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IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1992 | 0 | 0.09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.2 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.08 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.1 | |||||
1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.1 | |||||
1998 | 0 | 0.27 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.12 | |||||
1999 | 0 | 0.29 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.14 | |||||
2000 | 0 | 0.34 | 0 | 0 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 0 | 0.15 | |||||
2001 | 0 | 0.36 | 0 | 0 | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 0 | 0.16 | |||||
2002 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0.21 | |||||
2003 | 0 | 0.41 | 0 | 0 | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0.2 | |||||
2004 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0.21 | |||||
2005 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 0 | 0.22 | |||||
2006 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 7 | 0 | 0 | 0 | 0 | 0.21 | |||||
2007 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 7 | 0 | 0 | 0 | 0 | 0.19 | |||||
2008 | 0 | 0.45 | 0 | 0 | 0 | 0 | 0 | 8 | 0 | 0 | 0 | 0 | 0.21 | |||||
2009 | 0 | 0.44 | 1.67 | 0 | 3 | 3 | 28 | 2 | 13 | 0 | 0 | 0 | 2 | 0.67 | 0.21 | |||
2010 | 0.67 | 0.44 | 1.25 | 0.67 | 1 | 4 | 11 | 2 | 18 | 3 | 2 | 3 | 2 | 0 | 0 | 0.18 | ||
2011 | 0.75 | 0.46 | 0.46 | 0.75 | 78 | 82 | 2091 | 32 | 56 | 4 | 3 | 4 | 3 | 2 | 6.3 | 29 | 0.37 | 0.21 |
2012 | 0.97 | 0.47 | 1.05 | 1 | 53 | 135 | 1330 | 127 | 198 | 79 | 77 | 82 | 82 | 0 | 45 | 0.85 | 0.19 | |
2013 | 1.82 | 0.53 | 1.84 | 1.77 | 44 | 179 | 1070 | 327 | 528 | 131 | 239 | 135 | 239 | 2 | 0.6 | 62 | 1.41 | 0.22 |
2014 | 3.12 | 0.55 | 2.65 | 3.03 | 58 | 237 | 489 | 619 | 1157 | 97 | 303 | 179 | 543 | 3 | 0.5 | 26 | 0.45 | 0.21 |
2015 | 1.95 | 0.55 | 2.66 | 2.68 | 48 | 285 | 468 | 749 | 1916 | 102 | 199 | 234 | 626 | 7 | 0.9 | 34 | 0.71 | 0.21 |
2016 | 1.48 | 0.56 | 2.6 | 2.62 | 52 | 337 | 397 | 871 | 2792 | 106 | 157 | 281 | 737 | 9 | 1 | 16 | 0.31 | 0.2 |
2017 | 1.32 | 0.58 | 2.39 | 2.04 | 45 | 382 | 157 | 907 | 3704 | 100 | 132 | 255 | 519 | 11 | 1.2 | 11 | 0.24 | 0.21 |
2018 | 1.66 | 0.7 | 2.42 | 1.95 | 60 | 442 | 135 | 1054 | 4773 | 97 | 161 | 247 | 481 | 9 | 0.9 | 23 | 0.38 | 0.28 |
2019 | 1.37 | 0.88 | 2.64 | 1.69 | 60 | 502 | 183 | 1325 | 6098 | 105 | 144 | 263 | 445 | 0 | 94 | 1.57 | 0.33 |
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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2011 | Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249. Full description at Econpapers || Download paper | 697 |
2 | 2012 | Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80. Full description at Econpapers || Download paper | 339 |
3 | 2011 | Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11. Full description at Econpapers || Download paper | 234 |
4 | 2013 | Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264. Full description at Econpapers || Download paper | 152 |
5 | 2011 | Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39. Full description at Econpapers || Download paper | 139 |
6 | 2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341. Full description at Econpapers || Download paper | 132 |
7 | 2013 | Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299. Full description at Econpapers || Download paper | 130 |
8 | 2012 | Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228. Full description at Econpapers || Download paper | 130 |
9 | 2013 | A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369. Full description at Econpapers || Download paper | 113 |
10 | 2012 | Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467. Full description at Econpapers || Download paper | 100 |
11 | 2012 | Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493. Full description at Econpapers || Download paper | 94 |
12 | 2016 | FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589. Full description at Econpapers || Download paper | 91 |
13 | 2013 | Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251. Full description at Econpapers || Download paper | 90 |
14 | 2012 | Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380. Full description at Econpapers || Download paper | 88 |
15 | 2011 | A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563. Full description at Econpapers || Download paper | 88 |
16 | 2012 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453. Full description at Econpapers || Download paper | 86 |
17 | 2013 | Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44. Full description at Econpapers || Download paper | 85 |
18 | 2011 | Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422. Full description at Econpapers || Download paper | 83 |
19 | 2015 | Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1. Full description at Econpapers || Download paper | 82 |
20 | 2019 | Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204. Full description at Econpapers || Download paper | 81 |
21 | 2011 | A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438. Full description at Econpapers || Download paper | 71 |
22 | 2014 | Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284. Full description at Econpapers || Download paper | 64 |
23 | 2015 | Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269. Full description at Econpapers || Download paper | 62 |
24 | 2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227. Full description at Econpapers || Download paper | 61 |
25 | 2015 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351. Full description at Econpapers || Download paper | 61 |
26 | 2015 | Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380. Full description at Econpapers || Download paper | 59 |
27 | 2012 | Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255. Full description at Econpapers || Download paper | 56 |
28 | Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). Urga, Giovanni ; DUMITRU, ANA-MARIA. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255. Full description at Econpapers || Download paper | 53 | |
29 | 2011 | Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160. Full description at Econpapers || Download paper | 50 |
30 | 2014 | Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Fan, Jianqing ; Xiu, Dacheng ; Qi, Lei. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191. Full description at Econpapers || Download paper | 49 |
31 | 2013 | Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93. Full description at Econpapers || Download paper | 48 |
32 | 2011 | Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318. Full description at Econpapers || Download paper | 47 |
33 | 2011 | A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594. Full description at Econpapers || Download paper | 46 |
34 | 2014 | Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68. Full description at Econpapers || Download paper | 45 |
35 | 2014 | Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500. Full description at Econpapers || Download paper | 43 |
36 | 2013 | Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164. Full description at Econpapers || Download paper | 43 |
37 | 2011 | Volatility Jumps. (2011). Tauchen, George ; Todorov, Viktor. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371. Full description at Econpapers || Download paper | 42 |
38 | 2013 | Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357. Full description at Econpapers || Download paper | 42 |
39 | 2014 | Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216. Full description at Econpapers || Download paper | 42 |
40 | 2013 | On Identification of Bayesian DSGE Models. (2013). Smith, Ronald ; Pesaran, M ; Koop, Gary. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314. Full description at Econpapers || Download paper | 39 |
41 | 2013 | Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; Guérin, Pierre ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56. Full description at Econpapers || Download paper | 39 |
42 | 2012 | Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17. Full description at Econpapers || Download paper | 38 |
43 | 2012 | Time Varying Dimension Models. (2012). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367. Full description at Econpapers || Download paper | 38 |
44 | 2013 | Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Racine, Jeffrey ; Li, Qi ; Lin, Juan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65. Full description at Econpapers || Download paper | 37 |
45 | 2013 | A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106. Full description at Econpapers || Download paper | 36 |
46 | 2016 | Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390. Full description at Econpapers || Download paper | 33 |
47 | 2011 | Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets. (2011). Chen, Cathy W. S. ; Cathy W. S. Chen, ; Gerlach, Richard H. ; Nancy Y. C. Chan, ; Cathy W. S. Chen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:481-492. Full description at Econpapers || Download paper | 32 |
48 | 2011 | Employer-to-Employer Flows in the United States: Estimates Using Linked Employer-Employee Data. (2011). McEntarfer, Erika ; Haltiwanger, John ; Fallick, Bruce ; Bjelland, Melissa . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:493-505. Full description at Econpapers || Download paper | 31 |
49 | 2012 | The Factor--Spline--GARCH Model for High and Low Frequency Correlations. (2012). Rangel, Jos Gonzalo ; Engle, Robert F.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:109-124. Full description at Econpapers || Download paper | 31 |
50 | 2012 | VAR Estimation and Forecasting When Data Are Subject to Revision. (2012). Koenig, Evan F. ; Kishor, Kundan N.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:181-190. Full description at Econpapers || Download paper | 30 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2011 | Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249. Full description at Econpapers || Download paper | 212 |
2 | 2012 | Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80. Full description at Econpapers || Download paper | 124 |
3 | 2011 | Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11. Full description at Econpapers || Download paper | 107 |
4 | 2016 | FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589. Full description at Econpapers || Download paper | 83 |
5 | 2013 | A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369. Full description at Econpapers || Download paper | 80 |
6 | 2019 | Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204. Full description at Econpapers || Download paper | 79 |
7 | 2013 | Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264. Full description at Econpapers || Download paper | 45 |
8 | 2015 | Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1. Full description at Econpapers || Download paper | 45 |
9 | 2012 | Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228. Full description at Econpapers || Download paper | 43 |
10 | 2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341. Full description at Econpapers || Download paper | 43 |
11 | 2015 | Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351. Full description at Econpapers || Download paper | 42 |
12 | 2015 | Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380. Full description at Econpapers || Download paper | 41 |
13 | 2012 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453. Full description at Econpapers || Download paper | 40 |
14 | 2011 | Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422. Full description at Econpapers || Download paper | 39 |
15 | 2013 | Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299. Full description at Econpapers || Download paper | 38 |
16 | 2012 | Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380. Full description at Econpapers || Download paper | 37 |
17 | 2011 | Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39. Full description at Econpapers || Download paper | 33 |
18 | 2013 | Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251. Full description at Econpapers || Download paper | 32 |
19 | 2016 | Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390. Full description at Econpapers || Download paper | 31 |
20 | 2019 | Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456. Full description at Econpapers || Download paper | 27 |
21 | 2012 | Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493. Full description at Econpapers || Download paper | 26 |
22 | 2014 | Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216. Full description at Econpapers || Download paper | 25 |
23 | 2011 | A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563. Full description at Econpapers || Download paper | 25 |
24 | 2017 | The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28. Full description at Econpapers || Download paper | 25 |
25 | 2015 | Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269. Full description at Econpapers || Download paper | 24 |
26 | 2016 | Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Wilson, Paul W ; Kneip, Alois. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:435-456. Full description at Econpapers || Download paper | 24 |
27 | 2013 | Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93. Full description at Econpapers || Download paper | 23 |
28 | 2012 | Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467. Full description at Econpapers || Download paper | 23 |
29 | 2013 | Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164. Full description at Econpapers || Download paper | 21 |
30 | 2014 | Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500. Full description at Econpapers || Download paper | 21 |
31 | 2011 | Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160. Full description at Econpapers || Download paper | 21 |
32 | 2013 | Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44. Full description at Econpapers || Download paper | 20 |
33 | 2014 | Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Fan, Jianqing ; Xiu, Dacheng ; Qi, Lei. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191. Full description at Econpapers || Download paper | 19 |
34 | 2013 | Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357. Full description at Econpapers || Download paper | 19 |
35 | 2014 | Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68. Full description at Econpapers || Download paper | 18 |
36 | 2012 | Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255. Full description at Econpapers || Download paper | 18 |
37 | 2019 | Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39. Full description at Econpapers || Download paper | 18 |
38 | 2018 | Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387. Full description at Econpapers || Download paper | 17 |
39 | 2016 | Estimation and Inference of FAVAR Models. (2016). Lu, Lina ; Bai, Jushan ; Li, Kunpeng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:620-641. Full description at Econpapers || Download paper | 17 |
40 | 2011 | A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438. Full description at Econpapers || Download paper | 17 |
41 | 2017 | Modeling Dependence in High Dimensions With Factor Copulas. (2017). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154. Full description at Econpapers || Download paper | 17 |
42 | 2011 | A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594. Full description at Econpapers || Download paper | 16 |
43 | 2014 | Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284. Full description at Econpapers || Download paper | 16 |
44 | 2018 | HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559. Full description at Econpapers || Download paper | 16 |
45 | 2015 | Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240. Full description at Econpapers || Download paper | 16 |
46 | 2016 | Graphical Network Models for International Financial Flows. (2016). Giudici, Paolo ; Spelta, A. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:1:p:128-138. Full description at Econpapers || Download paper | 16 |
47 | 2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227. Full description at Econpapers || Download paper | 16 |
48 | 2013 | On Identification of Bayesian DSGE Models. (2013). Smith, Ronald ; Pesaran, M ; Koop, Gary. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314. Full description at Econpapers || Download paper | 15 |
49 | 2018 | Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195. Full description at Econpapers || Download paper | 15 |
50 | 2016 | Post-Selection Inference for Generalized Linear Models With Many Controls. (2016). Chernozhukov, Victor ; Wei, Ying ; Belloni, Alexandre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:606-619. Full description at Econpapers || Download paper | 14 |
Year | Title | |
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2019 | Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109. Full description at Econpapers || Download paper | |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:96079. Full description at Econpapers || Download paper | |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:19-17. Full description at Econpapers || Download paper | |
2019 | Nowcasting GDP with a large factor model space. (2019). Schroder, Maximilian ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:412019. Full description at Econpapers || Download paper | |
2019 | A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2019). Pigato, Paolo ; Lejay, Antoine. In: Papers. RePEc:arx:papers:1712.08329. Full description at Econpapers || Download paper | |
2019 | Free trade agreements and market integration: Evidence from South Korea. (2019). Lim, Eun Son ; Breuer, Janice Boucher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:241-256. Full description at Econpapers || Download paper | |
2019 | Re-examining the debt-growth nexus: A grouped fixed-effect approach. (2019). Sosvilla-Rivero, Simon ; MartÃÂnez-Zarzoso, Inmaculada ; Gómez-Puig, Marta ; Martinez-Zarzoso, Inmaculada. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:374. Full description at Econpapers || Download paper | |
2019 | Housing wealth, household debt and financial assets: are there implications for consumption?. (2019). Papapetrou, Evangelia ; Palaios, Panagiotis ; Manou, Konstantina. In: Working Papers. RePEc:bog:wpaper:263. Full description at Econpapers || Download paper | |
2019 | Robust inference for threshold regression models. (2019). Lee, Jungyoon ; Hidalgo, Javier ; Seo, Myung Hwan. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:291-309. Full description at Econpapers || Download paper | |
2019 | âRe-examining the debt-growth nexus: A grouped fixed-effect approachâ. (2019). Sosvilla-Rivero, Simon ; MartÃÂnez-Zarzoso, Inmaculada ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Martinez-Zarzoso, Inmaculada. In: IREA Working Papers. RePEc:ira:wpaper:201911. Full description at Econpapers || Download paper | |
2019 | Re-examining the debt-growth nexus: A grouped fixed-effect approach. (2019). Martinez-Zarzoso, Inmaculada ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1921. Full description at Econpapers || Download paper | |
2019 | Applied welfare analysis for discrete choice with interval-data on income. (2019). Bhattacharya, Debopam ; Lee, Ying-Ying. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:361-387. Full description at Econpapers || Download paper | |
2019 | On Testing Continuity and the Detection of Failures. (2019). Peng, Sida ; Backus, Matthew. In: NBER Working Papers. RePEc:nbr:nberwo:26016. Full description at Econpapers || Download paper | |
2019 | Coping with methods for delineating emerging fields: Nanoscience and nanotechnology as a case study. (2019). Muoz-Ecija, Teresa ; Rodriguez, Zaida Chinchilla ; Vargas-Quesada, Benjamin. In: Journal of Informetrics. RePEc:eee:infome:v:13:y:2019:i:4:s1751157718305030. Full description at Econpapers || Download paper | |
2019 | Strict stationarity testing and GLAD estimation of double autoregressive models. (2019). Li, Dong ; Guo, Shaojun. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:319-337. Full description at Econpapers || Download paper | |
2019 | Cost pass-through to higher ethanol blends at the pump: Evidence from Minnesota gas station data. (2019). Stock, James H ; Li, Jing. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:93:y:2019:i:c:p:1-19. Full description at Econpapers || Download paper | |
2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201919. Full description at Econpapers || Download paper | |
2019 | Large Bayesian vector autoregressions. (2019). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2019-19. Full description at Econpapers || Download paper | |
2019 | Sovereign Spread Volatility and Banking Sector. (2019). Silgado-Gomez, Edgar ; Sharma, Vivek. In: CEIS Research Paper. RePEc:rtv:ceisrp:454. Full description at Econpapers || Download paper | |
2019 | Forecasting Inflation Uncertainty in the United States and Euro Area. (2019). JAWADI, Fredj ; Ftiti, Zied. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-018-9794-9. Full description at Econpapers || Download paper | |
2019 | Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276. Full description at Econpapers || Download paper | |
2019 | Bayesian Analysis of Coefficient Instability in Dynamic Regressions. (2019). Taboga, Marco ; Ciapanna, Emanuela. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:29-:d:243958. Full description at Econpapers || Download paper | |
2019 | The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters. (2019). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:572-584. Full description at Econpapers || Download paper | |
2019 | Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325. Full description at Econpapers || Download paper | |
2019 | Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2019). Baum, Christopher ; Zerilli, Paola ; Chen, Liyuan. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:111-129. Full description at Econpapers || Download paper | |
2019 | Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts. (2019). Siliverstovs, Boriss. In: Working Papers. RePEc:ltv:wpaper:201901. Full description at Econpapers || Download paper | |
2019 | The eï¬ects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe eï¬ects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach. (2019). Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1906. Full description at Econpapers || Download paper | |
2019 | The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters. (2019). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313445. Full description at Econpapers || Download paper | |
2019 | Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59. Full description at Econpapers || Download paper | |
2019 | Regime switching panel data models with interactive fixed effects. (2019). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:47-51. Full description at Econpapers || Download paper | |
2019 | Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114. Full description at Econpapers || Download paper | |
2019 | Integrated structural approach to Credit Value Adjustment. (2019). Ballotta, Laura ; Marazzina, Daniele ; Fusai, Gianluca. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1143-1157. Full description at Econpapers || Download paper | |
2019 | Detecting structural differences in tail dependence of financial time series. (2019). Schienle, Melanie ; Bormann, Carsten . In: Working Paper Series in Economics. RePEc:zbw:kitwps:122. Full description at Econpapers || Download paper | |
2019 | Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings. (0000). van Dijk, Dick ; Lucas, Andre ; Barra, Istvan ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190013. Full description at Econpapers || Download paper | |
2019 | Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077. Full description at Econpapers || Download paper | |
2019 | Testing for structural breaks in factor copula models. (2019). Wied, Dominik ; Stark, Florian ; Manner, Hans. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:324-345. Full description at Econpapers || Download paper | |
2019 | Importance sampling from posterior distributions using copula-like approximations. (2019). Tsionas, Mike ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:45-57. Full description at Econpapers || Download paper | |
2019 | Sparse Bayesian time-varying covariance estimation in many dimensions. (2019). Kastner, Gregor. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:98-115. Full description at Econpapers || Download paper | |
2019 | Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164. Full description at Econpapers || Download paper | |
2019 | Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso. (2019). Czado, Claudia ; Muller, Dominik. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:137:y:2019:i:c:p:211-232. Full description at Econpapers || Download paper | |
2019 | A Vine-copula extension for the HAR model. (2019). Magris, Martin. In: Papers. RePEc:arx:papers:1907.08522. Full description at Econpapers || Download paper | |
2019 | Tail risk interdependence. (2019). Chiu, Ching-Wai ; Stoja, Evarist ; Polanski, Arnold. In: Bank of England working papers. RePEc:boe:boeewp:0815. Full description at Econpapers || Download paper | |
2019 | Calibration estimation of semiparametric copula models with data missing at random. (2019). Hamori, Shigeyuki ; Motegi, Kaiji ; Zhang, Zheng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:85-109. Full description at Econpapers || Download paper | |
2019 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002. Full description at Econpapers || Download paper | |
2019 | Are financial returns really predictable out-of-sample?: Evidence from a new bootstrap test. (2019). Pan, Zhiyuan ; Bu, Ruijun ; Liu, LI ; Xu, Yuhua. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:124-135. Full description at Econpapers || Download paper | |
2019 | A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data. (2019). Ng, Serena ; Guha, Rishab. In: NBER Chapters. RePEc:nbr:nberch:14269. Full description at Econpapers || Download paper | |
2019 | A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data. (2019). Ng, Serena ; Guha, Rishab. In: NBER Working Papers. RePEc:nbr:nberwo:25899. Full description at Econpapers || Download paper | |
2019 | On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models. (2019). Schweikert, Karsten ; Schild, Karl-Heinz. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:12-:d:213519. Full description at Econpapers || Download paper | |
2019 | Hybrid quantile estimation for asymmetric power GARCH models. (2019). Zhu, Ke ; Li, Wai Keung ; Wang, Guochang. In: Papers. RePEc:arx:papers:1911.09343. Full description at Econpapers || Download paper | |
2019 | Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661. Full description at Econpapers || Download paper | |
2019 | The impact of the U.S. employment report on exchange rates. (2019). Ederington, Louis ; Yang, Lisa ; Guan, Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:257-267. Full description at Econpapers || Download paper | |
2019 | Communicating uncertainty about facts, numbers, and science. (2019). Mitchell, James ; Galvão, Ana ; Spiegelhalter, David J ; Galvao, Ana Beatriz ; van der Liden, Sander ; van der Bles, Anne Marthe. In: EMF Research Papers. RePEc:wrk:wrkemf:22. Full description at Econpapers || Download paper | |
2019 | Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galvão, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-20. Full description at Econpapers || Download paper | |
2019 | Do forecasters target first or later releases of national accounts data?. (2019). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1240-1249. Full description at Econpapers || Download paper | |
2019 | Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. Full description at Econpapers || Download paper | |
2019 | Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs. (2019). Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04087. Full description at Econpapers || Download paper | |
2019 | Checking if the straitjacket fits. (2019). pagan, adrian ; Wickens, Michael. In: CAMA Working Papers. RePEc:een:camaaa:2019-81. Full description at Econpapers || Download paper | |
2019 | Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733. Full description at Econpapers || Download paper | |
2019 | Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724. Full description at Econpapers || Download paper | |
2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers || Download paper | |
2019 | Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554. Full description at Econpapers || Download paper | |
2019 | A changepoint approach for the identification of financial extreme regimes. (2019). Leonelli, Manuele ; Lattanzi, Chiara. In: Papers. RePEc:arx:papers:1902.09205. Full description at Econpapers || Download paper | |
2019 | The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series. RePEc:uts:ecowps:2019/08. Full description at Econpapers || Download paper | |
2019 | The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_06. Full description at Econpapers || Download paper | |
2019 | A High-dimensional Multinomial Choice Model. (2019). Nibbering, Didier . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-19. Full description at Econpapers || Download paper | |
2019 | Robust multivariate and functional archetypal analysis with application to financial time series analysis. (2019). Epifanio, Irene ; Moliner, Jesus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:195-208. Full description at Econpapers || Download paper | |
2019 | Post-Selection Inference in Three-Dimensional Panel Data. (2019). Rodrigue, Joel ; CHIANG, HAROLD ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:1904.00211. Full description at Econpapers || Download paper | |
2019 | Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation. (2019). Apfel, Nicolas. In: Papers. RePEc:arx:papers:1907.00222. Full description at Econpapers || Download paper | |
2019 | Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295. Full description at Econpapers || Download paper | |
2019 | Robust cross-country analysis of inequality of opportunity. (2019). Fusco, Alessio ; Andreoli, Francesco. In: Working Papers. RePEc:inq:inqwps:ecineq2019-492. Full description at Econpapers || Download paper | |
2019 | Robust Inequality of Opportunity Comparisons: Theory and Application to Early Childhood Policy Evaluation. (2019). Havnes, Tarjei ; Andreoli, Francesco ; Lefranc, Arnaud. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:101:y:2019:i:2:p:355-369. Full description at Econpapers || Download paper | |
2019 | Preferences for redistribution and exposure to tax-benefit schemes in Europe. (2019). Olivera, Javier ; Andreoli, Francesco. In: Working Papers. RePEc:inq:inqwps:ecineq2019-508. Full description at Econpapers || Download paper | |
2019 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073. Full description at Econpapers || Download paper | |
2019 | Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169. Full description at Econpapers || Download paper | |
2019 | Asset allocation with multiple analystsâ views: a robust approach. (2019). Li, Baibing ; Tee, Kai-Hong ; Lu, I-Chen. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00115-7. Full description at Econpapers || Download paper | |
2019 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2019 | Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1912.01194. Full description at Econpapers || Download paper | |
2019 | Forecasting downside risk in Chinaâs stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541. Full description at Econpapers || Download paper | |
2019 | Forecasting the Chinese stock volatility across global stock markets. (2019). Zhang, Yaojie ; Ma, Feng ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:466-477. Full description at Econpapers || Download paper | |
2019 | Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. (2019). Li, Weiping ; Teng, Yuxin ; Qiao, Gaoxiu ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:133-151. Full description at Econpapers || Download paper | |
2019 | Estimation of Auction Models with Shape Restrictions. (2019). Schurter, Karl ; Pinkse, Joris. In: Papers. RePEc:arx:papers:1912.07466. Full description at Econpapers || Download paper | |
2019 | Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions. (2019). Marmer, Vadim ; Xu, Pai ; Shneyerov, Artyom. In: Papers. RePEc:arx:papers:1909.12974. Full description at Econpapers || Download paper | |
2019 | Inference for first-price auctions with Guerre, Perrigne, and Vuongâs estimator. (2019). Marmer, Vadim ; Shneyerov, Artyom. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:507-538. Full description at Econpapers || Download paper | |
2019 | Inference on Semiparametric Multinomial Response Models. (2019). Tamer, Elie ; Ouyang, Fu ; Khan, Shakeeb. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:980. Full description at Econpapers || Download paper | |
2019 | A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821. Full description at Econpapers || Download paper | |
2019 | A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Working Papers. RePEc:lan:wpaper:274731767. Full description at Econpapers || Download paper | |
2019 | A New Structural Break Test for Panels with Common Factors. (2019). Sarafidis, Vasilis ; Silvapulle, Mervyn ; Zhu, Huanjun . In: Working Papers. RePEc:wyi:wpaper:002481. Full description at Econpapers || Download paper | |
2019 | Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399. Full description at Econpapers || Download paper | |
2019 | On the Forecast Combination Puzzle. (2019). Yang, Yuhong ; Cheng, Gang ; Rolling, Craig A ; Qian, Wei. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:39-:d:265946. Full description at Econpapers || Download paper | |
2019 | Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review. (2019). Lin, Ming ; Fang, Ying ; Cai, Zongwu ; Liu, Zeqin. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201904. Full description at Econpapers || Download paper | |
2019 | Do sanctions lead to a decline in civil liberties?. (2019). Tsarsitalidou, Sofia ; Adam, Antonis. In: Public Choice. RePEc:kap:pubcho:v:180:y:2019:i:3:d:10.1007_s11127-018-00628-6. Full description at Econpapers || Download paper | |
2019 | After the Panic: Are Financial Crises Demand or Supply Shocks? Evidence from International Trade. (2019). Taylor, Alan M ; Benguria, Felipe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13702. Full description at Econpapers || Download paper | |
2019 | The Long-Run Effects of Monetary Policy. (2019). Taylor, Alan ; Singh, Sanjay ; Jorda, Oscar. In: 2019 Meeting Papers. RePEc:red:sed019:1307. Full description at Econpapers || Download paper | |
2019 | What drives the short-run costs of fiscal consolidation? Evidence from OECD countries. (2019). Banerjee, Ryan ; Zampolli, Fabrizio. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:420-436. Full description at Econpapers || Download paper | |
2019 | After the Panic: Are Financial Crises Demand or Supply Shocks? Evidence from International Trade. (2019). Taylor, Alan ; Benguria, Felipe. In: NBER Working Papers. RePEc:nbr:nberwo:25790. Full description at Econpapers || Download paper | |
2019 | The Role of Households Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of h. (2019). Hubert, Paul ; Cumming, Fergus. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1920. Full description at Econpapers || Download paper | |
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2019 | Belief Elicitation with Multiple Point Predictions. (2019). Schmidt, Patrick ; Eyting, Markus . In: Working Papers. RePEc:jgu:wpaper:1818. Full description at Econpapers || Download paper | |
2019 | Measuring subjective survival expectations â Do response scales matter?. (2019). de Bresser, Jochem. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:165:y:2019:i:c:p:136-156. Full description at Econpapers || Download paper | |
2019 | Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_020. Full description at Econpapers || Download paper | |
2019 | Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20. Full description at Econpapers || Download paper | |
2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers || Download paper | |
2019 | Intratemporal Nonseparability between Housing and Nondurable Consumption: Evidence from Reinvestment in Housing Stock. (2019). Khorunzhina, Natalia. In: MPRA Paper. RePEc:pra:mprapa:93920. Full description at Econpapers || Download paper | |
2019 | Convergence and Divergence Regarding the Impact of Risks on Banking Transactions. (2019). Bilcan, George Adrian ; Bratu, Ion Ionut ; Ghibanu, Ionut Adrian. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:4:p:145-150. Full description at Econpapers || Download paper | |
2019 | Estimating the term structure with linear regressions: Getting to the roots of the problem. (2019). Spencer, Peter ; Golinski, Adam. In: Discussion Papers. RePEc:yor:yorken:19/05. Full description at Econpapers || Download paper | |
2019 | Forecasting Bond Risk Premia with Unspanned Macroeconomic Information. (2019). Liu, Rui. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400019. Full description at Econpapers || Download paper | |
2019 | Time-varying cointegration and the UK great ratios. (2019). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Bank of England working papers. RePEc:boe:boeewp:0789. Full description at Econpapers || Download paper | |
2019 | Specification Testing in Nonparametric Instrumental Quantile Regression. (2019). Breunig, Christoph. In: Papers. RePEc:arx:papers:1909.10129. Full description at Econpapers || Download paper | |
2019 | Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: BIS Working Papers. RePEc:bis:biswps:766. Full description at Econpapers || Download paper | |
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2019 | Time-varying tail behavior for realized kernels. (2019). Lucas, Andre ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190051. Full description at Econpapers || Download paper | |
2019 | Observation-driven Models for Realized Variances and Overnight Returns. (2019). Lucas, Andre ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190052. Full description at Econpapers || Download paper | |
2019 | Credit Variance Risk Premiums. (2019). Morke, Mathis ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:08. Full description at Econpapers || Download paper | |
2019 | Tail Dependence in Financial Markets: A Dynamic Copula Approach. (2019). Cortese, Federico Pasquale. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:116-:d:285787. Full description at Econpapers || Download paper | |
2019 | Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2. Full description at Econpapers || Download paper | |
2019 | A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197. Full description at Econpapers || Download paper | |
2019 | Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609. Full description at Econpapers || Download paper | |
2019 | Exponential smoothing of realized portfolio weights. (2019). Seifert, Miriam Isabel ; Gribisch, Bastian ; Golosnoy, Vasyl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:222-237. Full description at Econpapers || Download paper | |
2019 | Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach.. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2019-43. Full description at Econpapers || Download paper | |
2019 | DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations. (2019). Yongdeng, XU ; Luc, BAUWENS. In: CORE Discussion Papers. RePEc:cor:louvco:2019025. Full description at Econpapers || Download paper | |
2019 | Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:11-19. Full description at Econpapers || Download paper | |
2019 | Synthetic Controls and Weighted Event Studies with Staggered Adoption. (2019). Rothstein, Jesse ; Feller, Avi ; Ben-Michael, Eli. In: Papers. RePEc:arx:papers:1912.03290. Full description at Econpapers || Download paper | |
2019 | Asymptotic theory and wild bootstrap inference with clustered errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:393-412. Full description at Econpapers || Download paper | |
2019 | On a flexible construction of a negative binomial model. (2019). Rossini, Luca ; Leisen, Fabrizio ; Palma, Freddy ; Mena, Ramses H. In: Statistics & Probability Letters. RePEc:eee:stapro:v:152:y:2019:i:c:p:1-8. Full description at Econpapers || Download paper | |
2019 | A Harris process to model stochastic volatility. (2019). Mena, Ramses H ; Anzarut, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:151-169. Full description at Econpapers || Download paper | |
2019 | Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration. (2019). Sibbertsen, Philipp ; Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-660. Full description at Econpapers || Download paper | |
2019 | Network Data. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1912.06346. Full description at Econpapers || Download paper | |
2019 | An Econometric Model of Network Formation with an Application to Board Interlocks between Firms. (2019). Gualdani, Cristina. In: TSE Working Papers. RePEc:tse:wpaper:32550. Full description at Econpapers || Download paper | |
2019 | Education and Polygamy : Evidence from Cameroon. (2019). André, Pierre ; Dupraz, Yannick ; Andre, Pierre. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1219. Full description at Econpapers || Download paper | |
2019 | Network Data. (2019). Graham, Bryan. In: NBER Working Papers. RePEc:nbr:nberwo:26577. Full description at Econpapers || Download paper | |
2019 | Predicting entrepreneurial success is hard: Evidence from a business plan competition in Nigeria. (2019). Sansone, Dario ; McKenzie, David. In: Journal of Development Economics. RePEc:eee:deveco:v:141:y:2019:i:c:s0304387818305601. Full description at Econpapers || Download paper | |
2019 | An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771. Full description at Econpapers || Download paper | |
2019 | US Fiscal Cycle and the Dollar. (2019). Jiang, Zhengyang. In: 2019 Meeting Papers. RePEc:red:sed019:667. Full description at Econpapers || Download paper | |
2019 | Shift-Share Designs: Theory and Inference. (2019). Morales, Eduardo ; Koles, Michal ; Adao, Rodrigo. In: Papers. RePEc:arx:papers:1806.07928. Full description at Econpapers || Download paper | |
2019 | Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Working Papers. RePEc:wyi:wpaper:002400. Full description at Econpapers || Download paper | |
2019 | Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6qk200q8. Full description at Econpapers || Download paper | |
2019 | An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2019). Wang, Xuexin ; Sun, Yixiao. In: Working Papers. RePEc:wyi:wpaper:002407. Full description at Econpapers || Download paper | |
2019 | Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657. Full description at Econpapers || Download paper | |
2019 | HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538. Full description at Econpapers || Download paper | |
2019 | Towards a worldwide integrated market? New evidence on the dynamics of U.S., European and Asian natural gas prices. (2019). Chiappini, Raphaël ; Raymond, Paul ; Jegourel, Yves. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:545-565. Full description at Econpapers || Download paper | |
2019 | A unified test for predictability of asset returns regardless of properties of predicting variables. (2019). Liu, Xiaohui ; Peng, Liang ; Cai, Zongwu ; Yang, Bingduo. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:141-159. Full description at Econpapers || Download paper | |
2019 | Portal nodes screening for large scale social networks. (2019). Wang, Hansheng ; Li, Runze ; Chang, Xiangyu ; Zhu, Xuening. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:145-157. Full description at Econpapers || Download paper | |
2019 | Network quantile autoregression. (2019). Härdle, Wolfgang ; Wang, Weining ; Zhu, Xuening ; Hardle, Wolfgang Karl. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:345-358. Full description at Econpapers || Download paper | |
2019 | Social network effect on income structure of SLCP participants: Evidence from Baitoutan Village, China. (2019). Liu, Zhen ; Lan, Jing. In: Forest Policy and Economics. RePEc:eee:forpol:v:106:y:2019:i:c:5. Full description at Econpapers || Download paper |
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2019 | Fiscal rules and budget forecast errors of Italian Municipalities. (2019). SANTOLINI, RAFFAELLA ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:438. Full description at Econpapers || Download paper | |
2019 | THE MENTAL HEALTH EFFECTS OF RETIREMENT. (2019). van Ours, Jan ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:442. Full description at Econpapers || Download paper | |
2019 | Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554. Full description at Econpapers || Download paper | |
2019 | Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership. (2019). Zens, Gregor. In: Papers. RePEc:arx:papers:1809.04853. Full description at Econpapers || Download paper | |
2019 | Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140. Full description at Econpapers || Download paper | |
2019 | Artificial Intelligence Alter Egos: Who benefits from Robo-investing?. (2019). Raymond, Steve ; Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine. In: Papers. RePEc:arx:papers:1907.03370. Full description at Econpapers || Download paper | |
2019 | Racial Disparities in Debt Collection. (2019). Vamossy, Domonkos F ; Lavoice, Jessica. In: Papers. RePEc:arx:papers:1910.02570. Full description at Econpapers || Download paper | |
2019 | The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations. (2019). Chen, Richard Y. In: Papers. RePEc:arx:papers:1911.02205. Full description at Econpapers || Download paper | |
2019 | Electoral Crime Under Democracy: Information Effects from Judicial Decisions in Brazil. (2019). Assumpcao, Andre. In: Papers. RePEc:arx:papers:1912.10958. Full description at Econpapers || Download paper | |
2019 | Political Economy of Third Party Interventions. (2019). Sarkar, Abhirup ; Dutta, Souvik ; Das, Sabyasachi. In: Working Papers. RePEc:ash:wpaper:1029. Full description at Econpapers || Download paper | |
2019 | Political Economy of Third Party Interventions. (2019). Sarkar, Abhirup ; Dutta, Souvik ; Das, Sabyasachi. In: Working Papers. RePEc:ash:wpaper:20. Full description at Econpapers || Download paper | |
2019 | Can Weak Ties Create Social Capital? Evidence from Self-Help Groups in Rural India. (2019). Khanna, Shantanu ; Deshpande, Ashwini. In: Working Papers. RePEc:ash:wpaper:23. Full description at Econpapers || Download paper | |
2019 | Tourism and local growth in Italy. (2019). Bronzini, Raffaello ; Montaruli, Francesco ; Ciani, Emanuele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_509_19. Full description at Econpapers || Download paper | |
2019 | Global Liquidity and Impairment of Local Monetary Policy. (2019). Peydro, Jose-Luis ; Gulen, Eda ; Fendolu, Salih. In: Working Papers. RePEc:bge:wpaper:1131. Full description at Econpapers || Download paper | |
2019 | Take it to the Limit? The Effects of Household Leverage Caps. (2019). Peydro, Jose-Luis ; Irani, Rustom M ; Gabarro, Marc ; van Bekkum, Sjoerd. In: Working Papers. RePEc:bge:wpaper:1132. Full description at Econpapers || Download paper | |
2019 | Rain, Emotions and Voting for the Status Quo. (2019). Stutzer, Alois ; Schmid, Lukas ; Meier, Amando N. In: Working papers. RePEc:bsl:wpaper:2019/15. Full description at Econpapers || Download paper | |
2019 | Wellbeing After a Managed Retreat: Observatioons from a Large New Zealand Program. (2019). Noy, Ilan ; Hoang, Thoa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7938. Full description at Econpapers || Download paper | |
2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers || Download paper | |
2019 | Compulsory Voting and Political Participation: Empirical Evidence from Austria. (2019). Roesel, Felix ; Potrafke, Niklas ; Gäbler, Stefanie ; Rosel, Felix ; Gabler, Stefanie. In: ifo Working Paper Series. RePEc:ces:ifowps:_315. Full description at Econpapers || Download paper | |
2019 | Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2018). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang. In: Discussion Papers. RePEc:cfm:wpaper:1917. Full description at Econpapers || Download paper | |
2019 | The Standard Errors of Persistence. (2019). Kelly, Morgan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13783. Full description at Econpapers || Download paper | |
2019 | The Mental Health Effects of Retirement. (2019). van Ours, Jan C ; Picchio, Matteo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14135. Full description at Econpapers || Download paper | |
2019 | An Improved Method to Predict Assignment of Stocks into Russell Indexes. (2019). Moussawi, Rabih ; Franzoni, Francesco ; Ben-David, Itzhak. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14234. Full description at Econpapers || Download paper | |
2019 | Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291. Full description at Econpapers || Download paper | |
2019 | Prison, Semi-Liberty and Recidivism: Bounding Causal Effects in a Survival Model. (2019). Wolff, François-Charles ; Henneguelle, Anais ; Monnery, Benjamin. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-20. Full description at Econpapers || Download paper | |
2019 | Preventive Home Visits. (2019). Karlsson, Martin ; Oien, Henning ; Bannenberg, Norman ; Forland, Oddvar ; Iversen, Tor. In: CINCH Working Paper Series. RePEc:duh:wpaper:1907. Full description at Econpapers || Download paper | |
2019 | Modeling Consumers Confidence and Inflation Expectations. (2019). Parab, Prashant Mehul ; Goyal, Ashima. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00571. Full description at Econpapers || Download paper | |
2019 | Does board gender diversity influence dividend policy? Evidence from France. (2019). Uyar, Ali ; Hamrouni, Amal ; Bouattour, Mondher ; Jiraporn, Pornsit. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00653. Full description at Econpapers || Download paper | |
2019 | Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259. Full description at Econpapers || Download paper | |
2019 | A unified model for regularized and robust portfolio optimization. (2019). Plachel, Lukas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301769. Full description at Econpapers || Download paper | |
2019 | Snooze or lose: High school start times and academic achievement. (2019). Pabilonia, Sabrina ; Groen, Jeffrey A. In: Economics of Education Review. RePEc:eee:ecoedu:v:72:y:2019:i:c:p:204-218. Full description at Econpapers || Download paper | |
2019 | Your peersâ parents: Spillovers from parental education. (2019). Fruehwirth, Jane ; Gagete-Miranda, Jessica. In: Economics of Education Review. RePEc:eee:ecoedu:v:73:y:2019:i:c:s0272775719301219. Full description at Econpapers || Download paper | |
2019 | LGBT students: New evidence on demographics and educational outcomes. (2019). Sansone, Dario. In: Economics of Education Review. RePEc:eee:ecoedu:v:73:y:2019:i:c:s0272775719302791. Full description at Econpapers || Download paper | |
2019 | Sparse Bayesian time-varying covariance estimation in many dimensions. (2019). Kastner, Gregor. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:98-115. Full description at Econpapers || Download paper | |
2019 | Democratizing access to higher education in Russia: The consequences of the unified state exam reform. (2019). Slonimczyk, Fabian ; Francesconi, Marco ; Yurko, Anna . In: European Economic Review. RePEc:eee:eecrev:v:117:y:2019:i:c:p:56-82. Full description at Econpapers || Download paper | |
2019 | Discouragement effect and intermediate prizes in multi-stage contests: Evidence from Davis Cup. (2019). Krumer, Alex ; Iqbal, Hamzah. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:364-381. Full description at Econpapers || Download paper | |
2019 | Rain, emotions and voting for the status quo. (2019). Stutzer, Alois ; Schmid, Lukas ; Meier, Armando N. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:434-451. Full description at Econpapers || Download paper | |
2019 | The ant or the grasshopper? The long-term consequences of Unilateral Divorce Laws on savings of European households. (2019). Angelini, Viola ; Weiss, Christoph T ; Stella, Luca ; Bertoni, Marco. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:97-113. Full description at Econpapers || Download paper | |
2019 | Creative corporate culture and innovation. (2019). Renneboog, Luc ; Fiordelisi, Franco ; Lopes, Saverio Stentella ; Ricci, Ornella. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118304190. Full description at Econpapers || Download paper | |
2019 | Homothetic preferences revealed. (2019). Hjertstrand, Per ; Heufer, Jan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:602-614. Full description at Econpapers || Download paper | |
2019 | Whatâs in a (school) name? Racial discrimination in higher education bond markets. (2019). Parsons, Christopher A ; Mayew, William J ; Gao, Pengjie ; Dougal, Casey . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:570-590. Full description at Econpapers || Download paper | |
2019 | Housing booms and local spending. (2019). Viladecans-Marsal, Elisabet ; Sole-Olle, Albert. In: Journal of Urban Economics. RePEc:eee:juecon:v:113:y:2019:i:c:s0094119019300622. Full description at Econpapers || Download paper | |
2019 | Shopping externalities and retail concentration: Evidence from dutch shopping streets. (2019). van Ommeren, Jos ; Pasidis, Ilias. In: Journal of Urban Economics. RePEc:eee:juecon:v:114:y:2019:i:c:s0094119019300713. Full description at Econpapers || Download paper | |
2019 | Employee representation and flexible working time. (2019). BurdÃÂn, Gabriel ; Perotin, Virginie ; Burdin, Gabriel. In: Labour Economics. RePEc:eee:labeco:v:61:y:2019:i:c:s0927537119300818. Full description at Econpapers || Download paper | |
2019 | Back to school: Labor-market returns to higher vocational schooling. (2019). Jepsen, Christopher ; Haapanen, Mika ; Böckerman, Petri ; Bockerman, Petri. In: Labour Economics. RePEc:eee:labeco:v:61:y:2019:i:c:s0927537119300843. Full description at Econpapers || Download paper | |
2019 | Inflation targeting and liquidity traps under endogenous credibility. (2019). Hommes, Cars ; Lustenhouwer, Joep. In: Journal of Monetary Economics. RePEc:eee:moneco:v:107:y:2019:i:c:p:48-62. Full description at Econpapers || Download paper | |
2019 | Giving once, giving twice: A two-period field experiment on intertemporal crowding in charitable giving. (2019). Adena, Maja ; Huck, Steffen. In: Journal of Public Economics. RePEc:eee:pubeco:v:172:y:2019:i:c:p:127-134. Full description at Econpapers || Download paper | |
2019 | Pink work: Same-sex marriage, employment and discrimination. (2019). Sansone, Dario. In: Journal of Public Economics. RePEc:eee:pubeco:v:180:y:2019:i:c:s0047272719301471. Full description at Econpapers || Download paper | |
2019 | Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios, Carlos. In: Textos para discussão. RePEc:fgv:eesptd:505. Full description at Econpapers || Download paper | |
2019 | Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data. (2019). Kashner, Michael T ; White, Halbert ; Henley, Steven S ; Golden, Richard M. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:37-:d:264548. Full description at Econpapers || Download paper |
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2018 | Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50. Full description at Econpapers || Download paper | |
2018 | The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772. Full description at Econpapers || Download paper | |
2018 | Predicting relative forecasting performance : An empirical investigation. (2018). Sekhposyan, Tatevik ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_023. Full description at Econpapers || Download paper | |
2018 | Shift-Share Designs: Theory and Inference. (2018). Ado, Rodrigo ; Morales, Eduardo ; Kolesar, Michal. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13118. Full description at Econpapers || Download paper | |
2018 | Nonlinearities, smoothing and countercyclical monetary policy. (2018). Jackson, Laura E ; Soques, Daniel ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:136-154. Full description at Econpapers || Download paper | |
2018 | Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60. Full description at Econpapers || Download paper | |
2018 | ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo . In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:352-380. Full description at Econpapers || Download paper | |
2018 | Tail dependence of recursive max-linear models with regularly varying noise variables. (2018). Gissibl, Nadine ; Otto, Moritz ; Kluppelberg, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:149-167. Full description at Econpapers || Download paper | |
2018 | Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409. Full description at Econpapers || Download paper | |
2018 | Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557. Full description at Econpapers || Download paper | |
2018 | Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention. (2018). Pontines, Victor. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:299-316. Full description at Econpapers || Download paper | |
2018 | Bond Risk Premia and Restrictions on Risk Prices. (2018). Sola, Martin ; Hevia, Constantino. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:60-:d:173588. Full description at Econpapers || Download paper | |
2018 | Higher 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. Full description at Econpapers || Download paper | |
2018 | Hurst exponents and delampertized fractional Brownian motions. (2018). Garcin, Matthieu. In: Working Papers. RePEc:hal:wpaper:hal-01919754. Full description at Econpapers || Download paper | |
2018 | Network and panel quantile effects via distribution regression. (2018). Weidner, Martin ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:70/18. Full description at Econpapers || Download paper | |
2018 | Inference for the neighborhood inequality index. (2018). Andreoli, Francesco ; Francesco, Andreoli. In: LISER Working Paper Series. RePEc:irs:cepswp:2018-19. Full description at Econpapers || Download paper | |
2018 | Higher Order Approximation of IV Estimators with Invalid Instruments. (2018). Kang, Byunghoon. In: Working Papers. RePEc:lan:wpaper:257105320. Full description at Econpapers || Download paper | |
2018 | Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201870. Full description at Econpapers || Download paper | |
2018 | Model instability in predictive exchange rate regressions. (2018). Huber, Florian ; Hauzenberger, Niko. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_008. Full description at Econpapers || Download paper | |
2018 | THE ROLE OF THE UTILITY FUNCTION IN THE ESTIMATION OF PREFERENCE PARAMETERS. (2018). Pignalosa, Daria. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0235. Full description at Econpapers || Download paper | |
2018 | Unbiased weighted variance and skewness estimators for overlapping returns. (2018). Taylor, Stephen ; Fang, Ming. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-018-0023-1. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | A 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. Full description at Econpapers || Download paper |
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2017 | Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar. In: CREATES Research Papers. RePEc:aah:create:2017-39. Full description at Econpapers || Download paper | |
2017 | Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. (2017). Kastner, Gregor ; Lopes, Hedibert Freitas ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:1602.08154. Full description at Econpapers || Download paper | |
2017 | The Realized Hierarchical Archimedean Copula in Risk Modelling. (2017). Okhrin, Ostap ; Tetereva, Anastasija. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:26-:d:101602. Full description at Econpapers || Download paper | |
2017 | A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2017). Pigato, Paolo ; Lejay, Antoine. In: Working Papers. RePEc:hal:wpaper:hal-01669082. Full description at Econpapers || Download paper | |
2017 | Identification of Structural Vector Autoregressions by Stochastic Volatility. (2017). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1711. Full description at Econpapers || Download paper | |
2017 | A trendy approach to UK inflation dynamics. (2017). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: Discussion Papers. RePEc:mpc:wpaper:0049. Full description at Econpapers || Download paper | |
2017 | An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211. Full description at Econpapers || Download paper | |
2017 | Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914. Full description at Econpapers || Download paper | |
2017 | Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects. (2017). Malikov, Emir ; Sun, Yiguo. In: MPRA Paper. RePEc:pra:mprapa:83671. Full description at Econpapers || Download paper | |
2017 | Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Knapik, Oskar ; Haldrup, Niels. In: CEIS Research Paper. RePEc:rtv:ceisrp:422. Full description at Econpapers || Download paper | |
2017 | A New TimeâVarying Parameter Autoregressive Model for U.S. Inflation Expectations. (2017). Lanne, Markku ; Luoto, Jani. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:5:p:969-995. Full description at Econpapers || Download paper |
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2016 | The State of Applied Econometrics - Causality and Policy Evaluation. (2016). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1607.00699. Full description at Econpapers || Download paper | |
2016 | Subsidies, Information, and the Timing of Childrens Health Care in Mali. (2016). Sautmann, Anja ; Dean, Mark ; Brown, Samuel . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6057. Full description at Econpapers || Download paper | |
2016 | How Successful Was the New Deal? The Microeconomic Impact of New Deal Spending and Lending Policies in the 1930s. (2016). Fishback, Price. In: CAGE Online Working Paper Series. RePEc:cge:wacage:274. Full description at Econpapers || Download paper | |
2016 | Political Foundations of the Lender of Last Resort: A Global Historical Narrative. (2016). Laeven, Luc ; Flandreau, Marc ; Calomiris, Charles . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11448. Full description at Econpapers || Download paper | |
2016 | Doing More When Youre Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments for the Young and Privately Insured?. (2016). Kowalski, Amanda. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2045. Full description at Econpapers || Download paper | |
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2016 | Doing more when youre running LATE: Applying marginal treatment effect methods to examine treatment effect heterogeneity in experiments. (2016). Kowalski, Amanda. In: Artefactual Field Experiments. RePEc:feb:artefa:00560. Full description at Econpapers || Download paper | |
2016 | Nonparametric instrumental variable estimation under monotonicity. (2016). Wilhelm, Daniel ; Chetverikov, Denis. In: CeMMAP working papers. RePEc:ifs:cemmap:48/16. Full description at Econpapers || Download paper | |
2016 | Disentangling Moral Hazard and Adverse Selection in Private Health Insurance. (2016). Powell, David ; Goldman, Dana. In: NBER Working Papers. RePEc:nbr:nberwo:21858. Full description at Econpapers || Download paper | |
2016 | How Successful Was the New Deal? The Microeconomic Impact of New Deal Spending and Lending Policies in the 1930s. (2016). Fishback, Price. In: NBER Working Papers. RePEc:nbr:nberwo:21925. Full description at Econpapers || Download paper | |
2016 | Doing More When Youre Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments. (2016). Kowalski, Amanda. In: NBER Working Papers. RePEc:nbr:nberwo:22363. Full description at Econpapers || Download paper | |
2016 | Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis. (2016). Imbens, Guido ; Doudchenko, Nikolay. In: NBER Working Papers. RePEc:nbr:nberwo:22791. Full description at Econpapers || Download paper | |
2016 | Large exposure estimation through automatic business group identification. (2016). Benediktsdottir, Sigriur ; Hansen, Gumundur A ; Bjarnadottir, Margret V. In: Annals of Operations Research. RePEc:spr:annopr:v:247:y:2016:i:2:d:10.1007_s10479-015-1952-z. Full description at Econpapers || Download paper | |
2016 | Three essays on the causal impacts of child labour laws in Brazil. (2016). Piza, Caio ; Toledo, Caio Cicero . In: Economics PhD Theses. RePEc:sus:susphd:0616. Full description at Econpapers || Download paper | |
2016 | Progressive Universalism? The Impact of Targeted Coverage on Healthcare Access and Expenditures in Peru. (2016). O'Donnell, Owen ; Odonnell, Owen ; Neelsen, Sven. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160019. Full description at Econpapers || Download paper | |
2016 | What Does a Deductible Do? The Impact of Cost-Sharing on Health Care Prices, Quantities and Spending Dynamics. (2016). Brot-Goldberg, Zarek ; Chandra, A ; Kolstad, J T ; Handel, B. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:16/15. Full description at Econpapers || Download paper |