0.41
Impact Factor
0.25
5-Years IF
9
5-Years H index
0.41
Impact Factor
0.25
5-Years IF
9
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1993 | 0.13 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1994 | 0.14 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1995 | 0.17 | 0 | 0 | 0 | (%) | 0.11 | ||||||||||
1996 | 0.22 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
1997 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1998 | 0.24 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
1999 | 0.3 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
2000 | 0.37 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
2001 | 0.37 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
2002 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
2003 | 0.4 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
2004 | 0.41 | 11 | 11 | 1 | 0.09 | 23 | 0 | 0 | (%) | 0.18 | ||||||
2005 | 0.18 | 0.43 | 0.18 | 25 | 36 | 7 | 0.19 | 142 | 11 | 2 | 11 | 2 | 12 (8.5%) | 4 | 0.16 | 0.21 |
2006 | 0.5 | 0.44 | 0.5 | 19 | 55 | 24 | 0.44 | 47 | 36 | 18 | 36 | 18 | 5 (10.6%) | 6 | 0.32 | 0.19 |
2007 | 0.32 | 0.37 | 0.31 | 21 | 76 | 20 | 0.26 | 39 | 44 | 14 | 55 | 17 | 2 (5.1%) | 2 | 0.1 | 0.17 |
2008 | 0.33 | 0.39 | 0.45 | 8 | 84 | 34 | 0.4 | 30 | 40 | 13 | 76 | 34 | 1 (3.3%) | 0.17 | ||
2009 | 0.52 | 0.36 | 0.32 | 18 | 102 | 31 | 0.3 | 40 | 29 | 15 | 84 | 27 | 3 (7.5%) | 4 | 0.22 | 0.17 |
2010 | 0.38 | 0.34 | 0.25 | 16 | 118 | 26 | 0.22 | 16 | 26 | 10 | 91 | 23 | 2 (12.5%) | 0.15 | ||
2011 | 0.44 | 0.41 | 0.32 | 7 | 125 | 35 | 0.28 | 14 | 34 | 15 | 82 | 26 | (%) | 1 | 0.14 | 0.2 |
2012 | 0.17 | 0.45 | 0.29 | 16 | 141 | 40 | 0.28 | 18 | 23 | 4 | 70 | 20 | 2 (11.1%) | 0.21 | ||
2013 | 0.3 | 0.5 | 0.28 | 7 | 148 | 31 | 0.21 | 23 | 7 | 65 | 18 | (%) | 0.2 | |||
2014 | 0.3 | 0.55 | 0.16 | 12 | 160 | 37 | 0.23 | 13 | 23 | 7 | 64 | 10 | 1 (7.7%) | 2 | 0.17 | 0.25 |
2015 | 0.05 | 0.57 | 0.17 | 15 | 175 | 28 | 0.16 | 7 | 19 | 1 | 58 | 10 | 1 (14.3%) | 0.26 | ||
2016 | 0.41 | 0.66 | 0.25 | 5 | 180 | 40 | 0.22 | 27 | 11 | 57 | 14 | (%) | 0.34 |
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2005 | Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, ÃÂlvaro ; Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507. Full description at Econpapers || Download paper | 95 |
2 | 2008 | Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Figueroa, Marcelo ; Cartea, ÃÂlvaro ; Geman, Helyette. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0802. Full description at Econpapers || Download paper | 20 |
3 | 2007 | Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0714. Full description at Econpapers || Download paper | 17 |
4 | 2005 | UK Real-Time Macro Data Characteristics. (2005). Vahey, Shaun ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0502. Full description at Econpapers || Download paper | 13 |
5 | 2006 | Belief Heterogeneity and Survival in Incomplete Markets. (2006). Sciubba, Emanuela ; Coury, Tarek. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613. Full description at Econpapers || Download paper | 11 |
6 | 2014 | Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409. Full description at Econpapers || Download paper | 10 |
7 | 2004 | Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0403. Full description at Econpapers || Download paper | 10 |
8 | 2005 | Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503. Full description at Econpapers || Download paper | 10 |
9 | 2009 | Strategies in Social Network Formation. (2009). Sciubba, Emanuela ; Di Cagno, Daniela ; conte, anna. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0905. Full description at Econpapers || Download paper | 9 |
10 | 2006 | Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium. (2006). Cartea, ÃÂlvaro ; Benth, Fred Espen ; Kiesel, Ruediger. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0611. Full description at Econpapers || Download paper | 8 |
11 | 2011 | The Demand for Military Expenditure in Authoritarian Regimes. (2011). Brauner, Jennifer ; Bove, Vincenzo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1106. Full description at Econpapers || Download paper | 8 |
12 | 2012 | Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202. Full description at Econpapers || Download paper | 8 |
13 | 2009 | The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy. (2009). Kapur, Sandeep ; Athreye, Suma. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0904. Full description at Econpapers || Download paper | 7 |
14 | 2010 | The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach. (2010). Melina, Giovanni ; Fragetta, Matteo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1006. Full description at Econpapers || Download paper | 7 |
15 | 2009 | Measuring Output Gap Uncertainty. (2009). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0909. Full description at Econpapers || Download paper | 7 |
16 | 2005 | Subsidizing Inventory: A Theory of Trade Credit and Prepayment. (2005). Nilsen, Jeffrey ; Daripa, Arup. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0522. Full description at Econpapers || Download paper | 7 |
17 | 2006 | Relative Performance, Risk and Entry in the Mutual Fund Industry. (2006). Sciubba, Emanuela ; Loranth, Gyongyi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0612. Full description at Econpapers || Download paper | 6 |
18 | 2006 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0617. Full description at Econpapers || Download paper | 5 |
19 | 2004 | Invertibility of Nonparametric Stochastic Demand Functions. (2004). Blundell, Richard ; Beckert, Walter. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0406. Full description at Econpapers || Download paper | 5 |
20 | 2009 | Liquidity Effects and Cost Channels in Monetary Transmission. (2009). Basso, Henrique ; Aksoy, Yunus ; Matinez, Javier Coto . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0902. Full description at Econpapers || Download paper | 5 |
21 | 2006 | UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts. (2006). Cartea, ÃÂlvaro ; Williams, Thomas . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0608. Full description at Econpapers || Download paper | 5 |
22 | 2006 | Real Time Representations of the Output Gap. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0619. Full description at Econpapers || Download paper | 5 |
23 | 2007 | A Dynamic Mechanism and Surplus Extraction Under Ambiguity. (2007). Daripa, Arup ; Bose, Subir. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0716. Full description at Econpapers || Download paper | 5 |
24 | 2007 | A Multivariate Commodity Analysis and Applications to Risk Management. (2007). Cartea, ÃÂlvaro ; Schindlmayr, Gero ; Kiesel, Ruediger ; Boerger, Reik H.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0709. Full description at Econpapers || Download paper | 4 |
25 | 2005 | U.S. Domestic Money, Inflation and Output. (2005). Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0506. Full description at Econpapers || Download paper | 4 |
26 | 2004 | Deflationary Bubbles. (2004). Sibert, Anne ; Buiter, Willem. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0409. Full description at Econpapers || Download paper | 4 |
27 | Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0910. Full description at Econpapers || Download paper | 4 | |
28 | 2007 | Research, Knowledge Spillovers and Innovation. (2007). Petraglia, Carmelo ; Morone, Piergiuseppe ; Testa, Giuseppina . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0713. Full description at Econpapers || Download paper | 4 |
29 | 2008 | Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus. (2008). Efthyvoulou, Georgios. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0808. Full description at Econpapers || Download paper | 4 |
30 | 2011 | A View on Global Imbalances and their Contribution to the Financial Crisis. (2011). Dettmann, Georg. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1102. Full description at Econpapers || Download paper | 4 |
31 | 2008 | Persistent Gaps and Default Traps. (2008). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Luis A. V. Catao, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0803. Full description at Econpapers || Download paper | 3 |
32 | 2009 | Lending Relationships and Monetary Policy. (2009). Basso, Henrique ; Aksoy, Yunus ; Coto-Martinez, Javier . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0912. Full description at Econpapers || Download paper | 3 |
33 | 2010 | Central Bank Independence, Bureaucratic Corruption and Fiscal Responses - Empirical Evidence. (2010). Dimakou, Ourania . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1012. Full description at Econpapers || Download paper | 3 |
34 | 2012 | The Predictive Space, or, If x predicts y, what does y tell us about x?. (2012). wright, stephen ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1210. Full description at Econpapers || Download paper | 3 |
35 | 2015 | Demographic Structure and Macroeconomic Trends. (2015). Smith, Ronald ; Grasl, Tobias ; Basso, Henrique ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1501. Full description at Econpapers || Download paper | 3 |
36 | 2004 | In Search of âOffshoringâ: Evidence from U.S. Imports of Services. (2004). van Welsum, Desirée. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0402. Full description at Econpapers || Download paper | 3 |
37 | 2007 | Non-linearities and Unit Roots in G7 Macroeconomic Variables. (2007). Leon-Ledesma, Miguel ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0710. Full description at Econpapers || Download paper | 3 |
38 | 2010 | Political Budget Cycles in the European Union and the Impact of Political Pressures: A dynamic panel regression analysis. (2010). Efthyvoulou, Georgios. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1002. Full description at Econpapers || Download paper | 2 |
39 | 2006 | Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0618. Full description at Econpapers || Download paper | 2 |
40 | 2005 | Worker Heterogeneity, Intra-firm Externalities and Wage Compression. (2005). Zoega, Gylfi ; Booth, Alison. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0515. Full description at Econpapers || Download paper | 2 |
41 | 2005 | Financial Crises and Money Demand in Jamaica. (2005). Atkins, Fiona . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0512. Full description at Econpapers || Download paper | 2 |
42 | 2005 | Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi ; Smith, Ronald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0524. Full description at Econpapers || Download paper | 2 |
43 | 2015 | Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. (2015). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1515. Full description at Econpapers || Download paper | 2 |
44 | 2005 | Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process. (2005). Cartea, ÃÂlvaro. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0508. Full description at Econpapers || Download paper | 2 |
45 | 2006 | Monetary and Fiscal Policy Interactions: The Role of the Quality of Institutions in a Dynamic Environment. (2006). Dimakou, Ourania . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0607. Full description at Econpapers || Download paper | 2 |
46 | 2009 | Survey Evidence on Customer Markets. (2009). Zoega, Gylfi ; Choudhary, Ali ; Karlsson, Thorlakur . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0916. Full description at Econpapers || Download paper | 2 |
47 | 2007 | Optimal Sale: Auctions with a Buy-Now Option. (2007). Daripa, Arup ; Bose, Subir. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0702. Full description at Econpapers || Download paper | 2 |
48 | 2012 | The economic impact of demographic structure in OECD countries. (2012). Smith, Ronald ; Grasl, Tobias ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1212. Full description at Econpapers || Download paper | 2 |
49 | 2010 | Social Capital, Community Governance and Credit Market. (2010). Andriani, Luca . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1003. Full description at Econpapers || Download paper | 2 |
50 | 2008 | Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution. (2008). Di Pace, Federico. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0807. Full description at Econpapers || Download paper | 2 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2005 | Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, ÃÂlvaro ; Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507. Full description at Econpapers || Download paper | 33 |
2 | 2014 | Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409. Full description at Econpapers || Download paper | 9 |
3 | 2012 | Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202. Full description at Econpapers || Download paper | 5 |
4 | 2006 | Belief Heterogeneity and Survival in Incomplete Markets. (2006). Sciubba, Emanuela ; Coury, Tarek. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613. Full description at Econpapers || Download paper | 4 |
5 | 2011 | The Demand for Military Expenditure in Authoritarian Regimes. (2011). Brauner, Jennifer ; Bove, Vincenzo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1106. Full description at Econpapers || Download paper | 3 |
6 | 2009 | The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy. (2009). Kapur, Sandeep ; Athreye, Suma. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0904. Full description at Econpapers || Download paper | 3 |
7 | 2015 | Demographic Structure and Macroeconomic Trends. (2015). Smith, Ronald ; Grasl, Tobias ; Basso, Henrique ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1501. Full description at Econpapers || Download paper | 3 |
8 | 2010 | Central Bank Independence, Bureaucratic Corruption and Fiscal Responses - Empirical Evidence. (2010). Dimakou, Ourania . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1012. Full description at Econpapers || Download paper | 3 |
9 | 2005 | Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503. Full description at Econpapers || Download paper | 3 |
10 | 2009 | Strategies in Social Network Formation. (2009). Sciubba, Emanuela ; Di Cagno, Daniela ; conte, anna. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0905. Full description at Econpapers || Download paper | 2 |
11 | 2015 | Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. (2015). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1515. Full description at Econpapers || Download paper | 2 |
12 | 2006 | Relative Performance, Risk and Entry in the Mutual Fund Industry. (2006). Sciubba, Emanuela ; Loranth, Gyongyi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0612. Full description at Econpapers || Download paper | 2 |
13 | 2008 | Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Figueroa, Marcelo ; Cartea, ÃÂlvaro ; Geman, Helyette. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0802. Full description at Econpapers || Download paper | 2 |
14 | 2007 | A Dynamic Mechanism and Surplus Extraction Under Ambiguity. (2007). Daripa, Arup ; Bose, Subir. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0716. Full description at Econpapers || Download paper | 2 |
Year | Title | |
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2016 | Demographics and Real Interest Rates: Inspecting the Mechanism. (2016). Ferrero, Andrea ; Carvalho, Carlos ; Nechio, Fernanda . In: 2016 Meeting Papers. RePEc:red:sed016:717. Full description at Econpapers || Download paper | |
2016 | Demographics and real interest rates: Inspecting the mechanism. (2016). Ferrero, Andrea ; Carvalho, Carlos ; Nechio, Fernanda . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:208-226. Full description at Econpapers || Download paper | |
2016 | Removing Moral Hazard and Agency Costs in Banks: Beyond CoCo Bonds. (2016). Hori, Kenjiro ; Ceron, Jorge Martin . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1603. Full description at Econpapers || Download paper | |
2016 | Determining the number of factors after stationary univariate transformations. (2016). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1602. Full description at Econpapers || Download paper | |
2016 | Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models *. (2016). Wintenberger, Olivier ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, P. In: Working Papers. RePEc:hal:wpaper:hal-01377971. Full description at Econpapers || Download paper | |
2016 | Comparison of Value-at-Risk models using the MCS approach. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:2:d:10.1007_s00180-016-0646-6. Full description at Econpapers || Download paper | |
2016 | Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models. (2016). Wintenberger, Olivier ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160082. Full description at Econpapers || Download paper | |
2016 | Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models. (2016). Wintenberger, Olivier ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, P. In: Papers. RePEc:arx:papers:1610.02863. Full description at Econpapers || Download paper | |
2016 | Large Time-Varying Parameter VARs: A Non-Parametric Approach. (2016). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11560. Full description at Econpapers || Download paper | |
2016 | Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11599. Full description at Econpapers || Download paper | |
2016 | Removing Moral Hazard and Agency Costs in Banks: Beyond CoCo Bonds. (2016). Hori, Kenjiro ; Ceron, Jorge Martin . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1603. Full description at Econpapers || Download paper |
Year | Citing document |
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Year | Citing document | |
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2014 | Effects of the U.S. quantitative easing on the Peruvian economy. (2014). Pérez Forero, Fernando ; Carrera, Cesar ; Ramirez-Rondan, Nelson ; Perez-Forero, Fernando . In: Working Papers. RePEc:rbp:wpaper:2014-017. Full description at Econpapers || Download paper | |
2014 | Optimal Formulations for Nonlinear Autoregressive Processes. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140103. Full description at Econpapers || Download paper |
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Source data used to compute the impact factor of RePEc series.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team