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

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

2.72

Impact Factor

2.96

5-Years IF

5-Years H index

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

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.2	0.1	0.18	25	25	19	0.76	641	55	11	94	17	(%)	2	0.08	0.04
1991	0.33	0.09	0.32	32	57	46	0.81	615	57	19	119	38	(%)	3	0.09	0.04
1992	0.3	0.09	0.3	41	98	48	0.49	1472	57	17	131	39	(%)	3	0.07	0.04
1993	0.16	0.1	0.25	34	132	49	0.37	2081	73	12	153	38	(%)	4	0.12	0.05
1994	0.25	0.11	0.32	34	166	79	0.48	552	75	19	164	52	(%)	3	0.09	0.05
1995	0.34	0.2	0.48	38	204	160	0.78	1604	68	23	166	80	(%)	5	0.13	0.07
1996	0.47	0.23	0.62	39	243	242	1	3112	72	34	179	111	(%)	10	0.26	0.09
1997	0.65	0.27	0.78	62	305	287	0.94	1514	77	50	186	145	(%)	6	0.1	0.09
1998	0.49	0.29	0.78	41	346	391	1.13	1053	101	49	207	161	(%)	17	0.41	0.1
1999	0.44	0.32	0.68	34	380	417	1.1	2040	103	45	214	146	(%)	15	0.44	0.13
2000	0.88	0.4	1.13	38	418	619	1.48	2083	75	66	214	241	(%)	11	0.29	0.15
2001	1.22	0.4	1.12	43	461	692	1.5	3290	72	88	214	239	(%)	13	0.3	0.15
2002	1.33	0.42	1.22	33	494	838	1.7	1202	81	108	218	265	(%)	29	0.88	0.18
2003	1.5	0.44	1.7	43	537	1023	1.91	2603	76	114	189	322	(%)	24	0.56	0.19
2004	1.79	0.49	2.34	46	583	1372	2.35	1419	76	136	191	447	(%)	29	0.63	0.2
2005	1.81	0.53	2.3	51	634	1546	2.44	2816	89	161	203	467	(%)	78	1.53	0.21
2006	2.26	0.51	2.68	68	702	1801	2.57	2047	97	219	216	578	(%)	62	0.91	0.2
2007	1.88	0.45	2.22	63	765	1739	2.27	3057	119	224	241	535	(%)	72	1.14	0.18
2008	2.61	0.48	3.11	45	810	2451	3.03	1120	131	342	271	844	(%)	40	0.89	0.2
2009	2.63	0.47	2.88	60	870	2405	2.76	1245	108	284	273	786	(%)	47	0.78	0.19
2010	1.43	0.45	2.55	53	923	2319	2.51	1697	105	150	287	732	(%)	74	1.4	0.16
2011	2.32	0.52	2.69	57	980	2769	2.83	994	113	262	289	778	(%)	82	1.44	0.2
2012	2.78	0.55	3.3	57	1037	3267	3.15	704	110	306	278	918	(%)	42	0.74	0.2
2013	2.25	0.62	3.04	56	1093	4028	3.69	942	114	257	272	828	(%)	95	1.7	0.22
2014	2.99	0.64	3.27	62	1155	4192	3.63	691	113	338	283	924	(%)	79	1.27	0.21
2015	3.46	0.69	3.46	59	1214	4166	3.43	333	118	408	285	986	(%)	52	0.88	0.22
2016	2.72	0.85	2.96	58	1272	4204	3.31	186	121	329	291	862	(%)	64	1.1	0.26

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published in year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series:

#	Year	Title	Cited
1	2001	Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326. Full description at Econpapers \|\| Download paper	2136
2	2003	Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	1361
3	2007	A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312. Full description at Econpapers \|\| Download paper	1098
4	2000	Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470. Full description at Econpapers \|\| Download paper	825
5	1996	Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18. Full description at Econpapers \|\| Download paper	760
6	1996	Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32. Full description at Econpapers \|\| Download paper	758
7	1999	Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77. Full description at Econpapers \|\| Download paper	711
8	2006	Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, SÃÂ©bastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109. Full description at Econpapers \|\| Download paper	615
9	2005	Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, JosÃÂ© AntÃÂ³nio ; Mata, JosÃÂ©. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465. Full description at Econpapers \|\| Download paper	538
10	2005	Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54. Full description at Econpapers \|\| Download paper	518
11	1993	Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47. Full description at Econpapers \|\| Download paper	515
12	1993	Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118. Full description at Econpapers \|\| Download paper	501
13	2007	Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38. Full description at Econpapers \|\| Download paper	436
14	1992	Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). TerÃÂ¤svirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36. Full description at Econpapers \|\| Download paper	435
15	1995	Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108. Full description at Econpapers \|\| Download paper	400
16	2009	What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992. Full description at Econpapers \|\| Download paper	399
17	1986	Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53. Full description at Econpapers \|\| Download paper	344
18	2010	Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92. Full description at Econpapers \|\| Download paper	330
19	2005	A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889. Full description at Econpapers \|\| Download paper	325
20	2000	Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670. Full description at Econpapers \|\| Download paper	310
21	1995	Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84. Full description at Econpapers \|\| Download paper	297
22	1997	Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132. Full description at Econpapers \|\| Download paper	296
23	2001	Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576. Full description at Econpapers \|\| Download paper	295
24	1992	The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82. Full description at Econpapers \|\| Download paper	284
25	1993	Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84. Full description at Econpapers \|\| Download paper	262
26	2005	Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183. Full description at Econpapers \|\| Download paper	252
27	1999	Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510. Full description at Econpapers \|\| Download paper	252
28	1996	The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61. Full description at Econpapers \|\| Download paper	246
29	2003	A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443. Full description at Econpapers \|\| Download paper	246
30	1993	Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60. Full description at Econpapers \|\| Download paper	243
31	1995	A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25. Full description at Econpapers \|\| Download paper	242
32	1989	The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21. Full description at Econpapers \|\| Download paper	241
33	2003	Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544. Full description at Econpapers \|\| Download paper	228
34	1990	Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28. Full description at Econpapers \|\| Download paper	222
35	2002	New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446. Full description at Econpapers \|\| Download paper	217
36	1996	Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93. Full description at Econpapers \|\| Download paper	204
37	1997	Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92. Full description at Econpapers \|\| Download paper	198
38	2010	What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573. Full description at Econpapers \|\| Download paper	198
39	2004	The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503. Full description at Econpapers \|\| Download paper	196
40	2014	THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478. Full description at Econpapers \|\| Download paper	195
41	2008	From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327. Full description at Econpapers \|\| Download paper	190
42	2005	The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251. Full description at Econpapers \|\| Download paper	190
43	2005	What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207. Full description at Econpapers \|\| Download paper	189
44	1991	Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24. Full description at Econpapers \|\| Download paper	186
45	1996	Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model.. (1996). Baillie, Richard ; Chung, Ching-Fan ; Tieslau, Margie A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40. Full description at Econpapers \|\| Download paper	176
46	1999	Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). StrÃÂ¸m, Steinar ; Colombino, Ugo ; Aaberge, Rolf. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22. Full description at Econpapers \|\| Download paper	167
47	2000	The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58. Full description at Econpapers \|\| Download paper	165
48	2002	Estimating quadratic variation using realized variance. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477. Full description at Econpapers \|\| Download paper	155
49	2007	Growth, technological interdependence and spatial externalities: theory and evidence. (2007). KOCH, Wilfried ; Ertur, Cem. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:6:p:1033-1062. Full description at Econpapers \|\| Download paper	154
50	2003	Value-at-risk for long and short trading positions. (2003). Laurent, SÃÂ©bastien ; Giot, Pierre. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:6:p:641-663. Full description at Econpapers \|\| Download paper	144

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

#	Year	Title	Cited
1	2001		781
2	2003		434
3	2007		410
4	1996		283
5	2000		192
6	2014	THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478. Full description at Econpapers \|\| Download paper	168
7	2005		165
8	1996		165
9	2010		160
10	2007		148
11	2006		142
12	2005		138
13	2009		135
14	1999		129
15	2005		105
16	2013	GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795. Full description at Econpapers \|\| Download paper	89
17	1997		78
18	2003		76
19	2013	THE ROLE OF TIMEâVARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET. (2013). Peersman, Gert ; Baumeister, Christiane. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1087-1109. Full description at Econpapers \|\| Download paper	76
20	2001		74
21	1993		74
22	2010		72
23	2008		72
24	2002		67
25	2005		65
26	1993		62
27	2012	Realized GARCH: a joint model for returns and realized measures of volatility. (2012). Huang, Zhuo ; Hansen, Peter ; Shek, Howard Howan . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:877-906. Full description at Econpapers \|\| Download paper	61
28	2013	Macroeconomic forecasting and structural change. (2013). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:82-101. Full description at Econpapers \|\| Download paper	59
29	2007		58
30	2010		55
31	2010		54
32	1992		54
33	2013	Forecasting with Medium and Large Bayesian VARS. (2013). Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:2:p:177-203. Full description at Econpapers \|\| Download paper	53
34	2005		52
35	1995		52
36	1996		49
37	2010		49
38	2003		48
39	2010		48
40	2011	Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974. Full description at Econpapers \|\| Download paper	47
41	1992		46
42	1995		44
43	1986		44
44	1996		43
45	1993		40
46	2014	MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA. (2014). Modugno, Michele ; Banbura, Marta ; Babura, Marta . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:1:p:133-160. Full description at Econpapers \|\| Download paper	40
47	2016	A Social Interactions Model with Endogenous Friendship Formation and Selectivity. (2016). Lee, Lung-Fei ; Hsieh, Chih-Sheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:31:y:2016:i:2:p:301-319. Full description at Econpapers \|\| Download paper	40
48	2008		39
49	2011	Default priors and predictive performance in Bayesian model averaging, with application to growth determinants. (2011). Papageorgiou, Chris ; Eicher, Theo ; Raftery, Adrian E.. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:30-55. Full description at Econpapers \|\| Download paper	39
50	2013	HOW EFFECTIVE ARE UNEMPLOYMENT BENEFIT SANCTIONS? LOOKING BEYOND UNEMPLOYMENT EXIT. (2013). van Ours, Jan ; Lalive, Rafael ; Arni, Patrick. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1153-1178. Full description at Econpapers \|\| Download paper	38

Citing documents used to compute impact factor 329:

Year	Title
2016	You can lead a firm to R&D but can you make it innovate? UK evidence from SMEs. (2016). cowling, marc. In: Small Business Economics. RePEc:kap:sbusec:v:46:y:2016:i:4:d:10.1007_s11187-016-9704-2. Full description at Econpapers \|\| Download paper
2016	Sparse Kalman Filtering Approaches to Covariance Estimation from High Frequency Data in the Presence of Jumps. (2016). Ho, Michael ; Xin, Jack . In: Papers. RePEc:arx:papers:1602.02185. Full description at Econpapers \|\| Download paper
2016	Bayesian semiparametric modeling of realized covariance matrices. (2016). Maheu, John ; Jin, Xin . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:19-39. Full description at Econpapers \|\| Download paper
2016	The U.S. Oil Supply Revolution and the Global Economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1605. Full description at Econpapers \|\| Download paper
2016	The U.S. oil supply revolution and the global economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:263. Full description at Econpapers \|\| Download paper
2016	Effects of the product diversification of exports on income at different stages of economic development. (2016). GÃÂ¶zgÃÂ¶r, Giray ; Can, Muhlis . In: Eurasian Business Review. RePEc:spr:eurasi:v:6:y:2016:i:2:d:10.1007_s40821-016-0045-5. Full description at Econpapers \|\| Download paper
2016	Economic Diversification in Resource Rich Countries: Uncovering the State of Knowledge. (2016). Alsharif, Nouf ; Intartaglia, Maurizio . In: Working Paper Series. RePEc:sus:susewp:9816. Full description at Econpapers \|\| Download paper
2016	Country-specific oil supply shocks and the global economy: A counterfactual analysis. (2016). Pesaran, M ; Mohaddes, Kamiar. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:382-399. Full description at Econpapers \|\| Download paper
2016	Does the commodities boom support the export led growth hypothesis? Evidence from Latin American countries. (2016). Kristjanpoller, Werner ; Salazar, Rodolfo I ; Olson, Josephine E. In: Latin American Economic Review. RePEc:spr:laecrv:v:25:y:2016:i:1:d:10.1007_s40503-016-0036-z. Full description at Econpapers \|\| Download paper
2016	Economic Diversification in Resource Rich Countries: Uncovering the State of Knowledge. (2016). Intartaglia, Maurizio ; Bhattacharyya, Sambit ; Alsharif, Nouf . In: Working Paper Series. RePEc:sus:susewp:09816. Full description at Econpapers \|\| Download paper
2016	Monitoring Parameter Constancy with Endogenous Regressors. (2016). Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-01. Full description at Econpapers \|\| Download paper
2016	Option-Implied Equity Premium Predictions via Entropic TiltinG. (2016). Pettenuzzo, Davide ; Smith, Aaron ; Metaxoglou, Konstantinos . In: Working Papers. RePEc:brd:wpaper:99. Full description at Econpapers \|\| Download paper
2016	VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Discussion Papers. RePEc:cfm:wpaper:1609. Full description at Econpapers \|\| Download paper
2016	Density forecasting using Bayesian global vector autoregressions with stochastic volatility. (2016). Huber, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:818-837. Full description at Econpapers \|\| Download paper
2016	Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75r. Full description at Econpapers \|\| Download paper
2016	Forecasting structural change and fat-tailed events in Australian macroeconomic variables. (2016). Cross, Jamie ; Poon, Aubrey . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51. Full description at Econpapers \|\| Download paper
2016	Oil-price density forecasts of US GDP. (2016). Ravazzolo, Francesco ; Francesco, Ravazzolo ; Philip, Rothman . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7. Full description at Econpapers \|\| Download paper
2016	Large Vector Autoregressions with Stochastic Volatility and Flexible Priors. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1617. Full description at Econpapers \|\| Download paper
2016	Disagreement versus uncertainty: Evidence from distribution forecasts. (2016). Nolte, Ingmar ; Kruger, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s172-s186. Full description at Econpapers \|\| Download paper
2016	The impact of pollution abatement investments on production technology: new insights from frontier analysis. (2016). Musolesi, Antonio ; Huiban, Jean Pierre ; Simioni, Michel ; Mastromarco, Camille . In: Working Papers. RePEc:hal:wpaper:hal-01512154. Full description at Econpapers \|\| Download paper
2016	Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach. (2016). Cordero, Jose Manuel ; Polo, Cristina ; Pisaflores, Elsa C ; Pedraja-Chaparro, Francisco . In: MPRA Paper. RePEc:pra:mprapa:70674. Full description at Econpapers \|\| Download paper
2016	The impact of pollution abatement investments on production technology: new insights from frontier analysis. (2016). Musolesi, Antonio ; Huiban, J P ; Simioni, M ; Mastromarco, C. In: Working Papers MOISA. RePEc:umr:wpaper:201602. Full description at Econpapers \|\| Download paper
2016	Financial development and productive inefficiency: A robust conditional directional distance function approach. (2016). Tzeremes, Nickolaos ; Mallick, Sushanta ; Matousek, Roman . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:196-201. Full description at Econpapers \|\| Download paper
2016	Local governmentsâ efficiency: A systematic literature review â Part I. (2016). Narbon-Perpia, Isabel ; de Witte, Kristof . In: Working Papers. RePEc:jau:wpaper:2016/20. Full description at Econpapers \|\| Download paper
2016	Local governmentsâ efficiency: A systematic literature review â Part II. (2016). Narbon-Perpia, Isabel ; de Witte, Kristof . In: Working Papers. RePEc:jau:wpaper:2016/21. Full description at Econpapers \|\| Download paper
2016	The spillover effects of foreign direct investment on the firmsâ productivity performances. (2016). Suyanto, Suyanto ; Sari, Dyah Wulan ; Khalifah, Noor Aini . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:46:y:2016:i:2:d:10.1007_s11123-016-0484-0. Full description at Econpapers \|\| Download paper
2016	The influence of public subsidies on farm technical efficiency: A robust conditional nonparametric approach. (2016). Minviel, Jean Joseph ; de Witte, Kristof . In: Working Papers SMART - LERECO. RePEc:rae:wpaper:201610. Full description at Econpapers \|\| Download paper
2016	Financial Health and the Intensive Margin of Trade. (2016). YILMAZKUDAY, HAKAN ; Baglan, Deniz . In: Working Papers. RePEc:fiu:wpaper:1607. Full description at Econpapers \|\| Download paper
2016	Robust estimation of the Pareto tail index: a Monte Carlo analysis. (2016). BrzeziÅski, MichaÅ ; BRZEZINSKI, Michal . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:1:d:10.1007_s00181-015-0989-9. Full description at Econpapers \|\| Download paper
2016	Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pb:p:300-314. Full description at Econpapers \|\| Download paper
2016	Eye Tracking to Model Attribute Attendance. (2016). Palma, Marco ; Collart, Alba ; Chavez, Daniel. In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:230011. Full description at Econpapers \|\| Download paper
2016	Choice certainty in Discrete Choice Experiments: Will eye tracking provide useful measures?. (2016). Olsen, SÃÂ¸ren ; Jacobsen, Catrine ; Uggeldahl, Kennet ; Lundhede, Thomas Hedemark . In: Journal of choice modelling. RePEc:eee:eejocm:v:20:y:2016:i:c:p:35-48. Full description at Econpapers \|\| Download paper
2016	Drivers of industrial and non-industrial greenhouse gas emissions. (2016). Stern, David ; Sanchez, Luis F. In: Ecological Economics. RePEc:eee:ecolec:v:124:y:2016:i:c:p:17-24. Full description at Econpapers \|\| Download paper
2016	Environmental Kuznets curve hypothesis for sub-elements of the carbon emissions in China. (2016). Gozbasi, Onur ; Aslan, Alper ; Onur, Gozbasi ; Alper, Aslan . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:82:y:2016:i:2:d:10.1007_s11069-016-2246-8. Full description at Econpapers \|\| Download paper
2016	Energy consumption, economic growth and carbon emissions: Cointegration and causality evidence from selected African countries. (2016). KEHO, Yaya ; ESSO, Jacques. In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:492-497. Full description at Econpapers \|\| Download paper
2016	Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2016-10. Full description at Econpapers \|\| Download paper
2016	High-dimensional copula-based distributions with mixed frequency data. (2016). Patton, Andrew ; Oh, Donghwan . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:349-366. Full description at Econpapers \|\| Download paper
2016	Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974. Full description at Econpapers \|\| Download paper
2016	Wating Longer Before Claiming, and Activating Youth. No Point?. (2016). Cockx, Bart ; van Belle, Eva . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6104. Full description at Econpapers \|\| Download paper
2016	WAITING LONGER BEFORE CLAIMING AND ACTIVATING YOUTH. NO POINT?. (2016). Cockx, Bart ; van Belle, Eva . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:16/922. Full description at Econpapers \|\| Download paper
2016	Waiting Longer Before Claiming, and Activating Youth: No Point?. (2016). Cockx, Bart ; van Belle, Eva . In: IZA Discussion Papers. RePEc:iza:izadps:dp10221. Full description at Econpapers \|\| Download paper
2016	Waiting Longer Before Claiming and Activating Youth. No Point?. (2016). Cockx, Bart ; van Belle, Eva . In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2016019. Full description at Econpapers \|\| Download paper
2016	The profound precariousness of work through temporary work agency. (2016). Marica, Mihaela-Emilia . In: Juridical Tribune (Tribuna Juridica). RePEc:asr:journl:v:6:y:2016:i:2:p:216-227. Full description at Econpapers \|\| Download paper
2016	A Correction to Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data by Li, Simar & Zelenyuk (2014, CSDA). (2016). Racine, Jeffrey. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2016-01. Full description at Econpapers \|\| Download paper
2016	Voting and Popularity. (2016). Kirchgassner, Gebhard . In: CREMA Working Paper Series. RePEc:cra:wpaper:2016-08. Full description at Econpapers \|\| Download paper
2016	Voting and Popularity. (2016). Kirchgassner, Gebhard . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6182. Full description at Econpapers \|\| Download paper
2016	Voting and Popularity. (2016). Kirchgassner, Gebhard . In: Economics Working Paper Series. RePEc:usg:econwp:2016:18. Full description at Econpapers \|\| Download paper
2016	Adaptive local parametric estimation of crop yields: implication for crop insurance ratemaking. (2016). Shen, Zhiwei. In: 156th Seminar, October 4, 2016, Wagenigen, The Netherlands. RePEc:ags:eaa156:249984. Full description at Econpapers \|\| Download paper
2016	Inference for First-Price Auctions with Guerre, Perrigne, and Vuongs estimator. (2016). Shneyerov, Artyom ; Marmer, Vadim. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:vadim_marmer-2016-4. Full description at Econpapers \|\| Download paper
2016	Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders. (2016). Zincenko, Federico. In: Working Paper. RePEc:pit:wpaper:5855. Full description at Econpapers \|\| Download paper
2016	Identifying the average treatment effect in ordered treatment models without unconfoundedness. (2016). Lewbel, Arthur ; Yang, Thomas Tao . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:1:p:1-22. Full description at Econpapers \|\| Download paper
2016	A Competing Risks Model with Time-varying Heterogeneity and Simultaneous Failure. (2016). Liu, Ruixuan . In: Emory Economics. RePEc:emo:wp2003:1603. Full description at Econpapers \|\| Download paper
2016	Mandatory Retirement and the Consumption Puzzle: Prices Decline or Quantities Decline?. (2016). Yang, Dennis ; Dong, Yingying . In: Upjohn Working Papers and Journal Articles. RePEc:upj:weupjo:16-251. Full description at Econpapers \|\| Download paper
2016	VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11178. Full description at Econpapers \|\| Download paper
2016	VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:119. Full description at Econpapers \|\| Download paper
2016	VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: 2016 Meeting Papers. RePEc:red:sed016:260. Full description at Econpapers \|\| Download paper
2016	Monetaryâfiscal policy interaction and fiscal inflation: A tale of three countries. (2016). Sarferaz, Samad ; Kriwoluzky, Alexander ; Kliem, Martin. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:158-184. Full description at Econpapers \|\| Download paper
2016	Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-527. Full description at Econpapers \|\| Download paper
2016	Racial and ethnic infant mortality gaps and the role of socio-economic status. (2016). Haider, Steven ; Goddeeris, John H ; Elder, Todd E. In: Labour Economics. RePEc:eee:labeco:v:43:y:2016:i:c:p:42-54. Full description at Econpapers \|\| Download paper
2016	Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, MÃÂ¡rcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio . In: Working Papers Series. RePEc:bcb:wpaper:415. Full description at Econpapers \|\| Download paper
2016	Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO ; Claudio, Morana . In: Working Papers. RePEc:mib:wpaper:330. Full description at Econpapers \|\| Download paper
2016	Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO. In: Working Paper Series. RePEc:rim:rimwps:16-02. Full description at Econpapers \|\| Download paper
2016	Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO. In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232925. Full description at Econpapers \|\| Download paper
2016	Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2016.23. Full description at Econpapers \|\| Download paper
2016	Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122. Full description at Econpapers \|\| Download paper
2016	Cyclical fiscal rules for oil-exporting countries. (2016). Snudden, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:473-483. Full description at Econpapers \|\| Download paper
2016	Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-415. Full description at Econpapers \|\| Download paper
2016	Disentangling Moral Hazard and Adverse Selection in Private Health Insurance. (2016). Powell, David ; Goldman, Dana. In: NBER Working Papers. RePEc:nbr:nberwo:21858. Full description at Econpapers \|\| Download paper
2016	Quantile Selection Models with an Application to Understanding Changes in Wage Inequality. (2016). Arellano, Manuel ; Bonhomme, Stephane . In: Working Papers. RePEc:cmf:wpaper:wp2016_1610. Full description at Econpapers \|\| Download paper
2016	In-sample inference and forecasting in misspecified factor models. (2016). Rossi, Barbara ; Carrasco, Marine . In: Economics Working Papers. RePEc:upf:upfgen:1530. Full description at Econpapers \|\| Download paper
2016	In-sample Inference and Forecasting in Misspecified Factor Models. (2016). Rossi, Barbara ; Carrasco, Marine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11388. Full description at Econpapers \|\| Download paper
2016	Global versus local shocks in micro price dynamics. (2016). Zachariadis, Marios ; Andrade, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:98:y:2016:i:c:p:78-92. Full description at Econpapers \|\| Download paper
2016	Debt-dependent effects of fiscal expansions. (2016). Shen, Wenyi ; Bi, Huixin ; Yang, Shu-Chun S. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:142-157. Full description at Econpapers \|\| Download paper
2016	The Government Wage Bill and Private Activity. (2016). Pappa, Evi ; Bermperoglou, Dimitrios ; Vella, Eugenia . In: Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP). RePEc:lau:crdeep:16.24. Full description at Econpapers \|\| Download paper
2016	Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11161. Full description at Econpapers \|\| Download paper
2016	Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/228908. Full description at Econpapers \|\| Download paper
2016	Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Center for Economic Research (RECent). RePEc:mod:recent:120. Full description at Econpapers \|\| Download paper
2016	The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia. In: Working Paper Series. RePEc:ecb:ecbwps:20161967. Full description at Econpapers \|\| Download paper
2016	Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194. Full description at Econpapers \|\| Download paper
2016	The influence of sovereign bond yields on bank lending rates: the pass-through in Europe. (2016). Eller, Markus ; Reininger, Thomas . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:2:b:1. Full description at Econpapers \|\| Download paper
2016	Breaking down world trade elasticities: a panel ECM approach. (2016). Martinez-Martin, Jaime. In: Working Papers. RePEc:bde:wpaper:1614. Full description at Econpapers \|\| Download paper
2016	Breaking down world trade elasticities: a panel ECM approach. (2016). Martinez-Martin, Jaime. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:275. Full description at Econpapers \|\| Download paper
2016	The BalassaâSamuelson hypothesis in the developed and developing countries revisited. (2016). Wang, Wei Guo ; Du, Chonghua ; Xue, Jing . In: Economics Letters. RePEc:eee:ecolet:v:146:y:2016:i:c:p:33-38. Full description at Econpapers \|\| Download paper
2016	Fiscal Sustainability in EMU contries: A continued Fiscal commitment?. (2016). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan . In: Working Papers. RePEc:eec:wpaper:1608. Full description at Econpapers \|\| Download paper
2016	A panel cointegration rank test with structural breaks and cross-sectional dependence. (2016). Karaman ÃÂrsal, Deniz ; Deniz Dilan Karaman , ; Arsova, Antonia . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145822. Full description at Econpapers \|\| Download paper
2016	DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION. (2016). Whang, Yoon-Jae ; Okui, Ryo ; Lee, Sokbae (Simon). In: KIER Working Papers. RePEc:kyo:wpaper:931. Full description at Econpapers \|\| Download paper
2016	The effect of mortgage interest deduction and mortgage characteristics on house prices. (2016). Buyst, Erik ; Damen, Sven ; Vastmans, Frank . In: Journal of Housing Economics. RePEc:eee:jhouse:v:34:y:2016:i:c:p:15-29. Full description at Econpapers \|\| Download paper
2016	Are Macroeconomic Density Forecasts Informative?. (2016). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-02. Full description at Econpapers \|\| Download paper
2016	Hospital competition with heterogeneous patient groups: Incentives and regulation. (2016). Vomhof, Markus . In: Ruhr Economic Papers. RePEc:zbw:rwirep:624. Full description at Econpapers \|\| Download paper
2016	Sovereign yields and the risk-taking channel of currency appreciation. (2016). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:538. Full description at Econpapers \|\| Download paper
2016	The G7 Business Cycle in a Globalized World. (2016). Carstensen, Kai ; Salzmann, Leonard . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5980. Full description at Econpapers \|\| Download paper
2016	On the exposure of the BRIC countries to global economic shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina . In: Ruhr Economic Papers. RePEc:zbw:rwirep:622. Full description at Econpapers \|\| Download paper
2016	On the Exposure of the BRIC Countries to Global Economic Shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1594. Full description at Econpapers \|\| Download paper
2016	On the exposure of the BRIC countries to global economic shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina . In: ROME Working Papers. RePEc:rmn:wpaper:201605. Full description at Econpapers \|\| Download paper
2016	Order Invariant Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans . In: Working Papers. RePEc:awi:wpaper:0608. Full description at Econpapers \|\| Download paper
2016	Joint prediction bands for macroeconomic risk management. (2016). Maih, Junior ; Binning, Andrew ; Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2016_07. Full description at Econpapers \|\| Download paper
2016	Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios. In: Open Access publications. RePEc:ucn:oapubs:10197/7323. Full description at Econpapers \|\| Download paper
2016	Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. (2016). Schorfheide, Frank ; Diebold, Francis ; Shin, Minchul . In: NBER Working Papers. RePEc:nbr:nberwo:22615. Full description at Econpapers \|\| Download paper
2016	Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227. Full description at Econpapers \|\| Download paper
2016	Robust Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145547. Full description at Econpapers \|\| Download paper
2016	Quantifying uncertainties in global growth forecasts. (2016). Ohnsorge, Franziska ; Stocker, Marc ; Some, Modeste Y. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7770. Full description at Econpapers \|\| Download paper
2016	Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality. (2016). SzafraÅski, Grzegorz ; Stelmasiak, Damian ; Szafraski, Grzegorz . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:8:y:2016:i:1:p:21-42. Full description at Econpapers \|\| Download paper
2016	Structural analysis with Multivariate Autoregressive Index models. (2016). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:332-348. Full description at Econpapers \|\| Download paper
2016	Forecasting Economic Activity with Mixed Frequency Bayesian VARs. (2016). Brave, Scott ; Justiniano, Alejandro ; Butters, Andrew R. In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-05. Full description at Econpapers \|\| Download paper
2016	Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-55. Full description at Econpapers \|\| Download paper
2016	BVAR mapping. (2016). Malakhovskaya, Oxana ; Demeshev, Boris . In: Applied Econometrics. RePEc:ris:apltrx:0300. Full description at Econpapers \|\| Download paper
2016	Foreign Direct Investment and Sustainable Development. A Regional Approach for Romania. (2016). Simionescu (Bratu), Mihaela. In: Working Papers of Macroeconomic Modelling Seminar. RePEc:rjr:wpmems:162702. Full description at Econpapers \|\| Download paper
2016	Bayesian Vector Autoregressions. (2016). WoÅºniak, Tomasz ; Woniak, Tomasz . In: Australian Economic Review. RePEc:bla:ausecr:v:49:y:2016:i:3:p:365-380. Full description at Econpapers \|\| Download paper
2016	Forecasting Chinas economic growth and inflation. (2016). Zha, Tao ; Zhong, Wenna ; Higgins, Patrick . In: China Economic Review. RePEc:eee:chieco:v:41:y:2016:i:c:p:46-61. Full description at Econpapers \|\| Download paper
2016	News and Uncertainty Shocks. (2016). GalvÃÂ£o, Ana ; Cascaldi-Garcia, Danilo ; Galvao, Ana Beatriz . In: EMF Research Papers. RePEc:wrk:wrkemf:12. Full description at Econpapers \|\| Download paper
2016	Rare Events and Risk Perception: Evidence from Fukushima Accident. (2016). Wozniak, Tomasz . In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:2021. Full description at Econpapers \|\| Download paper
2016	State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2016). Uzeda, Luis . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-632. Full description at Econpapers \|\| Download paper
2016	Macroeconomic forecasting and structural changes in steady states. (2016). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:204. Full description at Econpapers \|\| Download paper
2016	Forecasting Macroeconomic Variables under Model Instability. (2016). Pettenuzzo, Davide ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11355. Full description at Econpapers \|\| Download paper
2016	Hidden Markov models in time series, with applications in economics. (2016). Kaufmann, Sylvia. In: Working Papers. RePEc:szg:worpap:1606. Full description at Econpapers \|\| Download paper
2016	The implications of monetary expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:71-84. Full description at Econpapers \|\| Download paper
2016	Sparse Change-point HAR Models for Realized Variance. (2016). Dufays, Arnaud . In: Cahiers de recherche. RePEc:lvl:crrecr:1607. Full description at Econpapers \|\| Download paper
2016	Structural changes in inflation dynamics: multiple breaks at different dates for different parameters. (2016). Eo, Yunjong. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:3:p:211-231:n:6. Full description at Econpapers \|\| Download paper
2016	What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20162. Full description at Econpapers \|\| Download paper
2016	The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach. (2016). PlÃÂ¶dt, Martin ; Herwartz, Helmut ; Plodt, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:30-44. Full description at Econpapers \|\| Download paper
2016	Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176. Full description at Econpapers \|\| Download paper
2016	Fiscal multipliers in a structural VEC model with mixed normal errors. (2016). Puonti, Paivi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:144-154. Full description at Econpapers \|\| Download paper
2016	Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach. (2016). NetÅ¡unajev, Aleksei ; Kulikov, Dmitry ; Netunajev, Aleksei . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2015-8. Full description at Econpapers \|\| Download paper
2016	Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-415. Full description at Econpapers \|\| Download paper
2016	The U.S. Oil Supply Revolution and the Global Economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1605. Full description at Econpapers \|\| Download paper
2016	The U.S. oil supply revolution and the global economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:263. Full description at Econpapers \|\| Download paper
2016	U.S. Agricultural Export Competitiveness and Export Market Diversification. (2016). Roe, Terry ; Jha, Jaya . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236250. Full description at Econpapers \|\| Download paper
2016	Confidence Sets for the Break Date in Cointegrating Regressions. (2016). Skrobotov, Anton ; Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-07. Full description at Econpapers \|\| Download paper
2016	Country-specific oil supply shocks and the global economy: A counterfactual analysis. (2016). Pesaran, M ; Mohaddes, Kamiar. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:382-399. Full description at Econpapers \|\| Download paper
2016	Military expenditures, economic growth and spatial spillovers. (2016). Ocal, Nadir ; Yildirim, Julide . In: Defence and Peace Economics. RePEc:taf:defpea:v:27:y:2016:i:1:p:87-104. Full description at Econpapers \|\| Download paper
2016	State dependence in access to credit. (2016). Zazzaro, Alberto ; Presbitero, Andrea ; Pigini, Claudia. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:17-34. Full description at Econpapers \|\| Download paper
2016	Sibling spillover effects in school achievement. (2016). Rabe, Birgitta ; Nicoletti, Cheti. In: Discussion Papers. RePEc:yor:yorken:16/02. Full description at Econpapers \|\| Download paper
2016	Econometrics of network models. (2016). de Paula, Aureo. In: CeMMAP working papers. RePEc:ifs:cemmap:06/16. Full description at Econpapers \|\| Download paper
2016	Young Adults Living with Their Parents and the Influence of Peers. (2016). Kaya, Ezgi ; Adamopoulou, Effrosyni. In: IZA Discussion Papers. RePEc:iza:izadps:dp10070. Full description at Econpapers \|\| Download paper
2016	Alcohol consumption by youth: Peers, parents, or prices?. (2016). Egan, Kevin ; Ajilore, Olugbenga ; Amialchuk, Aliaksandr . In: Economics & Human Biology. RePEc:eee:ehbiol:v:23:y:2016:i:c:p:76-83. Full description at Econpapers \|\| Download paper
2016	Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2016). Siklos, Pierre ; Pang, KE. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:195-212. Full description at Econpapers \|\| Download paper
2016	Chinas Increasing Global Influence: Changes in International Growth Spillovers. (2016). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:221. Full description at Econpapers \|\| Download paper
2016	The dynamic relationship between school size and academic performance: An investigation of elementary schools in Wisconsin. (2016). Zimmer, David ; Welsch, David M. In: Research in Economics. RePEc:eee:reecon:v:70:y:2016:i:1:p:158-169. Full description at Econpapers \|\| Download paper
2016	What slice of the pie? The corporate bond market boom in emerging economies. (2016). Saborowski, Christian ; Ayala, Diana ; Nedeljkovic, Milan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_008. Full description at Econpapers \|\| Download paper
2016	Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model. (2016). Huang, Zhuo ; Wang, Tianyi ; Liu, Hao . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:812-821. Full description at Econpapers \|\| Download paper
2016	Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215. Full description at Econpapers \|\| Download paper
2016	Exploiting the errors: A simple approach for improved volatility forecasting. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:1-18. Full description at Econpapers \|\| Download paper
2016	Bayesian semiparametric modeling of realized covariance matrices. (2016). Maheu, John ; Jin, Xin . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:19-39. Full description at Econpapers \|\| Download paper
2016	Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations . (2016). Yamauchi, Yuta ; Omori, Yasuhiro . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1029. Full description at Econpapers \|\| Download paper
2016	Multiple Hypothesis Testing in Experimental Economics. (2016). Xu, Yang ; Shaikh, Azeem ; list, john. In: NBER Working Papers. RePEc:nbr:nberwo:21875. Full description at Econpapers \|\| Download paper
2016	Multiple Hypothesis Testing in Experimental Economics. (2016). Shaikh, Azeem ; list, john ; Xu, Yang. In: Artefactual Field Experiments. RePEc:feb:artefa:00402. Full description at Econpapers \|\| Download paper
2016	Effectiveness of Paid Search Advertising: Experimental Evidence. (2016). Dai, Weijia ; Luca, Michael . In: Harvard Business School Working Papers. RePEc:hbs:wpaper:17-025. Full description at Econpapers \|\| Download paper
2016	Transparency, Reproducibility, and the Credibility of Economics Research. (2016). Miguel, Edward ; Christensen, Garret. In: NBER Working Papers. RePEc:nbr:nberwo:22989. Full description at Econpapers \|\| Download paper
2016	Targeting Policies: Multiple Testing and Distributional Treatment Eï¬ects. (2016). Pohl, R. Vincent ; Lehrer, Steven ; Song, Kyungchul . In: NBER Working Papers. RePEc:nbr:nberwo:22950. Full description at Econpapers \|\| Download paper
2016	State-dependent exchange rate pass-through behavior. (2016). Donayre, Luiggi ; Panovska, Irina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:170-195. Full description at Econpapers \|\| Download paper
2016	Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms. (2016). Serletis, Apostolos ; Jadidzadeh, Ali . In: The Energy Journal. RePEc:aen:journl:ej37-2-serletis. Full description at Econpapers \|\| Download paper
2016	Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Gramacy, Robert B ; Horst, Enrique Ter. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:15-:d:65565. Full description at Econpapers \|\| Download paper
2016	Social Media Use and Childrens Wellbeing. (2016). Taylor, Karl ; Roberts, Jennifer ; Powell, Philip ; McDool, Emily . In: IZA Discussion Papers. RePEc:iza:izadps:dp10412. Full description at Econpapers \|\| Download paper
2016	Social Media Use and Childrenâs Wellbeing. (2016). Taylor, Karl ; Roberts, Jennifer ; McDool, Emily ; Powell, Phillip . In: Working Papers. RePEc:shf:wpaper:2016011. Full description at Econpapers \|\| Download paper
2016	Trading on Their Terms? Commodity Exporters in the Aftermath of the Commodity Boom. (2016). Koczan, Zsoka ; Bems, Rudolfs ; Aslam, Aqib ; Celasun, Oya ; Beidas-Strom, Samya ; Elik, Sinem Kala . In: IMF Working Papers. RePEc:imf:imfwpa:16/27. Full description at Econpapers \|\| Download paper
2016	Investment in Productivity and the Long-Run Effect of Financial Crises on Output. (2016). De Ridder, Maarten. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1659. Full description at Econpapers \|\| Download paper
2016	Investment in Productivity and the Long-Run Effect of Financial Crises on Output. (2016). De Ridder, Maarten. In: Discussion Papers. RePEc:cfm:wpaper:1630. Full description at Econpapers \|\| Download paper
2016	Investment and bank credit recovery after banking crises. (2016). Dutta, Nabamita ; Teimouri, Sheida . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:306-327. Full description at Econpapers \|\| Download paper
2016	Shifts in euro area Beveridge curves and their determinants. (2016). Vanhala, Juuso ; Jarvis, Valerie ; Bonthuis, Boele . In: IZA Journal of Labor Policy. RePEc:spr:izalpo:v:5:y:2016:i:1:d:10.1186_s40173-016-0076-7. Full description at Econpapers \|\| Download paper
2016	Investment in Productivity and the Long-Run Effect of Financial Crises on Output. (2016). De Ridder, Maarten. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6243. Full description at Econpapers \|\| Download paper
2016	Global food prices and domestic inflation: some cross-country evidence. (2016). wachter, susan ; Simon, John ; Loungani, Prakash ; Furceri, Davide. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:68:y:2016:i:3:p:665-687.. Full description at Econpapers \|\| Download paper
2016	Product Market Deregulation and Growth; New Country-Industry-Level Evidence. (2016). Duval, Romain ; Bouis, Romain ; Eugster, Johannes . In: IMF Working Papers. RePEc:imf:imfwpa:16/114. 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	Monetary Policy Credibility and Exchange Rate Pass-Through. (2016). Magud, Nicolas ; CarriÃÂ¨re-Swallow, Yan ; Gruss, Bertrand ; Carriere-Swallow, Yan ; Valencia, Fabian . In: IMF Working Papers. RePEc:imf:imfwpa:16/240. Full description at Econpapers \|\| Download paper
2016	Fiscal Buffers, Private Debt, and Stagnation; The Good, the Bad and the Ugly. (2016). Villa, Stefania ; Melina, Giovanni ; Batini, Nicoletta . In: IMF Working Papers. RePEc:imf:imfwpa:16/104. Full description at Econpapers \|\| Download paper
2016	Fiscal limits in developing countries: A DSGE Approach. (2016). Shen, Wenyi ; Bi, Huixin ; Yang, Shu-Chun S. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:49:y:2016:i:c:p:119-130. Full description at Econpapers \|\| Download paper
2016	Bond portfolio optimization using dynamic factor models. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:128-158. Full description at Econpapers \|\| Download paper
2016	Evolutionary Sequential Monte Carlo Samplers for Change-Point Models. (2016). Dufays, Arnaud . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:12-:d:65253. Full description at Econpapers \|\| Download paper
2016	Evolutionary Sequential Monte Carlo Samplers for Change-Point Models. (2016). Dufays, Arnaud . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:12:d:65253. Full description at Econpapers \|\| Download paper
2016	A narrative approach to a fiscal DSGE model. (2016). Drautzburg, Thorsten. In: Working Papers. RePEc:fip:fedpwp:16-11. Full description at Econpapers \|\| Download paper
2016	Striated MetropolisâHastings sampler for high-dimensional models. (2016). Zha, Tao ; Waggoner, Daniel ; Wu, Hongwei . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:406-420. Full description at Econpapers \|\| Download paper
2016	System Priors for Econometric Time Series. (2016). PlaÅ¡il, Miroslav ; Andrle, Michal ; Plail, Miroslav . In: IMF Working Papers. RePEc:imf:imfwpa:16/231. Full description at Econpapers \|\| Download paper
2016	Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-527. Full description at Econpapers \|\| Download paper
2016	Nonnested model comparisons for time series. (2016). McElroy, T S. In: Biometrika. RePEc:oup:biomet:v:103:y:2016:i:4:p:905-914.. Full description at Econpapers \|\| Download paper
2016	Choosing Prior Hyperparameters. (2016). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan . In: Working Paper. RePEc:fip:fedrwp:16-09. Full description at Econpapers \|\| Download paper
2016	Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century. (2016). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amirahmadi, Pooyan . In: Quantitative Economics. RePEc:wly:quante:v:7:y:2016:i:2:p:591-611. Full description at Econpapers \|\| Download paper
2016	Loss Modification Incentives for Insurers Under Expected Utility and Loss Aversion. (2016). Soetevent, Adriaan ; Zhou, Liting . In: De Economist. RePEc:kap:decono:v:164:y:2016:i:1:d:10.1007_s10645-015-9259-7. Full description at Econpapers \|\| Download paper
2016	Under one roof: The effect of co-residing with adult children on depression in later life. (2016). Courtin, Emilie ; Avendano, Mauricio . In: Social Science & Medicine. RePEc:eee:socmed:v:168:y:2016:i:c:p:140-149. Full description at Econpapers \|\| Download paper
2016	On the role of public policies and wage formation for private investment in R&D:A long-run panel analysis. (2016). Buyse, Tim ; Schoonackers, Ruben . In: Working Paper Research. RePEc:nbb:reswpp:201601-292. Full description at Econpapers \|\| Download paper
2016	Education, HIV Status and Risky Sexual Behavior: How Much Does the Stage of the HIV Epidemic Matter ?. (2016). Santaeulalia-Llopis, Raul ; Ioro, Daniela Santaeulalia-Llopis . In: Economics Working Papers. RePEc:eui:euiwps:eco2016/09. Full description at Econpapers \|\| Download paper
2016	The effect of peers on HIV infection expectations among Malawian adolescents: Using an instrumental variables/school fixed effect approach. (2016). Kim, Jinho. In: Social Science & Medicine. RePEc:eee:socmed:v:152:y:2016:i:c:p:61-69. Full description at Econpapers \|\| Download paper
2016	Antiretroviral therapy and demand for HIV testing: Evidence from Zambia. (2016). Wilson, Nicholas. In: Economics & Human Biology. RePEc:eee:ehbiol:v:21:y:2016:i:c:p:221-240. Full description at Econpapers \|\| Download paper
2016	Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns. (2016). Garay, Urbi ; Rodriguez, Abel ; Molina, German ; Horst, Enrique Ter. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:13-:d:65308. Full description at Econpapers \|\| Download paper
2016	Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns. (2016). Garay, Urbi ; Rodriguez, Abel ; Molina, German ; Horst, Enrique Ter. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:13:d:65308. Full description at Econpapers \|\| Download paper
2016	An infinite hidden Markov model for short-term interest rates. (2016). YANG, QIAO ; Maheu, John. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:202-220. Full description at Econpapers \|\| Download paper
2016	Bayesian Semiparametric Forecasts of Real Interest Rate Data. (2016). Deschamps, Philippe. In: CORE Discussion Papers. RePEc:cor:louvco:2016050. Full description at Econpapers \|\| Download paper
2016	Plausibility of big shocks within a linear state space setting with skewness. (2016). Koloch, Grzegorz . In: MPRA Paper. RePEc:pra:mprapa:69001. Full description at Econpapers \|\| Download paper
2016	Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2016/17. Full description at Econpapers \|\| Download paper
2016	Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:16011. Full description at Econpapers \|\| Download paper
2016	Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f. Full description at Econpapers \|\| Download paper
2016	Challenges for Central BanksÂ´ Macro Models. (2016). Wouters, Raf ; Smets, Frank ; LindÃÂ©, Jesper ; Linde, Jesper . In: Working Paper Series. RePEc:hhs:rbnkwp:0323. 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	VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Discussion Papers. RePEc:cfm:wpaper:1609. Full description at Econpapers \|\| Download paper
2016	Solution and Estimation Methods for DSGE Models. (2016). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus. In: NBER Working Papers. RePEc:nbr:nberwo:21862. Full description at Econpapers \|\| Download paper
2016	Challenges for Central BanksÃ¢â¬â¢ Macro Models. (2016). Lind, J ; Wouters, R ; Smets, F. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-2185. Full description at Econpapers \|\| Download paper
2016	Evaluating the robustness of UK term structure decompositions using linear regression methods. (2016). Meldrum, Andrew ; Malik, Sheheryar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:85-102. Full description at Econpapers \|\| Download paper
2016	Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446. Full description at Econpapers \|\| Download paper
2016	Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation. (2016). Issler, JoÃÂ£o ; Gaglianone, Wagner ; Matos, Silvia Maria . In: Working Papers Series. RePEc:bcb:wpaper:436. Full description at Econpapers \|\| Download paper
2016	Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃÂk, Jozef ; Barunik, Jozef ; Koenda, Even . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78. Full description at Econpapers \|\| Download paper
2016	The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93. Full description at Econpapers \|\| Download paper
2016	Who are the net senders and recipients of volatility spillovers in Chinaâs financial markets?. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262. Full description at Econpapers \|\| Download paper
2016	The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Aktham, Maghyereh ; Cherif, Guermat ; Awartani, Basel . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69. Full description at Econpapers \|\| Download paper
2016	THE IMPACT OF INVESTMENT HORIZON ON THE RETURN AND RISK OF INVESTMENTS IN SECURITIES IN LITHUANIA. (2016). Bugajevas, Andrius ; Pipiras, Marekas ; Urbiena, Laimuta . In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:7:y:2016:i:2:id:210. Full description at Econpapers \|\| Download paper
2016	Real Exchange Rate Persistence and Country Characteristics. (2016). Velic, Adnan ; Curran, Michael. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:31. Full description at Econpapers \|\| Download paper
2016	House price fluctuations and the business cycle dynamics. (2016). Abate, Girum ; Anselin, Luc . In: CREATES Research Papers. RePEc:aah:create:2016-06. Full description at Econpapers \|\| Download paper
2016	Business cycles in the economy and in economics: an econometric analysis. (2016). Kufenko, Vadim ; Geiger, Niels. In: Scientometrics. RePEc:spr:scient:v:107:y:2016:i:1:d:10.1007_s11192-016-1866-9. Full description at Econpapers \|\| Download paper
2016	A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets. (2016). Nielsen, Morten ; Xu, KE ; Dolatabadi, Sepideh . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:623-639. Full description at Econpapers \|\| Download paper
2016	Common trends in global volatility. (2016). Hurn, Stan ; Clements, Adam ; Volkov, V V. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:194-214. Full description at Econpapers \|\| Download paper
2016	Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2016). Shibaev, Sergei ; Nielsen, Morten. In: CREATES Research Papers. RePEc:aah:create:2016-30. Full description at Econpapers \|\| Download paper
2016	International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Toupin, Dominique ; Gagnon, Marie-Helene . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255. Full description at Econpapers \|\| Download paper
2016	Forecasting exchange rates under parameter and model uncertainty. (2016). Beckmann, Joscha ; Schussler, Rainer . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:267-288. Full description at Econpapers \|\| Download paper
2016	A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:47:y:2016:i:c:p:95-107. Full description at Econpapers \|\| Download paper
2016	A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55. Full description at Econpapers \|\| Download paper
2016	Informed trading in oil-futures market. (2016). SÃÂ©vi, BenoÃÂ®t ; Rousse, O. In: Working Papers. RePEc:gbl:wpaper:2016-07. Full description at Econpapers \|\| Download paper
2016	Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2016). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5759. Full description at Econpapers \|\| Download paper
2016	Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5709. Full description at Econpapers \|\| Download paper
2016	OPEC vs US shale oil: Analyzing the shift to a market-share strategy. (2016). Ritz, Robert ; Behar, Alberto. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1623. Full description at Econpapers \|\| Download paper
2016	Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5755. Full description at Econpapers \|\| Download paper
2016	The Role of Oil Price Shocks in Causing U.S. Recessions. (2016). Vigfusson, Robert ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5743. Full description at Econpapers \|\| Download paper
2016	The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5751. Full description at Econpapers \|\| Download paper
2016	Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach. (2016). Wang, Lijun ; Huang, Xuan ; Liu, Xiaojia . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:1608-1618. Full description at Econpapers \|\| Download paper
2016	Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11035. Full description at Econpapers \|\| Download paper
2016	The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11107. Full description at Econpapers \|\| Download paper
2016	Taxing fossil fuels under speculative storage. (2016). Unsal, Filiz ; Unalmis, Ibrahim ; Tumen, Semih. In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:64-75. Full description at Econpapers \|\| Download paper
2016	Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:30:y:2016:i:1:p:139-60. Full description at Econpapers \|\| Download paper
2016	The Simple Economics of Commodity Price Speculation. (2016). Pindyck, Robert ; Knittel, Christopher. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:8:y:2016:i:2:p:85-110. Full description at Econpapers \|\| Download paper
2016	Forecasting the term structure of crude oil futures prices with neural networks. (2016). BarunÃÂk, Jozef ; Malinska, Barbora ; Barunik, Jozef . In: Applied Energy. RePEc:eee:appene:v:164:y:2016:i:c:p:366-379. Full description at Econpapers \|\| Download paper
2016	An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments. (2016). Chatrath, Arjun ; Wang, Tianyang ; Ramchander, Sanjay ; Miao, Hong . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:213-223. Full description at Econpapers \|\| Download paper
2016	On the link between current account and oil price fluctuation in diversified economies: The case of Canada. (2016). Razafindrabe, Tovonony ; Gnimassoun, Blaise ; Joets, Marc . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2016-08. Full description at Econpapers \|\| Download paper
2016	The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?. (2016). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:72094. Full description at Econpapers \|\| Download paper
2016	Does the S&P500 index lead the crude oil dynamics? A complexity-based approach. (2016). Kyrtsou, Catherine ; Papana, Angeliki ; Mikropoulou, Christina . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:239-246. Full description at Econpapers \|\| Download paper
2016	Predicting the oil prices: Do technical indicators help?. (2016). Yang, Qingyuan ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:338-350. Full description at Econpapers \|\| Download paper
2016	Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373. Full description at Econpapers \|\| Download paper
2016	Limit pricing and the (in)effectiveness of the carbon tax. (2016). Daubanes, Julien ; Andrade de Sa, Saraly. In: Journal of Public Economics. RePEc:eee:pubeco:v:139:y:2016:i:c:p:28-39. Full description at Econpapers \|\| Download paper
2016	Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market. (2016). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Working Papers. RePEc:urv:wpaper:2072/261538. Full description at Econpapers \|\| Download paper
2016	An Analysis of OPECâs Strategic Actions, US Shale Growth and the 2014 Oil Price Crash. (2016). Ritz, Robert ; Behar, Alberto. In: IMF Working Papers. RePEc:imf:imfwpa:16/131. Full description at Econpapers \|\| Download paper
2016	Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122. Full description at Econpapers \|\| Download paper
2016	Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Tang, Bao-Jun ; Chen, Hao ; Liao, Hua . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:42-49. Full description at Econpapers \|\| Download paper
2016	Monetary Policy and Mispricing in Stock Markets. (2016). Bernoth, Kerstin ; Beckers, Benjamin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1605. Full description at Econpapers \|\| Download paper
2016	The oil price crash in 2014/15: Was there a (negative) financial bubble?. (2016). Fantazzini, Dean. In: Energy Policy. RePEc:eee:enepol:v:96:y:2016:i:c:p:383-396. Full description at Econpapers \|\| Download paper
2016	Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications. (2016). Vigfusson, Robert ; Moran, Kevin ; Leduc, Sylvain. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-53. Full description at Econpapers \|\| Download paper
2016	Has Inflation Targeting Become Less Credible? Oil Prices, Global Aggregate Demand and Inflation Expectations during the Global Financial Crisis. (2016). Sussman, Nathan ; Zohar, Osnat . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11535. Full description at Econpapers \|\| Download paper
2016	Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Journal of the Association of Environmental and Resource Economists. RePEc:ucp:jaerec:doi:10.1086/684160. Full description at Econpapers \|\| Download paper
2016	On the link between current account and oil price fluctuations in diversified economies: The case of Canada. (2016). Razafindrabe, Tovonony ; JoÃÂ«ts, Marc ; Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-35. Full description at Econpapers \|\| Download paper
2016	On the link between current account and oil price fluctuation in diversified economies: The case of Canada.. (2016). Razafindrabe, Tovonony ; Gnimassoun, Blaise ; Joets, Marc . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-41. Full description at Econpapers \|\| Download paper
2016	Cyclical fiscal rules for oil-exporting countries. (2016). Snudden, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:473-483. Full description at Econpapers \|\| Download paper
2016	How is volatility in commodity markets linked to oil price shocks?. (2016). Manera, Matteo ; Behmiri, Niaz Bashiri ; Ahmadi, Maryam . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:11-23. Full description at Econpapers \|\| Download paper
2016	Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212. Full description at Econpapers \|\| Download paper
2016	The informational content of inventory announcements: Intraday evidence from crude oil futures market. (2016). Karali, Berna ; Ye, Shiyu . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:349-364. Full description at Econpapers \|\| Download paper
2016	Oil price shocks and U.S. dollar exchange rates. (2016). Chen, Hongtao ; Zhu, Yingming ; Wang, Yudong ; Liu, LI. In: Energy. RePEc:eee:energy:v:112:y:2016:i:c:p:1036-1048. Full description at Econpapers \|\| Download paper
2016	Global oil market and the U.S. stock returns. (2016). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam . In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:1277-1287. Full description at Econpapers \|\| Download paper
2016	Does the volatility of commodity prices reflect macroeconomic uncertainty ?. (2016). Razafindrabe, Tovonony ; Mignon, ValÃÂ©rie ; Joets, M. In: Working papers. RePEc:bfr:banfra:607. Full description at Econpapers \|\| Download paper
2016	Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market. (2016). Nakajima, Jouchi ; Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Higashio, Naoto . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e17. Full description at Econpapers \|\| Download paper
2016	Informed Trading in Oil-Futures Market. (2016). SÃÂ©vi, BenoÃÂ®t ; Rousse, Olivier . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:249788. Full description at Econpapers \|\| Download paper
2016	Informed Trading in Oil-Futures Market. (2016). SÃÂ©vi, BenoÃÂ®t ; Rousse, Olivier . In: Working Papers. RePEc:fem:femwpa:2016.70. Full description at Econpapers \|\| Download paper
2016	Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6282. Full description at Econpapers \|\| Download paper
2016	Did the renewable fuel standard shift market expectations of the price of ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CFS Working Paper Series. RePEc:zbw:cfswop:563. Full description at Econpapers \|\| Download paper
2016	Shipping investor sentiment and international stock return predictability. (2016). Papapostolou, Nikos ; Nomikos, Nikos K ; Pouliasis, Panos K ; Kyriakou, Ioannis . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:96:y:2016:i:c:p:81-94. Full description at Econpapers \|\| Download paper
2016	Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Chen, Hao ; Tang, Bao-Jun ; Liao, Hua . In: CEEP-BIT Working Papers. RePEc:biw:wpaper:96. Full description at Econpapers \|\| Download paper
2016	Oil prices in a real-businesscycle model with precautionary demand for oil. (2016). Olovsson, Conny . In: Working Paper Series. RePEc:hhs:rbnkwp:0332. Full description at Econpapers \|\| Download paper
2016	The impact of speculation on commodity futures markets â A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15. Full description at Econpapers \|\| Download paper
2016	The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach. (2016). Razafindrabe, Tovonony ; HACHE, Emmanuel ; Bremond, Vincent . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:13:y:2016:i:1:p:97-131. Full description at Econpapers \|\| Download paper
2016	On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach. (2016). Guesmi, Khaled ; Abid, Ilyes ; Fiti, Zied . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:13:y:2016:i:1:p:67-79. Full description at Econpapers \|\| Download paper
2016	Intergenerational poverty transmission in Europe: The role of education. (2016). Bellani, Luna ; Bia, Michela . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1602. Full description at Econpapers \|\| Download paper
2016	Cognitive Ability and the Mortality Gradient by Education: Selection or Mediation?. (2016). Jones, Andrew ; Bijwaard, Govert. In: IZA Discussion Papers. RePEc:iza:izadps:dp9798. Full description at Econpapers \|\| Download paper
2016	Disentangling policy effects into causal channels. (2016). Huber, Martin. In: IZA World of Labor. RePEc:iza:izawol:journl:y:2016:n:259. Full description at Econpapers \|\| Download paper
2016	Bayesian inference in generalized true random-effects model and Gibbs sampling. (2016). MakieÅa, Kamil ; Makiea, Kamil . In: MPRA Paper. RePEc:pra:mprapa:69389. Full description at Econpapers \|\| Download paper
2016	Some models for stochastic frontiers with endogeneity. (2016). Hajargasht, Gholamreza ; Griffiths, William E. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:341-348. Full description at Econpapers \|\| Download paper
2016	When, where and how to estimate persistent and transient efficiency in stochastic frontier panel data models. (2016). Kumbhakar, Subal ; Badunenko, Oleg. In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:1:p:272-287. Full description at Econpapers \|\| Download paper
2016	Persistent and transient efficiency on the stochastic production and cost frontiers â an application to the motorway sector. (2016). Albalate, Daniel ; Rosell, Jordi . In: Working Papers. RePEc:xrp:wpaper:xreap2016-04. Full description at Econpapers \|\| Download paper
2016	Measuring the Effectiveness of Anti-Cartel Interventions: A Conceptual Framework. (2016). Motchenkova, Evgenia ; Ulph, David . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150141. 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: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160002. 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	The effects of endogenous enforcement on strategic uncertainty and cartel deterrence. (2016). Crede, Carsten ; Lu, Liang . In: Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS). RePEc:uea:wcbess:16-08. Full description at Econpapers \|\| Download paper
2016	Choosing the variables to estimate singular DSGE models: Comment. (2016). Iskrev, Nikolay ; Ritto, Joao . In: MPRA Paper. RePEc:pra:mprapa:72870. Full description at Econpapers \|\| Download paper
2016	A Practical Approach to Testing Calibration Strategies. (2016). Gordon, Grey ; Cao, Yongquan . In: Caepr Working Papers. RePEc:inu:caeprp:2016004. Full description at Econpapers \|\| Download paper
2016	Identification and Estimation Using Heteroscedasticity Without Instruments: The Binary Endogenous Regressor Case. (2016). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:927. Full description at Econpapers \|\| Download paper
2016	Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey. (2016). ÃakmaklÄ±, Cem ; Altug, Sumru ; Akmakli, Cem . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:138-153. Full description at Econpapers \|\| Download paper
2016	Parallelization Experience with Four Canonical Econometric Models using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160005. 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	Parallelization experience with four canonical econometric models using ParMitISEM. (2016). Grassi, Stefano. In: Research Memorandum. RePEc:unm:umagsb:2016013. Full description at Econpapers \|\| Download paper
2016	Local quantile treatment effects. (2016). WÃÂ¼thrich, Kaspar ; Melly, Blaise ; Und, Blaise Melly . In: Diskussionsschriften. RePEc:ube:dpvwib:dp1605. Full description at Econpapers \|\| Download paper
2016	The effect of degree attainment on arrests: Evidence from a randomized social experiment. (2016). Parisian, Daniel ; Flores-Lagunes, Alfonso ; Amin, Vikesh . In: Economics of Education Review. RePEc:eee:ecoedu:v:54:y:2016:i:c:p:259-273. Full description at Econpapers \|\| Download paper
2016	The Effect of Degree Attainment on Arrests: Evidence from a Randomized Social Experiment. (2016). Parisian, Daniel ; Flores-Lagunes, Alfonso ; Amin, Vikesh. In: IZA Discussion Papers. RePEc:iza:izadps:dp9695. Full description at Econpapers \|\| Download paper
2016	Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach. (2016). Tsionas, Mike ; Tran, Kien. In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:3:p:1113-1123. Full description at Econpapers \|\| Download paper
2016	Regional bank efficiency and its effect on regional growth in ânormalâ and âbadâ times. (2016). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:413-426. Full description at Econpapers \|\| Download paper
2016	Predicting Finnish economic activity using firm-level data. (2016). Fornaro, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:10-19. Full description at Econpapers \|\| Download paper
2016	Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Discussion Papers. RePEc:cfm:wpaper:1604. Full description at Econpapers \|\| Download paper
2016	Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507. Full description at Econpapers \|\| Download paper
2016	Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Bank of England working papers. RePEc:boe:boeewp:0587. Full description at Econpapers \|\| Download paper
2016	Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts. (2016). Jansen, W. Jos ; de Winter, Jasper ; Jin, Xiaowen . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:411-436. Full description at Econpapers \|\| Download paper
2016	Nowcasting UK GDP during the depression. (2016). Smith, Paul ; Paul, Smith . In: Working Papers. RePEc:str:wpaper:1606. Full description at Econpapers \|\| Download paper
2016	The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, ZoltÃÂ¡n ; Kocsis, Zalan. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168. Full description at Econpapers \|\| Download paper
2016	Aggregate versus disaggregate information in dynamic factor models. (2016). Perez Quiros, Gabriel ; Camacho, Maximo ; Alvarez, Rocio ; Perez-Quiros, Gabriel . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:680-694. Full description at Econpapers \|\| Download paper
2016	Nowcasting Indian GDP. (2016). Fosten, Jack ; Bragoli, Daniela. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2016_06. Full description at Econpapers \|\| Download paper
2016	Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs. (2016). Marcellino, Massimiliano. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:335-348. Full description at Econpapers \|\| Download paper
2016	Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data. (2016). Zhang, Zhaoyong ; Koopman, Siem Jan ; Blasques, Francisco ; Mallee, M. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:405-417. Full description at Econpapers \|\| Download paper
2016	Metro business cycles. (2016). Gascon, Charles ; Rapach, David E ; Arias, Maria A. In: Journal of Urban Economics. RePEc:eee:juecon:v:94:y:2016:i:c:p:90-108. Full description at Econpapers \|\| Download paper
2016	Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305. Full description at Econpapers \|\| Download paper
2016	Nowcasting Turkish GDP and news decomposition. (2016). Yazgan, Ege ; Modugno, Michele ; Soybilgen, Bari . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1369-1384. Full description at Econpapers \|\| Download paper
2016	Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises. (2016). Scotti, Chiara. In: Journal of Monetary Economics. RePEc:eee:moneco:v:82:y:2016:i:c:p:1-19. Full description at Econpapers \|\| Download paper
2016	Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11599. Full description at Econpapers \|\| Download paper
2016	On the optimal number of indicators â nowcasting GDP growth in CESEE. (2016). Woerz, Julia ; TÃÂ³th, Peter ; Havrlant, David ; Worz, Julia . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:4:b:1. Full description at Econpapers \|\| Download paper
2016	Forecasting Czech GDP Using Mixed-Frequency Data Models. (2016). RusnÃÂ¡k, Marek ; Havrlant, David ; Franta, Michal . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:12:y:2016:i:2:d:10.1007_s41549-016-0008-z. Full description at Econpapers \|\| Download paper
2016	Age Anchors and the Expected Retirement Age: An Experimental Study. (2016). Vermeer, Niels . In: De Economist. RePEc:kap:decono:v:164:y:2016:i:3:d:10.1007_s10645-016-9276-1. Full description at Econpapers \|\| Download paper
2016	What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). GuÃÂ©rin, Pierre ; Ferrara, Laurent. In: Staff Working Papers. RePEc:bca:bocawp:16-25. Full description at Econpapers \|\| Download paper
2016	Macroeconomics and the reality of mixed frequency data. (2016). Ghysels, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:294-314. Full description at Econpapers \|\| Download paper
2016	The estimation of continuous time models with mixed frequency data. (2016). Chambers, Marcus. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:390-404. Full description at Econpapers \|\| Download paper
2016	Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432. Full description at Econpapers \|\| Download paper
2016	Estimating dynamic equilibrium models using mixed frequency macro and financial data. (2016). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper. In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:116-137. Full description at Econpapers \|\| Download paper
2016	Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto . In: Working Papers. RePEc:igi:igierp:585. Full description at Econpapers \|\| Download paper
2016	The Estimation of Continuous Time Models with Mixed Frequency Data. (2016). Chambers, Marcus. In: Economics Discussion Papers. RePEc:esx:essedp:15988. Full description at Econpapers \|\| Download paper
2016	Structural Analysis With Mixed Frequency: Monetary Policy, Uncertainty And Gross Capital Flows. (2016). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Departmental Working Papers. RePEc:mil:wpdepa:2016-11. Full description at Econpapers \|\| Download paper
2016	Modelling the business cycle of a small open economy: The Reserve Bank of New Zealands DSGE model. (2016). Theodoridis, Konstantinos ; Kamber, Gunes ; McDonald, Chris ; Sander, Nick . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:546-569. Full description at Econpapers \|\| Download paper
2016	The Effectiveness of Medical and Vocational Interventions for Reducing Sick Leave of Self-Employed Workers. (2016). Baert, Stijn ; van der Klaauw, Bas ; van Lomwel, Gijsbert . In: IZA Discussion Papers. RePEc:iza:izadps:dp9692. Full description at Econpapers \|\| Download paper
2016	Labor Market Effects of US Sick Pay Mandates. (2016). Ziebarth, Nicolas ; Pichler, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp9867. Full description at Econpapers \|\| Download paper
2016	Long-term sick leave and the impact of a graded return-to-work program: evidence from Germany. (2016). Schneider, Udo ; Verheyen, Frank ; Linder, Roland . In: The European Journal of Health Economics. RePEc:spr:eujhec:v:17:y:2016:i:5:d:10.1007_s10198-015-0707-8. Full description at Econpapers \|\| Download paper
2016	Long-term Consequences of Workplace Bullying on Sickness Absence. (2016). Mundbjerg, Tine Louise ; Hogh, Annie ; Marie, SE. In: IZA Discussion Papers. RePEc:iza:izadps:dp10101. Full description at Econpapers \|\| Download paper
2016	The Pros and Cons of Sick Pay Schemes: Testing for Contagious Presenteeism and Noncontagious Absenteeism Behavior. (2016). Ziebarth, Nicolas ; Pichler, Stefan. In: NBER Working Papers. RePEc:nbr:nberwo:22530. Full description at Econpapers \|\| Download paper
2016	Long-term consequences of workplace bullying on sickness absence. (2016). Mundbjerg, Tine L ; Marie, SE ; Hogh, Annie . In: Labour Economics. RePEc:eee:labeco:v:43:y:2016:i:c:p:129-150. Full description at Econpapers \|\| Download paper
2016	Protecting working-age people with disabilities: experiences of four industrialized nations. (2016). Ziebarth, Nicolas ; Burkhauser, Richard ; Daly, Mary C. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:49:y:2016:i:4:d:10.1007_s12651-016-0215-z. Full description at Econpapers \|\| Download paper
2016	Bargaining over Babies: Theory, Evidence, and Policy Implications. (2016). Kindermann, Fabian ; Doepke, Matthias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11158. Full description at Econpapers \|\| Download paper
2016	Bargaining over Babies: Theory, Evidence, and Policy Implications. (2016). Kindermann, Fabian ; Doepke, Matthias. In: IZA Discussion Papers. RePEc:iza:izadps:dp9803. Full description at Econpapers \|\| Download paper
2016	Bargaining over Babies: Theory, Evidence, and Policy Implications. (2016). Kindermann, Fabian ; Doepke, Matthias. In: Working Papers. RePEc:hka:wpaper:2016-009. Full description at Econpapers \|\| Download paper
2016	Bargaining over Babies: Theory, Evidence, and Policy Implications. (2016). Kindermann, Fabian ; Doepke, Matthias. In: NBER Working Papers. RePEc:nbr:nberwo:22072. Full description at Econpapers \|\| Download paper
2016	Fertility Effects of Child Benefits. (2016). Riphahn, Regina ; Wiynck, Frederik . In: Working Papers. RePEc:bav:wpaper:164_riphahnwinyck. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). RodrÃÂguez Caballero, Carlos ; RodrÃguez Caballero, Carlos ; RodrÃÂÃÂguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31. Full description at Econpapers \|\| Download paper
2016	The gradual evolution of buyer--seller networks and their role in aggregate fluctuations. (2016). Hisano, Ryohei ; Sornette, Didier ; Ohnishi, Takaaki ; Mizuno, Takayuki ; Watanabe, Tsutomu . In: Papers. RePEc:arx:papers:1506.00236. Full description at Econpapers \|\| Download paper
2016	Impossible Inference in Econometrics: Theory and Applications to Regression Discontinuity, Bunching, and Exogeneity Tests. (2016). Moreira, Marcelo ; Bertanha, Marinho. In: Papers. RePEc:arx:papers:1612.02024. Full description at Econpapers \|\| Download paper
2016	Heterogeneous peer effects in education. (2016). Zenou, Yves ; Patacchini, Eleonora ; Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1048_16. Full description at Econpapers \|\| Download paper
2016	Distributional Policy Effects with Many Treatment Outcomes. (2016). Carlos, Caon Salazar . In: Working Papers. RePEc:bdm:wpaper:2016-01. Full description at Econpapers \|\| Download paper
2016	Family Instability and Locus of Control in Adolescence. (2016). Peter, Frauke ; Frauke, Peter ; Katharina, Spiess C. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:16:y:2016:i:3:p:1439-1471:n:4. Full description at Econpapers \|\| Download paper
2016	Monetary policy and news shocks: are Taylor rules forward-looking?. (2016). Kapinos, Pavel ; Best, Gabriela. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:2:p:335-360:n:3. Full description at Econpapers \|\| Download paper
2016	Econometric Analysis of Production Networks with Dominant Units. (2016). Pesaran, M ; Yang, Cynthia Fan . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1678. Full description at Econpapers \|\| Download paper
2016	Self-Regulation Training, Labor Market Reintegration of Unemployed Individuals, and Locus of Control - Evidence from a Natural Field Experiment. (2016). Schunk, Daniel ; Mueller, Henning ; Berger, Eva ; Koenig, Guenther ; Schmidt, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6246. Full description at Econpapers \|\| Download paper
2016	Indirect Inference with Endogenously Missing Exogenous Variables. (2016). Renault, Eric ; Chaudhuriy, Saraswata ; Frazierz, David T. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-15. Full description at Econpapers \|\| Download paper
2016	Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes. (2016). Garcia-Suaza, Andres. In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:014186. Full description at Econpapers \|\| Download paper
2016	Influencing Connected Legislators. (2016). Patacchini, Eleonora ; Battaglini, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11571. Full description at Econpapers \|\| Download paper
2016	On the Interpretation of Non-cognitive Skills: What Is Being Measured and Why It Matters. (2016). Humphries, John ; Kosse, Fabian . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp876. Full description at Econpapers \|\| Download paper
2016	Subjective Completion Beliefs and the Demand for Post-Secondary Education. (2016). Staub, Kevin ; Kunz, Johannes. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp878. Full description at Econpapers \|\| Download paper
2016	Locus of Control and Mothers Return to Employment. (2016). Haywood, Luke ; Berger, Eva. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp887. Full description at Econpapers \|\| Download paper
2016	Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp890. Full description at Econpapers \|\| Download paper
2016	Locus of Control and Mothers Return to Employment. (2016). Haywood, Luke ; Berger, Eva. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1586. Full description at Econpapers \|\| Download paper
2016	Relative Winners and Losers from Efficiency Spillovers in Africa with Policy Implications for Regional Integration. (2016). Sickles, Robin ; Kenjegalieva, Karligash ; Glass, Anthony J ; Ajayi, Victor ; Adetutu, Morakinyo . In: Working Papers. RePEc:ecl:riceco:16-003. Full description at Econpapers \|\| Download paper
2016	Does environmental regulation drive away inbound foreign direct investment? Evidence from a quasi-natural experiment in China. (2016). Lu, Yi ; Yu, Linhui ; Cai, Xiqian ; Wu, Mingqin . In: Journal of Development Economics. RePEc:eee:deveco:v:123:y:2016:i:c:p:73-85. Full description at Econpapers \|\| Download paper
2016	Testing for time variation in an unobserved components model for the U.S. economy. (2016). Vierke, Hauke ; Everaert, Gerdie ; Berger, Tino . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:179-208. Full description at Econpapers \|\| Download paper
2016	Trend inflation, firms backward-looking behavior, and inflation gap persistence. (2016). Kim, Insu ; Yie, Myung-Soo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:116-125. Full description at Econpapers \|\| Download paper
2016	Endogenous network production functions with selectivity. (2016). Patacchini, Eleonora ; Horrace, William ; Liu, Xiaodong . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:222-232. Full description at Econpapers \|\| Download paper
2016	Monetaryâfiscal policy interaction and fiscal inflation: A tale of three countries. (2016). Sarferaz, Samad ; Kriwoluzky, Alexander ; Kliem, Martin. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:158-184. Full description at Econpapers \|\| Download paper
2016	Immigrant-native differences in stockholding â The role of cognitive and non-cognitive skills. (2016). Steinhardt, Max ; Luik, Marc-AndrÃÂ©. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:103-119. Full description at Econpapers \|\| Download paper
2016	A time varying DSGE model with financial frictions. (2016). GalvÃÂ£o, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:690-716. Full description at Econpapers \|\| Download paper
2016	Modeling and forecasting multivariate electricity price spikes. (2016). Eichler, Michael ; Manner, Hans ; Turk, Dennis . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:255-265. Full description at Econpapers \|\| Download paper
2016	An entropy-based early warning indicator for systemic risk. (2016). Billio, Monica ; Costola, Michele ; Casarin, Roberto ; Pasqualini, Andrea . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59. Full description at Econpapers \|\| Download paper
2016	Search, effort, and locus of control. (2016). McGee, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:126:y:2016:i:pa:p:89-101. Full description at Econpapers \|\| Download paper
2016	Residential choices of young Americans. (2016). Patacchini, Eleonora ; Arduini, Tiziano. In: Journal of Housing Economics. RePEc:eee:jhouse:v:34:y:2016:i:c:p:69-81. Full description at Econpapers \|\| Download paper
2016	International, intersectoral, or unobservable? Measuring R&D spillovers under weak and strong cross-sectional dependence. (2016). Naveed, Amjad ; Mitze, Timo ; Ahmad, Nisar . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:259-272. Full description at Econpapers \|\| Download paper
2016	Worker migration or job creation? Persistent shocks and regional recoveries. (2016). Greenaway-McGrevy, Ryan ; Hood, Kyle K. In: Journal of Urban Economics. RePEc:eee:juecon:v:96:y:2016:i:c:p:1-16. Full description at Econpapers \|\| Download paper
2016	Understanding Inflation as a Joint MonetaryÃ¢â¬âFiscal Phenomenon. (2016). Leeper, E M ; Leith, C. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-2305. Full description at Econpapers \|\| Download paper
2016	Conformism and self-selection in social networks. (2016). Boucher, Vincent. In: Journal of Public Economics. RePEc:eee:pubeco:v:136:y:2016:i:c:p:30-44. Full description at Econpapers \|\| Download paper
2016	A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors. (2016). Elhorst, J.Paul ; Vega, Solmaria Halleck . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:60:y:2016:i:c:p:85-95. Full description at Econpapers \|\| Download paper
2016	Bias correction and refined inferences for fixed effects spatial panel data models. (2016). Yang, Zhen Lin ; Liu, Shew Fan ; Yu, Jihai . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:61:y:2016:i:c:p:52-72. Full description at Econpapers \|\| Download paper
2016	Economic, Political and Cultural Proximity and Growth Propagation: A Network Model with Endogenous Proximity Matrix. (2016). ben Jemaa, Mohamed Mekki . In: Working Papers. RePEc:erg:wpaper:1047. Full description at Econpapers \|\| Download paper
2016	Impacts of Government Spending on Unemployment: Evidence from a Medium-scale DSGE Model(in Japanese). (2016). Matsumae, Tatsuyoshi ; Hasumi, Ryo . In: ESRI Discussion paper series. RePEc:esj:esridp:329. Full description at Econpapers \|\| Download paper
2016	Are nonlinear methods necessary at the zero lower bound?. (2016). Throckmorton, Nathaniel ; Richter, Alexander. In: Working Papers. RePEc:fip:feddwp:1606. Full description at Econpapers \|\| Download paper
2016	Escaping the Great Recession. (2016). Melosi, Leonardo ; Bianchi, Francesco . In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-16. Full description at Econpapers \|\| Download paper
2016	On the interpretation of non-cognitive skills â what is being measured and why it matters. (2016). Humphries, John ; Kosse, Fabian . In: Working Papers. RePEc:hka:wpaper:2016-025. Full description at Econpapers \|\| Download paper
2016	Lost in Transition: The Influence of Locus of Control on Delaying Educational Decisions. (2016). Wolter, Stefan ; Jaik, Katharina. In: Economics of Education Working Paper Series. RePEc:iso:educat:0118. Full description at Econpapers \|\| Download paper
2016	Subjective completion beliefs and the demand for post-secondary education. (2016). Staub, Kevin ; Kunz, Johannes. In: Economics of Education Working Paper Series. RePEc:iso:educat:0120. Full description at Econpapers \|\| Download paper
2016	Unemployment and Wage Rigidity in Japan: A DSGE Model Perspective. (2016). Miyamoto, Hiroaki ; Kuo, Chun-Hung. In: Working Papers. RePEc:iuj:wpaper:ems_2016_06. Full description at Econpapers \|\| Download paper
2016	The Intimate Link between Income Levels and Life Expectancy: Global Evidence from 213 Years. (2016). Stadelmann, David ; Jetter, Michael ; Laudage, Sabine. In: IZA Discussion Papers. RePEc:iza:izadps:dp10015. Full description at Econpapers \|\| Download paper
2016	Residential Choices of Young Americans. (2016). Patacchini, Eleonora ; Arduini, Tiziano. In: IZA Discussion Papers. RePEc:iza:izadps:dp10186. Full description at Econpapers \|\| Download paper
2016	Lost in Transition: The Influence of Locus of Control on Delaying Educational Decisions. (2016). Wolter, Stefan ; Jaik, Katharina. In: IZA Discussion Papers. RePEc:iza:izadps:dp10191. Full description at Econpapers \|\| Download paper
2016	Subjective Completion Beliefs and the Demand for Post-Secondary Education. (2016). Staub, Kevin ; Kunz, Johannes. In: IZA Discussion Papers. RePEc:iza:izadps:dp10344. Full description at Econpapers \|\| Download paper
2016	On the Interpretation of Non-Cognitive Skills: What Is Being Measured and Why It Matters. (2016). Humphries, John ; Kosse, Fabian . In: IZA Discussion Papers. RePEc:iza:izadps:dp10397. Full description at Econpapers \|\| Download paper
2016	Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: IZA Discussion Papers. RePEc:iza:izadps:dp10406. Full description at Econpapers \|\| Download paper
2016	Peace, Terrorism, or Civil Conflict? Understanding the Decision of an Opposition Group. (2016). Jetter, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp9996. Full description at Econpapers \|\| Download paper

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Recent citations received in 2015

Year	Citing document
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Byrne, Joseph P ; Korobilis, Dimitris ; Cao, Shuo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:679. Full description at Econpapers \|\| Download paper
2015	The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1007_15. Full description at Econpapers \|\| Download paper
2015	Oil-Price Density Forecasts of U.S. GDP. (2015). Ravazzolo, Francesco ; Rothman, Philip . In: Working Papers. RePEc:bny:wpaper:0038. Full description at Econpapers \|\| Download paper
2015	An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Xu, Xiu ; Chen, Ying . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_012. Full description at Econpapers \|\| Download paper
2015	Inference on Locally Ordered Breaks in Multiple Regressions. (2015). Perron, Pierre ; Li, YE. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-013. Full description at Econpapers \|\| Download paper
2015	The Price Aint Right? Hospital Prices and Health Spending on the Privately Insured. (2015). van Reenen, John ; Gaynor, Martin ; Cooper, Zack ; VanReenen, John ; Craig, Stuart . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1395. Full description at Econpapers \|\| Download paper
2015	Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: ifo Working Paper Series. RePEc:ces:ifowps:_203. Full description at Econpapers \|\| Download paper
2015	Relaciones regionales en los precios de vivienda nueva en Colombia. (2015). Enriquez, Hernan ; Campo Robledo, Jacobo ; Arosemena, Antonio Avendao ; Sierra, Hernan Enriquez . In: REVISTA ECOS DE ECONOMÃA. RePEc:col:000442:013824. Full description at Econpapers \|\| Download paper
2015	Density forecasts based on disaggregate data: nowcasting Polish inflation. (2015). Mazur, Blazej . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:71-87. Full description at Econpapers \|\| Download paper
2015	Characterising the financial cycle: a multivariate and time-varying approach. (2015). SchÃÂ¼ler, Yves ; Peltonen, Tuomas ; Hiebert, Paul ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20151846. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: SIRE Discussion Papers. RePEc:edn:sirdps:679. Full description at Econpapers \|\| Download paper
2015	Sustainability labels on coffee: Consumer preferences, willingness-to-pay and visual attention to attributes. (2015). Van Loo, Ellen ; Nayga, Rodolfo ; Verbeke, Wim ; Zhang, Baoyue ; Seo, Han-Seok ; Caputo, Vincenzina . In: Ecological Economics. RePEc:eee:ecolec:v:118:y:2015:i:c:p:215-225. Full description at Econpapers \|\| Download paper
2015	Forecasting the real prices of crude oil under economic and statistical constraints. (2015). Wu, Chongfeng ; Wang, Yudong ; Liu, LI ; Diao, Xundi . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:599-608. Full description at Econpapers \|\| Download paper
2015	Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095. Full description at Econpapers \|\| Download paper
2015	Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163. Full description at Econpapers \|\| Download paper
2015	The price of wine. (2015). Rousseau, Peter ; Dimson, Elroy ; Spaenjers, Christophe . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:2:p:431-449. Full description at Econpapers \|\| Download paper
2015	Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. (2015). Vortelinos, Dimitrios I. In: Review of Financial Economics. RePEc:eee:revfin:v:27:y:2015:i:c:p:58-67. Full description at Econpapers \|\| Download paper
2015	A comprehensive dwelling unit choice model accommodating psychological constructs within a search strategy for consideration set formation. (2015). Bhat, Chandra R. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:79:y:2015:i:c:p:161-188. Full description at Econpapers \|\| Download paper
2015	The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-07. Full description at Econpapers \|\| Download paper
2015	Efficient estimation of Bayesian VARMAs with time-varying coefficients. (2015). Chan, Joshua ; Joshua C. C. Chan, ; Eisenstat, Eric . In: CAMA Working Papers. RePEc:een:camaaa:2015-19. Full description at Econpapers \|\| Download paper
2015	Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42. Full description at Econpapers \|\| Download paper
2015	Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian . In: Working Paper. RePEc:fip:fedcwp:1439. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2015_08. Full description at Econpapers \|\| Download paper
2015	SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING. (2015). Quiroz, Matias ; Kohn, Robert ; Villani, Mattias . In: Working Paper Series. RePEc:hhs:rbnkwp:0297. Full description at Econpapers \|\| Download paper
2015	Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy. (2015). Joyeux, Roselyne . In: Working Papers. RePEc:hkm:wpaper:222015. Full description at Econpapers \|\| Download paper
2015	The U.S. Oil Supply Revolution and the Global Economy. (2015). Raissi, Mehdi ; Mohaddes, Kamiar. In: IMF Working Papers. RePEc:imf:imfwpa:15/259. Full description at Econpapers \|\| Download paper
2015	Some Misconceptions about Public Investment Efficiency and Growth. (2015). Presbitero, Andrea ; Portillo, Rafael ; Berg, Andrew ; Zanna, Luis-Felipe ; Pattillo, Catherine A ; Buffie, Edward F. In: IMF Working Papers. RePEc:imf:imfwpa:15/272. Full description at Econpapers \|\| Download paper
2015	Does Informal Learning at Work Differ between Temporary and Permanent Workers? Evidence from 20 OECD Countries. (2015). Van der Velden, Rolf ; Ferreira Sequeda, Maria ; de Grip, Andries. In: IZA Discussion Papers. RePEc:iza:izadps:dp9322. Full description at Econpapers \|\| Download paper
2015	Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification. (2015). Voia, Marcel ; Khalaf, Lynda ; Bernard, Jean-Thomas ; Gavin, Michael . In: Environmental & Resource Economics. RePEc:kap:enreec:v:60:y:2015:i:2:p:285-315. Full description at Econpapers \|\| Download paper
2015	Nonparametric Regression-Spline Random Effects Models. (2015). Racine, Jeffrey ; Ma, Shujie ; Ullah, Aman ; Amanullah, . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2015-10. Full description at Econpapers \|\| Download paper
2015	Forecasting VARs, model selection, and shrinkage. (2015). Trenkler, Carsten ; Kascha, Christian. In: Working Papers. RePEc:mnh:wpaper:38872. Full description at Econpapers \|\| Download paper
2015	The Price Ainât Right? Hospital Prices and Health Spending on the Privately Insured. (2015). van Reenen, John ; Gaynor, Martin ; Cooper, Zack ; VanReenen, John ; Craig, Stuart V. In: NBER Working Papers. RePEc:nbr:nberwo:21815. Full description at Econpapers \|\| Download paper
2015	Multivariate Forecasting with BVARs and DSGE Models. (2015). Berg, Tim. In: MPRA Paper. RePEc:pra:mprapa:62405. Full description at Econpapers \|\| Download paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:63844. Full description at Econpapers \|\| Download paper
2015	Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes. (2015). YAYA, OLAOLUWA ; Olubusoye, Olusanya ; GUPTA, RANGAN ; Gil-Alana, Luis. In: Working Papers. RePEc:pre:wpaper:201580. Full description at Econpapers \|\| Download paper
2015	Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: CReMFi Discussion Papers. RePEc:qmm:wpaper:2. Full description at Econpapers \|\| Download paper
2015	Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3. Full description at Econpapers \|\| Download paper
2015	Large Vector Autoregressions with Asymmetric Priors. (2015). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:qmw:qmwecw:wp759. Full description at Econpapers \|\| Download paper
2015	A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). GalvÃÂ£o, Ana ; Galvo, Ana Beatriz ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas . In: Working Papers. RePEc:qmw:qmwecw:wp770. Full description at Econpapers \|\| Download paper
2015	Model Uncertainty in Panel Vector Autoregressive Models. (2015). Koop, Gary ; Korobilis, Dimitris. In: Working Paper Series. RePEc:rim:rimwps:15-35. Full description at Econpapers \|\| Download paper
2015	Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters. (2015). Eo, Yunjong. In: Working Papers. RePEc:syd:wpaper:2015-18. Full description at Econpapers \|\| Download paper
2015	Assessing influential trade effects via high-frequency market reactions. (2015). Guo, Meihui ; Lin, Liang-Ching ; Wang, Chi-Jeng. In: Journal of Applied Statistics. RePEc:taf:japsta:v:42:y:2015:i:7:p:1458-1471. Full description at Econpapers \|\| Download paper
2015	Integrated-quantile-based estimation for first price auction models. (2015). Luo, Yao ; Wan, Yuanyuan . In: Working Papers. RePEc:tor:tecipa:tecipa-539. Full description at Econpapers \|\| Download paper
2015	Consumption smoothing at retirement: average and quantile treatment effects in the regression discontinuity design. (2015). Burkhard, Daniel . In: Diskussionsschriften. RePEc:ube:dpvwib:dp1512. Full description at Econpapers \|\| Download paper
2015	Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Working Papers. RePEc:ucn:wpaper:201523. Full description at Econpapers \|\| Download paper
2015	Does on-the-job informal learning in OECD countries differ by contract duration. (2015). Van der Velden, Rolf ; Ferreira Sequeda, Maria ; de Grip, Andries ; Ferreira Sequeda M. T., ; Velden R. K. W. van der, . In: Research Memorandum. RePEc:unm:umagsb:2015021. Full description at Econpapers \|\| Download paper
2015	Does on-the-job informal learning in OECD countries differ by contract duration?. (2015). Van der Velden, Rolf ; Ferreira Sequeda, Maria ; de Grip, Andries. In: ROA Research Memorandum. RePEc:unm:umaror:2015008. Full description at Econpapers \|\| Download paper
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2015	THE EFFECTS OF THE FEDERAL RESERVEâS TAPERING ANNOUNCEMENTS ON THE US REAL ESTATE MARKET. (2015). Calin, Adrian Cantemir ; Clin, Adrian Cantemir . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:19:y:2015:i:3:p:79-90. Full description at Econpapers \|\| Download paper
2015	Transport policies and development. (2015). Selod, Harris ; Liu, Yishen ; Deichmann, Uwe. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7366. Full description at Econpapers \|\| Download paper

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Recent citations received in 2014

Year	Citing document
2014	Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441. Full description at Econpapers \|\| Download paper
2014	What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). Diez de los Rios, Antonio ; Bauer, Gregory ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:14-42. Full description at Econpapers \|\| Download paper
2014	Are There Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.. In: Staff Working Papers. RePEc:bca:bocawp:14-46. Full description at Econpapers \|\| Download paper
2014	Do oil price increases cause higher food prices?. (2014). Kilian, Lutz ; Baumeister, Christiane. In: Economic Policy. RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747. Full description at Econpapers \|\| Download paper
2014	Mixed frequency structural VARs. (2014). Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2014_01. Full description at Econpapers \|\| Download paper
2014	Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control. (2014). Magnac, Thierry ; Gobillon, Laurent. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5077. Full description at Econpapers \|\| Download paper
2014	Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10075. Full description at Econpapers \|\| Download paper
2014	Neighborhood and Network Effects. (2014). Zenou, Yves ; topa, giorgio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10126. Full description at Econpapers \|\| Download paper
2014	A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10162. Full description at Econpapers \|\| Download paper
2014	Risky sexual behavior: biological markers and self-reported data. (2014). de Paula, Aureo ; Corno, Lucia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10271. Full description at Econpapers \|\| Download paper
2014	Following the Trend: Tracking GDP when Long-Run Growth is Uncertain. (2014). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10272. Full description at Econpapers \|\| Download paper
2014	Markov-Switching Mixed-Frequency VAR Models. (2014). Marcellino, Massimiliano ; GuÃÂ©rin, Pierre ; Foroni, Claudia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9815. Full description at Econpapers \|\| Download paper
2014	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2014). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9931. Full description at Econpapers \|\| Download paper
2014	Sickness Absence and Works Councils: Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; BrÃÂ¤ndle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp691. Full description at Econpapers \|\| Download paper
2014	The Impact of Oil Revenues on the Iranian Economy and the Gulf States. (2014). Dreger, Christian ; Rahmani, Teymur . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1369. Full description at Econpapers \|\| Download paper
2014	Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2014). Sallenave, Audrey ; Mignon, ValÃÂ©rie ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-14. Full description at Econpapers \|\| Download paper
2014	Cross-Market Spillovers with âVolatility Surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-46. Full description at Econpapers \|\| Download paper
2014	Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections. (2014). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta. In: Working Papers ECARES. RePEc:eca:wpaper:2013/158499. Full description at Econpapers \|\| Download paper
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Korobilis, Dimitris ; Ribeiro, Pinho J ; Byrne, Joseph P. In: SIRE Discussion Papers. RePEc:edn:sirdps:612. Full description at Econpapers \|\| Download paper
2014	A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors. (2014). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:257-275. Full description at Econpapers \|\| Download paper
2014	Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks. (2014). LÃÂ¼tkepohl, Helmut ; Herwartz, Helmut ; Lutkepohl, Helmut. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:104-116. Full description at Econpapers \|\| Download paper
2014	The distribution of the gains from spillovers through worker mobility between workers and firms. (2014). Zubanov, Nick ; Stoyanov, Andrey. In: European Economic Review. RePEc:eee:eecrev:v:70:y:2014:i:c:p:17-35. Full description at Econpapers \|\| Download paper
2014	On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets. (2014). Conrad, Christian ; Loch, Karin ; Rittler, Daniel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:26-40. Full description at Econpapers \|\| Download paper
2014	Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205. Full description at Econpapers \|\| Download paper
2014	How do oil producers respond to oil demand shocks?. (2014). GÃÂ¼ntner, Jochen ; Guntner, Jochen H. F., . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:1-13. Full description at Econpapers \|\| Download paper
2014	The differential effects of oil demand and supply shocks on the global economy. (2014). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:113-134. Full description at Econpapers \|\| Download paper
2014	Oil price shocks and agricultural commodity prices. (2014). Yang, Li ; Wu, Chongfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:22-35. Full description at Econpapers \|\| Download paper
2014	The impact of oil price shocks on U.S. bond market returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:248-258. Full description at Econpapers \|\| Download paper
2014	Oil price shocks in a data-rich environment. (2014). Aastveit, Knut Are. In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:268-279. Full description at Econpapers \|\| Download paper
2014	Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea. (2014). Miller, J. ; Chang, Yoosoon ; Kim, Changsik ; Park, Sungkeun . In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:334-347. Full description at Econpapers \|\| Download paper
2014	Understanding recent oil price dynamics: A novel empirical approach. (2014). Montalbano, Pierluigi ; Magrini, Emiliano ; Triulzi, Umberto ; D'Ecclesia, Rita L.. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s11-s17. Full description at Econpapers \|\| Download paper
2014	Are there gains from pooling real-time oil price forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s33-s43. Full description at Econpapers \|\| Download paper
2014	Speculative storage in imperfectly competitive markets. (2014). Thille, Henry ; Mitraille, Sebastien . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:35:y:2014:i:c:p:44-59. Full description at Econpapers \|\| Download paper
2014	Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers \|\| Download paper
2014	Are there really bubbles in oil prices?. (2014). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:631-638. Full description at Econpapers \|\| Download paper
2014	Cross-market spillovers with âvolatility surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207. Full description at Econpapers \|\| Download paper
2014	Business cycle, storage, and energy prices. (2014). Kurov, Alexander ; Kucher, Oleg . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:217-226. Full description at Econpapers \|\| Download paper
2014	Persistent and Transient Cost Efficiency â An Application to the Swiss Hydropower Sector. (2014). Greene, William ; Filippini, Massimo ; Geissmann, Thomas . In: CER-ETH Economics working paper series. RePEc:eth:wpswif:16-251. Full description at Econpapers \|\| Download paper
2014	Industrialization and the demand for mineral commodities. (2014). Stuermer, Martin. In: Working Papers. RePEc:fip:feddwp:1413. Full description at Econpapers \|\| Download paper
2014	The Role of Oil Price Shocks in Causing U.S. Recessions. (2014). Vigfusson, Robert ; Kilian, Lutz. In: International Finance Discussion Papers. RePEc:fip:fedgif:1114. Full description at Econpapers \|\| Download paper
2014	Time-varying structural vector autoregressions and monetary policy: a corrigendum. (2014). Primiceri, Giorgio ; Del Negro, Marco. In: Staff Reports. RePEc:fip:fednsr:619. Full description at Econpapers \|\| Download paper
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2014_16. Full description at Econpapers \|\| Download paper
2014	Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Working Papers. RePEc:hal:wpaper:halshs-01052488. Full description at Econpapers \|\| Download paper
2014	The Macroeconomic Effects of Oil Price Fluctuations in ASEAN Countries: Analysis Using a VAR with Block Exogeneity. (2014). Nakata, Hayato ; Vu, Tuan Khai . In: Discussion Paper Series. RePEc:hit:hituec:619. Full description at Econpapers \|\| Download paper
2014	Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; BrÃÂ¤ndle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: IAAEU Discussion Papers. RePEc:iaa:dpaper:201410. Full description at Econpapers \|\| Download paper
2014	Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Goerke, Laszlo ; BrÃÂ¤ndle, Tobias ; Arnold, Daniel ; Brandle, Tobias . In: IAW Discussion Papers. RePEc:iaw:iawdip:107. Full description at Econpapers \|\| Download paper
2014	Oil Price Fluctuations and Trade Balance of Turkey. (2014). UÄurlu, Erginbay ; Ugurlu, Erginbay ; Acikalin, Suleyman . In: International Conference on Economic Sciences and Business Administration. RePEc:icb:wpaper:v:1:y:2014:i:1:6-13. Full description at Econpapers \|\| Download paper
2014	Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik. In: CeMMAP working papers. RePEc:ifs:cemmap:35/14. Full description at Econpapers \|\| Download paper
2014	Medium-Term Fiscal Multipliers during Protracted Recessions. (2014). Poplawski-Ribeiro, Marcos ; Koloskova, Ksenia ; Dell'Erba, Salvatore . In: IMF Working Papers. RePEc:imf:imfwpa:14/213. Full description at Econpapers \|\| Download paper
2014	Taxing Fossil Fuels under Speculative Storage. (2014). Unsal, Filiz ; Unalmis, Ibrahim ; Tumen, Semih. In: IMF Working Papers. RePEc:imf:imfwpa:14/228. Full description at Econpapers \|\| Download paper

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Recent citations received in 2013

Year	Citing document
2013	Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: CREATES Research Papers. RePEc:aah:create:2013-09. Full description at Econpapers \|\| Download paper
2013	Oil Price Shocks and the Stock Market: Evidence from Japan. (2013). Xu, Bing ; Abhay Abhyankar, Bing Xu,, ; Wang, Jiayue . In: The Energy Journal. RePEc:aen:journl:ej34-2-07. Full description at Econpapers \|\| Download paper
2013	The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, . In: The Energy Journal. RePEc:aen:journl:ej34-3-01. Full description at Econpapers \|\| Download paper
2013	The Role of Financial Speculation in Driving the Price of Crude Oil. (2013). Alquist, Ron ; Gervais, Olivier . In: The Energy Journal. RePEc:aen:journl:ej34-3-02. Full description at Econpapers \|\| Download paper
2013	Comparing models of unobserved heterogeneity in environmental choice experiments. (2013). Kragt, Marit. In: 2013 Conference (57th), February 5-8, 2013, Sydney, Australia. RePEc:ags:aare13:152198. Full description at Econpapers \|\| Download paper
2013	Comparing models of unobserved heterogeneity in environmental choice experiments. (2013). Kragt, Marit. In: Working Papers. RePEc:ags:uwauwp:144447. Full description at Econpapers \|\| Download paper
2013	Aid and Vulnerability. (2013). Presbitero, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:88. Full description at Econpapers \|\| Download paper
2013	Can we still benefit from international diversification? The case of the Czech and German stock markets. (2013). BarunÃÂk, Jozef ; Avdulaj, Krenar. In: Papers. RePEc:arx:papers:1308.6120. Full description at Econpapers \|\| Download paper
2013	What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:13-15. Full description at Econpapers \|\| Download paper
2013	Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data. (2013). Ito, Ryoko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1315. Full description at Econpapers \|\| Download paper
2013	Time series models with an EGB2 conditional distribution. (2013). Harvey, Andrew ; Caivano, Michele. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1325. Full description at Econpapers \|\| Download paper
2013	Two EGARCH models and one fat tail. (2013). Harvey, Andrew ; Caivano, Michele. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1326. Full description at Econpapers \|\| Download paper
2013	Naturally Negative: The Growth Effects of Natural Disasters. (2013). Groeschl, Jasmin ; Felbermayr, Gabriel ; Groschl, Jasmin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4439. Full description at Econpapers \|\| Download paper
2013	How Macroeconomic Imbalances Interact? Evidence from a Panel VAR Analysis. (2013). Mignon, ValÃÂ©rie ; Gnimassoun, Blaise. In: Working Papers. RePEc:cii:cepidt:2013-42. Full description at Econpapers \|\| Download paper
2013	Nowcasting Czech GDP in Real Time. (2013). RusnÃÂ¡k, Marek. In: Working Papers. RePEc:cnb:wpaper:2013/06. Full description at Econpapers \|\| Download paper
2013	Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. (2013). Kilian, Lutz ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9297. Full description at Econpapers \|\| Download paper
2013	Regional Growth and Regional Decline. (2013). Temple, Jonathan ; Ottaviano, Gianmarco ; Breinlich, Holger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9568. Full description at Econpapers \|\| Download paper
2013	Effects of Transitory Shocks to Aggregate Output on Consumption in Poor Countries. (2013). BrÃÂ¼ckner, Markus ; Gradstein, Mark ; Bruckner, Markus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9658. Full description at Econpapers \|\| Download paper
2013	Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?. (2013). Bec, FrÃÂ©dÃÂ©rique ; Mogliani, Matteo . In: Working Papers. RePEc:crs:wpaper:2013-21. Full description at Econpapers \|\| Download paper
2013	A theory of vintage capital investment and energy use. (2013). Puch, Luis ; DÃÂaz, Antonia ; Diaz, Antonia . In: UC3M Working papers. Economics. RePEc:cte:werepe:we1320. Full description at Econpapers \|\| Download paper
2013	Locus of Control and Low-Wage Mobility. (2013). Schnitzlein, Daniel ; Stephani, Jens . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp589. Full description at Econpapers \|\| Download paper
2013	Introducing Systemic Financial instability into macroeconomics: how to meet the challenge?. (2013). Kremer, Manfred ; Hubrich, Kirstin ; Hartmann, Philipp. In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:1. Full description at Econpapers \|\| Download paper
2013	Wealth heterogeneity and the response of consumption to shocks. (2013). Slacalek, Jiri . In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:2. Full description at Econpapers \|\| Download paper
2013	The euro system household finance and consumption survey: an important resource for policy-makers and researchers. (2013). Christelis, Dimitris ; Perez-Duarte, Sebastien . In: Research Bulletin. RePEc:ecb:ecbrbu:2013:0019:3. Full description at Econpapers \|\| Download paper
2013	Conditional and joint credit risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Working Paper Series. RePEc:ecb:ecbwps:20131621. Full description at Econpapers \|\| Download paper
2013	Observation driven mixed-measurement dynamic factor models with an application to credit risk. (2013). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Working Paper Series. RePEc:ecb:ecbwps:20131626. Full description at Econpapers \|\| Download paper
2013	Model Switching and Model Averaging in Time- Varying Parameter Regression Models. (2013). Koop, Gary ; Miguel, Belmonte ; Gary, Koop . In: SIRE Discussion Papers. RePEc:edn:sirdps:440. Full description at Econpapers \|\| Download paper
2013	The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. (2013). Kazi, Irfan Akbar ; Akbar, Farhan ; Wagan, Hakimzadi . In: Economic Modelling. RePEc:eee:ecmode:v:30:y:2013:i:c:p:90-116. Full description at Econpapers \|\| Download paper
2013	Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers \|\| Download paper
2013	Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers \|\| Download paper
2013	Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers \|\| Download paper
2013	Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers \|\| Download paper
2013	Avoiding biased versions of Wooldridgeâs simple solution to the initial conditions problem. (2013). Rabe-Hesketh, Sophia ; Skrondal, Anders . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:2:p:346-349. Full description at Econpapers \|\| Download paper
2013	Moving average stochastic volatility models with application to inflation forecast. (2013). Chan, Joshua ; Chan, Joshua C. C., . In: Journal of Econometrics. RePEc:eee:econom:v:176:y:2013:i:2:p:162-172. Full description at Econpapers \|\| Download paper
2013	Inference on impulse response functions in structural VAR models. (2013). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:1:p:1-13. Full description at Econpapers \|\| Download paper
2013	Large time-varying parameter VARs. (2013). Koop, Gary ; Korobilis, Dimitris. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:185-198. Full description at Econpapers \|\| Download paper
2013	Time-varying combinations of predictive densities using nonlinear filtering. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:213-232. Full description at Econpapers \|\| Download paper
2013	Long memory and tail dependence in trading volume and volatility. (2013). Santucci de Magistris, Paolo ; Rossi, Eduardo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:22:y:2013:i:c:p:94-112. Full description at Econpapers \|\| Download paper
2013	Modeling the relationship between European carbon permits and certified emission reductions. (2013). Koop, Gary. In: Journal of Empirical Finance. RePEc:eee:empfin:v:24:y:2013:i:c:p:166-181. Full description at Econpapers \|\| Download paper
2013	Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831. Full description at Econpapers \|\| Download paper
2013	Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test. (2013). Zhang, Bing . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:875-881. Full description at Econpapers \|\| Download paper
2013	Effects of transitory shocks to aggregate output on consumption in poor countries. (2013). BrÃÂ¼ckner, Markus ; Gradstein, Mark ; Bruckner, Markus . In: Journal of International Economics. RePEc:eee:inecon:v:91:y:2013:i:2:p:343-357. Full description at Econpapers \|\| Download paper
2013	Commodity price shocks and the business cycle: Structural evidence for the U.S.. (2013). Hertweck, Matthias ; Gubler, Matthias. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:324-352. Full description at Econpapers \|\| Download paper
2013	Parental unemployment and childrens happiness: A longitudinal study of young peoples well-being in unemployed households. (2013). Powdthavee, Nattavudh ; Vernoit, James . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:253-263. Full description at Econpapers \|\| Download paper
2013	Long-term absenteeism and moral hazardâEvidence from a natural experiment. (2013). Ziebarth, Nicolas ; NicolasR. Ziebarth, . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:277-292. Full description at Econpapers \|\| Download paper
2013	Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2013). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2013-31. Full description at Econpapers \|\| Download paper
2013	International Effects of Chinas Rise and Transition: Neoclassical and Keynesian Perspectives. (2013). Tyers, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2013-44. Full description at Econpapers \|\| Download paper
2013	Regional growth and regional decline. (2013). Temple, Jonathan ; Ottaviano, Gianmarco ; Breinlich, Holger ; Gianmarco I. P. Ottaviano, ; Jonathan R. W. Temple, ; Gianmarco I. P. Ottaviano, . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:51575. Full description at Econpapers \|\| Download paper
2013	Internet piracy: the estimated impact on sales. (2013). Liebowitz, Stan J.. In: Chapters. RePEc:elg:eechap:14906_23. Full description at Econpapers \|\| Download paper
2013	Handling biases in forecasting when making transportation policy. (2013). Benson, Brien ; Button, Kenneth. In: Chapters. RePEc:elg:eechap:15483_4. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	425
2	Economic Modelling / Elsevier	209
3	International Journal of Forecasting / Elsevier	152
4	CEPR Discussion Papers / C.E.P.R. Discussion Papers	140
5	Journal of Econometrics / Elsevier	137
6	IZA Discussion Papers / Institute for the Study of Labor (IZA)	135
7	Empirical Economics / Springer	126
8	CESifo Working Paper Series / CESifo Group Munich	108
9	Energy Economics / Elsevier	103
10	Working Paper Series / European Central Bank	102
11	NBER Working Papers / National Bureau of Economic Research, Inc	98

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