0.54
Impact Factor
0.48
5-Years IF
24
5-Years H index
0.54
Impact Factor
0.48
5-Years IF
24
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 | 9 | 9 | 1 | 0.11 | 6 | 0 | 0 | 1 (16.7%) | 1 | 0.11 | 0.1 | ||||
1997 | 0.11 | 0.22 | 0.11 | 83 | 92 | 5 | 0.05 | 78 | 9 | 1 | 9 | 1 | 12 (15.4%) | 4 | 0.05 | 0.09 |
1998 | 0.09 | 0.24 | 0.09 | 75 | 167 | 22 | 0.13 | 162 | 92 | 8 | 92 | 8 | 28 (17.3%) | 11 | 0.15 | 0.13 |
1999 | 0.13 | 0.3 | 0.12 | 79 | 246 | 30 | 0.12 | 96 | 158 | 20 | 167 | 20 | 4 (4.2%) | 7 | 0.09 | 0.16 |
2000 | 0.17 | 0.37 | 0.12 | 109 | 355 | 37 | 0.1 | 270 | 154 | 26 | 246 | 30 | 16 (5.9%) | 5 | 0.05 | 0.14 |
2001 | 0.07 | 0.37 | 0.07 | 118 | 473 | 30 | 0.06 | 240 | 188 | 14 | 355 | 25 | 15 (6.3%) | 4 | 0.03 | 0.17 |
2002 | 0.09 | 0.37 | 0.1 | 117 | 590 | 49 | 0.08 | 101 | 227 | 21 | 464 | 45 | 7 (6.9%) | 2 | 0.02 | 0.18 |
2003 | 0.1 | 0.4 | 0.11 | 101 | 691 | 66 | 0.1 | 252 | 235 | 24 | 498 | 56 | 15 (6%) | 3 | 0.03 | 0.19 |
2004 | 0.15 | 0.41 | 0.15 | 137 | 828 | 106 | 0.13 | 258 | 218 | 33 | 524 | 76 | 19 (7.4%) | 11 | 0.08 | 0.18 |
2005 | 0.14 | 0.43 | 0.12 | 118 | 946 | 111 | 0.12 | 295 | 238 | 33 | 582 | 72 | 28 (9.5%) | 18 | 0.15 | 0.21 |
2006 | 0.25 | 0.44 | 0.18 | 114 | 1060 | 147 | 0.14 | 152 | 255 | 63 | 591 | 105 | 12 (7.9%) | 8 | 0.07 | 0.19 |
2007 | 0.16 | 0.37 | 0.13 | 105 | 1165 | 128 | 0.11 | 336 | 232 | 38 | 587 | 74 | 30 (8.9%) | 9 | 0.09 | 0.17 |
2008 | 0.13 | 0.39 | 0.19 | 114 | 1279 | 167 | 0.13 | 148 | 219 | 29 | 575 | 112 | 16 (10.8%) | 14 | 0.12 | 0.17 |
2009 | 0.21 | 0.36 | 0.17 | 109 | 1388 | 201 | 0.14 | 125 | 219 | 45 | 588 | 102 | 5 (4%) | 9 | 0.08 | 0.17 |
2010 | 0.22 | 0.34 | 0.17 | 121 | 1509 | 171 | 0.11 | 198 | 223 | 49 | 560 | 94 | 20 (10.1%) | 2 | 0.02 | 0.15 |
2011 | 0.15 | 0.41 | 0.13 | 184 | 1693 | 206 | 0.12 | 343 | 230 | 34 | 563 | 76 | 36 (10.5%) | 27 | 0.15 | 0.2 |
2012 | 0.22 | 0.45 | 0.18 | 140 | 1833 | 251 | 0.14 | 373 | 305 | 67 | 633 | 112 | 45 (12.1%) | 20 | 0.14 | 0.21 |
2013 | 0.24 | 0.5 | 0.21 | 215 | 2048 | 329 | 0.16 | 339 | 324 | 78 | 668 | 137 | 53 (15.6%) | 38 | 0.18 | 0.2 |
2014 | 0.39 | 0.55 | 0.29 | 171 | 2219 | 415 | 0.19 | 288 | 355 | 137 | 769 | 226 | 58 (20.1%) | 27 | 0.16 | 0.25 |
2015 | 0.42 | 0.57 | 0.44 | 134 | 2353 | 667 | 0.28 | 150 | 386 | 161 | 831 | 364 | 28 (18.7%) | 38 | 0.28 | 0.26 |
2016 | 0.54 | 0.66 | 0.48 | 113 | 2466 | 750 | 0.3 | 64 | 305 | 164 | 844 | 408 | 8 (12.5%) | 21 | 0.19 | 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 | 2007 | What is the Value of Entrepreneurship? A Review of Recent Research. (2007). Praag, Mirjam ; van Praag, Mirjam C. ; Versloot, Peter H.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20070066. Full description at Econpapers || Download paper | 171 |
2 | 2000 | Conditional Cooperation and Voluntary Contributions to Public Goods. (2000). van Winden, Frans ; Keser, Claudia ; Frans A. A. M. van Winden, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20000011. Full description at Econpapers || Download paper | 145 |
3 | 2003 | Business Survival and Success of Young Small Business Owners. (2003). Praag, Mirjam ; van Praag, Mirjam C.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20030050. Full description at Econpapers || Download paper | 100 |
4 | 2005 | Redistribution and Education Subsidies are Siamese Twins. (2005). Jacobs, Bas ; Bovenberg, Lans A.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20050036. Full description at Econpapers || Download paper | 89 |
5 | 2004 | Microeconomic Evidence of Creative Destruction in Industrial and Developing Countries. (2004). Scarpetta, Stefano ; Haltiwanger, John ; Bartelsman, Eric. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20040114. Full description at Econpapers || Download paper | 67 |
6 | 2011 | A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110040. Full description at Econpapers || Download paper | 61 |
7 | 2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140125. Full description at Econpapers || Download paper | 48 |
8 | 2014 | A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140069. Full description at Econpapers || Download paper | 42 |
9 | 2012 | Structural Change and Convergence of Energy Intensity across OECD Countries, 1970-2005. (2012). Mulder, Peter ; de Groot, Henri ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120027. Full description at Econpapers || Download paper | 40 |
10 | 1998 | Empirical Inference with Equilibrium Search Models of the Labor Market. (1998). van den Berg, Gerard. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:19980089. Full description at Econpapers || Download paper | 37 |
11 | 2012 | Is there really a Green Paradox?. (2012). Withagen, Cees ; van der Ploeg, Frederick (Rick). In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20100020. Full description at Econpapers || Download paper | 36 |
12 | 2013 | Ten Things you should know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130078. Full description at Econpapers || Download paper | 32 |
13 | 2001 | Financial Markets as Nonlinear Adaptive Evolutionary Systems. (2001). Hommes, Cars. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20010014. Full description at Econpapers || Download paper | 31 |
14 | 2013 | Individual Expectations and Aggregate Macro Behavior. (2013). Massaro, Domenico ; Hommes, Cars ; Assenza, Tiziana ; Heemeijer, Peter . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130016. Full description at Econpapers || Download paper | 31 |
15 | 2000 | Combined Forecasts from Linear and Nonlinear Time Series Models. (2000). van Dijk, Herman ; Terui, N.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20000003. Full description at Econpapers || Download paper | 31 |
16 | 2001 | Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets. (2001). Rosser, Barkley ; Hommes, Cars. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20010013. Full description at Econpapers || Download paper | 29 |
17 | 2004 | Entrepreneurship Selection and Performance. (2004). Vijverberg, Wim ; Praag, Mirjam ; Justin van der Sluis, ; van Praag, Mirjam . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20030046. Full description at Econpapers || Download paper | 27 |
18 | 2001 | Asset Market Linkages in Crisis Periods. (2001). Straetmans, Stefan ; de Vries, C. G. ; Hartmann, P.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20010071. Full description at Econpapers || Download paper | 27 |
19 | 2007 | Housing Supply and Land Use Regulation in the Netherlands. (2007). Vermeulen, Wouter ; Rouwendal, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20070058. Full description at Econpapers || Download paper | 27 |
20 | 2003 | Trade, Trust and Transaction Cost. (2003). Mosch, Robert ; Den Butter, Frank ; Frank A. G. den Butter, ; Robert H. J. Mosch, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20030082. Full description at Econpapers || Download paper | 26 |
21 | 2017 | Maximum Likelihood Estimation for Score-Driven Models. (2017). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140029. Full description at Econpapers || Download paper | 26 |
22 | 1998 | Bayesian Simultaneous Equations Analysis using Reduced Rank Structures. (1998). van Dijk, Herman ; Kleibergen, Frank . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:19980025. Full description at Econpapers || Download paper | 26 |
23 | 2012 | Individual Expectations, Limited Rationality and Aggregate Outcomes. (2012). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; Bao, Te. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120016. Full description at Econpapers || Download paper | 24 |
24 | 2012 | Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk. (2012). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110176. Full description at Econpapers || Download paper | 24 |
25 | 2010 | Predicting Travel Time Variability for Cost-Benefit Analysis. (2010). Verhoef, Erik ; Peer, Stefanie ; Koopmans, Carl. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20100071. Full description at Econpapers || Download paper | 23 |
26 | 2010 | Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces. (2010). Kirchner, Markus ; Cimadomo, Jacopo ; Hauptmeier, Sebastian . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20100021. Full description at Econpapers || Download paper | 23 |
27 | 2008 | An Hourly Periodic State Space Model for Modelling French National Electricity Load. (2008). Ooms, Marius ; Koopman, Siem Jan ; Dessertaine, A. ; Dordonnat, V. ; Collet, J.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20080008. Full description at Econpapers || Download paper | 23 |
28 | 2001 | Efficiency Effects of Bank Mergers and Acquisitions. (2001). Vander Vennet, Rudi ; nelissen, jan ; Huizinga, Harry ; J. H. M. Nelissen, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20010088. Full description at Econpapers || Download paper | 23 |
29 | 2015 | How to construct nationally Representative Firm Level Data from the ORBIS Global Database. (2015). Yesiltas, Sevcan ; Volosovych, Vadym ; Villegas-Sanchez, Carolina ; Sorensen, Bent ; Kalemli-Ozcan, Sebnem. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150110. Full description at Econpapers || Download paper | 21 |
30 | 2012 | A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation. (2012). van Dijk, Herman ; Opschoor, Anne ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120026. Full description at Econpapers || Download paper | 20 |
31 | 1998 | Spatial Sustainability, Trade and Indicators. (1998). Verbruggen, Harmen ; van den Bergh, Jeroen ; Jeroen C. J. M. van den Bergh, ; Jeroen C. J. M. van den Bergh, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:19980105. Full description at Econpapers || Download paper | 20 |
32 | 2007 | The Relation between Economic Development and Business Ownership revisited. (2007). van Stel, André ; Thurik, Roy ; Carree, Martin ; André van Stel, ; Wennekers, Sander . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20070022. Full description at Econpapers || Download paper | 18 |
33 | 2011 | The Financial Trilemma. (2011). Schoenmaker, Dirk. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110019. Full description at Econpapers || Download paper | 18 |
34 | 2006 | Estimation of the Gravity Equation in the Presence of Zero Flows. (2006). de Groot, Henri ; Linders, Gert-Jan M. ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20060072. Full description at Econpapers || Download paper | 18 |
35 | 2012 | Estimating Equilibrium Effects of Job Search Assistance. (2012). van der Klaauw, Bas ; Svarer, Michael ; Rosholm, Michael ; Gautier, Pieter ; Muller, Paul. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120071. Full description at Econpapers || Download paper | 18 |
36 | 2002 | Has the Euro increased Trade?. (2002). Klaassen, Franc ; Franc J. G. M. Klaassen, ; Maurice J. G. Bun, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20020108. Full description at Econpapers || Download paper | 18 |
37 | 2010 | Can we measure Individual Risk Attitudes in a Survey?. (2010). Hartog, Joop ; Sun, Yuze ; Ding, Xiaohao . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20100027. Full description at Econpapers || Download paper | 18 |
38 | 2001 | Migration and Immigrants: The Case of the Netherlands. (2001). Zorlu, Aslan ; Hartog, Joop . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20010042. Full description at Econpapers || Download paper | 18 |
39 | 2006 | Wages and Employment in a Random Social Network with Arbitrary Degree Distribution. (2006). Soetevent, Adriaan ; Ioannides, Yannis. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20060014. Full description at Econpapers || Download paper | 17 |
40 | 2007 | Agglomeration, Innovation and Regional Development: Theoretical Perspectives and Meta-Analysis. (2007). Smit, Martijn ; Poot, Jacques ; de Groot, Henri ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20070079. Full description at Econpapers || Download paper | 17 |
41 | 2001 | Resilience: An Evolutionary Approach to Spatial Economic Systems. (2001). Reggiani, Aura ; Nijkamp, Peter ; Graaff, Thomas ; de Graaff, Thomas . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20010100. Full description at Econpapers || Download paper | 17 |
42 | 2012 | Multilevel Approaches and the Firm-Agglomeration Ambiguity in Economic Growth Studies. (2012). Oort, Frank ; Burger, Martijn ; van Oort, Frank G. ; Raspe, Otto ; Knoben, Joris . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120014. Full description at Econpapers || Download paper | 17 |
43 | 1999 | Decomposing Portfolio Value-at-Risk: A General Analysis. (1999). Hallerbach, Winfried. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:19990034. Full description at Econpapers || Download paper | 17 |
44 | 2005 | Human Capital and Optimal Positive Taxation of Capital Income. (2005). Jacobs, Bas ; Bovenberg, Lans A.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20050035. Full description at Econpapers || Download paper | 16 |
45 | 2012 | Long-Run Effects of Gestation during the Dutch Hunger Winter Famine on Labor Market and Hospitalization Outcomes. (2012). van den Berg, Gerard ; Lindeboom, Maarten ; Scholte, Robert S.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120013. Full description at Econpapers || Download paper | 16 |
46 | 2003 | Trade Liberalization and Developing Countries under the Doha Round. (2003). van Tongeren, Frank ; Meijl, Hans ; Francois, Joseph ; van Meijl, H.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20030060. Full description at Econpapers || Download paper | 16 |
47 | 2010 | A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2010). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20100032. Full description at Econpapers || Download paper | 16 |
48 | 2005 | Preference Erosion and Multilateral Trade Liberalization. (2005). Manchin, Miriam ; Hoekman, Bernard ; Francois, Joseph. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20050073. Full description at Econpapers || Download paper | 15 |
49 | 2007 | Evolutionary Thinking in Environmental Economics. (2007). van den Bergh, Jeroen ; Jeroen C. J. M. van den Bergh, ; Jeroen C. J. M. van den Bergh, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20070018. Full description at Econpapers || Download paper | 15 |
50 | 1997 | The Golden Age of Nobel Economists. (1997). van Dalen, Hendrik. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:19970120. Full description at Econpapers || Download paper | 15 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2007 | What is the Value of Entrepreneurship? A Review of Recent Research. (2007). Praag, Mirjam ; van Praag, Mirjam C. ; Versloot, Peter H.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20070066. Full description at Econpapers || Download paper | 73 |
2 | 2000 | Conditional Cooperation and Voluntary Contributions to Public Goods. (2000). van Winden, Frans ; Keser, Claudia ; Frans A. A. M. van Winden, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20000011. Full description at Econpapers || Download paper | 60 |
3 | 2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140125. Full description at Econpapers || Download paper | 48 |
4 | 2014 | A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140069. Full description at Econpapers || Download paper | 40 |
5 | 2012 | Structural Change and Convergence of Energy Intensity across OECD Countries, 1970-2005. (2012). Mulder, Peter ; de Groot, Henri ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120027. Full description at Econpapers || Download paper | 38 |
6 | 2011 | A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110040. Full description at Econpapers || Download paper | 37 |
7 | 2012 | Is there really a Green Paradox?. (2012). Withagen, Cees ; van der Ploeg, Frederick (Rick). In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20100020. Full description at Econpapers || Download paper | 31 |
8 | 2013 | Ten Things you should know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130078. Full description at Econpapers || Download paper | 25 |
9 | 2003 | Business Survival and Success of Young Small Business Owners. (2003). Praag, Mirjam ; van Praag, Mirjam C.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20030050. Full description at Econpapers || Download paper | 22 |
10 | 2010 | Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces. (2010). Kirchner, Markus ; Cimadomo, Jacopo ; Hauptmeier, Sebastian . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20100021. Full description at Econpapers || Download paper | 22 |
11 | 2015 | How to construct nationally Representative Firm Level Data from the ORBIS Global Database. (2015). Yesiltas, Sevcan ; Volosovych, Vadym ; Villegas-Sanchez, Carolina ; Sorensen, Bent ; Kalemli-Ozcan, Sebnem. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150110. Full description at Econpapers || Download paper | 21 |
12 | 2012 | Individual Expectations, Limited Rationality and Aggregate Outcomes. (2012). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; Bao, Te. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120016. Full description at Econpapers || Download paper | 19 |
13 | 2004 | Microeconomic Evidence of Creative Destruction in Industrial and Developing Countries. (2004). Scarpetta, Stefano ; Haltiwanger, John ; Bartelsman, Eric. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20040114. Full description at Econpapers || Download paper | 19 |
14 | 2017 | Maximum Likelihood Estimation for Score-Driven Models. (2017). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140029. Full description at Econpapers || Download paper | 18 |
15 | 2012 | Multilevel Approaches and the Firm-Agglomeration Ambiguity in Economic Growth Studies. (2012). Oort, Frank ; Burger, Martijn ; van Oort, Frank G. ; Raspe, Otto ; Knoben, Joris . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120014. Full description at Econpapers || Download paper | 15 |
16 | 2012 | A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation. (2012). van Dijk, Herman ; Opschoor, Anne ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120026. Full description at Econpapers || Download paper | 15 |
17 | 2005 | Redistribution and Education Subsidies are Siamese Twins. (2005). Jacobs, Bas ; Bovenberg, Lans A.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20050036. Full description at Econpapers || Download paper | 15 |
18 | 2011 | The Financial Trilemma. (2011). Schoenmaker, Dirk. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110019. Full description at Econpapers || Download paper | 14 |
19 | 2015 | Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150077. Full description at Econpapers || Download paper | 14 |
20 | 2012 | Estimating Equilibrium Effects of Job Search Assistance. (2012). van der Klaauw, Bas ; Svarer, Michael ; Rosholm, Michael ; Gautier, Pieter ; Muller, Paul. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120071. Full description at Econpapers || Download paper | 14 |
21 | 2006 | Wages and Employment in a Random Social Network with Arbitrary Degree Distribution. (2006). Soetevent, Adriaan ; Ioannides, Yannis. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20060014. Full description at Econpapers || Download paper | 13 |
22 | 2017 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2017). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160014. Full description at Econpapers || Download paper | 13 |
23 | 2001 | Financial Markets as Nonlinear Adaptive Evolutionary Systems. (2001). Hommes, Cars. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20010014. Full description at Econpapers || Download paper | 13 |
24 | 2006 | Estimation of the Gravity Equation in the Presence of Zero Flows. (2006). de Groot, Henri ; Linders, Gert-Jan M. ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20060072. Full description at Econpapers || Download paper | 13 |
25 | 2000 | Combined Forecasts from Linear and Nonlinear Time Series Models. (2000). van Dijk, Herman ; Terui, N.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20000003. Full description at Econpapers || Download paper | 13 |
26 | 2010 | Can we measure Individual Risk Attitudes in a Survey?. (2010). Hartog, Joop ; Sun, Yuze ; Ding, Xiaohao . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20100027. Full description at Econpapers || Download paper | 12 |
27 | 1998 | Bayesian Simultaneous Equations Analysis using Reduced Rank Structures. (1998). van Dijk, Herman ; Kleibergen, Frank . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:19980025. Full description at Econpapers || Download paper | 12 |
28 | 2013 | Individual Expectations and Aggregate Macro Behavior. (2013). Massaro, Domenico ; Hommes, Cars ; Assenza, Tiziana ; Heemeijer, Peter . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130016. Full description at Econpapers || Download paper | 12 |
29 | 2011 | Blockholder Dispersion and Firm Value. (2011). Lucas, Andre ; Kräussl, Roman ; Sander J. J. Konijn, ; Kraeussl, Roman . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20090113. Full description at Econpapers || Download paper | 12 |
30 | 2007 | The Relation between Economic Development and Business Ownership revisited. (2007). van Stel, André ; Thurik, Roy ; Carree, Martin ; André van Stel, ; Wennekers, Sander . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20070022. Full description at Econpapers || Download paper | 12 |
31 | 1998 | Empirical Inference with Equilibrium Search Models of the Labor Market. (1998). van den Berg, Gerard. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:19980089. Full description at Econpapers || Download paper | 11 |
32 | 2001 | Resilience: An Evolutionary Approach to Spatial Economic Systems. (2001). Reggiani, Aura ; Nijkamp, Peter ; Graaff, Thomas ; de Graaff, Thomas . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20010100. Full description at Econpapers || Download paper | 11 |
33 | 2007 | Evolutionary Thinking in Environmental Economics. (2007). van den Bergh, Jeroen ; Jeroen C. J. M. van den Bergh, ; Jeroen C. J. M. van den Bergh, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20070018. Full description at Econpapers || Download paper | 11 |
34 | 2013 | Realized Volatility Risk. (2013). McAleer, Michael ; Allen, David ; Scharth, Marcel . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130092. Full description at Econpapers || Download paper | 10 |
35 | 2014 | Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107. Full description at Econpapers || Download paper | 10 |
36 | 2013 | Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130205. Full description at Econpapers || Download paper | 10 |
37 | 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 | 10 |
38 | 2014 | Information Theoretic Optimality of Observation Driven Time Series Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140046. Full description at Econpapers || Download paper | 9 |
39 | 2014 | Time Varying Transition Probabilities for Markov Regime Switching Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140072. Full description at Econpapers || Download paper | 9 |
40 | 2002 | Technological Inefficiency and the Skewness of the Error Component in Stochastic Frontier Analysis. (2002). Carree, Martin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20020012. Full description at Econpapers || Download paper | 9 |
41 | 2015 | The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150129. Full description at Econpapers || Download paper | 8 |
42 | 2014 | Agriculture, Transportation and the Timing of Urbanization: Global Analysis at the Grid Cell Level. (2014). Masters, William ; Florax, Raymond ; Motamed, Mesbah J. ; Raymond J. G. M. Florax, ; Raymond J. G. M. Florax, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140002. Full description at Econpapers || Download paper | 8 |
43 | 2012 | Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes. (2012). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120059. Full description at Econpapers || Download paper | 8 |
44 | 2011 | Measuring Financial Market Integration over the Long Run: Is there a U-Shape?. (2011). Volosovych, Vadym. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110018. Full description at Econpapers || Download paper | 8 |
45 | 2017 | Connecting VIX and Stock Index ETF. (2017). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160010. Full description at Econpapers || Download paper | 8 |
46 | 2005 | A Meta-Analysis of Beta-Convergence: The Legendary Two-Percent. (2005). de Groot, Henri ; Florax, Raymond ; Henri L. F. de Groot, ; Raymond J. G. M. Florax, ; Raymond J. G. M. Florax, ; Abreu, Maria ; Henri L. F. de Groot, ; Henri L. F. de Groot, ; Henri L. F. de Groot, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20050001. Full description at Econpapers || Download paper | 8 |
47 | 2013 | Optimal Pricing of Flights and Passengers at Congested Airports: The Efficiency of Atomistic Charges. (2013). Verhoef, Erik ; Silva, Hugo E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110179. Full description at Econpapers || Download paper | 8 |
48 | 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130040. Full description at Econpapers || Download paper | 8 |
49 | 2014 | Identifying Booms and Busts in House Prices under Heterogeneous Expectations. (2014). van der Leij, Marco ; Hommes, Cars ; Demertzis, Maria ; Bolt, Wilko ; Diks, Cees . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140157. Full description at Econpapers || Download paper | 8 |
50 | 2012 | Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk. (2012). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110176. Full description at Econpapers || Download paper | 7 |
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2016 | Forecasting VaR and ES using dynamic conditional score models and skew Student distribution. (2016). Gao, Chun-Ting ; Zhou, Xiao-Hua . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:216-223. Full description at Econpapers || Download paper | |
2016 | Bank Business Models at Zero Interest Rates. (2016). Schwaab, Bernd ; Lucas, Andre ; Schaumburg, Julia. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160066. Full description at Econpapers || Download paper | |
2016 | Using the sustainable modified TAM and TPB to analyze the effects of perceived green value on loyalty to a public bike system. (2016). Chen, Shang-Yu . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:88:y:2016:i:c:p:58-72. Full description at Econpapers || Download paper | |
2016 | A spatial difference-in-differences analysis of the impact of sugarcane production on respiratory diseases. (2016). Chagas, André ; Azzoni, Carlos ; Almeida, Alexandre. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:59:y:2016:i:c:p:24-36. Full description at Econpapers || Download paper | |
2016 | Stock marketsâ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285. Full description at Econpapers || Download paper | |
2016 | Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; BarunÃÂk, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63. Full description at Econpapers || Download paper | |
2016 | Assessing the effects of disability insurance experience rating. The case of The Netherlands. (2016). Koning, Pierre ; de Groot, Nynke . In: Labour Economics. RePEc:eee:labeco:v:41:y:2016:i:c:p:304-317. Full description at Econpapers || Download paper | |
2016 | Privatizing sick pay: Does it work?. (2016). Koning, Pierre. In: IZA World of Labor. RePEc:iza:izawol:journl:y:2017:n:324. Full description at Econpapers || Download paper | |
2016 | Effective macroprudential policy: Cross-sector substitution from price and quantity measures. (2016). Frost, Jon ; Cizel, Janko ; Wierts, Peter ; Houben, Aerdt . In: DNB Working Papers. RePEc:dnb:dnbwpp:498. Full description at Econpapers || Download paper | |
2016 | Effective Macroprudential Policy; Cross-Sector Substitution from Price and Quantity Measures. (2016). Cizel, Janko ; Wierts, Peter ; Houben, Aerdt ; Frost, Jon . In: IMF Working Papers. RePEc:imf:imfwpa:16/94. Full description at Econpapers || Download paper | |
2016 | Does Financial Education Impact Financial Literacy and Financial Behavior, and if So, When?. (2016). Menkhoff, Lukas ; Kaiser, Tim. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1562. Full description at Econpapers || Download paper | |
2016 | Inference under Covariate-Adaptive Randomization. (2016). Shaikh, Azeem ; Canay, Ivan ; Bugni, Federico. In: CeMMAP working papers. RePEc:ifs:cemmap:21/16. Full description at Econpapers || Download paper | |
2016 | Exploring the effect of financial literacy courses on student achievement: a cross-country approach using PISA 2012 data. (2016). Gil, Maria ; Cordero, Jose Manuel ; Chaparro, Francisco Pedraja . In: MPRA Paper. RePEc:pra:mprapa:75474. Full description at Econpapers || Download paper | |
2016 | Identification of self-selection biases in field experiments using stated preference experiments. (2016). Verhoef, Erik ; Peer, Stefanie ; Knockaert, Jasper . In: Natural Field Experiments. RePEc:feb:natura:00568. Full description at Econpapers || Download paper | |
2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1601. Full description at Econpapers || Download paper | |
2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:79731. Full description at Econpapers || Download paper | |
2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160006. Full description at Econpapers || Download paper | |
2016 | A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160038. Full description at Econpapers || Download paper | |
2016 | Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160046. Full description at Econpapers || Download paper | |
2016 | Volatility spillovers for spot, futures, and ETF prices in energy and agriculture. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1611. Full description at Econpapers || Download paper | |
2016 | A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Singh, AK. In: Econometric Institute Research Papers. RePEc:ems:eureir:93112. Full description at Econpapers || Download paper | |
2016 | Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93115. Full description at Econpapers || Download paper | |
2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160084. Full description at Econpapers || Download paper | |
2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1616. Full description at Econpapers || Download paper | |
2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. (2016). McAleer, Michael ; Allen, David ; Singh, A K ; Powell, R J. In: Econometric Institute Research Papers. RePEc:ems:eureir:98037. Full description at Econpapers || Download paper | |
2016 | Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160074. Full description at Econpapers || Download paper | |
2016 | The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373. Full description at Econpapers || Download paper | |
2016 | Carrier collaboration with endogenous fleets and load factors when networks are complementary. (2016). Verhoef, Erik ; Vincent, ; Czerny, Achim I. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:94:y:2016:i:c:p:285-297. Full description at Econpapers || Download paper | |
2016 | Misalignment of Productivity and Wages across Regions? Evidence from Belgian Matched Panel Data. (2016). Tojerow, Ilan ; Rycx, Francois ; Saks, Yves . In: IZA Discussion Papers. RePEc:iza:izadps:dp10336. Full description at Econpapers || Download paper | |
2016 | Misalignment of Productivity and Wages Across Regions ?Evidence from Belgian Matched Panel Data. (2016). Tojerow, Ilan ; Rycx, Francois ; Saks, Yves . In: Working Papers CEB. RePEc:sol:wpaper:2013/239577. Full description at Econpapers || Download paper | |
2016 | The short-run and long-run effects of decentralizing public employment services. (2016). Weber, Michael. In: ifo Working Paper Series. RePEc:ces:ifowps:_209. Full description at Econpapers || Download paper | |
2016 | Does public transit reduce car travel externalities? Quasi-natural experiments evidence from transit strikes. (2016). van Ommeren, Jos ; Adler, Martin W. In: Journal of Urban Economics. RePEc:eee:juecon:v:92:y:2016:i:c:p:106-119. Full description at Econpapers || Download paper | |
2016 | A Tale of Two Tails: Commuting and the Fuel Price Response in Driving. (2016). Gillingham, Kenneth ; Munk-Nielsen, Anders . In: NBER Working Papers. RePEc:nbr:nberwo:22937. Full description at Econpapers || Download paper | |
2016 | Collusion with costly consumer search. (2016). Petrikait, Vaiva . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:44:y:2016:i:c:p:1-10. Full description at Econpapers || Download paper | |
2016 | Price beliefs and experience: Do consumersâ beliefs converge to empirical distributions with repeated purchases?. (2016). Matsumoto, Brett ; Spence, Forrest . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:126:y:2016:i:pa:p:243-254. Full description at Econpapers || Download paper | |
2016 | Opaque Assets and Rollover Risk. (2016). Nelson, Benjamin ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:16-17. Full description at Econpapers || Download paper | |
2016 | Asset Encumbrance, Bank Funding and Financial Fragility. (2016). Ahnert, Toni ; Chapman, James ; Gai, Prasanna ; Anand, Kartik. In: Staff Working Papers. RePEc:bca:bocawp:16-16. Full description at Econpapers || Download paper | |
2016 | Asset encumbrance, bank funding and financial fragility. (2016). Anand, Kartik ; Ahnert, Toni ; Chapman, James ; Gai, Prasanna . In: Discussion Papers. RePEc:zbw:bubdps:172016. Full description at Econpapers || Download paper | |
2016 | Redevelopment of industrial heritage: Insights into external effects on house prices. (2016). van Duijn, Mark ; Rouwendal, Jan ; Boersema, Richard . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:57:y:2016:i:c:p:91-107. Full description at Econpapers || Download paper | |
2016 | Bayesian Calibration of Generalized Pools of Predictive Distributions. (2016). Ravazzolo, Francesco ; Casarin, Roberto ; Mantoan, Giulia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:17-:d:65855. Full description at Econpapers || Download paper | |
2016 | Bayesian Calibration of Generalized Pools of Predictive Distributions. (2016). Casarin, Roberto ; Ravazzolo, Francesco ; Mantoan, Giulia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:17:d:65855. Full description at Econpapers || Download paper | |
2016 | Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies. (2016). van Dijk, Herman ; Grassi, Stefano ; Hoogerheide, Lennart ; Basturk, Nalan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160099. Full description at Econpapers || Download paper | |
2016 | Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors. (2016). Savva, Christos ; McAleer, Michael ; Lambertides, Neophytos ; Zopiatis, Anastasios . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160104. Full description at Econpapers || Download paper | |
2016 | Tourism stocks in times of crises: An econometric investigation of non-macro factors. (2016). Savva, Christos ; McAleer, Michael ; Zopiatis, Anastasios ; Lambertides, Neophytos . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1618. Full description at Econpapers || Download paper | |
2016 | Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors. (2016). Savva, Christos ; McAleer, Michael ; Lambertides, N ; Zopiatis, A. In: Econometric Institute Research Papers. RePEc:ems:eureir:99512. 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 | 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 | Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation. (2016). Hommes, Cars ; Agliari, Anna ; Pecora, Nicolo . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:121:y:2016:i:c:p:15-28. Full description at Econpapers || Download paper | |
2016 | Microfoundations for switching behavior in heterogeneous agent models: An experiment. (2016). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:129:y:2016:i:c:p:74-99. Full description at Econpapers || Download paper | |
2016 | Gradual collective wage bargaining. (2016). Dobbelaere, Sabien ; Luttens, Roland Iwan . In: Labour Economics. RePEc:eee:labeco:v:40:y:2016:i:c:p:37-42. Full description at Econpapers || Download paper | |
2016 | Persistence of Shocks and the Reallocation of Labor. (2016). Roys, Nicolas. In: Review of Economic Dynamics. RePEc:red:issued:14-182. Full description at Econpapers || Download paper | |
2016 | Persistence of Shocks and the Reallocation of Labor. (2016). Roys, Nicolas. In: Working Papers. RePEc:fip:fedlwp:2016-014. Full description at Econpapers || Download paper | |
2016 | Vacancy Chains. (2016). Elsby, Michael ; Michaels, Ryan ; Ratner, David. In: 2016 Meeting Papers. RePEc:red:sed016:753. Full description at Econpapers || Download paper | |
2016 | When are banks better than markets? Comment on Zimper (2013). (2016). Kuinskas, Simas . In: Economics Letters. RePEc:eee:ecolet:v:147:y:2016:i:c:p:171-173. Full description at Econpapers || Download paper | |
2016 | FDI and Heterogeneous Firms: Evidence from BRIC Countries. (2016). Gattai, Valeria ; Valeria, Gattai ; Piergiovanna, Natale ; Rajssa, Mechelli . In: Working Papers. RePEc:mib:wpaper:322. Full description at Econpapers || Download paper | |
2016 | Emergence of Asia: Reforms, Corporate Savings, and Global Imbalances. (2016). Kalemli-Ozcan, Sebnem ; Fan, Jingting . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11314. Full description at Econpapers || Download paper | |
2016 | Emergence of Asia: Reforms, Corporate Savings, and Global Imbalances. (2016). Kalemli-Ozcan, Sebnem ; Fan, Jingting . In: NBER Working Papers. RePEc:nbr:nberwo:22334. Full description at Econpapers || Download paper | |
2016 | Firm responses to employment subsidies: a regression discontinuity approach to the 2012 Spanish labour market reform. (2016). Weber, Sebastian ; Gamberoni, Elisa ; Gradeva, Katerina . In: Working Paper Series. RePEc:ecb:ecbwps:20161970. Full description at Econpapers || Download paper | |
2016 | Financing energy innovation: The role of financing constraints for directed technical change from fossil-fuel to renewable innovation. (2016). Noailly, Joëlle ; Smeets, Roger . In: EIB Working Papers. RePEc:zbw:eibwps:201606. Full description at Econpapers || Download paper | |
2016 | The Short-Term Impact of Product Market Reforms; A cross-country firm-level analysis. (2016). Hijzen, Alexander ; Gal, Peter. In: IMF Working Papers. RePEc:imf:imfwpa:16/116. Full description at Econpapers || Download paper | |
2016 | A New Calibration for CORTAX: A computable general equilibrium model for simulating corporate tax reforms. (2016). Pontikakis, Dimitrios ; Loretz, Simon ; Gesualdo, Maria ; d'Andria, Diego ; Barrios, Salvador ; Alvarez Martinez, Maria Teresa ; Bettendorf, Leon ; Pycroft, Jonathan . In: JRC Working Papers on Taxation & Structural Reforms. RePEc:ipt:taxref:201609. Full description at Econpapers || Download paper | |
2016 | Price discovery in a continuous-time setting. (2016). Fernandes, Marcelo ; Scherrer, Cristina M ; Dias, Gustavo Fruet . In: CREATES Research Papers. RePEc:aah:create:2016-25. Full description at Econpapers || Download paper | |
2016 | Geographic determinants of Chinas urbanization. (2016). Christensen, Peter ; McCord, Gordon C. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:59:y:2016:i:c:p:90-102. Full description at Econpapers || Download paper | |
2016 | Military conflict and the rise of urban Europe. (2016). Onorato, Massimiliano ; Dincecco, Mark. In: Journal of Economic Growth. RePEc:kap:jecgro:v:21:y:2016:i:3:d:10.1007_s10887-016-9129-4. Full description at Econpapers || Download paper | |
2016 | Basel III and recourse to Eurosystem monetary policy operations. (2016). Wedow, Michael ; Scalia, Antonio ; Schmitz, Stefan ; Momtsia, Angeliki ; Schobert, Franziska ; Prior, Rita Isabel ; Sahel, Benjamin ; Rahmouni-Rousseau, Imene ; Luskin, Alaoishe ; Junius, Kerstin ; Coutinho, Cristina Fonseca ; Bucalossi, Annalisa . In: Occasional Paper Series. RePEc:ecb:ecbops:2016171. Full description at Econpapers || Download paper | |
2016 | Inclusive Fitness. (2016). van Veelen, Matthijs ; Veller, Carl ; Allen, Benjamin ; Hoffman, Moshe ; Simon, Burton . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160055. Full description at Econpapers || Download paper | |
2016 | An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160026. Full description at Econpapers || Download paper | |
2016 | An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:80108. Full description at Econpapers || Download paper | |
2016 | An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1701. Full description at Econpapers || Download paper | |
2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1601. Full description at Econpapers || Download paper | |
2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:79731. Full description at Econpapers || Download paper | |
2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160006. Full description at Econpapers || Download paper | |
2016 | Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1609. Full description at Econpapers || Download paper | |
2016 | An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1612. Full description at Econpapers || Download paper | |
2016 | Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93117. Full description at Econpapers || Download paper | |
2016 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93118. Full description at Econpapers || Download paper | |
2016 | Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160053. Full description at Econpapers || Download paper | |
2016 | Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes. (2016). McAleer, Michael ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160071. Full description at Econpapers || Download paper | |
2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160076. Full description at Econpapers || Download paper | |
2016 | Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes. (2016). McAleer, Michael ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:93334. Full description at Econpapers || Download paper | |
2016 | Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors. (2016). Savva, Christos ; McAleer, Michael ; Lambertides, Neophytos ; Zopiatis, Anastasios . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160104. Full description at Econpapers || Download paper | |
2016 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160052. Full description at Econpapers || Download paper | |
2016 | Tourism stocks in times of crises: An econometric investigation of non-macro factors. (2016). Savva, Christos ; McAleer, Michael ; Zopiatis, Anastasios ; Lambertides, Neophytos . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1618. Full description at Econpapers || Download paper | |
2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:98648. Full description at Econpapers || Download paper | |
2016 | Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors. (2016). Savva, Christos ; McAleer, Michael ; Lambertides, N ; Zopiatis, A. In: Econometric Institute Research Papers. RePEc:ems:eureir:99512. Full description at Econpapers || Download paper | |
2016 | Not fully charged: Welfare effects of tax incentives for employer-provided electric cars. (2016). van Ommeren, Jos ; Dimitropoulos, Alexandros ; Rietveld, Piet ; Koster, Paul . In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:78:y:2016:i:c:p:1-19. Full description at Econpapers || Download paper | |
2016 | Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:39-53. Full description at Econpapers || Download paper | |
2016 | High Dimensional Factor Models: An Empirical Bayes Approach. (2016). Sampi, James. In: Working Papers. RePEc:apc:wpaper:2016-075. Full description at Econpapers || Download paper | |
2016 | The Dynamic Factor Network Model with an Application to Global Credit-Risk. (2016). Bräuning, Falk ; Koopman, Siem Jan ; Brauning, Falk . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160105. Full description at Econpapers || Download paper | |
2016 | The dynamic factor network model with an application to global credit risk. (2016). Bräuning, Falk ; Brauning, Falk ; Koopman, Siem Jan . In: Working Papers. RePEc:fip:fedbwp:16-13. Full description at Econpapers || Download paper | |
2016 | Adjusting to The Information Environment: News Tangibility and Mutual Fund Performance. (2016). Chuprinin, Oleg ; Gaspar, Sergio ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11473. Full description at Econpapers || Download paper | |
2016 | The Impact of Sin Culture: Evidence from Earning Management and Alcohol Consumption in China. (2016). Zhang, Hong ; Li, Zhe ; Massa, Massimo ; Xu, Niahang . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11475. Full description at Econpapers || Download paper | |
2016 | Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series. (2016). YAYA, OLAOLUWA ; Olubusoye, Olusanya. In: OPEC Energy Review. RePEc:bla:opecrv:v:40:y:2016:i:3:p:235-262. Full description at Econpapers || Download paper | |
2016 | Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:1504.03733. Full description at Econpapers || Download paper | |
2016 | Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308. Full description at Econpapers || Download paper | |
2016 | Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model. (2016). GUPTA, RANGAN ; Chang, Tsangyao ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:48:y:2016:i:c:p:77-84. Full description at Econpapers || Download paper | |
2016 | Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2016). Bessec, Marie. In: Working Papers. RePEc:hal:wpaper:hal-01358595. Full description at Econpapers || Download paper | |
2016 | Illiquidity Transmission in a Three-Country Framework: A Conditional Approach. (2016). Uhrig-Homburg, Marliese ; Fiesel, Stefan . In: Schmalenbach Business Review. RePEc:spr:schmbr:v:17:y:2016:i:3:d:10.1007_s41464-016-0016-5. Full description at Econpapers || Download paper | |
2016 | Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme. (2016). Schwaab, Bernd ; Eser, Fabian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:147-167. Full description at Econpapers || Download paper | |
2016 | From bond yield to macroeconomic instability: The effect of negative interest rates. (2016). Tedeschi, Gabriele ; Recchioni, Maria Cristina . In: Working Papers. RePEc:jau:wpaper:2016/06. Full description at Econpapers || Download paper | |
2016 | Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?. (2016). Pelizzon, Loriana ; Tomio, Davide ; Subrahmanyam, Marti G ; Uno, Jun . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:86-115. Full description at Econpapers || Download paper | |
2016 | Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model. (2016). Koopman, Siem Jan ; Hansen, Peter ; Janus, Pawel . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160061. Full description at Econpapers || Download paper | |
2016 | Motivating Effort In Contributing to Public Goods Inside Organizations: Field Experimental Evidence. (2016). Blasco, Andrea ; Menietti, Michael ; Lakhani, Karim R ; Jung, Olivia S. In: NBER Working Papers. RePEc:nbr:nberwo:22189. Full description at Econpapers || Download paper | |
2016 | A New Approach to an Age-Old Problem: Solving Externalities by Incenting Workers Directly. (2016). Metcalfe, Robert ; list, john ; Gosnell, Greer K. In: NBER Working Papers. RePEc:nbr:nberwo:22316. Full description at Econpapers || Download paper | |
2016 | A New Approach to an Age-Old Problem: Solving Externalities by Incenting Workers Directly. (2016). Metcalfe, Robert ; list, john ; Gosnell, Greer . In: Framed Field Experiments. RePEc:feb:framed:00412. Full description at Econpapers || Download paper | |
2016 | U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242. Full description at Econpapers || Download paper | |
2016 | Novel and simple non-parametric methods of estimating the joint and marginal densities. (2016). Alghalith, Moawia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:454:y:2016:i:c:p:94-98. Full description at Econpapers || Download paper | |
2016 | The Relationship between Competition and Risk Taking Behavior of Indian Banks. (2016). Sensarma, Rudra ; Sarkar, Sanjukta . In: MPRA Paper. RePEc:pra:mprapa:81065. Full description at Econpapers || Download paper | |
2016 | Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Hoogerheide, Lennart ; Batrk, Nalan . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11-:d:65219. Full description at Econpapers || Download paper | |
2016 | Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11:d:65219. Full description at Econpapers || Download paper | |
2016 | Recruiting for Small Business Growth: Micro-level Evidence. (2016). Lodefalk, Magnus ; Gidehag, Anton . In: HUI Working Papers. RePEc:hhs:huiwps:0119. Full description at Econpapers || Download paper | |
2016 | Latency reduction and market quality: The case of the Australian Stock Exchange. (2016). Murray, Hamish ; Singh, Harminder ; Pham, Thu Phuong. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:257-265. Full description at Econpapers || Download paper | |
2016 | High-frequency trading, geographical concerns and the curvature of the Earth. (2016). Declerck, F. In: Financial Stability Review. RePEc:bfr:fisrev:2016:20:16. Full description at Econpapers || Download paper | |
2016 | Hub congestion pricing: Discriminatory passenger charges. (2016). LIN, Ming Hsin ; Zhang, Anming. In: Economics of Transportation. RePEc:eee:ecotra:v:5:y:2016:i:c:p:37-48. Full description at Econpapers || Download paper | |
2016 | Multidimensional Parameter Heterogeneity in Panel Data Models. (2016). Neal, Timothy. In: Discussion Papers. RePEc:swe:wpaper:2016-15. Full description at Econpapers || Download paper | |
2016 | The private (unnoticed) welfare cost of highway speeding behavior from time saving misperceptions. (2016). Tscharaktschiew, Stefan . In: Economics of Transportation. RePEc:eee:ecotra:v:7-8:y:2016:i::p:24-37. Full description at Econpapers || Download paper | |
2016 | Heterogeneous expectation, beliefs evolution and house price volatility. (2016). Zhang, Hao ; Yao, Haixiang ; Huang, Yuyuan . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:409-418. Full description at Econpapers || Download paper | |
2016 | Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas. (2016). Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN ; André, Christophe ; Andre, Christophe . In: Working Papers. RePEc:pre:wpaper:201635. Full description at Econpapers || Download paper | |
2016 | Can a stochastic cusp catastrophe model explain housing market crashes?. (2016). Diks, Cees ; Wang, Juanxi . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:68-88. Full description at Econpapers || Download paper | |
2016 | Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach. (2016). Westerhoff, Frank ; Dieci, Roberto . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:71:y:2016:i:c:p:21-44. Full description at Econpapers || Download paper | |
2016 | Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; BarunÃÂk, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63. Full description at Econpapers || Download paper | |
2016 | Trains, Trade and Transaction Costs: How does Domestic Trade by Rail affect Market Prices of Malawi Agricultural Commodities?. (2016). Zant, Wouter. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150055. Full description at Econpapers || Download paper | |
2016 | Optimal Management of Runoff Reservoir Supply: The Case of Tono Reservoir in Northern Ghana. (2016). Miranda, Mario ; Kuwornu, John ; Kemeze, Francis ; Amin-Somuah, Henry . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236030. Full description at Econpapers || Download paper | |
2016 | â1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors. (2016). Medeiros, Marcelo ; Mendes, Eduardo F. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:255-271. Full description at Econpapers || Download paper | |
2016 | Seeking risk or answering smart? Framing in elementary schools. (2016). Wagner, Valentin. In: DICE Discussion Papers. RePEc:zbw:dicedp:227. Full description at Econpapers || Download paper | |
2016 | Seeking Risk or Answering Smart? Experimental Evidence on Framing Effects in Elementary Schools. (2016). Wagner, Valentin. In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145678. Full description at Econpapers || Download paper | |
2016 | Nonlinear reserving in life insurance: Aggregation and mean-field approximation. (2016). Djehiche, Boualem ; Lofdahl, Bjorn . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:1-13. Full description at Econpapers || Download paper | |
2016 | Pollution Abatement v.s. Energy Efficiency Improvements. (2016). Moreaux, Michel ; amigues, jean-pierre. In: TSE Working Papers. RePEc:tse:wpaper:30211. Full description at Econpapers || Download paper | |
2016 | Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542. Full description at Econpapers || Download paper | |
2016 | Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria ; Bille, Anna Gloria . In: CEIS Research Paper. RePEc:rtv:ceisrp:375. Full description at Econpapers || Download paper | |
2016 | Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads. (2016). Siegmann, Arjen ; Lucas, Andre ; Lange, Rutger-Jan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160064. Full description at Econpapers || Download paper | |
2016 | Generalized Autoregressive Score Models in R: The GAS Package. (2016). Catania, Leopoldo ; Ardia, David ; Boudt, Kris. In: Papers. RePEc:arx:papers:1609.02354. Full description at Econpapers || Download paper | |
2016 | Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Bank of England working papers. RePEc:boe:boeewp:0577. Full description at Econpapers || Download paper | |
2016 | Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1052_16. 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 | Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603. Full description at Econpapers || Download paper | |
2016 | Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: MPRA Paper. RePEc:pra:mprapa:75424. Full description at Econpapers || Download paper | |
2016 | Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:13. Full description at Econpapers || Download paper | |
2016 | House prices and accessibility: Evidence from a natural experiment in transport infrastructure. (2016). Folmer, Kees ; Verstraten, Paul ; van Gemeren, Joost ; Hoogendoorn, Sander . In: CPB Discussion Paper. RePEc:cpb:discus:322. Full description at Econpapers || Download paper | |
2016 | Competing over a finite number of locations. (2016). Scarsini, Marco ; Nuñez, Matias ; Nuez, Matias . In: Economic Theory Bulletin. RePEc:spr:etbull:v:4:y:2016:i:2:d:10.1007_s40505-015-0068-6. Full description at Econpapers || Download paper | |
2016 | Modelling volatility spillovers for bio-ethanol, sugarcane and corn. (2016). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin ; Wang, Yu-Ann . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1603. Full description at Econpapers || Download paper | |
2016 | How are VIX and Stock Index ETF Related?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1602. Full description at Econpapers || Download paper | |
2016 | How are VIX and Stock Index ETF Related?. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79913. Full description at Econpapers || Download paper | |
2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79923. Full description at Econpapers || Download paper | |
2016 | Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160047. Full description at Econpapers || Download paper | |
2016 | Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1610. Full description at Econpapers || Download paper | |
2016 | Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Y. In: Econometric Institute Research Papers. RePEc:ems:eureir:93116. Full description at Econpapers || Download paper | |
2016 | A Simple Test for Causality in Volatility. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160094. Full description at Econpapers || Download paper | |
2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1704. Full description at Econpapers || Download paper | |
2016 | A Simple Test for Causality in Volatility. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:98603. Full description at Econpapers || Download paper | |
2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:98657. Full description at Econpapers || Download paper | |
2016 | Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16036. Full description at Econpapers || Download paper | |
2016 | Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16036r. Full description at Econpapers || Download paper | |
2016 | Redevelopment of industrial heritage: Insights into external effects on house prices. (2016). van Duijn, Mark ; Rouwendal, Jan ; Boersema, Richard . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:57:y:2016:i:c:p:91-107. Full description at Econpapers || Download paper | |
2016 | Heterogeneous Beliefs and Climate Catastrophes. (2016). Kiseleva, Tatiana. In: Environmental & Resource Economics. RePEc:kap:enreec:v:65:y:2016:i:3:d:10.1007_s10640-016-0036-0. Full description at Econpapers || Download paper | |
2016 | In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models. (2016). Lucas, Andre ; Åasak, Katarzyna ; Koopman, Siem Jan ; Blasques, Francisco. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:875-887. Full description at Econpapers || Download paper | |
2016 | Dynamic equicorrelation stochastic volatility. (2016). Omori, Yasuhiro ; Kurose, Yuta . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:795-813. Full description at Econpapers || Download paper | |
2016 | Train commutersâ scheduling preferences: Evidence from a large-scale peak avoidance experiment. (2016). Verhoef, Erik ; Peer, Stefanie ; Knockaert, Jasper . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:83:y:2016:i:c:p:314-333. Full description at Econpapers || Download paper | |
2016 | Identification of self-selection biases in field experiments using stated preference experiments. (2016). Verhoef, Erik ; Peer, Stefanie ; Knockaert, Jasper . In: Natural Field Experiments. RePEc:feb:natura:00568. Full description at Econpapers || Download paper | |
2016 | Money Illusion and Household Finance. (2016). Tyran, Jean-Robert ; Stephens, Thomas A. In: Discussion Papers. RePEc:kud:kuiedp:1614. Full description at Econpapers || Download paper | |
2016 | Outcomes of entrepreneurship education: An institutional perspective. (2016). Block, Joern ; Walter, Sascha G. In: Journal of Business Venturing. RePEc:eee:jbvent:v:31:y:2016:i:2:p:216-233. Full description at Econpapers || Download paper | |
2016 | Success factors of overall improvement of microenterprises in Malaysia: an empirical study. (2016). Alom, Fardous ; Abdullah, Moha Asri ; Ferdous, S M ; Moten, Abdul Rashid . In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:6:y:2016:i:1:d:10.1186_s40497-016-0050-2. Full description at Econpapers || Download paper |
Year | Citing document | |
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2016 | Marketmaking Middlemen. (2016). Gautier, Pieter ; Watanabe, Makoto ; Hu, BO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11437. Full description at Econpapers || Download paper | |
2016 | On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334. Full description at Econpapers || Download paper | |
2016 | Voting over selfishly optimal nonlinear income tax schedules with a minimum-utility constraint. (2016). Weymark, John ; Brett, Craig. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:67:y:2016:i:c:p:18-31. Full description at Econpapers || Download paper | |
2016 | Bargaining in endogenous trading networks. (2016). Bedayo, Mikel ; Mauleon, Ana ; Vannetelbosch, Vincent . In: Mathematical Social Sciences. RePEc:eee:matsoc:v:80:y:2016:i:c:p:70-82. Full description at Econpapers || Download paper | |
2016 | Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93113. Full description at Econpapers || Download paper | |
2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:98657. Full description at Econpapers || Download paper | |
2016 | Saving for Development: How Latin America and the Caribbean Can Save More and Better. (2016). Izquierdo, Alejandro ; Karver, Jonathan ; Serebrisky, Tomas ; Cavallo, Eduardo A ; Frisancho, Veronica ; Bosch, Mariano ; Berstein, Solange ; Tamayo, Cesar ; Marzani, Matias ; Oliveri, Maria Laura ; Fernandez-Arias, Eduardo ; Powell, Andrew ; Fernandez -Arias, Eduardo ; Suarez-Aleman, Ancor ; Busso, Matias ; Margot, Diego . In: IDB Publications (Books). RePEc:idb:idbbks:94597. Full description at Econpapers || Download paper | |
2016 | Efficiency in Search and Matching Models: A Generalized Hosios Condition. (2016). Mangin, Sephorah ; Julien, Benoit. In: Monash Economics Working Papers. RePEc:mos:moswps:2016-28. Full description at Econpapers || Download paper | |
2016 | Making Markowitzs Portfolio Optimization Theory Practically Useful. (2016). Wong, Wing-Keung ; Bai, Zhi Dong ; Liu, Huixia . In: MPRA Paper. RePEc:pra:mprapa:74360. Full description at Econpapers || Download paper | |
2016 | Business Owners, Employees and Firm Performance. (2016). Maliranta, Mika ; Nurmi, Satu . In: ETLA Working Papers. RePEc:rif:wpaper:42. Full description at Econpapers || Download paper | |
2016 | Measuring the Effectiveness of Anti-cartel Interventions: A Conceptual Framework. (2016). Motchenkova, Evgenia ; Katsoulacos, Yannis ; Ulph, David . In: Discussion Paper Series, Department of Economics. RePEc:san:wpecon:1602. Full description at Econpapers || Download paper | |
2016 | Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors. (2016). Behn, Markus ; Schudel, Willem ; Peltonen, Tuomas ; Detken, Carsten . In: ESRB Working Paper Series. RePEc:srk:srkwps:201629. Full description at Econpapers || Download paper | |
2016 | Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S.. (2016). Lucas, Andre ; Koopman, Siem Jan ; Lit, Rutger . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160051. Full description at Econpapers || Download paper | |
2016 | Afriat in the Lab. (2016). Heufer, Jan ; van Bruggen, Paul . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160095. Full description at Econpapers || Download paper | |
2016 | Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies. (2016). van Dijk, Herman ; Grassi, Stefano ; Hoogerheide, Lennart ; Basturk, Nalan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160099. Full description at Econpapers || Download paper | |
2016 | Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2016). Omori, Yasuhiro ; Kurose, Yuta . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1024. Full description at Econpapers || Download paper | |
2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1615. Full description at Econpapers || Download paper | |
2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1704. Full description at Econpapers || Download paper | |
2016 | Do talented women shy away from competition?. (2016). Rosenkranz, S ; Khavas, Rezaei T ; Keijzer, L M ; van Huizen, T M ; Hoyer, Britta ; Westbrock, B. In: Working Papers. RePEc:use:tkiwps:1606. Full description at Econpapers || Download paper | |
2016 | Shadow banking, financial regulation and animal spirits: An ACE approach. (2016). Krug, Sebastian ; Wohltmann, Hans-Werner . In: Economics Working Papers. RePEc:zbw:cauewp:201608. Full description at Econpapers || Download paper | |
2016 | Self-confidence and unraveling in matching markets. (2016). Kübler, Dorothea ; Hakimov, Rustamdjan ; Kubler, Dorothea ; Dargnies, Marie-Pierre . In: Discussion Papers, Research Unit: Market Behavior. RePEc:zbw:wzbmbh:spii2016210. Full description at Econpapers || Download paper |
Year | Citing document | |
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2015 | Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation. (2015). Kristensen, Johannes ; Callot, Laurent. In: CREATES Research Papers. RePEc:aah:create:2015-29. Full description at Econpapers || Download paper | |
2015 | Airport cities and multiproduct pricing. (2015). Wan, Yulai ; D'Alfonso, Tiziana ; Bracaglia, Valentina . In: DIAG Technical Reports. RePEc:aeg:report:2015-14. Full description at Econpapers || Download paper | |
2015 | Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation. (2015). Hommes, Cars ; Pecora, N ; Agliari, A. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-05. Full description at Econpapers || Download paper | |
2015 | When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets. (2015). Hommes, Cars ; Bao, Te. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-10. Full description at Econpapers || Download paper | |
2015 | Heterogeneity of markups at the firm level and changes during the great recession: the case of spain. (2015). Fernandez, Cristina ; Urtasun, Alberto ; Montero, Jose Manuel ; Lacuesta, Aitor . In: Working Papers. RePEc:bde:wpaper:1536. Full description at Econpapers || Download paper | |
2015 | Dynamic predictive density combinations for large data sets in economics and finance. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Working Paper. RePEc:bno:worpap:2015_12. Full description at Econpapers || Download paper | |
2015 | Gender Quotas, Competitions, and Peer Review: Experimental Evidence on the Backlash Against Women. (2015). Wang, Liang ; Leibbrandt, Andreas ; Foo, Cordelia . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5526. Full description at Econpapers || Download paper | |
2015 | Insecure Debt. (2015). Matta, Rafael ; Perotti, Enrico C. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10505. Full description at Econpapers || Download paper | |
2015 | Capital Allocation and Productivity in South Europe. (2015). Villegas-Sanchez, Carolina ; Kalemli-Ozcan, Sebnem ; Karabarbounis, Loukas ; Gopinath, Gita . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10826. 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:2013/249920. Full description at Econpapers || Download paper | |
2015 | Electricity utility business not as usual. (2015). Sioshansi, Fereidoon P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:48:y:2015:i:c:p:1-11. Full description at Econpapers || Download paper | |
2015 | Optimal resource allocation in a representative investor economy. (2015). Gomes, Orlando. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:72-84. Full description at Econpapers || Download paper | |
2015 | Regulating the financial cycle: An integrated approach with a leverage ratio. (2015). Wierts, Peter ; Schoenmaker, Dirk. In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:70-72. Full description at Econpapers || Download paper | |
2015 | Equilibrium selection in experimental cheap talk games. (2015). Onderstal, Sander ; de Groot Ruiz, Adrian, ; Offerman, Theo. In: Games and Economic Behavior. RePEc:eee:gamebe:v:91:y:2015:i:c:p:14-25. Full description at Econpapers || Download paper | |
2015 | An ordinary differential equation formulation of the bottleneck model with user heterogeneity. (2015). Huang, Hai-Jun ; Wu, Wen-Xiang . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:81:y:2015:i:p1:p:34-58. Full description at Econpapers || Download paper | |
2015 | Airport congestion pricing and terminal investment: Effects of terminal congestion, passenger types, and concessionsAuthor-Name: Wan, Yulai. (2015). Jiang, Changmin ; Zhang, Anming. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:82:y:2015:i:c:p:91-113. Full description at Econpapers || Download paper | |
2015 | Insecure debt. (2015). Perotti, Enrico ; Matta, Rafael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:65099. Full description at Econpapers || Download paper | |
2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:78711. Full description at Econpapers || Download paper | |
2015 | Research Ideas for the Journal of Informatics and Data Mining: Opinion. (2015). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:78716. Full description at Econpapers || Download paper | |
2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79539. Full description at Econpapers || Download paper | |
2015 | Bankruptcy and Cross-Country Differences in Productivity. (2015). Neira, Julian. In: Discussion Papers. RePEc:exe:wpaper:1511. Full description at Econpapers || Download paper | |
2015 | Optimal Liquidity Regulation With Shadow Banking. (2015). Zhang, Yuzhe ; Grochulski, Borys . In: Working Paper. RePEc:fip:fedrwp:15-12. Full description at Econpapers || Download paper | |
2015 | Inference under covariate-adaptive randomization. (2015). Shaikh, Azeem ; Canay, Ivan ; Bugni, Federico. In: CeMMAP working papers. RePEc:ifs:cemmap:45/15. Full description at Econpapers || Download paper | |
2015 | Endogenous information disclosure in experimental oligopolies. (2015). Kopányi, Dávid ; Kopányi-Peuker, Anita ; Kopanyi-Peuker, Anita . In: Discussion Papers. RePEc:not:notcdx:2015-11. Full description at Econpapers || Download paper | |
2015 | Historic Amenities and Housing Externalities: Evidence from The Netherlands. (2015). Rouwendal, Jan ; Hans R. A. Koster, ; Hans R. A. Koster, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150023. Full description at Econpapers || Download paper | |
2015 | Sorting based on Urban Heritage and Income: Evidence from the Amsterdam Metropolitan Area. (2015). van Duijn, Mark ; Rouwendal, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150030. Full description at Econpapers || Download paper | |
2015 | Insecure Debt. (2015). Perotti, Enrico ; Matta, Rafael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150035. Full description at Econpapers || Download paper | |
2015 | Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions. (2015). Lucas, Andre ; Koopman, Siem Jan ; André Lucas, ; Lit, Rutger . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150037. Full description at Econpapers || Download paper | |
2015 | Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150044. Full description at Econpapers || Download paper | |
2015 | Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation. (2015). Kristensen, Johannes ; Callot, Laurent. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150069. Full description at Econpapers || Download paper | |
2015 | Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model. (2015). Lucas, Andre ; Koopman, Siem Jan ; Lit, Rutger . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150076. Full description at Econpapers || Download paper | |
2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150089. Full description at Econpapers || Download paper | |
2015 | Aggregate Risk and Efficiency of Mutual Funds. (2015). Kucinskas, Simas . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150113. Full description at Econpapers || Download paper | |
2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1510. Full description at Econpapers || Download paper | |
2015 | Research Ideas for the Journal of Informatics and Data Mining: Opinion. (2015). McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1513. Full description at Econpapers || Download paper | |
2015 | Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1515. Full description at Econpapers || Download paper | |
2015 | Safe, or not safe? Covered bonds and Bank Fragility. (2015). Anand, Kartik ; Ahnert, Toni ; Chapman, James ; Gai, Prasanna . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112875. Full description at Econpapers || Download paper | |
2015 | When Labor Disputes Bring Cities to a Standstill: The Impact of Public Transit Strikes on Traffic, Accidents, Air Pollution, and Health. (2015). Rainer, Helmut ; Hener, Timo ; Bauernschuster, Stefan. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112957. Full description at Econpapers || Download paper |
Year | Citing document | |
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2014 | The Impact of Liquidity Regulation on Banks. (2014). Banerjee, Ryan ; Mio, Hitoshi . In: BIS Working Papers. RePEc:bis:biswps:470. Full description at Econpapers || Download paper | |
2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/07. Full description at Econpapers || Download paper | |
2014 | . Full description at Econpapers || Download paper | |
2014 | Quality healthcare and health insurance retention: Evidence from a randomized experiment in the Kolkata slums:. (2014). Delavallade, Clara. In: IFPRI discussion papers. RePEc:fpr:ifprid:1352. Full description at Econpapers || Download paper | |
2014 | Banking Union Optimal Design under Moral Hazard. (2014). Zoican, Marius ; Gornicka, Lucyna Anna . In: 2014 Papers. RePEc:jmp:jm2014:pzo33. Full description at Econpapers || Download paper | |
2014 | The Geography of Multinational Corporations in CEE Countries: Perspectives for Second-Tier City Regions and European Cohesion Policy. (2014). Oort, Frank ; Karreman, Bas ; Burger, Martijn ; van Oort, Frank ; Dogaru, Teodora . In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH. RePEc:ris:invreg:0268. Full description at Econpapers || Download paper | |
2014 | Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130063. Full description at Econpapers || Download paper | |
2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140026. Full description at Econpapers || Download paper | |
2014 | Information Theoretic Optimality of Observation Driven Time Series Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140046. Full description at Econpapers || Download paper | |
2014 | Empirical Bayes Methods for Dynamic Factor Models. (2014). Mesters, Geert ; Koopman, Siem Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140061. Full description at Econpapers || Download paper | |
2014 | Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062. Full description at Econpapers || Download paper | |
2014 | Time Varying Transition Probabilities for Markov Regime Switching Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140072. Full description at Econpapers || Download paper | |
2014 | Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; and André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140074. Full description at Econpapers || Download paper | |
2014 | Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males. (2014). Mesters, Geert ; Bijleveld, and Catrien ; van der Geest, Victor . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140091. Full description at Econpapers || Download paper | |
2014 | On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140096. Full description at Econpapers || Download paper | |
2014 | Price Differentiation and Discrimination in Transport Networks. (2014). van der Weijde, Adriaan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140099. 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 | |
2014 | Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107. Full description at Econpapers || Download paper | |
2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140125. Full description at Econpapers || Download paper | |
2014 | The Influence of Environmental Concerns on Driversâ Preferences for Electric Cars. (2014). Dimitropoulos, Alexandros. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140128. Full description at Econpapers || Download paper | |
2014 | Hedge Fund Portfolio Diversification Strategies across the GFC. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K. ; Peiris, Shelton . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140151. Full description at Econpapers || Download paper | |
2014 | Memory, Expectation Formation and Scheduling Choices. (2014). Peer, Stefanie ; Koster, Paul ; Dekker, Thijs. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140154. Full description at Econpapers || Download paper | |
2014 | The Effectiveness of Dutch Municipal Recycling Policies. (2014). Gradus, Raymond ; Dijkgraaf, Elbert. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140155. Full description at Econpapers || Download paper | |
2014 | Dynamic Equicorrelation Stochastic Volatility. (2014). Omori, Yasuhiro ; Kurose, Yuta . In: CIRJE F-Series. RePEc:tky:fseres:2014cf941. Full description at Econpapers || Download paper | |
2014 | Gender equity and the escape from poverty. (2014). Strulik, Holger ; Prettner, Klaus. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:216. Full description at Econpapers || Download paper | |
2014 | Fiscal targeting rules and macroeconomic stability under distortionary taxation. (2014). Reicher, Claire A. In: Kiel Working Papers. RePEc:zbw:ifwkwp:1968. Full description at Econpapers || Download paper | |
2014 | Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632. Full description at Econpapers || Download paper |
Year | Citing document | |
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2013 | Formation and Adaptation of Reference Prices in Grain Marketing: An Experimental Study. (2013). Mattos, Fabio ; Poirier, Jamie . In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C.. RePEc:ags:aaea13:149672. Full description at Econpapers || Download paper | |
2013 | Formation and adaptation of reference prices in grain marketing: An experimental study. (2013). Mattos, Fabio ; Poirier, Jamie . In: Working Papers. RePEc:ags:spaawp:148591. Full description at Econpapers || Download paper | |
2013 | Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2013). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-17. Full description at Econpapers || Download paper | |
2013 | House prices, expectations, and time-varying fundamentals. (2013). Lansing, Kevin ; Gelain, Paolo ; KevinJ. Lansing, . In: Working Paper. RePEc:bno:worpap:2013_05. Full description at Econpapers || Download paper | |
2013 | Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Working Paper. RePEc:bno:worpap:2013_20. Full description at Econpapers || Download paper | |
2013 | Investing abroad from the bottom of the productivity ladder : BRICS multinationals in Europe. (2013). Sanfilippo, Marco. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2013_026. Full description at Econpapers || Download paper | |
2013 | Supranational Supervision - How Much and for Whom?. (2013). Wagner, Wolf ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9546. Full description at Econpapers || Download paper | |
2013 | On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26. Full description at Econpapers || Download paper | |
2013 | Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def007. Full description at Econpapers || Download paper | |
2013 | The New Keynesian Phillips curve with myopic agents. (2013). Roos, Michael ; Orland, Andreas ; Roos, Michael W. M., . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:11:p:2270-2286. Full description at Econpapers || Download paper | |
2013 | Heterogeneous expectations in monetary DSGE models. (2013). Massaro, Domenico. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:3:p:680-692. Full description at Econpapers || Download paper | |
2013 | On the role of heuristicsâExperimental evidence on inflation dynamics. (2013). Schubert, Manuel ; Lambsdorff, Johann Graf ; Giamattei, Marcus. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:6:p:1213-1229. Full description at Econpapers || Download paper | |
2013 | Formation of rationally heterogeneous expectations. (2013). Pfajfar, Damjan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:8:p:1434-1452. Full description at Econpapers || Download paper | |
2013 | Door-to-door travel times in RP departure time choice models: An approximation method using GPS data. (2013). Verhoef, Erik ; Peer, Stefanie ; Koster, Paul ; Tseng, Yin-Yen ; Knockaert, Jasper . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:58:y:2013:i:c:p:134-150. Full description at Econpapers || Download paper | |
2013 | Housing market cycles â a disequilibrium model and its application to the primary housing market in Warsaw. (2013). Olszewski, Krzysztof ; Augustyniak, Hanna ; Waszczuk, Joanna ; Aszek, Jacek . In: Ekonomia journal. RePEc:eko:ekoeko:35_5. Full description at Econpapers || Download paper | |
2013 | DYPES: Vertical differentiation, schedule delay and entry deterrence: Low cost vs. full service airlines. (2013). Socorro, M. Pilar ; Medda, Francesca ; Valido, Jorge . In: Working Papers. RePEc:fda:fdaddt:2013-05. Full description at Econpapers || Download paper | |
2013 | Inflation and Output Comovement in the Euro Area; Love at Second Sight?. (2013). Solmaz, Serhat ; Bruha, Jan ; Andrle, Michal. In: IMF Working Papers. RePEc:imf:imfwpa:13/192. Full description at Econpapers || Download paper | |
2013 | Monetary Policy, Inflation Illusion and the Taylor Principle: An Experimental Study. (2013). Scharler, Johann ; Luhan, Wolfgang. In: Working Papers. RePEc:inn:wpaper:2013-03. Full description at Econpapers || Download paper | |
2013 | Macroeconomic Stability and Heterogeneous Expectations. (2013). Spelta, Alessandro ; Pecora, Nicolo . In: DEM Working Papers Series. RePEc:pav:demwpp:037. Full description at Econpapers || Download paper | |
2013 | Composition properties in the river claims problem. (2013). Weikard, Hans-Peter ; Ansink, Erik. In: MPRA Paper. RePEc:pra:mprapa:51618. Full description at Econpapers || Download paper | |
2013 | Heterogeneous Expectations, Optimal Monetary Policy, and the Merit of Policy Inertia. (2013). Gasteiger, Emanuel. In: CDMA Working Paper Series. RePEc:san:cdmawp:1308. Full description at Econpapers || Download paper | |
2013 | Expectations and Monetary Policy: Experimental Evidence. (2013). Kryvtsov, Oleksiy . In: Discussion Papers. RePEc:sfu:sfudps:dp13-09. Full description at Econpapers || Download paper | |
2013 | Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing. (2013). McAleer, Michael ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130003. Full description at Econpapers || Download paper | |
2013 | Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130021. Full description at Econpapers || Download paper | |
2013 | Health Inequalities through the Lens of Health Capital Theory: Issues, Solutions, and Future Directions. (2013). Galama, Titus ; van Kippersluis, Hans . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130076. Full description at Econpapers || Download paper | |
2013 | Socio-cultural Diversity and Urban Buzz. (2013). Nijkamp, Peter ; Arribas-Bel, Daniel ; Kourtit, Karima . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130110. Full description at Econpapers || Download paper | |
2013 | The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130118. Full description at Econpapers || Download paper | |
2013 | Labour Market Effects of International Fragmentation of Production; Evidence from a Survey and Case Studies in the Dutch Industry. (2013). Den Butter, Frank ; Berghuis, Ebel ; Frank A. G. den Butter, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130136. Full description at Econpapers || Download paper | |
2013 | From Islands to Hubs of Innovation: Connecting Innovative Regions. (2013). Nijkamp, Peter ; Caragliu, Andrea. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130141. Full description at Econpapers || Download paper | |
2013 | A Note on an Estimation Problem in Models with Adaptive Learning. (2013). Massmann, Michael ; Christopeit, Norbert . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130151. Full description at Econpapers || Download paper | |
2013 | Health and Inequality. (2013). Van Ourti, Tom ; Van Doorslaer, Eddy ; O'Donnell, Owen. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130170. Full description at Econpapers || Download paper | |
2013 | Sustainable Agreements on Stochastic River Flow. (2013). Houba, Harold ; Ansink, Erik. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130182. Full description at Econpapers || Download paper | |
2013 | Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2013). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Ãakmaklı, Cem ; Cakmakli, Cem ; Basturk, Nalan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130191. Full description at Econpapers || Download paper | |
2013 | Composition Properties in the River Claims Problem. (2013). Weikard, Hans-Peter ; Ansink, Erik. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130199. Full description at Econpapers || Download paper | |
2013 | Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2013). Hommes, Cars. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130204. Full description at Econpapers || Download paper | |
2013 | Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130206. Full description at Econpapers || Download paper | |
2013 | Government Spending Shocks, Sovereign Risk and the Exchange Rate Regime. (2013). Bonam, Dennis ; Lukkezen, Jasper . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130212. Full description at Econpapers || Download paper | |
2013 | A theory of communication in political campaigns. (2013). Denter, Philipp. In: Economics Working Paper Series. RePEc:usg:econwp:2013:02. Full description at Econpapers || Download paper |
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