Joets, Marc . In: Working Papers. RePEc:cii:cepidt:2015-02. Full description at Econpapers \|\| Download paper
2015	Country-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. Full description at Econpapers \|\| Download paper
2015	Country-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. Full description at Econpapers \|\| Download paper
2015	Country-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. Full description at Econpapers \|\| Download paper
2015	Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. (2015). Razafindrabe, Tovonony ; Mignon, ValÃÂ©rie ; COUHARDE, CÃÂ©cile ; Allegret, Jean-Pierre. In: Working Papers. RePEc:cii:cepidt:2015-18. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. (2015). Razafindrabe, Tovonony ; Mignon, ValÃÂ©rie ; COUHARDE, CÃÂ©cile ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-38. Full description at Econpapers \|\| Download paper
2015	Causes and Consequences of Oil Price Shocks on the UK Economy. (2015). Pieroni, Luca ; Lorusso, Marco. In: CEERP Working Paper Series. RePEc:hwc:wpaper:002. Full description at Econpapers \|\| Download paper
2015	Forty 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. Full description at Econpapers \|\| Download paper
2015	The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses. (2015). Ohnsorge, Franziska ; Kose, Ayhan ; Baffes, John ; Stocker, Marc . In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1504. Full description at Econpapers \|\| Download paper
2015	Optimal monetary policy response to endogenous oil price fluctuations. (2015). Stevens, Arnoud . In: Working Paper Research. RePEc:nbb:reswpp:201501-277. Full description at Econpapers \|\| Download paper
2015	Asymmetric credit growth and current account imbalances in the euro area. (2015). Unger, Robert. In: Discussion Papers. RePEc:zbw:bubdps:362015. Full description at Econpapers \|\| Download paper
2015	Real-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. Full description at Econpapers \|\| Download paper
2015	Nowcasting French GDP in real-time with surveys and âblockedâ regressions: Combining forecasts or pooling information?. (2015). Mogliani, Matteo ; Bec, FrÃÂ©dÃÂ©rique. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1021-1042. Full description at Econpapers \|\| Download paper
2015	Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area. (2015). SchwarzmÃÂ¼ller, Tim ; Schwarzmuller, Tim . In: Kiel Working Papers. RePEc:kie:kieliw:1982. Full description at Econpapers \|\| Download paper
2015	Point 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. Full description at Econpapers \|\| Download paper
2015	Model 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. Full description at Econpapers \|\| Download paper
2015	How 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. Full description at Econpapers \|\| Download paper
2015	Bayesian 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. Full description at Econpapers \|\| Download paper
2015	MGARCH 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. Full description at Econpapers \|\| Download paper
2015	Firm-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. Full description at Econpapers \|\| Download paper
2015	Natural 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. Full description at Econpapers \|\| Download paper
2015	Hurricane 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. Full description at Econpapers \|\| Download paper
2015	Do 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Friends 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. Full description at Econpapers \|\| Download paper
2015	GMM 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Identification 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. Full description at Econpapers \|\| Download paper
2015	Making 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. Full description at Econpapers \|\| Download paper
2015	Effects 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. Full description at Econpapers \|\| Download paper
2015	Impact 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. Full description at Econpapers \|\| Download paper
2015	Youth Unemployment and Active Labor Market Policies in Europe. (2015). Caliendo, Marco ; Schmidl, Ricarda . In: IZA Discussion Papers. RePEc:iza:izadps:dp9488. Full description at Econpapers \|\| Download paper
2015	Under 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. Full description at Econpapers \|\| Download paper
2015	Active Labor Market Programs and Reservation Wages: Its a Hazard. (2015). SÃÂ¸rensen, Kenneth ; Sorensen, Kennethh Lykke . In: Economics Working Papers. RePEc:aah:aarhec:2015-27. Full description at Econpapers \|\| Download paper
2015	Taxation and fiscal expenditure in a growth model with endogenous fertility. (2015). Sedgley, Norman ; Elmslie, Bruce . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201535. Full description at Econpapers \|\| Download paper
2015	Convergence of absolute purchasing power parity. (2015). Zhang, Zhibai. In: MPRA Paper. RePEc:pra:mprapa:64486. Full description at Econpapers \|\| Download paper
2015	Unveiling the Effects of Foreign Exchange Intervention; A Panel Approach. (2015). Mano, Rui ; Lisack, NoÃÂ«mie ; Adler, Gustavo. In: IMF Working Papers. RePEc:imf:imfwpa:15/130. Full description at Econpapers \|\| Download paper
2015	Spatial 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. Full description at Econpapers \|\| Download paper
2015	The Effects of Binding and Non-Binding Job Search Requirements. (2015). Arni, Patrick ; Schiprowski, Amelie . In: IZA Discussion Papers. RePEc:iza:izadps:dp8951. Full description at Econpapers \|\| Download paper
2015	The impact of unemployment insurance savings accounts on subsequent employment quality. (2015). , Nagler . In: MERIT Working Papers. RePEc:unm:unumer:2015026. Full description at Econpapers \|\| Download paper
2015	Inference 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. Full description at Econpapers \|\| Download paper
2015	Robust 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. Full description at Econpapers \|\| Download paper
2015	Dynamic 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. Full description at Econpapers \|\| Download paper
2015	Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). BarunÃÂk, Jozef ; Avdulaj, Krenar. In: Papers. RePEc:arx:papers:1307.5981. Full description at Econpapers \|\| Download paper
2015	Its 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. Full description at Econpapers \|\| Download paper
2015	Beyond 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. Full description at Econpapers \|\| Download paper
2015	Estimation 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. Full description at Econpapers \|\| Download paper
2015	New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels. (2015). Lucas, AndrÃÂ© ; Opschoor, and Anne ; Janus, Pawel ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140073. Full description at Econpapers \|\| Download paper
2015	Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting. (2015). Zhang, Xin ; Lucas, AndrÃÂ© ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140092. Full description at Econpapers \|\| Download paper
2015	Mixed Density based Copula Likelihood. (2015). Lucas, AndrÃÂ© ; Azam, Kazim . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150003. Full description at Econpapers \|\| Download paper
2015	In-Sample Bounds for Time-Varying Parameters of Observation Driven Models. (2015). Lucas, AndrÃÂ© ; Åasak, Katarzyna ; Koopman, Siem Jan ; Blasques, Francisco ; André Lucas, ; Lasak, Katarzyna . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150027. Full description at Econpapers \|\| Download paper
2015	Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions. (2015). Lucas, AndrÃÂ© ; Koopman, Siem Jan ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150037. Full description at Econpapers \|\| Download paper
2015	Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). BarunÃÂk, Jozef ; Avdulaj, Krenar ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32. Full description at Econpapers \|\| Download paper
2015	Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Soury, Manel ; Marimoutou, Velayoudom . In: AMSE Working Papers. RePEc:aim:wpaimx:1520. Full description at Econpapers \|\| Download paper
2015	In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models. (2015). Lucas, AndrÃÂ© ; Åasak, Katarzyna ; Koopman, Siem Jan ; Blasques, Francisco ; Lasak, Katarzyna . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150083. Full description at Econpapers \|\| Download paper
2015	Volatility Modeling with a Generalized t-distribution. (2015). Harvey, Andrew ; Lange, Rutger-Jan . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1517. Full description at Econpapers \|\| Download paper
2015	Modeling the Interactions between Volatility and Returns. (2015). Harvey, Andrew ; Lange, Rutger-Jan . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1518. Full description at Econpapers \|\| Download paper
2015	High-Dimensional Copula-Based Distributions with Mixed Frequency Data. (2015). Patton, Andrew. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-50. Full description at Econpapers \|\| Download paper
2015	Quasifiltering for time-series modeling. (2015). Tsyplakov, Alexander. In: MPRA Paper. RePEc:pra:mprapa:66453. Full description at Econpapers \|\| Download paper
2015	On 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. Full description at Econpapers \|\| Download paper
2015	Modeling 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. Full description at Econpapers \|\| Download paper
2015	US 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. Full description at Econpapers \|\| Download paper
2015	Modeling financial sector joint tail risk in the euro area. (2015). Zhang, Xin ; Schwaab, Bernd ; Lucas, AndrÃÂ©. In: Working Paper Series. RePEc:hhs:rbnkwp:0308. Full description at Econpapers \|\| Download paper
2015	Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting. (2015). Zhang, Xin ; Lucas, AndrÃÂ©. In: Working Paper Series. RePEc:hhs:rbnkwp:0309. Full description at Econpapers \|\| Download paper
2015	Energy 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. Full description at Econpapers \|\| Download paper
2015	Modeling and forecasting exchange rate volatility in time-frequency domain. (2015). Vacha, Lukas ; Krehlik, Tomas ; BarunÃÂk, Jozef ; Barunik, Jozef . In: Papers. RePEc:arx:papers:1204.1452. Full description at Econpapers \|\| Download paper
2015	Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Marimoutou, Velayoudom ; Soury, Manel . In: Working Papers. RePEc:hal:wpaper:halshs-01148746. Full description at Econpapers \|\| Download paper
2015	Correlated Defaults of UK Banks: Dynamics and Asymmetries. (2015). Zhao, Yang ; cerrato, mario ; Kim, Minjoo ; Crosby, John . In: Working Papers. RePEc:gla:glaewp:2015_24. Full description at Econpapers \|\| Download paper
2015	Are benefits from oilâstocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). BarunÃÂk, Jozef ; Avdulaj, Krenar. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:31-44. Full description at Econpapers \|\| Download paper
2015	High 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. Full description at Econpapers \|\| Download paper
2015	Generalized Autoregressive Method of Moments. (2015). Lucas, AndrÃÂ© ; Koopman, Siem Jan ; Creal, Drew ; Zamojski, Marcin . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150138. Full description at Econpapers \|\| Download paper
2015	Connecting 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. Full description at Econpapers \|\| Download paper
2015	Asymptotic 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. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Growing 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. Full description at Econpapers \|\| Download paper
2015	Random 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. Full description at Econpapers \|\| Download paper
2015	Global 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. Full description at Econpapers \|\| Download paper
2015	Analysis 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. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Nowcasting in Real Time Using Popularity Priors. (2015). Monokroussos, George. In: MPRA Paper. RePEc:pra:mprapa:68594. Full description at Econpapers \|\| Download paper
2015	Inferring 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. Full description at Econpapers \|\| Download paper
2015	Assessing 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Selection of an estimation window in the presence of data revisions and recent structural breaks. (2015). HÃÂ¤nnikÃÂ¤inen, Jari ; Hannikainen, Jari . In: MPRA Paper. RePEc:pra:mprapa:66759. Full description at Econpapers \|\| Download paper
2015	Productivity, 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. Full description at Econpapers \|\| Download paper
2015	Comparing Micro-Evidence on Rent Sharing from Three Different Approaches. (2015). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150068. Full description at Econpapers \|\| Download paper
2015	Product 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. Full description at Econpapers \|\| Download paper
2015	Comparing Micro-Evidence on Rent Sharing from Three Different Approaches. (2015). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: IZA Discussion Papers. RePEc:iza:izadps:dp9124. Full description at Econpapers \|\| Download paper
2015	Micro-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. Full description at Econpapers \|\| Download paper
2015	Micro-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. Full description at Econpapers \|\| Download paper
2015	Comparing micro-evidence on rent sharing from three different approaches. (2015). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: MERIT Working Papers. RePEc:unm:unumer:2015029. Full description at Econpapers \|\| Download paper
2015	Micro-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. Full description at Econpapers \|\| Download paper
2015	Point 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. Full description at Econpapers \|\| Download paper
2015	Large Vector Autoregressions with Asymmetric Priors. (2015). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:qmw:qmwecw:wp759. Full description at Econpapers \|\| Download paper
2015	Does 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. Full description at Econpapers \|\| Download paper
2015	Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Chan, Joshua ; Eisenstat, Eric . In: CAMA Working Papers. RePEc:een:camaaa:2015-32. Full description at Econpapers \|\| Download paper
2015	Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: Ifo Working Paper Series. RePEc:ces:ifowps:_203. Full description at Econpapers \|\| Download paper
2015	Multivariate Forecasting with BVARs and DSGE Models. (2015). Berg, Tim. In: MPRA Paper. RePEc:pra:mprapa:62405. Full description at Econpapers \|\| Download paper
2015	Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:64143. Full description at Econpapers \|\| Download paper
2015	Macroeconomic 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. Full description at Econpapers \|\| Download paper
2015	Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2015_10. Full description at Econpapers \|\| Download paper
2015	Bayesian estimation of monetary policy in Russia. (2015). Lomivorotov, Rodion . In: Applied Econometrics. RePEc:ris:apltrx:0264. Full description at Econpapers \|\| Download paper
2015	Steady-state priors and Bayesian variable selection in VAR forecasting. (2015). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:195. Full description at Econpapers \|\| Download paper
2015	Macroeconomic 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. Full description at Econpapers \|\| Download paper
2015	Conditional 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. Full description at Econpapers \|\| Download paper
2015	Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:682. Full description at Econpapers \|\| Download paper
2015	Suite of Latvias GDP forecasting models. (2015). Bessonovs, Andrejs. In: Working Papers. RePEc:ltv:wpaper:201501. Full description at Econpapers \|\| Download paper
2015	Common Feature Analysis of Economic Time Series: An Overview and Recent Developments. (2015). Cubadda, Gianluca ; Centoni, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:355. Full description at Econpapers \|\| Download paper
2015	Large Bayesian VARs: A flexible Kronecker error covariance structure. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-41. Full description at Econpapers \|\| Download paper
2015	System 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. Full description at Econpapers \|\| Download paper
2015	Model Uncertainty in Panel Vector Autoregressive Models. (2015). Koop, Gary ; Korobilis, Dimitris. In: Working Paper Series. RePEc:rim:rimwps:15-35. Full description at Econpapers \|\| Download paper
2015	Mothers Time Allocation, Child Care and Child Cognitive Development. (2015). Brilli, Ylenia. In: Economics Working Papers. RePEc:eui:euiwps:mwp2015/03. Full description at Econpapers \|\| Download paper
2015	Textual Analysis in Real Estate. (2015). Smith, Patrick . In: Working Papers. RePEc:wvu:wpaper:15-34. Full description at Econpapers \|\| Download paper
2015	Early 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. Full description at Econpapers \|\| Download paper
2015	Early 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. Full description at Econpapers \|\| Download paper
2015	Early 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. Full description at Econpapers \|\| Download paper
2015	Early 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. Full description at Econpapers \|\| Download paper
2015	Comment on Lof, Mekasha, and Tarp (2014). (2015). MartÃÂnez-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. Full description at Econpapers \|\| Download paper
2015	Development 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. Full description at Econpapers \|\| Download paper
2015	Your 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. Full description at Econpapers \|\| Download paper
2015	Do 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. Full description at Econpapers \|\| Download paper
2015	Aid 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. Full description at Econpapers \|\| Download paper
2015	Aid and Growth. New Evidence Using an Excludable Instrument. (2015). Dreher, Axel ; Langlotz, Sarah . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5515. Full description at Econpapers \|\| Download paper
2015	Aid and growth. New evidence using an excludable instrument. (2015). Dreher, Axel ; Langlotz, Sarah . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10811. Full description at Econpapers \|\| Download paper
2015	Cost 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. Full description at Econpapers \|\| Download paper
2015	Spatial 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. Full description at Econpapers \|\| Download paper
2015	Aid 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. Full description at Econpapers \|\| Download paper
2015	Donors openness to immigration and the effectiveness of foreign aid. (2015). Nunnenkamp, Peter ; Minasyan, Anna . In: Kiel Working Papers. RePEc:zbw:ifwkwp:1983. Full description at Econpapers \|\| Download paper
2015	Smooth 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. Full description at Econpapers \|\| Download paper
2015	Jobs for Growth. (2015). Alaimo, Veronica ; Ripani, Laura ; Pages, Carmen ; Kaplan, David S ; Bosch, Mariano . In: IDB Publications (Books). RePEc:idb:idbbks:90977. Full description at Econpapers \|\| Download paper
2015	Moment 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. Full description at Econpapers \|\| Download paper
2015	Working 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. Full description at Econpapers \|\| Download paper
2015	Persistence 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. Full description at Econpapers \|\| Download paper
2015	Microfinance 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. Full description at Econpapers \|\| Download paper
2015	Variable 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. Full description at Econpapers \|\| Download paper
2015	Partial 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. Full description at Econpapers \|\| Download paper
2015	Harnessing motoristsâ 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. Full description at Econpapers \|\| Download paper
2015	Tourists 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. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Do Precious Metal Prices Help in Forecasting South African Inflation?. (2015). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:sza:wpaper:wpapers235. Full description at Econpapers \|\| Download paper
2015	Efficient 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. Full description at Econpapers \|\| Download paper
2015	Was 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. Full description at Econpapers \|\| Download paper
2015	Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3. Full description at Econpapers \|\| Download paper
2015	Time 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	An 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. Full description at Econpapers \|\| Download paper
2015	Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian . In: Working Paper. RePEc:fip:fedcwp:1439. Full description at Econpapers \|\| Download paper
2015	An 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. Full description at Econpapers \|\| Download paper
2015	Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:mib:wpaper:298. Full description at Econpapers \|\| Download paper
2015	An 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. Full description at Econpapers \|\| Download paper
2015	Expectation-driven cycles: time-varying effects. (2015). Mendicino, Caterina ; D'Agostino, Antonello. In: Working Paper Series. RePEc:ecb:ecbwps:20151776. Full description at Econpapers \|\| Download paper
2015	Oil 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. Full description at Econpapers \|\| Download paper
2015	Is 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. Full description at Econpapers \|\| Download paper
2015	Bootstrap 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. Full description at Econpapers \|\| Download paper
2015	Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42. Full description at Econpapers \|\| Download paper
2015	Combining 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. Full description at Econpapers \|\| Download paper
2015	Measurement 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. Full description at Econpapers \|\| Download paper
2015	Measuring 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. Full description at Econpapers \|\| Download paper
2015	Combining 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. Full description at Econpapers \|\| Download paper
2015	An 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. Full description at Econpapers \|\| Download paper
2015	Uncertainty and the Employment Dynamics of Small and Large Businesses. (2015). Ghosal, Vivek ; Ye, Yang . In: IMF Working Papers. RePEc:imf:imfwpa:15/4. Full description at Econpapers \|\| Download paper
2015	Uncertainty 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. Full description at Econpapers \|\| Download paper
2015	Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032. Full description at Econpapers \|\| Download paper
2015	Identification of DSGE modelsâThe 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. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Term 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Oil-Price Density Forecasts of U.S. GDP. (2015). Ravazzolo, Francesco ; Rothman, Philip . In: Working Papers. RePEc:bny:wpaper:0038. Full description at Econpapers \|\| Download paper
2015	An 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. Full description at Econpapers \|\| Download paper
2015	Inference 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: Ifo Working Paper Series. RePEc:ces:ifowps:_203. Full description at Econpapers \|\| Download paper
2015	Relaciones regionales en los precios de vivienda nueva en Colombia. (2015). Campo Robledo, Jacobo ; Arosemena, Antonio Avendao ; Sierra, Hernan Enriquez . In: REVISTA ECOS DE ECONOMÃA. RePEc:col:000442:013824. Full description at Econpapers \|\| Download paper
2015	Characterising 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. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Point 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. Full description at Econpapers \|\| Download paper
2015	Time-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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Out-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. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Efficient 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. Full description at Econpapers \|\| Download paper
2015	Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42. Full description at Econpapers \|\| Download paper
2015	Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian . In: Working Paper. RePEc:fip:fedcwp:1439. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2015_08. Full description at Econpapers \|\| Download paper
2015	Fundamentals 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. Full description at Econpapers \|\| Download paper
2015	The U.S. Oil Supply Revolution and the Global Economy. (2015). Mohaddes, Kamiar ; Raissi, Mehdi . In: IMF Working Papers. RePEc:imf:imfwpa:15/259. Full description at Econpapers \|\| Download paper
2015	Some 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. Full description at Econpapers \|\| Download paper
2015	Does 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. Full description at Econpapers \|\| Download paper
2015	Environmental 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. Full description at Econpapers \|\| Download paper
2015	Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area. (2015). SchwarzmÃÂ¼ller, Tim ; Schwarzmuller, Tim . In: Kiel Working Papers. RePEc:kie:kieliw:1982. Full description at Econpapers \|\| Download paper
2015	Forecasting VARs, model selection, and shrinkage. (2015). Trenkler, Carsten ; Kascha, Christian. In: Working Papers. RePEc:mnh:wpaper:38872. Full description at Econpapers \|\| Download paper
2015	The Price Ainât 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. Full description at Econpapers \|\| Download paper
2015	Multivariate Forecasting with BVARs and DSGE Models. (2015). Berg, Tim. In: MPRA Paper. RePEc:pra:mprapa:62405. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844. Full description at Econpapers \|\| Download paper
2015	Time 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. Full description at Econpapers \|\| Download paper
2015	Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3. Full description at Econpapers \|\| Download paper
2015	Large Vector Autoregressions with Asymmetric Priors. (2015). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:qmw:qmwecw:wp759. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Model Uncertainty in Panel Vector Autoregressive Models. (2015). Koop, Gary ; Korobilis, Dimitris. In: Working Paper Series. RePEc:rim:rimwps:15-35. Full description at Econpapers \|\| Download paper
2015	Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters. (2015). Eo, Yunjong. In: Working Papers. RePEc:syd:wpaper:2015-18. Full description at Econpapers \|\| Download paper
2015	Integrated-quantile-based estimation for first price auction models. (2015). Luo, Yao ; Wan, Yuanyuan . In: Working Papers. RePEc:tor:tecipa:tecipa-539. Full description at Econpapers \|\| Download paper
2015	Consumption smoothing at retirement: average and quantile treatment effects in the regression discontinuity design. (2015). Burkhard, Daniel . In: Diskussionsschriften. RePEc:ube:dpvwib:dp1512. Full description at Econpapers \|\| Download paper
2015	Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta . In: Working Papers. RePEc:ucn:wpaper:201523. Full description at Econpapers \|\| Download paper
2015	THE EFFECTS OF THE FEDERAL RESERVEâS 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. Full description at Econpapers \|\| Download paper
2015	Transport policies and development. (2015). Selod, Harris ; Liu, Yishen ; Deichmann, Uwe. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7366. Full description at Econpapers \|\| Download paper
2015	Model 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. Full description at Econpapers \|\| Download paper
2015	Characterising 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. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Financialization 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. Full description at Econpapers \|\| Download paper
2014	What 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. Full description at Econpapers \|\| Download paper
2014	Are 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. Full description at Econpapers \|\| Download paper
2014	Do 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. Full description at Econpapers \|\| Download paper
2014	Mixed frequency structural VARs. (2014). Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2014_01. Full description at Econpapers \|\| Download paper
2014	Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control. (2014). Magnac, Thierry ; Gobillon, Laurent. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5077. Full description at Econpapers \|\| Download paper
2014	Are 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. Full description at Econpapers \|\| Download paper
2014	Neighborhood and Network Effects. (2014). Zenou, Yves ; topa, giorgio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10126. Full description at Econpapers \|\| Download paper
2014	A 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. Full description at Econpapers \|\| Download paper
2014	Risky sexual behavior: biological markers and self-reported data. (2014). de Paula, Aureo ; Corno, Lucia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10271. Full description at Econpapers \|\| Download paper
2014	Following 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. Full description at Econpapers \|\| Download paper
2014	Markov-Switching Mixed-Frequency VAR Models. (2014). Marcellino, Massimiliano ; GuÃÂ©rin, Pierre ; Foroni, Claudia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9815. Full description at Econpapers \|\| Download paper
2014	Conditional 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. Full description at Econpapers \|\| Download paper
2014	Sickness Absence and Works Councils: Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; BrÃÂ¤ndle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp691. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2014). Sallenave, Audrey ; Mignon, ValÃÂ©rie ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-14. Full description at Econpapers \|\| Download paper
2014	Cross-Market Spillovers with âVolatility Surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-46. Full description at Econpapers \|\| Download paper
2014	Conditional 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. Full description at Econpapers \|\| Download paper
2014	A 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. Full description at Econpapers \|\| Download paper
2014	Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks. (2014). LÃÂ¼tkepohl, Helmut ; Herwartz, Helmut ; Lutkepohl, Helmut . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:104-116. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	Tail 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. Full description at Econpapers \|\| Download paper
2014	How do oil producers respond to oil demand shocks?. (2014). GÃÂ¼ntner, Jochen ; Guntner, Jochen H. F., . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:1-13. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	Oil 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. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	Oil 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. Full description at Econpapers \|\| Download paper
2014	Speculative 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. Full description at Econpapers \|\| Download paper
2014	Oil 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. Full description at Econpapers \|\| Download paper
2014	Are 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. Full description at Econpapers \|\| Download paper
2014	Cross-market spillovers with âvolatility surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207. Full description at Econpapers \|\| Download paper
2014	Business 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. Full description at Econpapers \|\| Download paper
2014	Persistent and Transient Cost Efficiency â 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. Full description at Econpapers \|\| Download paper
2014	Industrialization and the demand for mineral commodities. (2014). Stuermer, Martin. In: Working Papers. RePEc:fip:feddwp:1413. Full description at Econpapers \|\| Download paper
2014	The Role of Oil Price Shocks in Causing U.S. Recessions. (2014). Vigfusson, Robert ; Kilian, Lutz. In: International Finance Discussion Papers. RePEc:fip:fedgif:1114. Full description at Econpapers \|\| Download paper
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2014_16. Full description at Econpapers \|\| Download paper
2014	Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Working Papers. RePEc:hal:wpaper:halshs-01052488. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; BrÃÂ¤ndle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: IAAEU Discussion Papers. RePEc:iaa:dpaper:201410. Full description at Econpapers \|\| Download paper
2014	Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; BrÃÂ¤ndle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: IAW Discussion Papers. RePEc:iaw:iawdip:107. Full description at Econpapers \|\| Download paper
2014	Oil Price Fluctuations and Trade Balance of Turkey. (2014). UÄurlu, 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. Full description at Econpapers \|\| Download paper
2014	Linear 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. Full description at Econpapers \|\| Download paper
2014	Medium-Term Fiscal Multipliers during Protracted Recessions. (2014). Poplawski-Ribeiro, Marcos ; Koloskova, Ksenia ; Dell'Erba, Salvatore . In: IMF Working Papers. RePEc:imf:imfwpa:14/213. Full description at Econpapers \|\| Download paper
2014	Taxing Fossil Fuels under Speculative Storage. (2014). Unsal, Filiz ; Unalmis, Ibrahim ; Tumen, Semih. In: IMF Working Papers. RePEc:imf:imfwpa:14/228. Full description at Econpapers \|\| Download paper
2014	Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:ipg:wpaper:2014-469. Full description at Econpapers \|\| Download paper
2014	The 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. Full description at Econpapers \|\| Download paper
2014	Measurement 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. Full description at Econpapers \|\| Download paper
2014	Individual 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. Full description at Econpapers \|\| Download paper
2014	Probability 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. Full description at Econpapers \|\| Download paper
2014	Individual 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. Full description at Econpapers \|\| Download paper

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Recent citations received in 2013

Year	Citing document
2013	Parallel 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. Full description at Econpapers \|\| Download paper
2013	The 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. Full description at Econpapers \|\| Download paper
2013	Comparing 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. Full description at Econpapers \|\| Download paper
2013	Comparing models of unobserved heterogeneity in environmental choice experiments. (2013). Kragt, Marit. In: Working Papers. RePEc:ags:uwauwp:144447. Full description at Econpapers \|\| Download paper
2013	Aid and Vulnerability. (2013). Presbitero, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:88. Full description at Econpapers \|\| Download paper
2013	Can we still benefit from international diversification? The case of the Czech and German stock markets. (2013). BarunÃÂk, Jozef ; Avdulaj, Krenar. In: Papers. RePEc:arx:papers:1308.6120. Full description at Econpapers \|\| Download paper
2013	What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:13-15. Full description at Econpapers \|\| Download paper
2013	Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data. (2013). Ito, Ryoko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1315. Full description at Econpapers \|\| Download paper
2013	Time series models with an EGB2 conditional distribution. (2013). Harvey, Andrew ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1325. Full description at Econpapers \|\| Download paper
2013	Two EGARCH models and one fat tail. (2013). Harvey, Andrew ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1326. Full description at Econpapers \|\| Download paper
2013	Naturally Negative: The Growth Effects of Natural Disasters. (2013). Groeschl, Jasmin ; Felbermayr, Gabriel ; Groschl, Jasmin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4439. Full description at Econpapers \|\| Download paper
2013	How Macroeconomic Imbalances Interact? Evidence from a Panel VAR Analysis. (2013). Mignon, ValÃÂ©rie ; Gnimassoun, Blaise. In: Working Papers. RePEc:cii:cepidt:2013-42. Full description at Econpapers \|\| Download paper
2013	Nowcasting Czech GDP in Real Time. (2013). RusnÃÂ¡k, Marek. In: Working Papers. RePEc:cnb:wpaper:2013/06. Full description at Econpapers \|\| Download paper
2013	Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. (2013). Kilian, Lutz ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9297. Full description at Econpapers \|\| Download paper
2013	Regional Growth and Regional Decline. (2013). Temple, Jonathan ; Ottaviano, Gianmarco ; Breinlich, Holger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9568. Full description at Econpapers \|\| Download paper
2013	Effects of Transitory Shocks to Aggregate Output on Consumption in Poor Countries. (2013). BrÃÂ¼ckner, Markus ; Gradstein, Mark ; Bruckner, Markus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9658. Full description at Econpapers \|\| Download paper
2013	Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?. (2013). Mogliani, Matteo ; Bec, FrÃÂ©dÃÂ©rique. In: Working Papers. RePEc:crs:wpaper:2013-21. Full description at Econpapers \|\| Download paper
2013	A theory of vintage capital investment and energy use. (2013). Puch, Luis ; DÃÂaz, Antonia ; Diaz, Antonia . In: UC3M Working papers. Economics. RePEc:cte:werepe:we1320. Full description at Econpapers \|\| Download paper
2013	Locus of Control and Low-Wage Mobility. (2013). Schnitzlein, Daniel ; Stephani, Jens . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp589. Full description at Econpapers \|\| Download paper
2013	Introducing 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. Full description at Econpapers \|\| Download paper
2013	Wealth heterogeneity and the response of consumption to shocks. (2013). Slacalek, Jiri . In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:2. Full description at Econpapers \|\| Download paper
2013	The 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. Full description at Econpapers \|\| Download paper
2013	Conditional and joint credit risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, AndrÃÂ©. In: Working Paper Series. RePEc:ecb:ecbwps:20131621. Full description at Econpapers \|\| Download paper
2013	The 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. Full description at Econpapers \|\| Download paper
2013	Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers \|\| Download paper
2013	Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers \|\| Download paper
2013	Now-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. Full description at Econpapers \|\| Download paper
2013	Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers \|\| Download paper
2013	Avoiding biased versions of Wooldridgeâs 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. Full description at Econpapers \|\| Download paper
2013	Moving 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. Full description at Econpapers \|\| Download paper
2013	Inference 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. Full description at Econpapers \|\| Download paper
2013	Large 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. Full description at Econpapers \|\| Download paper
2013	Time-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. Full description at Econpapers \|\| Download paper
2013	Long 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. Full description at Econpapers \|\| Download paper
2013	Modeling 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. Full description at Econpapers \|\| Download paper
2013	Does 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. Full description at Econpapers \|\| Download paper
2013	Are 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. Full description at Econpapers \|\| Download paper
2013	Effects of transitory shocks to aggregate output on consumption in poor countries. (2013). BrÃÂ¼ckner, Markus ; Gradstein, Mark ; Bruckner, Markus . In: Journal of International Economics. RePEc:eee:inecon:v:91:y:2013:i:2:p:343-357. Full description at Econpapers \|\| Download paper
2013	Commodity 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. Full description at Econpapers \|\| Download paper
2013	Parental 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. Full description at Econpapers \|\| Download paper
2013	Long-term absenteeism and moral hazardâEvidence from a natural experiment. (2013). Ziebarth, Nicolas ; NicolasR. Ziebarth, . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:277-292. Full description at Econpapers \|\| Download paper
2013	Moving 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. Full description at Econpapers \|\| Download paper
2013	International Effects of Chinas Rise and Transition: Neoclassical and Keynesian Perspectives. (2013). Tyers, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2013-44. Full description at Econpapers \|\| Download paper
2013	Regional 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. Full description at Econpapers \|\| Download paper
2013	Internet piracy: the estimated impact on sales. (2013). Liebowitz, Stan J.. In: Chapters. RePEc:elg:eechap:14906_23. Full description at Econpapers \|\| Download paper
2013	Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). BarunÃÂk, 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. Full description at Econpapers \|\| Download paper
2013	Cooperation among local governments to deliver public services : a âstructuralâ bivariate response model with fixed effects and endogenous covariate. (2013). Paty, Sonia ; Merlin, Vincent ; Di Porto, Edoardo. In: Working Papers. RePEc:gat:wpaper:1304. Full description at Econpapers \|\| Download paper
2013	Cooperation 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. Full description at Econpapers \|\| Download paper
2013	Conditional euro area sovereign default risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, AndrÃÂ©. In: Working Paper Series. RePEc:hhs:rbnkwp:0269. Full description at Econpapers \|\| Download paper
2013	Debt Dynamics and Monetary Policy: A Note. (2013). LasÃÂ©en, Stefan ; Strid, Ingvar ; Laseen, Stefan . In: Working Paper Series. RePEc:hhs:rbnkwp:0283. Full description at Econpapers \|\| Download paper

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Recent citations received in 2012

Year	Citing document
2012	Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: CREATES Research Papers. RePEc:aah:create:2012-44. Full description at Econpapers \|\| Download paper
2012	Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus. In: CREATES Research Papers. RePEc:aah:create:2012-53. Full description at Econpapers \|\| Download paper
2012	Public Debt and Economic Growth: Is There a Causal Effect?. (2012). Presbitero, Andrea ; Panizza, Ugo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:65. Full description at Econpapers \|\| Download paper
2012	Is 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. Full description at Econpapers \|\| Download paper
2012	Globalisation and Technological Convergence in the EU. (2012). shin, yongcheol ; Serlenga, Laura. In: SERIES. RePEc:bai:series:economia-series41. Full description at Econpapers \|\| Download paper
2012	The 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. Full description at Econpapers \|\| Download paper
2012	A Review of Recent Research on Labor Supply Elasticities: Working Paper 2012-12. (2012). McClelland, Robert ; Mok, Shannon . In: Working Papers. RePEc:cbo:wpaper:43675. Full description at Econpapers \|\| Download paper
2012	Is 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. Full description at Econpapers \|\| Download paper
2012	The Case Against Patents. (2012). Levine, David ; Boldrin, Michele. In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000465. Full description at Econpapers \|\| Download paper
2012	Computationally efficient inference procedures for vast dimensional realized covariance models. (2012). Storti, Giuseppe ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2012028. Full description at Econpapers \|\| Download paper
2012	Does noncausality help in forecasting economic time series?. (2012). Nyberg, Henri ; Lanne, Markku ; Saarinen, Erkka . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00360. Full description at Econpapers \|\| Download paper
2012	The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, LuÃs ; 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. Full description at Econpapers \|\| Download paper
2012	Estimating 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. Full description at Econpapers \|\| Download paper
2012	Distribution-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. Full description at Econpapers \|\| Download paper
2012	Mixtures 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. Full description at Econpapers \|\| Download paper
2012	Robust 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. Full description at Econpapers \|\| Download paper
2012	A 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. Full description at Econpapers \|\| Download paper
2012	Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/26. Full description at Econpapers \|\| Download paper
2012	Realized 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. Full description at Econpapers \|\| Download paper
2012	Modelling 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. Full description at Econpapers \|\| Download paper
2012	The case against patents. (2012). Levine, David ; Boldrin, Michele. In: Working Papers. RePEc:fip:fedlwp:2012-035. Full description at Econpapers \|\| Download paper
2012	Forecasting with a noncausal VAR model. (2012). Saikkonen, Pentti . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_033. Full description at Econpapers \|\| Download paper
2012	Realized 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. Full description at Econpapers \|\| Download paper
2012	Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034. Full description at Econpapers \|\| Download paper
2012	A 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. Full description at Econpapers \|\| Download paper
2012	Forecasting 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. Full description at Econpapers \|\| Download paper
2012	Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus. In: Discussion Papers. RePEc:kud:kuiedp:1223. Full description at Econpapers \|\| Download paper
2012	Pay 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. Full description at Econpapers \|\| Download paper
2012	Identification 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. Full description at Econpapers \|\| Download paper
2012	Site Selection Bias in Program Evaluation. (2012). Mullainathan, Sendhil ; Allcott, Hunt . In: NBER Working Papers. RePEc:nbr:nberwo:18373. Full description at Econpapers \|\| Download paper
2012	Strategies for Deeper Integration: Case Study of the Baltics. (2012). Lastauskas, Povilas ; Biinait, Audr . In: MPRA Paper. RePEc:pra:mprapa:43321. Full description at Econpapers \|\| Download paper
2012	Price Volatility Forecast for Agricultural Commodity Futuresï¼ 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. Full description at Econpapers \|\| Download paper
2012	The fixed effects estimator of technical efficiency. (2012). Wikstrm, Daniel . In: Department of Economics publications. RePEc:sua:ekonwp:9101. Full description at Econpapers \|\| Download paper
2012	Identification 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. Full description at Econpapers \|\| Download paper
2012	Realized stochastic volatility with leverage and long memory. (2012). Omori, Yasuhiro ; Shirota, Shinichiro ; Hizu, Takayuki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf869. Full description at Econpapers \|\| Download paper
2012	Pay 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. Full description at Econpapers \|\| Download paper
2012	Spatial 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. Full description at Econpapers \|\| Download paper
2012	Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study. (2012). Calabrese, Raffaella ; Elkink, Johan A.. In: Working Papers. RePEc:ucd:wpaper:201215. Full description at Econpapers \|\| Download paper
2012	Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2012:14. Full description at Econpapers \|\| Download paper
2012	Statistical 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. Full description at Econpapers \|\| Download paper
2012	Selection bias in innovation studies: A simple test. (2012). de Rassenfosse, Gaetan ; Wastyn, Annelies . In: ZEW Discussion Papers. RePEc:zbw:zewdip:12012. Full description at Econpapers \|\| Download paper
2012	Innovation strategies of German firms: The effect of competition and intellectual property protection. (2012). Slivko, Olga. In: ZEW Discussion Papers. RePEc:zbw:zewdip:12089. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	398
2	Economic Modelling / Elsevier	207
3	Journal of Econometrics / Elsevier	144
4	CEPR Discussion Papers / C.E.P.R. Discussion Papers	138
5	IZA Discussion Papers / Institute for the Study of Labor (IZA)	137
6	International Journal of Forecasting / Elsevier	121
7	Empirical Economics / Springer	117
8	NBER Working Papers / National Bureau of Economic Research, Inc	106
9	CESifo Working Paper Series / CESifo Group Munich	105
10	Energy Economics / Elsevier	87
11	Working Paper Series / European Central Bank	86

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

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