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Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
39
Impact Factor
1.37
5 Years IF
1.69
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 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
50 most cited documents in this series
#YearTitleCited
12011Robust 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
22012Using 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
32011Bias-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
42013Social 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
52011Rank - 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
62011Real-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
72013Dynamic 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
82012Dynamic 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
92013A 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
102012Correcting 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
112012Generalized 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
122016FRED-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
132013Should 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.

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90
142012Discrete-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
152011A 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
162012Out-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.

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86
172013Real-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.

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85
182011Comparing 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
192015Comparing 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.

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82
202019Unobservable 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
212011A 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.

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71
222014Conditional 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.

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64
232015Interest 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.

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62
242011Combining 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.

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61
252015Forecasting 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.

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61
262015Real-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.

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59
272012Identifying 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.

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56
28Identifying 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.

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53
292011Evaluating 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.

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50
302014Quasi-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.

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49
312013Do 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.

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48
322011Forecast 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.

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47
332011A 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.

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46
342014Nowcasting 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.

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45
352014Central 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.

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43
362013Bayesian 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.

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43
372011Volatility Jumps. (2011). Tauchen, George ; Todorov, Viktor. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371.

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42
382013Unconditional 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.

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42
392014Forecast 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.

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42
402013On 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.

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39
412013Markov-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.

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39
422012Forecast 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.

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38
432012Time 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.

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38
442013Optimal 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.

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37
452013A 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.

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36
462016Common 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.

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33
472011Bayesian 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.

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32
482011Employer-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.

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31
492012The 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.

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31
502012VAR 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.

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30
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Robust 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
22012Using 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
32011Bias-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
42016FRED-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
52013A 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
62019Unobservable 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
72013Social 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
82015Comparing 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
92012Dynamic 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
102011Real-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
112015Forecasting 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
122015Real-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
132012Out-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
142011Comparing 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
152013Dynamic 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
162012Discrete-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
172011Rank - 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
182013Should 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
192016Common 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
202019Why 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
212012Generalized 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
222014Forecast 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
232011A 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
242017The 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
252015Interest 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
262016Testing 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.

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24
272013Do 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
282012Correcting 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.

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292013Bayesian 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.

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302014Central 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.

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21
312011Evaluating 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.

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21
322013Real-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.

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20
332014Quasi-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.

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19
342013Unconditional 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.

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19
352014Nowcasting 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.

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362012Identifying 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.

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372019Adaptive 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.

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382018Semiparametric 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.

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392016Estimation 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.

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402011A 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.

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412017Modeling 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.

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422011A 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.

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16
432014Conditional 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.

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442018HAR 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.

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452015Identification 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.

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462016Graphical 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.

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472011Combining 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.

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482013On 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.

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492018Time-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.

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15
502016Post-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.

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Citing documents used to compute impact factor: 144
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2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

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2019Time 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.

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2019Calibration 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.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2019A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data. (2019). Ng, Serena ; Guha, Rishab. In: NBER Chapters. RePEc:nbr:nberch:14269.

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2019A 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.

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2019On 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.

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2019Communicating 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.

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2019Communicating 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.

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2019Do 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.

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2019Forecasting 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.

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2019Financial 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.

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2019Forecasting 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.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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2019A changepoint approach for the identification of financial extreme regimes. (2019). Leonelli, Manuele ; Lattanzi, Chiara. In: Papers. RePEc:arx:papers:1902.09205.

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2019The 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.

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2019The 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.

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2019A High-dimensional Multinomial Choice Model. (2019). Nibbering, Didier . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-19.

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2019Robust 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.

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2019Post-Selection Inference in Three-Dimensional Panel Data. (2019). Rodrigue, Joel ; CHIANG, HAROLD ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:1904.00211.

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2019Robust 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.

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2019Preferences for redistribution and exposure to tax-benefit schemes in Europe. (2019). Olivera, Javier ; Andreoli, Francesco. In: Working Papers. RePEc:inq:inqwps:ecineq2019-508.

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2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

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2019Dynamic 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.

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2019Asset allocation with multiple analysts’ 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.

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2019Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2019Forecasting 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.

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2019Improving 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.

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2019Estimation of Auction Models with Shape Restrictions. (2019). Schurter, Karl ; Pinkse, Joris. In: Papers. RePEc:arx:papers:1912.07466.

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2019Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions. (2019). Marmer, Vadim ; Xu, Pai ; Shneyerov, Artyom. In: Papers. RePEc:arx:papers:1909.12974.

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2019Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator. (2019). Marmer, Vadim ; Shneyerov, Artyom. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:507-538.

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2019Inference on Semiparametric Multinomial Response Models. (2019). Tamer, Elie ; Ouyang, Fu ; Khan, Shakeeb. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:980.

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2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

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2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Working Papers. RePEc:lan:wpaper:274731767.

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2019A New Structural Break Test for Panels with Common Factors. (2019). Sarafidis, Vasilis ; Silvapulle, Mervyn ; Zhu, Huanjun . In: Working Papers. RePEc:wyi:wpaper:002481.

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2019Time-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.

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2019On 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.

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2019Statistical 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.

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2019Do 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.

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2019After 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.

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2019The Long-Run Effects of Monetary Policy. (2019). Taylor, Alan ; Singh, Sanjay ; Jorda, Oscar. In: 2019 Meeting Papers. RePEc:red:sed019:1307.

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2019What 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.

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2019After 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.

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2019The 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.

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2019Belief Elicitation with Multiple Point Predictions. (2019). Schmidt, Patrick ; Eyting, Markus . In: Working Papers. RePEc:jgu:wpaper:1818.

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2019Measuring subjective survival expectations – 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.

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2019Uncertainty, 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.

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2019Time-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.

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2019Macro-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.

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2019Intratemporal Nonseparability between Housing and Nondurable Consumption: Evidence from Reinvestment in Housing Stock. (2019). Khorunzhina, Natalia. In: MPRA Paper. RePEc:pra:mprapa:93920.

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2019Convergence 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.

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2019Estimating 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.

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2019Forecasting 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.

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2019Time-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.

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2019Specification Testing in Nonparametric Instrumental Quantile Regression. (2019). Breunig, Christoph. In: Papers. RePEc:arx:papers:1909.10129.

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2019Risk 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.

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2019Time-varying tail behavior for realized kernels. (2019). Lucas, Andre ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190051.

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2019Observation-driven Models for Realized Variances and Overnight Returns. (2019). Lucas, Andre ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190052.

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2019Credit Variance Risk Premiums. (2019). Morke, Mathis ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:08.

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2019Tail 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.

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2019Systemic 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.

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2019A 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.

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2019Interconnectedness 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.

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2019Exponential 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.

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2019Does 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.

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2019DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations. (2019). Yongdeng, XU ; Luc, BAUWENS. In: CORE Discussion Papers. RePEc:cor:louvco:2019025.

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2019Measuring 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.

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2019Synthetic Controls and Weighted Event Studies with Staggered Adoption. (2019). Rothstein, Jesse ; Feller, Avi ; Ben-Michael, Eli. In: Papers. RePEc:arx:papers:1912.03290.

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2019Asymptotic 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.

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2019On 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.

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2019A 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.

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2019Robust 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.

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2019Network Data. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1912.06346.

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2019An Econometric Model of Network Formation with an Application to Board Interlocks between Firms. (2019). Gualdani, Cristina. In: TSE Working Papers. RePEc:tse:wpaper:32550.

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2019Education and Polygamy : Evidence from Cameroon. (2019). André, Pierre ; Dupraz, Yannick ; Andre, Pierre. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1219.

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2019Network Data. (2019). Graham, Bryan. In: NBER Working Papers. RePEc:nbr:nberwo:26577.

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2019Predicting 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.

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2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771.

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2019US Fiscal Cycle and the Dollar. (2019). Jiang, Zhengyang. In: 2019 Meeting Papers. RePEc:red:sed019:667.

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2019Shift-Share Designs: Theory and Inference. (2019). Morales, Eduardo ; Koles, Michal ; Adao, Rodrigo. In: Papers. RePEc:arx:papers:1806.07928.

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2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Working Papers. RePEc:wyi:wpaper:002400.

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2019Asymptotic 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.

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2019An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2019). Wang, Xuexin ; Sun, Yixiao. In: Working Papers. RePEc:wyi:wpaper:002407.

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2019Predicting 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.

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2019HAR 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.

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2019Towards 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.

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2019A 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.

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2019Portal 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.

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2019Network 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.

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2019Social 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.

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2019THE MENTAL HEALTH EFFECTS OF RETIREMENT. (2019). van Ours, Jan ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:442.

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2019Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership. (2019). Zens, Gregor. In: Papers. RePEc:arx:papers:1809.04853.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2019Artificial 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.

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2019Racial Disparities in Debt Collection. (2019). Vamossy, Domonkos F ; Lavoice, Jessica. In: Papers. RePEc:arx:papers:1910.02570.

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2019The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations. (2019). Chen, Richard Y. In: Papers. RePEc:arx:papers:1911.02205.

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2019Electoral Crime Under Democracy: Information Effects from Judicial Decisions in Brazil. (2019). Assumpcao, Andre. In: Papers. RePEc:arx:papers:1912.10958.

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2019Political Economy of Third Party Interventions. (2019). Sarkar, Abhirup ; Dutta, Souvik ; Das, Sabyasachi. In: Working Papers. RePEc:ash:wpaper:1029.

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2019Political Economy of Third Party Interventions. (2019). Sarkar, Abhirup ; Dutta, Souvik ; Das, Sabyasachi. In: Working Papers. RePEc:ash:wpaper:20.

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2019Can 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.

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2019Tourism 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.

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2019Global Liquidity and Impairment of Local Monetary Policy. (2019). Peydro, Jose-Luis ; Gulen, Eda ; Fendolu, Salih. In: Working Papers. RePEc:bge:wpaper:1131.

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2019Take 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.

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2019Rain, Emotions and Voting for the Status Quo. (2019). Stutzer, Alois ; Schmid, Lukas ; Meier, Amando N. In: Working papers. RePEc:bsl:wpaper:2019/15.

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2019Wellbeing 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.

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2019Macro-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.

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2019Compulsory 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.

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2019Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2018). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang. In: Discussion Papers. RePEc:cfm:wpaper:1917.

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2019The Standard Errors of Persistence. (2019). Kelly, Morgan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13783.

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2019The Mental Health Effects of Retirement. (2019). van Ours, Jan C ; Picchio, Matteo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14135.

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2019An 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.

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2019Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291.

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2019Prison, 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.

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2019Preventive Home Visits. (2019). Karlsson, Martin ; Oien, Henning ; Bannenberg, Norman ; Forland, Oddvar ; Iversen, Tor. In: CINCH Working Paper Series. RePEc:duh:wpaper:1907.

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2019Modeling Consumers Confidence and Inflation Expectations. (2019). Parab, Prashant Mehul ; Goyal, Ashima. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00571.

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2019Does 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.

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2019Identifying 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.

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2019A 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.

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2019Snooze 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.

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2019Your peers’ 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.

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2019LGBT 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.

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2019Sparse 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.

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2019Democratizing 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.

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2019Discouragement 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.

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2019Rain, 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.

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2019The 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.

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2019Creative 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.

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2019Homothetic 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.

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2019What’s 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.

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2019Housing 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.

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2019Shopping 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.

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2019Employee representation and flexible working time. (2019). Burdín, Gabriel ; Perotin, Virginie ; Burdin, Gabriel. In: Labour Economics. RePEc:eee:labeco:v:61:y:2019:i:c:s0927537119300818.

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2019Back 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.

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2019Inflation 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.

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2019Giving 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.

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2019Pink 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.

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2019Forecasting 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.

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2019Consequences 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.

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Recent citations received in 2018

YearCiting document
2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

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2018The 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.

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2018Predicting relative forecasting performance : An empirical investigation. (2018). Sekhposyan, Tatevik ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_023.

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2018Shift-Share Designs: Theory and Inference. (2018). Ado, Rodrigo ; Morales, Eduardo ; Kolesar, Michal. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13118.

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2018Nonlinearities, 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.

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2018Equilibrium 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.

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2018ArCo: 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.

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2018Tail 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.

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2018Forecasting 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.

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2018Credit 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.

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2018Self-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.

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2018Bond 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.

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

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2018Hurst exponents and delampertized fractional Brownian motions. (2018). Garcin, Matthieu. In: Working Papers. RePEc:hal:wpaper:hal-01919754.

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2018Network and panel quantile effects via distribution regression. (2018). Weidner, Martin ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:70/18.

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2018Inference for the neighborhood inequality index. (2018). Andreoli, Francesco ; Francesco, Andreoli. In: LISER Working Paper Series. RePEc:irs:cepswp:2018-19.

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2018Higher Order Approximation of IV Estimators with Invalid Instruments. (2018). Kang, Byunghoon. In: Working Papers. RePEc:lan:wpaper:257105320.

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2018Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201870.

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

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2018THE 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.

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2018Unbiased 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.

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

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

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Recent citations received in 2017

YearCiting document
2017Spikes 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.

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2017Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. (2017). Kastner, Gregor ; Lopes, Hedibert Freitas ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:1602.08154.

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2017The 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.

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2017A 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.

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2017Identification 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.

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2017A trendy approach to UK inflation dynamics. (2017). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: Discussion Papers. RePEc:mpc:wpaper:0049.

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2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2017Estimation 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.

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2017Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Knapik, Oskar ; Haldrup, Niels. In: CEIS Research Paper. RePEc:rtv:ceisrp:422.

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2017A New Time‐Varying 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.

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Recent citations received in 2016

YearCiting document
2016The State of Applied Econometrics - Causality and Policy Evaluation. (2016). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1607.00699.

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2016Subsidies, 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.

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2016How 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.

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2016Political 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.

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2016Doing 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.

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2016.

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2016Doing 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.

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2016Nonparametric instrumental variable estimation under monotonicity. (2016). Wilhelm, Daniel ; Chetverikov, Denis. In: CeMMAP working papers. RePEc:ifs:cemmap:48/16.

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2016Disentangling Moral Hazard and Adverse Selection in Private Health Insurance. (2016). Powell, David ; Goldman, Dana. In: NBER Working Papers. RePEc:nbr:nberwo:21858.

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2016How 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.

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2016Doing 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.

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2016Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis. (2016). Imbens, Guido ; Doudchenko, Nikolay. In: NBER Working Papers. RePEc:nbr:nberwo:22791.

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2016Large 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.

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2016Three 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.

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2016Progressive 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.

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2016What 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.

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