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

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
106
Impact Factor
2.2
5 Years IF
2.69
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.25 0.08 1.12 0.23 25 25 717 28 28 55 14 100 23 0 2 0.08 0.04
1991 0.33 0.08 0.88 0.23 32 57 717 45 78 57 19 125 29 0 5 0.16 0.04
1992 0.32 0.08 0.52 0.27 41 98 1654 50 129 57 18 131 36 0 3 0.07 0.04
1993 0.16 0.1 0.43 0.24 34 132 2306 55 186 73 12 153 36 0 4 0.12 0.05
1994 0.24 0.11 0.52 0.31 34 166 611 82 272 75 18 164 51 0 3 0.09 0.05
1995 0.34 0.19 0.84 0.49 38 204 1888 166 443 68 23 166 81 0 6 0.16 0.08
1996 0.51 0.22 1.02 0.59 39 243 3822 242 691 72 37 179 105 0 10 0.26 0.1
1997 0.69 0.22 1.03 0.76 62 305 1741 306 1004 77 53 186 141 0 6 0.1 0.09
1998 0.53 0.26 1.22 0.77 41 346 1233 409 1425 101 54 207 160 0 17 0.41 0.12
1999 0.45 0.28 1.18 0.7 34 380 2378 439 1873 103 46 214 149 0 15 0.44 0.14
2000 0.85 0.33 1.59 1.07 38 418 2511 652 2539 75 64 214 230 0 11 0.29 0.15
2001 1.21 0.36 1.54 1.11 43 461 4574 692 3250 72 87 214 237 0 13 0.3 0.15
2002 1.41 0.39 1.75 1.22 38 499 1448 841 4125 81 114 218 266 0 36 0.95 0.21
2003 1.44 0.4 1.94 1.62 43 542 3332 1015 5179 81 117 194 314 0 24 0.56 0.2
2004 1.68 0.45 2.44 2.28 46 588 1708 1372 6612 81 136 196 446 0 29 0.63 0.2
2005 1.81 0.46 2.49 2.21 51 639 3535 1541 8200 89 161 208 459 0 80 1.57 0.22
2006 2.32 0.46 2.66 2.59 68 707 2524 1845 10084 97 225 221 573 0 63 0.93 0.21
2007 1.94 0.42 2.43 2.21 63 770 3969 1854 11958 119 231 246 543 0 81 1.29 0.18
2008 2.61 0.44 3.22 2.99 45 815 1474 2598 14585 131 342 271 811 0 41 0.91 0.21
2009 2.77 0.44 3.01 2.91 67 882 1653 2606 17243 108 299 273 795 0 52 0.78 0.21
2010 1.41 0.43 2.73 2.58 63 945 2273 2558 19825 112 158 294 758 0 84 1.33 0.18
2011 2.05 0.46 2.96 2.5 57 1002 1347 2943 22786 130 267 306 766 0 82 1.44 0.21
2012 2.5 0.47 3.28 3.01 57 1059 1011 3443 26264 120 300 295 888 0 44 0.77 0.19
2013 2.25 0.53 3.89 2.74 56 1115 1433 4325 30597 114 256 289 791 0 105 1.88 0.22
2014 2.99 0.55 3.91 2.85 62 1177 1219 4561 35199 113 338 300 855 0 84 1.35 0.22
2015 3.42 0.56 3.79 3.01 59 1236 748 4649 39879 118 403 295 888 0 63 1.07 0.21
2016 2.96 0.58 3.74 2.87 74 1310 629 4889 44776 121 358 291 835 0 80 1.08 0.2
2017 2.57 0.6 3.47 2.74 78 1388 318 4806 49591 133 342 308 844 0 47 0.6 0.22
2018 2.2 0.76 3.2 2.69 63 1451 167 4648 54240 152 335 329 884 0 72 1.14 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

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3238
22003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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1832
32007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

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1539
42000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

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1059
51996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

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975
61996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

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968
71999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

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861
82006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

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760
92005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

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675
102005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

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673
111993Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47.

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568
122007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

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521
131993Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118.

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520
142009What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

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520
151992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). Teräsvirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36.

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479
161995Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

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472
172010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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469
182005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

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430
191986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

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415
201995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

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381
212001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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355
222014THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478.

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354
232000Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

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347
241997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

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347
251992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82.

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329
261993Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84.

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317
272003A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

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313
282005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

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298
291996The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61.

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296
302010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

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289
311989The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21.

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286
322003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

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280
331999Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510.

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277
341995A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25.

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272
352002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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257
361993Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60.

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256
371996Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93.

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252
382005The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

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247
391990Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28.

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247
402004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

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245
412008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

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244
421997Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92.

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237
432005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

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232
441991Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24.

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231
452007Growth, technological interdependence and spatial externalities: theory and evidence. (2007). KOCH, Wilfried ; Ertur, Cem. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:6:p:1033-1062.

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223
461996Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model.. (1996). Baillie, Richard ; Chung, Ching-Fan ; Tieslau, Margie A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40.

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217
472013GENERALIZED 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.

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213
482000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

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193
491999Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). Strøm, Steinar ; Colombino, Ugo ; Aaberge, Rolf. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22.

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185
502002Estimating quadratic variation using realized variance. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477.

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183
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

Full description at Econpapers || Download paper

1093
22003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

496
32007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

Full description at Econpapers || Download paper

482
42010Large 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

242
51996Econometric 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

230
62000Mixed 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

220
7204
81996Numerical 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

175
92009What 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

148
102005Simple 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

142
112006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

Full description at Econpapers || Download paper

139
122005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

Full description at Econpapers || Download paper

133
132005A 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

124
141999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

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118
152007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

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98
1696
172010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

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90
1880
192009Economic transition and growth. (2009). Sul, Donggyu ; Phillips, Peter ; Peter C. B. Phillips, . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1153-1185.

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75
202003A 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

72
211986Econometric 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

67
222007Growth, 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

67
232005The 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

65
2459
252008From 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

57
261997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

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56
272010Realising the future: forecasting with high-frequency-based volatility (HEAVY) models. (2010). Sheppard, Kevin ; Shephard, Neil. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:2:p:197-231.

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54
282001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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53
292010Measuring forecast uncertainty by disagreement: The missing link. (2010). Sheng, Xuguang ; Lahiri, Kajal. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:514-538.

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53
3052
312008Are output growth-rate distributions fat-tailed? some evidence from OECD countries. (2008). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:5:p:639-669.

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51
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342002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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352005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

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462008Panel cointegration tests of the Fisher effect. (2008). Westerlund, Joakim. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:2:p:193-233.

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482010Monetary policy and uncertainty in an empirical small open-economy model. (2010). Preston, Bruce ; Justiniano, Alejandro. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:93-128.

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Citing documents used to compute impact factor: 335
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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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2018Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain. In: MPRA Paper. RePEc:pra:mprapa:88925.

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2018Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis. In: Working Papers (Old Series). RePEc:fip:fedcwp:1809.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Weak identification in probit models with endogenous covariates. (2018). Dufour, Jean-Marie ; Wilde, Joachim . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:102:y:2018:i:4:d:10.1007_s10182-018-0325-8.

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2018Higher Frequency Hedonic Property Price Indices: A State Space Approach. (2018). Rambaldi, Alicia ; Hill, Robert ; Scholz, Michael. In: Graz Economics Papers. RePEc:grz:wpaper:2018-04.

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2018Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration. (2018). Wohar, Mark ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201875.

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2018HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY. (2018). GUPTA, RANGAN ; Marfatia, Hardik A ; Nyakabawo, Wendy. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:204-229.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2018Spillovers in space and time: where spatial econometrics and Global VAR models meet. (2018). Elhorst, J.Paul ; Tereanu, Eugen ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20182134.

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2018The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas. (2018). Wynne, Mark ; Koech, Janet ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:343.

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2018The effects of gun control on crimes: a spatial interactive fixed effects approach. (2018). Lee, Lung-Fei ; Shi, Wei. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1415-2.

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2018Exponent of Cross-sectional Dependence for Residuals. (2018). Pesaran, M ; Bailey, Natalia ; Kapetanios, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7223.

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2018Common Factors and Spatial Dependence: An Application to US House Prices. (2018). Yang, Cynthia Fan. In: MPRA Paper. RePEc:pra:mprapa:89032.

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2018Exponent of cross-sectional dependence for residuals. (2018). Pesaran, M ; Bailey, Natalia ; Kapetanios, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-13.

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2018Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2018). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1874.

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2018Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2018). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:351.

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2018GDP and energy consumption: A panel analysis of the US. (2018). Orman, Wafa ; Mahalingam, Brinda . In: Applied Energy. RePEc:eee:appene:v:213:y:2018:i:c:p:208-218.

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2018Foreign aid and growth: A Sp P-VAR analysis using satellite sub-national data for Uganda. (2018). Civelli, Andrea ; Teixeira, Arilton ; Horowitz, Andrew . In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:50-67.

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2018The knotty interplay between credit and housing. (2018). Lastauskas, Povilas ; Constantinescu, Mihnea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:241-266.

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2018Combining sign and parametric restrictions in SVARs by Givens Rotations. (2018). Huh, Hyeon-Seung ; Fisher, Lance A. In: Working papers. RePEc:yon:wpaper:2018rwp-122.

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2018An IV framework for combining sign and long-run parametric restrictions in SVARs. (2018). Huh, Hyeon-Seung ; Fisher, Lance A. In: Working papers. RePEc:yon:wpaper:2018rwp-124.

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2018Students Behavioural Responses to a Fallback Option: Evidence from Introducing Interim Degrees in German Schools. (2018). Zierow, Larissa ; Obergruber, Natalie. In: IZA Discussion Papers. RePEc:iza:izadps:dp11732.

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2018Is Additional Schooling Worthless? Revising Zero Returns to Compulsory Schooling in Germany. (2018). Cygan-Rehm, Kamila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7191.

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2018The Effects of Education on Health: An Intergenerational Perspective. (2018). Huebener, Mathias. In: IZA Discussion Papers. RePEc:iza:izadps:dp11795.

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2018Fertility Effects of College Education: Evidence from the German Educational Expansion. (2018). Westphal, Matthias ; Kamhofer, Daniel. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181624.

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2018The effects of workplace learning in higher education on employment and match quality: is there an early-career trade-off?. (2018). Verhaest, Dieter ; Baert, Stijn. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1308-4.

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2018Tests of stochastic monotonicity with improved power. (2018). Seo, Juwon. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:53-70.

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2018The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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2018The pricing kernel puzzle in forward looking data. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-017-9140-8.

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2018Important overlooked IVs in spatial models. (2018). Kelejian, Harry H ; Piras, Gianfranco. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1414-3.

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2018Nonparametric Identification in Index Models of Link Formation. (2018). Gao, Wayne. In: Papers. RePEc:arx:papers:1710.11230.

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2018Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement. (2018). Stinebrickner, Ralph ; Mehta, Nirav ; conley, timothy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6896.

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2018Peer effects and risk-taking among entrepreneurs: Lab-in-the-field evidence. (2018). Marchand, Steeve ; Lopera, Maria Adelaida. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:150:y:2018:i:c:p:182-201.

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2018Peer-Induced Beliefs Regarding College Participation. (2018). Dufays, Arnaud ; Dedewanou, Finagnon A ; Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:crrecr:1817.

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2018Peers’ Parents and Educational Attainment. (2018). Chung, Bobby. In: Working Papers. RePEc:hka:wpaper:2018-086.

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2018Collaborative Knowledge Creation: Evidence from Japanese patent data. (2018). Shosei, Sakaguchi ; Tomoya, Mori. In: Discussion papers. RePEc:eti:dpaper:18068.

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2018CREDIBLY IDENTIFYING SOCIAL EFFECTS: ACCOUNTING FOR NETWORK FORMATION AND MEASUREMENT ERROR. (2018). Malde, Bansi ; Advani, Arun. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1016-1044.

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2018The impact of the first Sino-Japanese war indemnity: Transfer problem reexamined. (2018). Dong, Baomin ; Guo, Yibei . In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:15-26.

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2018Impossible Inference in Econometrics: Theory and Applications. (2018). Moreira, Marcelo ; Bertanha, Marinho. In: Papers. RePEc:arx:papers:1612.02024.

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2018Bayesian identification of structural vector autoregression models. (2018). Khabibullin, Ramis ; Arefiev, Nikolay. In: Applied Econometrics. RePEc:ris:apltrx:0340.

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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2018Financial bridges and network communities. (2018). Yenerdag, Erdem ; Costola, Michele ; Casarin, Roberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:208.

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2018A scoring rule for factor and autoregressive models under misspecification. (2018). Sartore, Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2018:18.

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2018Modeling Systemic Risk with Markov Switching Graphical SUR Models. (2018). Guidolin, Massimo ; Billio, Monica ; Bianchi, Daniele ; Casarin, Roberto. In: Working Papers. RePEc:igi:igierp:626.

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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). Gözgör, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149.

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2018The Janus face nature of debt : results from a data-driven cointegrated SVAR approach. (2018). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/574jpbbn0f8f5r56hqi6mjgm9d.

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2018Latent Factor Models for Credit Scoring in P2P Systems. (2018). Ahelegbey, Daniel Felix ; Hadji-Misheva, Branka ; Giudici, Paolo. In: MPRA Paper. RePEc:pra:mprapa:92636.

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2018Indirect Inference with endogenously missing exogenous variables. (2018). Chaudhuri, Saraswata ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:55-75.

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2018What is the Major Source of Business Cycles : Spillovers from Land Prices, Investment Shocks, or Anything Else?. (2018). Shirota, Toyoichiro. In: Discussion paper series. A. RePEc:hok:dpaper:323.

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2018Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth. (2018). Nakamura, Daisuke ; Iiboshi, Hirokuni ; Iibsoshi, Hirokuni ; Hasumi, Ryo. In: MPRA Paper. RePEc:pra:mprapa:85521.

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2018Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan. (2018). Ueda, Kozo ; Shintani, Mototsugu ; Iiboshi, Hirokuni. In: Working Papers. RePEc:tcr:wpaper:e120.

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2018Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth. (2018). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Hasumi, Ryo. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:9-28.

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2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles. In: Globalization Institute Working Papers. RePEc:fip:feddgw:340.

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2018What is the major source of business cycles: Spillovers from land prices, investment shocks, or anything else?. (2018). Shirota, Toyoichiro. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:138-149.

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2018Estimating a nonlinear new Keynesian model with the zero lower bound for Japan. (2018). Ueda, Kozo ; Shintani, Mototsugu ; Iiboshi, Hirokuni. In: CAMA Working Papers. RePEc:een:camaaa:2018-37.

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2018Macro Aspects of Housing. (2018). Yiu, Joe Cho ; Ka, Charles. In: MPRA Paper. RePEc:pra:mprapa:93512.

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2018Pollution havens: international empirical evidence using a shadow price measure of climate policy stringency. (2018). Hille, Erik. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1244-3.

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2018Environmental regulation and firm exports: Evidence from the eleventh Five-Year Plan in China. (2018). Shi, Xinzheng ; Xu, Zhufeng. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:89:y:2018:i:c:p:187-200.

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2018Does Market Competition Dampen Environmental Performance? Evidence from China. (2018). Pittman, Russell ; Bu, Maoliang ; Duanmu, Jing-Lin. In: MPRA Paper. RePEc:pra:mprapa:88378.

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2018Social Preferences, Public Good Provision, Social Capital and Positional Concerns: Empirical Evidence from the South Caucasus. (2018). Grigoryan, Aleksandr ; Baghdasaryan, Vardan ; Antinyan, Armenak. In: CERGE-EI Working Papers. RePEc:cer:papers:wp625.

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2018Fertility Transitions in Developing Countries: Convergence, Timing, and Causes. (2018). Papagni, Erasmo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:248.

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2018Strategic interaction and institutional quality determinants of environmental regulations. (2018). Galinato, Gregmar ; Chouinard, Hayley H. In: Resource and Energy Economics. RePEc:eee:resene:v:53:y:2018:i:c:p:114-132.

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2018Does market competition dampen environmental performance? Evidence from China. (2018). Pittman, Russell ; Duanmu, Jinglin ; Bu, Maoliang. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:11:p:3006-3030.

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2018The spatial correlation and interaction between environmental regulation and foreign direct investment. (2018). Cheng, Zhonghua ; Liu, Jun. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:54:y:2018:i:2:d:10.1007_s11149-018-9366-x.

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2018Do deep and comprehensive regional trade agreements help in reducing air pollution?. (2018). Oueslati, Walid ; Martinez-Zarzoso, Inmaculada. In: International Environmental Agreements: Politics, Law and Economics. RePEc:spr:ieaple:v:18:y:2018:i:6:d:10.1007_s10784-018-9414-0.

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2018Robust inference in models identified via heteroskedasticity. (2018). Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:876.

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2018Electricity supply shocks and economic growth across the US states: evidence from a time-varying Bayesian panel VAR model, aggregate and disaggregate energy sources. (2018). POLEMIS, MICHAEL ; Apergis, Nicholas. In: MPRA Paper. RePEc:pra:mprapa:84954.

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2018Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach. (2018). Amado, Cristina ; Martins, Susana . In: NIPE Working Papers. RePEc:nip:nipewp:08/2018.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2018Does managerial personality matter? Evidence from firms in Viet Nam. (2018). Tarp, Finn ; Sharma, Smriti. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2018-17.

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2018Personality, IQ, and lifetime earnings. (2018). Gensowski, Miriam. In: Labour Economics. RePEc:eee:labeco:v:51:y:2018:i:c:p:170-183.

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2018Locus of Control and Consistent Investment Choices. (2018). Schumacher, Heiner ; Schfer, Sebastian ; Pinger, Pia. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_015_2018.

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2018Locus of Control and Consistent Investment Choices. (2018). Pinger, Pia ; Schumacher, Heiner ; Schafer, Sebastian. In: IZA Discussion Papers. RePEc:iza:izadps:dp11537.

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2018Does managerial personality matter? Evidence from firms in Vietnam. (2018). Tarp, Finn ; Sharma, Smriti. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:150:y:2018:i:c:p:432-445.

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2018Biased by success and failure: How unemployment shapes locus of control. (2018). Hennecke, Juliane ; Preuss, Malte. In: Labour Economics. RePEc:eee:labeco:v:53:y:2018:i:c:p:63-74.

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2018Locus of control and consistent investment choices. (2018). Pinger, Pia ; Schumacher, Heiner ; Schafer, Sebastian. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:75:y:2018:i:c:p:66-75.

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2018Causality deficit-inflation : wavelet transform. (2018). Ghazi, Boulila ; Elmrabet, Maissa. In: Working Papers. RePEc:hal:wpaper:hal-01941464.

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2018Invariance axioms and functional form restrictions in structural models. (2018). Dagsvik, John K. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:91:y:2018:i:c:p:85-95.

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2018An up-to-date joint labor supply and child care choice model. (2018). Thoresen, Thor ; Vatto, Trine E. In: Discussion Papers. RePEc:ssb:dispap:885.

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2018Assessing Income Tax Perturbations. (2018). Thoresen, Thor ; Jia, Zhiyang ; Christiansen, Vidar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7428.

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2018Structural policies in the euro area. (2018). Benalal, Nicholai ; Setzer, Ralph ; Anderton, Robert ; Masuch, Klaus . In: Occasional Paper Series. RePEc:ecb:ecbops:2018210.

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2018Bivariate jointness measures in Bayesian Model Averaging: Solving the conundrum. (2018). Hofmarcher, Paul ; Moser, Mathias ; Humer, Stefan ; Grun, Bettina ; Cuaresma, Jesus Crespo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:150-165.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2018). Knüppel, Malte ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:105-116.

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2018Uncertainty and Business Cycle: A Review of the Literature and Some Evidence from the Spanish Economy/Incertidumbre y Ciclo Empresarial: Revisión de la literatura y evidencia en la economía español. (2018). Basile, Roberto ; Girardi, Alessandro. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_1_16.

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2018Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana. (2018). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:85191.

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2018Measuring bank funding costs in the analysis of interest rate pass-through: Evidence from Poland. (2018). Stanisławska, Ewa ; Kapuściński, Mariusz ; Stanisawska, Ewa ; Kapuciski, Mariusz. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:288-300.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2018On the formation of inflation expectations in turbulent times: The case of the euro area. (2018). Paloviita, Maritta ; Łyziak, Tomasz. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:132-139.

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2018How does stock market volatility react to NVIX? Evidence from developed countries. (2018). Fang, Libing ; Yu, Honghai ; Chen, Ying ; Qian, Yichuo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:490-499.

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2018A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area. (2018). Tracy, Joseph ; Rich, Robert. In: Working Papers (Old Series). RePEc:fip:fedcwp:1813.

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2018Effects of monetary policy decisions on professional forecasters’ expectations and expectations uncertainty. (2018). Paloviita, Maritta ; Viren, Matti ; Oinonen, Sami. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_024.

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2018EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652.

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2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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2018Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study. (2018). Sun, Yiguo ; Wu, Ximing. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:29-:d:151386.

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2018Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts. (2018). Champagne, Julien ; Sekkel, Rodrigo ; Poulin-Bellisle, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:18-52.

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2018Monetary Policy and Asset Valuation. (2018). Bianchi, Francesco ; Ludvigson, Sydney ; Lettau, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12671.

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2018The effects of conventional and unconventional monetary policy on exchange rates. (2018). Rossi, Barbara ; Inoue, Atsushi. In: Economics Working Papers. RePEc:upf:upfgen:1639.

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2018Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?. (2018). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1641.

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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates. (2018). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1078.

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2018The Great Recession and Okuns law. (2018). Grant, Angelia L. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:291-300.

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2018Global factors and trend inflation. (2018). Wong, Benjamin ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:688.

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2018Are inflation and economic activity out of sync in the euro area?. (2018). Wauters, Joris ; Cordemans, N. In: Economic Review. RePEc:nbb:ecrart:y:2018:m:june:i:i:p:79-96.

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2018Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations. (2018). Holtemöller, Oliver ; Holtemoller, Oliver ; Dany-Knedlik, Geraldine. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181520.

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2018NKPC-Based Inflation Forecasts with a Time-Varying Trend. (2018). Rumler, Fabio ; McKnight, Stephen. In: Serie documentos de trabajo del Centro de Estudios Económicos. RePEc:emx:ceedoc:2018-05.

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2018Econometrics with system priors. (2018). Plašil, Miroslav ; Plail, Miroslav ; Andrle, Michal. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:134-137.

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2018Can in?ation expectations in business or consumer surveys improve in?ation forecasts?. (2018). Langenus, Geert ; Jonckheere, Jana ; de Antonio, David ; Basselier, Raisa. In: Working Paper Research. RePEc:nbb:reswpp:201810-348.

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2018Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data. (2018). Wauters, Joris ; Stevens, Arnoud. In: Working Paper Research. RePEc:nbb:reswpp:201810-355.

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2018Weak convergence of local quantile treatment effect processes. (2018). Hyun, JU ; Park, Byoung G. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:49-52.

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2018Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033.

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2018Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157.

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2018Quantile continuous treatment effects. (2018). Montes-Rojas, Gabriel ; Galvao, Antonio F ; Alejo, Javier. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:13-36.

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2018Fragmentation and Market Quality: The Case of European Markets. (2018). Silva, Paulo Pereira. In: De Economist. RePEc:kap:decono:v:166:y:2018:i:2:d:10.1007_s10645-018-9316-0.

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2018Estimation of an unbalanced panel data Tobit model with interactive effects. (2018). Ye, Xiaoqing ; Wu, Xiangjun ; Xu, Juan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:108-123.

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2018The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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2018Modelling the joint impact of R&D and ICT on productivity: A frontier analysis approach. (2018). Venturini, Francesco ; Vecchi, Michela ; Pieri, Fabio. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:9:p:1842-1852.

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2018Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model. (2018). Álvarez, Inmaculada ; Orea, Luis ; Gude, Alberto. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0540-z.

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2018Growth, heterogeneous technological interdependence,and spatial externalities: Theory and Evidence. (2018). Manjon Antolin, Miguel ; Ibaez, Oscar Martinez ; Miranda, Karen. In: Working Papers. RePEc:urv:wpaper:2072/307363.

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2018GMM estimation of the spatial autoregressive model in a system of interrelated networks. (2018). Lee, Lung-Fei ; Wang, Wei ; Bao, Yan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:167-198.

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2018A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors. (2018). Fingleton, Bernard ; Pirotte, Alain ; Baltagi, Badi H. In: MPRA Paper. RePEc:pra:mprapa:86371.

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2018A correlated random effects spatial Durbin model. (2018). Manjon Antolin, Miguel ; Ibaez, Oscar Martinez ; Miranda, Karen. In: Working Papers. RePEc:urv:wpaper:2072/313840.

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2018A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors. (2018). Fingleton, Bernard ; Baltagi, Badi ; Pirotte, Alain. In: IZA Discussion Papers. RePEc:iza:izadps:dp11587.

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2018Bootstrap LM tests for higher-order spatial effects in spatial linear regression models. (2018). Yang, Zhen Lin. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-018-1453-4.

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2018Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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2018Time-varying Lasso. (2018). Kapetanios, George ; Zikes, Filip. In: Economics Letters. RePEc:eee:ecolet:v:169:y:2018:i:c:p:1-6.

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2018Dynamic Interbank Network Analysis Using Latent Space Models. (2018). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Working Papers Series. RePEc:bcb:wpaper:487.

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2018Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36.

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2018The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558.

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2018Firm innovation and spillovers in Italy: Does geographical proximity matter?. (2018). Cardamone, Paola. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:11:y:2018:i:1:d:10.1007_s12076-017-0193-y.

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2018Contagious Exporting and Foreign Ownership: Evidence from Firms in Shanghai Using a Bayesian Spatial Bivariate Probit Model. (2018). Egger, Peter ; Baltagi, Badi ; Kesina, Michaela. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6993.

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2018Generalized spatial autocorrelation in a panel-probit model with an application to exporting in China. (2018). Egger, Peter ; Baltagi, Badi H ; Kesina, Michaela. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1409-0.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018Confidence Set for Group Membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Working Papers in Economics. RePEc:hhs:gunwpe:0727.

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2018Identification and estimation in panel models with overspecified number of groups. (2018). Zhou, Qiankun ; Zhang, Yonghui ; Shang, Zuofeng ; Schick, Anton ; Liu, Ruiqi. In: Departmental Working Papers. RePEc:lsu:lsuwpp:2018-03.

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2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765.

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2018Further Widening or Bridging the Gap? A Cross-Regional Study of Unemployment across the EU Amid Economic Crisis. (2018). Grekousis, George . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1702-:d:148570.

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2018Causal ordering and inference on acyclic networks. (2018). Bhattacharjee, Arnab ; Das, Samarjit ; Basak, Gopal K. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-018-1454-3.

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2018Do public libraries impact local labor markets? Evidence from Appalachia. (2018). Borges Ferreira Neto, Amir. In: MPRA Paper. RePEc:pra:mprapa:89584.

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2018Modelling market implied ratings using LASSO variable selection techniques. (2018). Sermpinis, Georgios ; Zhang, Ping ; Tsoukas, Serafeim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:19-35.

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2018A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy. (2018). Elhorst, J.Paul ; Ciccarelli, Carlo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:131-142.

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2018Analysing the Sources of Growth in an Emerging Market Economy: The Thailand Experience. (2018). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:86337.

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2018The Determinants of Economic Growth in Ghana: New Empirical Evidence. (2018). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:87123.

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2018Sorting through global corruption determinants: Institutions and education matter – Not culture. (2018). Parmeter, Christopher ; Jetter, Michael. In: World Development. RePEc:eee:wdevel:v:109:y:2018:i:c:p:279-294.

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2018Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development. (2018). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:88788.

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2018Estimation of grouped, time-varying convergence in economic growth. (2018). Semmler, Willi ; Haupt, Harry ; Schnurbus, Joachim. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:141-158.

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2018Testing for breaks in the weighting matrix. (2018). mur, jesus ; Burridge, Peter ; Angulo, Ana. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:68:y:2018:i:c:p:115-129.

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2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:35-62.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:216:p:35-62.

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2018Employment discrimination in a former Soviet Union Republic: Evidence from a field experiment. (2018). Pignatti, Norberto ; Asali, Muhammad ; Skhirtladze, Sophiko . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:4:p:1294-1309.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1803.

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2018Time-varying volatility and the power law distribution of stock returns. (2018). Warusawitharana, Missaka. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:123-141.

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2018Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2018). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt90n2h2bb.

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2018Factor augmented VAR revisited - A sparse dynamic factor model approach. (2018). Kaufmann, Sylvia ; Beyeler, Simon. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181602.

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2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. (2018). van Dijk, Herman ; Grassi, Stefano ; Baştürk, Nalan ; Hoogerheide, Lennart ; Borowska, Agnieszka ; Basturk, Nalan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180076.

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2018A note on the predictive power of survey data in nowcasting euro area GDP. (2018). Kurz-Kim, Jeong-Ryeol. In: Discussion Papers. RePEc:zbw:bubdps:102018.

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2018UK regional nowcasting using a mixed frequency vector autoregressive model. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:str:wpaper:1805.

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2018UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-07.

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2018The effects of conventional and unconventional monetary policy: A new approach. (2018). Rossi, Barbara ; Inoue, Atsushi. In: Economics Working Papers. RePEc:upf:upfgen:1638.

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2018Sharp bounds on the MTE with sample selection. (2018). Possebom, Vitor. In: MPRA Paper. RePEc:pra:mprapa:89785.

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2018Extrapolation using Selection and Moral Hazard Heterogeneity from within the Oregon Health Insurance Experiment. (2018). Kowalski, Amanda. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2135.

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2018Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7166.

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2018Is gasoline price elasticity in the United States increasing? Evidence from the 2009 and 2017 national household travel surveys. (2018). Vance, Colin ; Goetzke, Frank. In: Ruhr Economic Papers. RePEc:zbw:rwirep:765.

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2018Do Household Finances Constrain Unconventional Fiscal Policy?. (2018). Baker, Scott R ; Melzer, Brian T ; McGranahan, Leslie ; Kueng, Lorenz. In: NBER Chapters. RePEc:nbr:nberch:14184.

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2018Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13068.

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2018Greening the vehicle fleet: Norways CO2-Differentiated registration tax. (2018). Yan, Shiyu ; Eskeland, Gunnar S. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:91:y:2018:i:c:p:247-262.

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2018Do Household Finances Constrain Unconventional Fiscal Policy?. (2018). McGranahan, Leslie ; Kueng, Lorenz ; Baker, Scott ; Melzer, Brian T. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-16.

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2018The effectiveness of taxing the carbon content of energy consumption. (2018). Sen, Suphi ; Vollebergh, Herman. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:92:y:2018:i:c:p:74-99.

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2018Data Gaps, Data Incomparability, and Data Imputation: A Review of Poverty Measurement Methods for Data-Scarce Environments. (2018). Jolliffe, Dean ; Dang, Hai-Anh ; Carletto, Calogero. In: GLO Discussion Paper Series. RePEc:zbw:glodps:179.

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2018Dynamic Measurement of Poverty: Modeling and Estimation. (2018). Damico, Guglielmo ; Regnault, Philippe. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-018-0153-6.

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2018Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3.

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2018Systemic Risk and Financial Fragility in the Chinese Economy: A Dynamic Factor Model Approach. (2018). Vasilenko, Alexey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps30.

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2018Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China. (2018). Borjigin, Sumuya ; Sun, Leilei ; Yang, Xiaoguang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:107-115.

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2018Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics. (2018). Rodrigues, Paulo ; Nicolau, Joo ; Cruz, Joo . In: Working Papers. RePEc:ptu:wpaper:w201814.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2018Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices. (2018). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Working Paper series. RePEc:rim:rimwps:18-02.

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2018High-dimensional covariance forecasting based on principal component analysis of high-frequency data. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Deng, Pingjun. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:422-431.

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2018Euro area real-time density forecasting with financial or labor market frictions. (2018). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20182140.

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2018Data†Driven Identification Constraints for DSGE Models. (2018). Lanne, Markku ; Luoto, Jani. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:2:p:236-258.

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2018Better Spending for Better Lives: How Latin America and the Caribbean Can Do More with Less. (2018). Izquierdo, Alejandro ; Serrano, Rodrigo ; Martinez, Matias ; Elacqua, Gregory ; Pastor, Cinthya ; Vlaicu, Razvan ; Suarez-Aleman, Ancor ; Scartascini, Carlos ; Serebrisky, Tomas ; Keefer, Philip ; Alaimo, Veronica ; Alvarez, Laura Giles ; Riera-Crichton, Daniel ; Cafagna, Gianluca ; Puig, Jorge ; Moreno-Serra, Rodrigo ; Vuletin, Guillermo ; Pinto, Diana M ; Pessino, Carola. In: IDB Publications (Books). RePEc:idb:idbbks:9152.

Full description at Econpapers || Download Who benefits from universal child care? Estimating marginal returns to early child care attendance. (2018). Raute, Anna ; dustmann, christian ; Cornelissen, Thomas ; Schonberg, Uta. In: Ruhr Economic Papers. RePEc:zbw:rwirep:757.

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2018Who Benefits from Universal Child Care? Estimating Marginal Returns to Early Child Care Attendance. (2018). dustmann, christian ; Cornelissen, Thomas ; Schonberg, Uta ; Raute, Anna. In: IZA Discussion Papers. RePEc:iza:izadps:dp11688.

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2018Instrument-based estimation with binarized treatments: Issues and tests for the exclusion restriction. (2018). Huber, Martin ; Andresen, Martin Eckhoff. In: FSES Working Papers. RePEc:fri:fribow:fribow00492.

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2018Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza. In: Papers. RePEc:arx:papers:1811.04197.

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2018Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Wo, Tomasz ; Lutkepohl, Helmut. In: Papers. RePEc:arx:papers:1811.08167.

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2018Estimation of Factor Structured Covariance Mixed Logit Models. (2018). James, Jonathan. In: Working Papers. RePEc:cpl:wpaper:1802.

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2018Estimation of factor structured covariance mixed logit models. (2018). James, Jonathan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:41-55.

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2018Minorization-Maximization (MM) algorithms for semiparametric logit models: Bottlenecks, extensions, and comparisons. (2018). Bansal, Prateek ; Guerra, Erick ; Daziano, Ricardo A. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:115:y:2018:i:c:p:17-40.

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2018To sign or not to sign? On the response of prices to financial and uncertainty shocks. (2018). Röhe, Oke ; Rohe, Oke ; Meinen, Philipp. In: Discussion Papers. RePEc:zbw:bubdps:332018.

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2018Credit-supply shocks and firm productivity in Italy. (2018). Raissi, Mehdi ; Weber, Anke ; Doerr, Sebastian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:155-171.

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2018 The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach. (2018). Rodríguez, Gabriel ; Guevara, Carlos. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00467.

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2018The effects of the Fed’s monetary tightening campaign on nonbank mortgage lending. (2018). Evans, Jocelyn D ; Robertson, Mari L. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:164-168.

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2018To sign or not to sign? On the response of prices to financial and uncertainty shocks. (2018). Röhe, Oke ; Roehe, Oke ; Meinen, Philipp. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:189-192.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2018Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

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2018Homeowner preferences after September 11th, a microdata approach. (2018). Sayago Gomez, Juan ; Sayago-Gomez, Juan ; Nowak, Adam. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:70:y:2018:i:c:p:330-351.

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2018The Effects of Private Stocks versus Public Stocks on Food Price Volatility. (2018). Chavas, Jean-Paul ; Li, J ; Chavas, J.-P., . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275976.

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2018The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives. (2018). Legrand, Nicolas. In: Post-Print. RePEc:hal:journl:hal-01924388.

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2018Religion and the European Union. (2018). Krapf, Matthias ; Arruñada, Benito ; Arruada, Benito. In: Economics Working Papers. RePEc:upf:upfgen:1601.

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2018Religion and the European Union. (2018). Krapf, Matthias ; Arruñada, Benito ; Arruada, Benito. In: Working Papers. RePEc:bge:wpaper:1025.

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2018Property Heterogeneity and Convergence Club Formation among Local House Prices. (2018). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Working Paper series. RePEc:rim:rimwps:18-35.

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2018A convergence assessment of water price rates: evidence from major U.S. cities. (2018). Tzeremes, Nickolaos. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:11:y:2018:i:3:d:10.1007_s12076-018-0218-1.

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2018Convergence in the Chinese airline industry: A Malmquist productivity analysis. (2018). Tzeremes, Nickolaos ; Chen, Zhongfei. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:73:y:2018:i:c:p:77-86.

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2018Fast and reliable computation of generalized synthetic controls. (2018). Becker, Martin ; Klossner, Stefan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19.

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2018Do natural disasters influence long-term saving?: Assessing the impact of the 2008 Sichuan earthquake on household saving rates using synthetic control. (2018). Kinugasa, Tomoko ; Luo, Kevin. In: Discussion Papers. RePEc:koe:wpaper:1804.

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2018Cross-Validating Synthetic Controls. (2018). Pfeifer, Gregor ; Klner, Stefan ; Becker, Martin. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00821.

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2018Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment?. (2018). Pfeifer, Gregor ; Klossner, Stefan. In: MPRA Paper. RePEc:pra:mprapa:88175.

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2018Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:87084.

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2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

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2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018.

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2018The young, the old, and the government: demographics and fiscal multipliers. (2018). Basso, Henrique ; Rachedi, Omar. In: Working Papers. RePEc:bde:wpaper:1837.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018Monetary policy and the relative price of durable goods. (2018). Melina, Giovanni ; Cantelmo, Alessandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:1-48.

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2018The role of regional and sectoral factors in Russian inflation developments. (2018). Tsvetkova, Anna ; Ponomarenko, Alexey ; Deryugina, Elena ; Karlova, Natalia . In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps36.

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2018Measuring inefficiency in the presence of bad outputs: Does the disposability assumption matter?. (2018). Hampf, Benjamin. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:1:d:10.1007_s00181-016-1204-3.

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2018Shadow prices of $$\hbox {CO}_{2}$$ CO 2 emissions at US electric utilities: a random-coefficient, random-directional-vector directional output distance function approach. (2018). Wang, Chuan ; Serletis, Apostolos ; Feng, Guohua. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:1:d:10.1007_s00181-016-1217-y.

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2018A novel model of costly technical efficiency. (2018). Tsionas, Mike G ; Izzeldin, Marwan. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:2:p:653-664.

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2018An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking. (2018). Malikov, Emir ; Kumbhakar, Subal ; Tsionas, Efthymios G. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:2:p:747-760.

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2018Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares. (2018). Tsionas, Mike G ; Izzeldin, Marwan. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:3:p:797-807.

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2018Revisiting Transformation and Directional Technology Distance Functions. (2018). Kolomiytseva, Yaryna. In: Papers. RePEc:arx:papers:1812.10108.

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2018Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime. In: Cahiers de recherche. RePEc:lvl:crrecr:1814.

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2018New HSIC-based tests for independence between two stationary multivariate time series. (2018). Zhu, Ke ; Li, Wai Keung ; Wang, Guochang. In: Papers. RePEc:arx:papers:1804.09866.

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2018Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study. (2018). Wolski, Marcin. In: EIB Working Papers. RePEc:zbw:eibwps:201805.

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2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

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2018Financial factors and labor market fluctuations. (2018). Zhang, Yahong. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:24-44.

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2018Accounting for Mismatch Unemployment. (2018). van Rens, Thijs ; Herz, Benedikt. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12972.

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2018Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK. (2018). Ellington, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:225-236.

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2018LTV vs. DTI Constraints: When Did They Bind, and How Do They Interact?. (2018). Ingholt, Marcus. In: 2018 Meeting Papers. RePEc:red:sed018:866.

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2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-02.

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2018Monetary Policy across Space and Time. (2018). Matthes, Christian ; Liu, Laura ; Petrova, Katerina. In: Working Paper. RePEc:fip:fedrwp:18-14.

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2018Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_003.

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2018Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR. (2018). Fontaine, Idriss ; Didier, Laurent ; Razafindravaosolonirina, Justinien. In: China Economic Review. RePEc:eee:chieco:v:51:y:2018:i:c:p:1-19.

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2018Potential ECB reaction functions with time-varying parameters: an assessment. (2018). Rivolta, Giulia. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1337-z.

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2018Model instability in predictive exchange rate regressions. (2018). Huber, Florian ; Hauzenberger, Niko. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_008.

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2018The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069.

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2018Combined Density Nowcasting in an Uncertain Economic Environment. (2018). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:131-145.

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2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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2018On the cyclical properties of Hamiltons regression filter. (2018). Schüler, Yves ; Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:032018.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2018Credit-based early warning indicators of banking crises in emerging markets. (2018). Gersl, Adam ; Jaova, Martina ; Gerl, Adam . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:18-31.

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2018The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:723.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2018Historical Patterns of Inequality and Productivity around Financial Crises. (2018). Paul, Pascal . In: 2018 Meeting Papers. RePEc:red:sed018:583.

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2018The maple bubble: A history of migration among Canadian provinces. (2018). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:57-71.

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2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54.

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2018Integrating Monetary Policy and Financial Stability: A New Framework. (2018). Klungjaturavet, Chutipha ; Tunyavetchakit, Sophon ; Nookhwun, Nuwat ; Jindarak, Bovonvich ; Wongwachara, Warapong . In: PIER Discussion Papers. RePEc:pui:dpaper:100.

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2018Commodity Price Movements and Banking Crises. (2018). Presbitero, Andrea ; Eberhardt, Markus. In: IMF Working Papers. RePEc:imf:imfwpa:18/153.

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2018Speculative price bubbles in urban housing markets. (2018). Kholodilin, Konstantin A ; Ulbricht, Dirk ; Michelsen, Claus. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1347-x.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

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2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

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2018Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model. (2018). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Crespo Cuaresma, Jesus. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_006.

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2018Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model. (2018). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Discussion Paper Series in Economics. RePEc:hhs:nhheco:2018_031.

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2018What Drives Output Volatility? The Role of Demographics and Government Size Revisited. (2018). Vierke, Hauke ; Iseringhausen, Martin. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:075.

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2018Approximate nonparametric maximum likelihood for mixture models: A convex optimization approach to fitting arbitrary multivariate mixing distributions. (2018). Feng, Long ; Dicker, Lee H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:122:y:2018:i:c:p:80-91.

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2018Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2018Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-36.

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2018Nonparametric estimation of international R&D spillovers. (2018). Gioldasis, Georgios ; Simioni, Michel ; Musolesi, Antonio. In: Working Papers. RePEc:udf:wpaper:2018037.

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2018Nonparametric estimation of international R&D spillovers. (2018). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: SEEDS Working Papers. RePEc:srt:wpaper:0318.

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2018The Effect of Metropolitan Technological Progress on the Non-metropolitan Labor Market: Evidence from U.S. Patent Counts. (2018). Hean, Oudom. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274176.

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2018Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter. (2018). Debarsy, Nicolas ; Yang, Zhenlin. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:1-5.

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2018Do higher salaries yield better teachers and better student outcomes?. (2018). Cabrera, José María ; Webbink, Dinand. In: Documentos de Trabajo/Working Papers. RePEc:mnt:wpaper:1804.

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2018Do higher salaries yield better teachers and better student outcomes?. (2018). Cabrera, Jose Maria ; Webbink, Dinand. In: MPRA Paper. RePEc:pra:mprapa:86972.

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2018The Effect of Grade Retention on Secondary School Performance: Evidence from a Natural Experiment. (2018). Golsteyn, Bart ; Ferreira Sequeda, Maria ; Parra-Cely, Sergio. In: IZA Discussion Papers. RePEc:iza:izadps:dp11604.

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2018The Effect of Grade Retention on Secondary School Performance: Evidence from a Natural Experiment. (2018). Golsteyn, Bart ; Ferreira Sequeda, Maria ; Cely, Sergio Parra . In: Research Memorandum. RePEc:unm:umagsb:2018018.

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2018The effect of grade retention on secondary school performance: Evidence from a natural experiment. (2018). Golsteyn, Bart ; Ferreira Sequeda, Maria ; Cely, Sergio Parra . In: ROA Research Memorandum. RePEc:unm:umaror:2018003.

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2018What Remains of Cross-Country Convergence?. (2018). Papageorgiou, Chris ; Johnson, Paul. In: MPRA Paper. RePEc:pra:mprapa:89355.

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2018Price Based Policies for Managing Residential Development and Impacts on Water Quality. (2018). Wrenn, Douglas ; Newburn, David ; Klaiber, Henry. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274029.

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2018To Build or Not to Build: Examining Coastal Vulnerability via Residential Development in North Carolina. (2018). Klaiber, Allen ; Gopalakrishnan, Sathya ; Li, Xiaoyu. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274443.

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2018How Long Does It Take You to Pay? A Duration Study of Canadian Retail Transaction Payment Times. (2018). Vallée, Geneviève ; Vallee, Genevieve. In: Staff Working Papers. RePEc:bca:bocawp:18-46.

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2018Approximate Bayesian forecasting. (2018). McCabe, Brendan ; Martin, Gael M ; Maneesoonthorn, Worapree ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-2.

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2018Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns. (2018). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:1-29.

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2018(At Least) Four Theories for Sovereign Default. (2018). Eberhardt, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13084.

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2018Nonlinear factor models for network and panel data. (2018). Weidner, Martin ; Fernandez-Val, Ivan ; Chen, Mingli. In: CeMMAP working papers. RePEc:ifs:cemmap:38/18.

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2018Endogenous scope economies in microfinance institutions. (2018). Malikov, Emir ; Hartarska, Valentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:162-182.

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2018Exploring the effect of crisis on cooperatives: A Bayesian performance analysis of French craftsmen cooperatives. (2018). Rousselière, Damien ; Rousseliere, Damien ; Musson, Anne. In: Working Papers. RePEc:ags:inrasl:279350.

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2018Endogenous Scope Economies in Microfinance Institutions. (2018). Malikov, Emir ; Hartarska, Valentina. In: MPRA Paper. RePEc:pra:mprapa:87450.

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2018Asset Price Distributions and Efficient Markets. (2018). Stroup, Caleb ; Fernholz, Ricardo. In: Papers. RePEc:arx:papers:1810.12840.

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2018The Rank Effect. (2018). Koch, Christoffer ; Fernholz, Ricardo T. In: Papers. RePEc:arx:papers:1812.06000.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Papers. RePEc:arx:papers:1810.13237.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2018:17.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12039.

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2018Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2018). Lechner, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12040.

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2018
2018Changing risk-return profiles. (2018). Hundtofte, C. ; Giannone, Domenico ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:850.

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2018Combining predictive distributions for the statistical post-processing of ensemble forecasts. (2018). Baran, Sandor ; Lerch, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:477-496.

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2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747.

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2018Intertemporal Similarity of Economic Time Series. (2018). Franses, Philip Hans ; Wiemann, T ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:109916.

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2018Inference with Difference-in-Differences Revisited. (2018). Crossley, Thomas ; Brewer, Mike ; Robert, Joyce ; Thomas, Crossley ; Mike, Brewer. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:7:y:2018:i:1:p:16:n:9.

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2018Ex-post Analysis of Mobile Telecom Mergers: The Case of Austria and The Netherlands. (2018). Kemp, Ron ; Schwarz, Anton ; Martile, Luca ; Buehler, Benno ; Aguzzoni, Luca. In: De Economist. RePEc:kap:decono:v:166:y:2018:i:1:d:10.1007_s10645-017-9308-5.

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2018(Un-)intended effects of fiscal rules. (2018). Feld, Lars ; Burret, Heiko T. In: European Journal of Political Economy. RePEc:eee:poleco:v:52:y:2018:i:c:p:166-191.

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2018Impact of security expenditures in military alliances on violence from non-state actors: Evidence from India. (2018). Gupta, Dhruv ; Sriram, Karthik. In: World Development. RePEc:eee:wdevel:v:107:y:2018:i:c:p:338-357.

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2018Vertical effects of fiscal rules: the Swiss experience. (2018). Feld, Lars ; Burret, Heiko T. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:25:y:2018:i:3:d:10.1007_s10797-017-9467-y.

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2018Does When You Die Depend on Where You Live? Evidence from Hurricane Katrina. (2018). Deryugina, Tatyana ; Molitor, David. In: NBER Working Papers. RePEc:nbr:nberwo:24822.

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2018Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors. (2018). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: Working Paper. RePEc:qed:wpaper:1399.

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2018The wild bootstrap with a small number of large clusters. (2018). Shaikh, Azeem ; Santos, Andres ; Canay, Ivan A. In: CeMMAP working papers. RePEc:ifs:cemmap:27/18.

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2018Bribes vs. Taxes: Market Structure and Incentives. (2018). De Giorgi, Giacomo ; Choi, Jieun ; Amodio, Francesco ; Rahman, Aminur ; DeGiorgi, Giacomo . In: IZA Discussion Papers. RePEc:iza:izadps:dp11668.

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2018Behavioral Nudges and Nutrition Education in Bangladesh: Experimental Evidence Comparing Food Choices in a Lab Setting to Decisions at Home. (2018). Rahman, Wakilur M ; Mullally, Conner C ; Kropp, Jaclyn D ; Davidson, Kelly A. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274134.

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2018Backward participation in global value chains and exchange rate driven adjustments of Swiss exports. (2018). Fauceglia, Dario ; Wermelinger, Martin ; Shingal, Anirudh ; Lassmann, Andrea. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:154:y:2018:i:3:d:10.1007_s10290-018-0310-z.

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2018Fiscal Federalism and Economic Performance - New Evidence from Switzerland. (2018). Schaltegger, Christoph ; Feld, Lars ; Burret, Heiko T. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7250.

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2018.

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2018Bribes vs. Taxes: Market Structure and Incentives. (2018). Amodio, Francesco ; Rahman, Aminur ; de Giorgi, Giacomo ; DeGiorgi, Giacomo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13055.

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2018Issue linkage across international organizations: Does European countries’ temporary membership in the UN Security Council increase their receipts from the EU budget?. (2018). Mikulaschek, Christoph. In: The Review of International Organizations. RePEc:spr:revint:v:13:y:2018:i:4:d:10.1007_s11558-017-9289-9.

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2018The long-run effects of pandemic influenza on the development of children from elite backgrounds: Evidence from industrializing Japan. (2018). Ogasawara, Kota. In: Economics & Human Biology. RePEc:eee:ehbiol:v:31:y:2018:i:c:p:125-137.

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2018Can cigarette taxes during pregnancy mitigate the intergenerational transmission of socioeconomic status?. (2018). Settele, Sonja ; van Ewijk, Reyn . In: Labour Economics. RePEc:eee:labeco:v:55:y:2018:i:c:p:130-148.

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2018OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). GUPTA, RANGAN ; Yoon, Seong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214.

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2018Inflation expectations and the price at the pump. (2018). Binder, Carola. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:1-18.

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2018Panel Data Quantile Regression with Grouped Fixed Effects. (2018). Volgushev, Stanislav. In: Papers. RePEc:arx:papers:1801.05041.

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2018Behavioral responses and welfare reform: Evidence from a randomized experiment. (2018). Hartley, Robert Paul ; Lamarche, Carlos . In: Labour Economics. RePEc:eee:labeco:v:54:y:2018:i:c:p:135-151.

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2018Bayesian estimation of mixed logit models: Selecting an appropriate prior for the covariance matrix. (2018). Akinc, Deniz ; Vandebroek, Martina. In: Journal of choice modelling. RePEc:eee:eejocm:v:29:y:2018:i:c:p:133-151.

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2018Economic dynamics during periods of financial stress: Evidences from Brazil. (2018). Stona, Filipe ; Triches, Divanildo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:130-144.

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2018Macroeconomic Policies and Transmission Dynamics in India. (2018). Kapur, Muneesh. In: MPRA Paper. RePEc:pra:mprapa:88566.

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2018Post-crisis business investment in the euro area and the role of monetary policy. (2018). Jannsen, Nils ; Ademmer, Martin. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:180839.

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2018Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment. (2018). Rohloff, Hannes ; Herwartz, Helmut. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:358.

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2018The macroeconomic effects of asset purchases revisited. (2018). Hofmann, Boris ; Weber, James Michael ; Hesse, Henning. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:115-138.

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2018Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0219.

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2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

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2018Time varying cointegration and the UK great ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: CAMA Working Papers. RePEc:een:camaaa:2018-53.

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2018Time varying cointegration and the UK Great Ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23320.

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2018Same Spain, less pain?. (2018). Rees, Daniel ; Gomez-Gonzalez, Patricia . In: European Economic Review. RePEc:eee:eecrev:v:110:y:2018:i:c:p:78-107.

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Recent citations
Recent citations received in 2018
YearCiting document
2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

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2018Measuring the Natural Rates of Interest in Germany and Italy. (2018). Bystrov, Victor ; Victor, Bystrov. In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2018.

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2018Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment. (2018). Sant'Anna, Pedro ; Callaway, Brantly. In: Papers. RePEc:arx:papers:1803.09015.

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2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

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2018What Determines the Neutral Rate of Interest in an Emerging Economy?. (2018). Carrillo, Julio ; Jessica, Roldan-Pea ; Alonso, Rodriguez-Perez Cid ; Rocio, Elizondo ; Julio, Carrillo . In: Working Papers. RePEc:bdm:wpaper:2018-22.

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2018Assessing the Synchronicity and Nature of Australian State Business Cycles. (2018). Poon, Aubrey. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:372-390.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2018Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

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2018Superstar Economists: Coauthorship Networks and Research Output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Hsieh, Chih-Sheng ; Konig, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7309.

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2018What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers. (2018). Lim, Guay ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7366.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Somatic Distance, Trust and Trade. (2018). Toubal, Farid ; Melitz, Jacques. In: Working Papers. RePEc:cii:cepidt:2018-11.

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2018Banking Technology in a Markov Switching Economy. (2018). Serletis, Apostolos ; Isakin, Maksim. In: Working Papers. RePEc:clg:wpaper:2018-18.

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2018Off the Radar: Exploring the Rise of Shadow Banking in the EU. (2018). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2018/16.

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2018Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case. (2018). Vlcek, Jan ; Hledik, Tibor. In: Working Papers. RePEc:cnb:wpaper:2018/7.

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2018The Forcasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13034.

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2018Superstar Economists: Coauthorship networks and research output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Konig, Michael ; Hsieh, Chih-Sheng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13239.

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2018Somatic Distance; Trust and Trade. (2018). Toubal, Farid ; Melitz, Jacques. In: Working Papers. RePEc:crs:wpaper:2018-11.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

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2018Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905.

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2018Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215.

Full description at Econpapers || Download The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43. (2018). Brand, Claus ; Bielecki, Marcin ; Penalver, Adrian. In: Occasional Paper Series. RePEc:ecb:ecbops:2018217.

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2018The natural rate of interest and the financial cycle. (2018). Krustev, Georgi. In: Working Paper Series. RePEc:ecb:ecbwps:20182168.

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2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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2018Time-varying Lasso. (2018). Kapetanios, George ; Zikes, Filip. In: Economics Letters. RePEc:eee:ecolet:v:169:y:2018:i:c:p:1-6.

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2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

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2018The effects of the Fed’s monetary tightening campaign on nonbank mortgage lending. (2018). Evans, Jocelyn D ; Robertson, Mari L. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:164-168.

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2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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2018A generalised stochastic volatility in mean VAR. (2018). Mumtaz, Haroon. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:10-14.

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2018Identifying latent grouped patterns in panel data models with interactive fixed effects. (2018). Su, Liangjun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:554-573.

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2018A robust test for network generated dependence. (2018). Prucha, Ingmar ; Liu, Xiaodong. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:92-113.

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2018Three-generation mobility in the United States, 1850–1940: The role of maternal and paternal grandparents. (2018). Salisbury, Laura ; Olivetti, Claudia ; Paserman, Daniele M. In: Explorations in Economic History. RePEc:eee:exehis:v:70:y:2018:i:c:p:73-90.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2018Inversion copulas from nonlinear state space models with an application to inflation forecasting. (2018). Smith, Michael Stanley ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:389-407.

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2018Does experience rating reduce sickness and disability claims? Evidence from policy kinks. (2018). Kyyra, Tomi ; Paukkeri, Tuuli. In: Journal of Health Economics. RePEc:eee:jhecon:v:61:y:2018:i:c:p:178-192.

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2018Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators. (2018). Pesaran, M ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:349.

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2018Superstar Economists: Coauthorship networks and research output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; König, Michael ; Hsieh, Chih-Sheng ; Konig, Michael D. In: Working Papers. RePEc:fip:fedlwp:2018-028.

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2018Monetary Policy across Space and Time. (2018). Matthes, Christian ; Liu, Laura ; Petrova, Katerina. In: Working Paper. RePEc:fip:fedrwp:18-14.

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2018Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review. (2018). Trapin, Luca ; Bee, Marco. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:45-:d:142858.

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2018Decentralization estimators for instrumental variable quantile regression models. (2018). Wüthrich, Kaspar ; Kaido, Hiroaki ; Wuthrich, Kaspar. In: CeMMAP working papers. RePEc:ifs:cemmap:72/18.

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2018Modeling Systemic Risk with Markov Switching Graphical SUR Models. (2018). Guidolin, Massimo ; Billio, Monica ; Bianchi, Daniele ; Casarin, Roberto. In: Working Papers. RePEc:igi:igierp:626.

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2018Brazil; Financial System Stability Assessment. (2018). International Monetary Fund, . In: IMF Staff Country Reports. RePEc:imf:imfscr:18/339.

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2018House Price Synchronicity, Banking Integration, and Global Financial Conditions. (2018). Alter, Adrian ; Seneviratne, Dulani ; Dokko, Jane. In: IMF Working Papers. RePEc:imf:imfwpa:18/250.

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2018Household Collective Models: Three Decades of Theoretical Contributions and Empirical Evidence. (2018). Molina, José Alberto ; Donni, Olivier. In: IZA Discussion Papers. RePEc:iza:izadps:dp11915.

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2018Superstar Economists: Coauthorship Networks and Research Output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Hsieh, Chih-Sheng ; Konig, Michael D. In: IZA Discussion Papers. RePEc:iza:izadps:dp11916.

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2018Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2608.

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2018Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand . In: Cahiers de recherche. RePEc:lvl:crrecr:1815.

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2018The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:138.

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2018The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0070.

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Recent citations received in 2017
YearCiting document
2017The Impact of the Fracking Boom on Arab Oil Producers. (2017). Kilian, Lutz. In: The Energy Journal. RePEc:aen:journl:ej38-6-kilian.

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2017Price-Based Policies for Managing Residential Land Development: Impacts on Water Quality. (2017). Wrenn, Douglas ; Newburn, David ; Klaiber, Henry. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258578.

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2017Labour Supply and Informal Care Supply: The Impacts of Financial Support for Long-Term Elderly Care. (2017). Walker, Ian ; Picchio, Matteo ; Ohinata, Asako ; Hollingsworth, Bruce. In: Working Papers. RePEc:anc:wpaper:424.

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2017Validity and Reliability of Contingent Valuation and Life Satisfaction Measures of Welfare: An Application to the Value of National Olympic Success. (2017). Whitehead, John ; Johnson, Bruce ; Humphreys, Brad. In: Working Papers. RePEc:apl:wpaper:17-08.

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2017Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach. (2017). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe. In: Papers. RePEc:arx:papers:1708.02073.

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2017Tests of Policy Interventions in DSGE Models. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1706.

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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?. (2017). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:17-50.

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2017The financial stability dark side of monetary policy. (2017). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1121_17.

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2017Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models. (2017). Leorato, Samantha ; Billé, Anna Gloria ; Bille, Anna Gloria. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps44.

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2017Wealth Distribution with Random Discount Factors. (2017). Toda, Alexis Akira. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5n29f260.

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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6835.

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2017Measuring Productivity and Absorptive Capacity Evolution in OECD Economies. (2017). Everaert, Gerdie ; Eberhardt, Markus ; de Visscher, Stef . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12261.

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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12532.

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2017Should We Use Linearized Models To Calculate Fiscal Multipliers?. (2017). Trabandt, Mathias ; Lindi, Jesper. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12533.

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2017Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2017). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1707.

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2017Assessing DSGE model nonlinearities. (2017). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54.

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2017The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics. (2017). Hu, Yingyao. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:154-168.

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2017Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:322-332.

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2017A spatial generalized ordered-response model with skew normal kernel error terms with an application to bicycling frequency. (2017). Bhat, Chandra R ; Astroza, Sebastian ; Hamdi, Amin S. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:95:y:2017:i:c:p:126-148.

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2017Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. (2017). Neely, Christopher ; Winkelmann, Lars ; Bibinger, Markus. In: Working Papers. RePEc:fip:fedlwp:2017-012.

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2017An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts. (2017). McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2017-040.

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2017Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: CFS Working Paper Series. RePEc:zbw:cfswop:577.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: SIRE Discussion Papers. RePEc:edn:sirdps:679.

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

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2015Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing. (2015). Roventini, Andrea ; Napoletano, Mauro ; Gaffard, Jean-Luc. In: GREDEG Working Papers. RePEc:gre:wpaper:2015-30.

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2015SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING. (2015). Quiroz, Matias ; Kohn, Robert ; Villani, Mattias. In: Working Paper Series. RePEc:hhs:rbnkwp:0297.

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

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

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

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

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2015Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model. (2015). Teglio, Andrea ; Raberto, Marco ; Mazzocchetti, Andrea ; Cincotti, Silvano ; Ponta, Linda. In: Working Papers. RePEc:jau:wpaper:2015/07.

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

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

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

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

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

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

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

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

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

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

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

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

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2015Choques fiscais e instabilidade financeira no Brasil: uma abordagem TVAR. (2015). Soave, Gian. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon2.

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2015Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing. (2015). Roventini, Andrea ; Napoletano, Mauro ; Gaffard, Jean-Luc. In: LEM Papers Series. RePEc:ssa:lemwps:2015/19.

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

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2015Assessing 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.

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