Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

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

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
108
Impact Factor
2.04
5 Years IF
2.4
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.25 0.08 1.12 0.23 25 25 730 28 28 55 14 100 23 0 2 0.08 0.04
1991 0.33 0.08 0.88 0.23 32 57 731 45 78 57 19 125 29 0 5 0.16 0.04
1992 0.32 0.09 0.52 0.27 41 98 1684 50 129 57 18 131 36 0 3 0.07 0.04
1993 0.16 0.1 0.43 0.24 34 132 2339 55 186 73 12 153 36 0 4 0.12 0.05
1994 0.24 0.11 0.52 0.31 34 166 622 82 272 75 18 164 51 0 3 0.09 0.06
1995 0.34 0.2 0.84 0.49 38 204 1936 166 443 68 23 166 81 0 6 0.16 0.08
1996 0.51 0.22 1.02 0.59 39 243 3967 242 691 72 37 179 105 0 10 0.26 0.1
1997 0.7 0.23 1.03 0.76 62 305 1778 307 1005 77 54 186 142 0 6 0.1 0.1
1998 0.53 0.27 1.22 0.77 41 346 1273 410 1427 101 54 207 160 0 17 0.41 0.12
1999 0.45 0.29 1.19 0.7 34 380 2434 442 1878 103 46 214 149 0 15 0.44 0.14
2000 0.85 0.34 1.6 1.07 38 418 2594 653 2545 75 64 214 230 0 11 0.29 0.15
2001 1.21 0.36 1.55 1.11 43 461 4855 694 3258 72 87 214 238 0 13 0.3 0.16
2002 1.41 0.4 1.76 1.22 38 499 1501 843 4135 81 114 218 267 0 36 0.95 0.21
2003 1.47 0.41 1.96 1.64 43 542 3491 1022 5196 81 119 194 318 0 24 0.56 0.2
2004 1.69 0.46 2.45 2.28 46 588 1771 1375 6634 81 137 196 447 0 29 0.63 0.21
2005 1.81 0.47 2.49 2.22 51 639 3695 1545 8226 89 161 208 461 0 80 1.57 0.22
2006 2.34 0.47 2.68 2.61 68 707 2612 1855 10120 97 227 221 577 0 63 0.93 0.21
2007 1.96 0.42 2.44 2.22 63 770 4174 1857 11997 119 233 246 545 0 81 1.29 0.19
2008 2.6 0.45 3.23 2.99 45 815 1541 2602 14628 131 341 271 810 0 41 0.91 0.21
2009 2.78 0.44 3.03 2.92 67 882 1769 2622 17302 108 300 273 798 0 52 0.78 0.21
2010 1.41 0.44 2.74 2.58 63 945 2391 2565 19891 112 158 294 759 0 84 1.33 0.18
2011 2.07 0.46 2.97 2.52 57 1002 1442 2954 22866 130 269 306 770 0 82 1.44 0.21
2012 2.51 0.47 3.3 3.01 57 1059 1094 3451 26356 120 301 295 889 0 44 0.77 0.19
2013 2.26 0.53 3.92 2.75 56 1115 1563 4359 30725 114 258 289 795 0 106 1.89 0.22
2014 2.99 0.55 3.93 2.87 62 1177 1374 4590 35356 113 338 300 862 0 86 1.39 0.21
2015 3.45 0.55 3.81 3.03 59 1236 878 4676 40063 118 407 295 893 0 67 1.14 0.21
2016 3.01 0.56 3.78 2.91 74 1310 739 4938 45010 121 364 291 846 0 80 1.08 0.2
2017 2.59 0.58 3.52 2.79 78 1388 418 4877 49896 133 345 308 860 0 47 0.6 0.21
2018 2.2 0.7 3.27 2.73 63 1451 259 4737 54636 152 335 329 897 0 80 1.27 0.28
2019 2.04 0.88 3.03 2.4 69 1520 62 4601 59237 141 288 336 806 0 41 0.59 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
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

Full description at Econpapers || Download paper

3488
22003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

1913
32007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

Full description at Econpapers || Download paper

1666
42000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

Full description at Econpapers || Download paper

1105
51996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

Full description at Econpapers || Download paper

1030
61996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

Full description at Econpapers || Download paper

1012
71999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

Full description at Econpapers || Download paper

875
82006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

Full description at Econpapers || Download paper

784
92005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

Full description at Econpapers || Download paper

708
102005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

Full description at Econpapers || Download paper

694
111993Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47.

Full description at Econpapers || Download paper

577
122009What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

Full description at Econpapers || Download paper

555
132007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

Full description at Econpapers || Download paper

535
141993Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118.

Full description at Econpapers || Download paper

520
152010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

Full description at Econpapers || Download paper

501
161992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). Teräsvirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36.

Full description at Econpapers || Download paper

490
171995Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

Full description at Econpapers || Download paper

481
182005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

Full description at Econpapers || Download paper

456
191986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

Full description at Econpapers || Download paper

419
201995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

Full description at Econpapers || Download paper

393
212014THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478.

Full description at Econpapers || Download paper

384
222001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

Full description at Econpapers || Download paper

366
232000Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

Full description at Econpapers || Download paper

357
241997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

Full description at Econpapers || Download paper

355
252003A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

Full description at Econpapers || Download paper

334
261992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82.

Full description at Econpapers || Download paper

334
271993Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84.

Full description at Econpapers || Download paper

325
282005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

Full description at Econpapers || Download paper

305
291996The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61.

Full description at Econpapers || Download paper

303
302010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

Full description at Econpapers || Download paper

300
312003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

Full description at Econpapers || Download paper

294
321989The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21.

Full description at Econpapers || Download paper

291
331995A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25.

Full description at Econpapers || Download paper

284
341999Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510.

Full description at Econpapers || Download paper

279
352002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

Full description at Econpapers || Download paper

266
361996Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93.

Full description at Econpapers || Download paper

264
372005The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

Full description at Econpapers || Download paper

262
381993Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60.

Full description at Econpapers || Download paper

260
392008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

Full description at Econpapers || Download paper

257
402004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

Full description at Econpapers || Download paper

251
411990Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28.

Full description at Econpapers || Download paper

249
421997Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92.

Full description at Econpapers || Download paper

246
432005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

Full description at Econpapers || Download paper

245
442013GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795.

Full description at Econpapers || Download paper

240
451991Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24.

Full description at Econpapers || Download paper

237
462007Growth, technological interdependence and spatial externalities: theory and evidence. (2007). KOCH, Wilfried ; Ertur, Cem. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:6:p:1033-1062.

Full description at Econpapers || Download paper

228
471996Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model.. (1996). Baillie, Richard ; Chung, Ching-Fan ; Tieslau, Margie A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40.

Full description at Econpapers || Download paper

221
482000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Grier, Kevin ; Perry, Mark J.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

Full description at Econpapers || Download paper

196
491999Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). Strøm, Steinar ; Colombino, Ugo ; Aaberge, Rolf. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22.

Full description at Econpapers || Download paper

191
502002Estimating quadratic variation using realized variance. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477.

Full description at Econpapers || Download paper

190
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

Full description at Econpapers || Download paper

925
22007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

Full description at Econpapers || Download paper

407
32003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

395
42010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

Full description at Econpapers || Download paper

257
52000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

Full description at Econpapers || Download paper

181
61996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

Full description at Econpapers || Download paper

166
7146
81996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

Full description at Econpapers || Download paper

141
92009Economic transition and growth. (2009). Sul, Donggyu ; Phillips, Peter ; Peter C. B. Phillips, . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1153-1185.

Full description at Econpapers || Download paper

140
102005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

Full description at Econpapers || Download paper

117
112009What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

Full description at Econpapers || Download paper

110
122006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

Full description at Econpapers || Download paper

101
1396
142005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

Full description at Econpapers || Download paper

94
152005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

Full description at Econpapers || Download paper

94
161999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

Full description at Econpapers || Download paper

86
172003A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

Full description at Econpapers || Download paper

73
182007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

Full description at Econpapers || Download paper

69
192010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

Full description at Econpapers || Download paper

65
2052
2151
221986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

Full description at Econpapers || Download paper

51
232005The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

Full description at Econpapers || Download paper

50
2450
2549
262008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

Full description at Econpapers || Download paper

49
2745
282010Forecast comparisons in unstable environments. (2010). Rossi, Barbara ; Giacomini, Raffaella. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:595-620.

Full description at Econpapers || Download paper

44
2944
302003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

Full description at Econpapers || Download paper

43
3143
322010Realising the future: forecasting with high-frequency-based volatility (HEAVY) models. (2010). Sheppard, Kevin ; Shephard, Neil. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:2:p:197-231.

Full description at Econpapers || Download paper

43
332001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

Full description at Econpapers || Download paper

42
342010Monetary policy and uncertainty in an empirical small open-economy model. (2010). Preston, Bruce ; Justiniano, Alejandro. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:93-128.

Full description at Econpapers || Download paper

42
351995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

Full description at Econpapers || Download paper

41
361995Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

Full description at Econpapers || Download paper

41
371997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

Full description at Econpapers || Download paper

41
382010Measuring forecast uncertainty by disagreement: The missing link. (2010). Sheng, Xuguang ; Lahiri, Kajal. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:514-538.

Full description at Econpapers || Download paper

41
392005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

Full description at Econpapers || Download paper

40
402005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

Full description at Econpapers || Download paper

39
412008Are output growth-rate distributions fat-tailed? some evidence from OECD countries. (2008). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:5:p:639-669.

Full description at Econpapers || Download paper

39
422007Growth, technological interdependence and spatial externalities: theory and evidence. (2007). KOCH, Wilfried ; Ertur, Cem. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:6:p:1033-1062.

Full description at Econpapers || Download paper

38
432003A simple framework for analysing bull and bear markets. (2003). Sossounov, Kirill ; pagan, adrian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:23-46.

Full description at Econpapers || Download paper

38
442002The stochastic volatility in mean model: empirical evidence from international stock markets. (2002). Koopman, Siem Jan ; Uspensky, Eugenie Hol . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:6:p:667-689.

Full description at Econpapers || Download paper

37
4537
4636
471993Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47.

Full description at Econpapers || Download paper

36
481996The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61.

Full description at Econpapers || Download paper

34
492002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

Full description at Econpapers || Download paper

34
5034
Citing documents used to compute impact factor: 288
YearTitle
2019Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks. (2019). Castle, Jennifer ; Kurita, Takamitsu. In: Economics Series Working Papers. RePEc:oxf:wpaper:866.

Full description at Econpapers || Download paper

2019New Evidence on the Portfolio Balance Approach to Currency Returns. (2019). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Working Papers Series. RePEc:thk:wpaper:89.

Full description at Econpapers || Download paper

2019Asset Pricing vs Asset Expected Returning in Factor Models. (2019). Favero, Carlo ; Melone, Alessandro. In: Working Papers. RePEc:igi:igierp:651.

Full description at Econpapers || Download paper

2019Extreme canonical correlations and high-dimensional cointegration analysis. (2019). Wang, Chen ; Onatski, Alexei. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:307-322.

Full description at Econpapers || Download paper

2019Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information. (2019). Masolo, Riccardo M. ; Waldron, Matt ; Fawcett, Nicholas ; Boneva, Lena. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:100-120.

Full description at Econpapers || Download paper

2019The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1082.

Full description at Econpapers || Download paper

2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

Full description at Econpapers || Download paper

2019Predicting interest rates in real-time. (2019). Coroneo, Laura ; Caruso, Alberto. In: Discussion Papers. RePEc:yor:yorken:19/18.

Full description at Econpapers || Download paper

2019Bayesian 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
2019
2019Partial Identification of Population Average and Quantile Treatment Effects in Observational Data under Sample Selection. (2019). Messina, Julian ; Christelis, Dimitris. In: IDB Publications (Working Papers). RePEc:idb:brikps:9520.

Full description at Econpapers || Download paper

2019Reviewing the Existing Evidence of the Conditional Cash Transfer in India through the Partial Identification Approach. (2019). Aizawa, T. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:19/24.

Full description at Econpapers || Download paper

2019Quantile smoothing in supply chain and logistics forecasting. (2019). Bruzda, Joanna . In: International Journal of Production Economics. RePEc:eee:proeco:v:208:y:2019:i:c:p:122-139.

Full description at Econpapers || Download paper

2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

Full description at Econpapers || Download paper

2019Financial Conditions and Growth at Risk in Italy. (2019). Miglietta, Arianna ; del Vecchio, Leonardo ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1242_19.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Modeling and Forecasting Realized Portfolio Diversification Benefits. (2019). Kohler, Steffen ; Hildebrandt, Benno ; Golosnoy, Vasyl. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:116-:d:247544.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Do High-frequency-based Measures Improve Conditional Covariance Forecasts?. (2019). Dumitrescu, Elena Ivona ; Banulescu-Radu, Denisa. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2709.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: Working Paper Series. RePEc:ecb:ecbwps:20192225.

Full description at Econpapers || Download paper

2019Closed-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

2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Schwaab, Bernd ; Lucas, Andr E ; Caballero, Diego ; Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0382.

Full description at Econpapers || Download paper

2019Explaining the causal effect of adherence to medication on cholesterol through the marginal patient. (2019). Depalo, Domenico. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:19/13.

Full description at Econpapers || Download paper

2019Looking through systemic credit risk: determinants, stress testing and market value. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1927.

Full description at Econpapers || Download paper

2019Splitting credit risk into systemic, sectorial and idiosyncratic components. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1930.

Full description at Econpapers || Download paper

2019Likelihood Evaluation of Models with Occasionally Binding Constraints. (2019). Guerrieri, Luca ; Cuba-Borda, Pablo ; Zhong, Molin ; Iacoviello, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-28.

Full description at Econpapers || Download paper

2019Does my model predict a forward guidance puzzle?. (2019). McClung, Nigel ; Gibbs, Christopher G. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_019.

Full description at Econpapers || Download paper

2019A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2019Firm dynamics in an global and uncertain economy. (2019). Gigout, Timothee. In: MPRA Paper. RePEc:pra:mprapa:96569.

Full description at Econpapers || Download paper

2019Stochastic model specification in Markov switching vector error correction models. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

Full description at Econpapers || Download paper

2019Changes in the Effects of Bank Lending Shocks and the Development of Public Debt Markets. (2019). Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2019rwp-140.

Full description at Econpapers || Download paper

2019Shadow banking and the Great Recession: Evidence from an estimated DSGE model. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp125.

Full description at Econpapers || Download paper

2019Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:122855.

Full description at Econpapers || Download paper

2019US monetary policy and the euro area. (2019). Hanisch, Max. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:77-96.

Full description at Econpapers || Download paper

2019Can large trade shocks cause crises? The case of the Finnish-Soviet trade collapse. (2019). Kilponen, Juha ; Gulan, Adam ; Haavio, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_009.

Full description at Econpapers || Download paper

2019Shadow Banking and the Great Recession. (2019). Moura, Alban ; Feve, Patrick. In: 2019 Meeting Papers. RePEc:red:sed019:199.

Full description at Econpapers || Download paper

2019Bank loan supply shocks and alternative financing of non-financial corporations in the euro area. (2019). Mandler, Martin ; Scharnagl, Michael. In: Discussion Papers. RePEc:zbw:bubdps:232019.

Full description at Econpapers || Download paper

2019Credit constraints and the propagation of the Great Depression in Germany. (2019). Adam, Marc ; Jansson, Walter. In: Discussion Papers. RePEc:zbw:fubsbe:201912.

Full description at Econpapers || Download paper

2019Chinas monetary policy and the loan market : How strong is the credit channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_015.

Full description at Econpapers || Download paper

2019Chinas Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max . In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_027.

Full description at Econpapers || Download paper

2019What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?. (2019). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:19-38.

Full description at Econpapers || Download paper

2019Wages and prices in the euro area: exploring the nexus. (2019). Nobili, Andrea ; Conti, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_518_19.

Full description at Econpapers || Download paper

2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

Full description at Econpapers || Download paper

2019Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Ghysels, Eric ; Qian, Hang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

Full description at Econpapers || Download paper

2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

Full description at Econpapers || Download paper

2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Missing dependent variables in fixed-effects models. (2019). Abrevaya, Jason. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:151-165.

Full description at Econpapers || Download paper

2019Did technology transfer more rapidly East–West than North–South?. (2019). Young, Andrew T ; Pavlik, Jamie Bologna. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:216-235.

Full description at Econpapers || Download paper

2019Reviews and price on online platforms: Evidence from sentiment analysis of Airbnb reviews in Boston. (2019). Zheng, Yuqing ; Mark, Tyler ; Reed, Michael R ; Lawani, Abdelaziz . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:22-34.

Full description at Econpapers || Download paper

2019Housing Prices and Property Descriptions: Using Soft Information to Value Real Assets. (2019). Ross, Stephen ; Shen, Lily. In: Working papers. RePEc:uct:uconnp:2019-20.

Full description at Econpapers || Download paper

2019Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator. (2019). Bhattacharjee, Arnab ; Maiti, Taps ; Calantone, Roger ; Cai, Liqian. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-018-0176-z.

Full description at Econpapers || Download paper

2019Listing Agent Signals: Does a Picture Paint a Thousand Words?. (2019). Sun, Hua ; Seiler, Michael J ; Luchtenberg, Kimberly F. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9674-z.

Full description at Econpapers || Download paper

2019Data cloning estimation for asymmetric stochastic volatility models. (2019). Veiga, Helena ; de Zea, Patricia ; Marin, Juan Miguel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28214.

Full description at Econpapers || Download paper

2019Club Convergence and Factors of Per Capita Transportation Carbon Emissions in China. (2019). Bai, Caiquan ; Feng, Chen ; Gong, Yuan ; Mao, Yuehua. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:539-:d:199390.

Full description at Econpapers || Download paper

2019Property heterogeneity and convergence club formation among local house prices. (2019). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Journal of Housing Economics. RePEc:eee:jhouse:v:43:y:2019:i:c:p:1-13.

Full description at Econpapers || Download paper

2019Parameter variation in the log t convergence test. (2019). Johnson, Paul. In: MPRA Paper. RePEc:pra:mprapa:94149.

Full description at Econpapers || Download paper

2019Multidimensional Inequality and Divergence: The Eurozone Crisis in Retrospect. (2019). Poppitz, Philipp. In: Working Papers. RePEc:old:dpaper:420.

Full description at Econpapers || Download paper

2019Interest rate convergence across maturities: Evidence from bank data in an emerging market economy. (2019). Holmes, Mark ; Iregui, Ana Maria ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:57-70.

Full description at Econpapers || Download paper

2019Economic integration, structural change, and uneven development in the European Union. (2019). Cutrini, Eleonora. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:102-113.

Full description at Econpapers || Download paper

2019Convergence and growth decomposition: an analysis on Lithuania. (2019). Comunale, Mariarosaria ; Soofi-Siavash, Soroosh ; Minh, Anh Dinh. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:17.

Full description at Econpapers || Download paper

2019Multivariate 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

2019How useful are time-varying parameter models for forecasting economic growth in CESEE?. (2019). Feldkircher, Martin ; Hauzenberger, Nico. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2019:i:q1/19:b:2.

Full description at Econpapers || Download paper

2019Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia. (2019). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:378-384.

Full description at Econpapers || Download paper

2019Macroeconomic effects of political risk shocks. (2019). Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0841.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Forward-Selected Panel Data Approach for Program Evaluation. (2019). Huang, Jingyi ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1908.05894.

Full description at Econpapers || Download paper

2019How does oversight affect police? Evidence from the police misconduct reform. (2019). Long, Wei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:168:y:2019:i:c:p:94-118.

Full description at Econpapers || Download paper

2019
2019The effects of conventional and unconventional monetary policy on exchange rates. (2019). Inoue, Atsushi ; Rossi, Barbara. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:419-447.

Full description at Econpapers || Download paper

2019A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20192346.

Full description at Econpapers || Download paper

2019Financial attention and the demand for information. (2019). Zouabi, Maher ; Qadan, Mahmoud. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:82:y:2019:i:c:s2214804319300874.

Full description at Econpapers || Download paper

2019Monetary policy announcements and expectations: Evidence from german firms. (2019). Müller, Gernot ; Enders, Zeno ; Muller, Gernot J ; Hunnekes, Franziska. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:45-63.

Full description at Econpapers || Download paper

2019Bad luck, bad policy, and learning? A Markov-switching approach to understanding postwar U.S. macroeconomic dynamics. (2019). Hur, Joonyoung ; Best, Gabriela. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:55-78.

Full description at Econpapers || Download paper

2019An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192291.

Full description at Econpapers || Download paper

2019Panel evidence on the ability of oil returns to predict stock returns in the G7 area. (2019). Sharma, Susan Sunila ; Westerlund, Joakim. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:3-12.

Full description at Econpapers || Download paper

2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

Full description at Econpapers || Download paper

2019QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity. (2019). Feng, Shuhui ; Zhang, Yuanqing ; Jin, Fei. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:1-5.

Full description at Econpapers || Download paper

2019House prices and marriage entry in China. (2019). Zhang, BO ; Yi, Junjian ; Wrenn, Douglas H. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:74:y:2019:i:c:p:118-130.

Full description at Econpapers || Download paper

2019Price based policies for managing residential development: Impacts on water quality. (2019). Newburn, David ; Klaiber, Henry ; Wrenn, Douglas H. In: Resource and Energy Economics. RePEc:eee:resene:v:58:y:2019:i:c:s0928765518301131.

Full description at Econpapers || Download paper

2019Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. (2019). Winkelmann, Lars ; Neely, Christopher ; Bibinger, Markus. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:158-184.

Full description at Econpapers || Download paper

2019Approximate Bayesian forecasting. (2019). , Brendan ; Martin, Gael M ; Maneesoonthorn, Worapree ; Frazier, David T. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:521-539.

Full description at Econpapers || Download paper

2019Forecasting Observables with Particle Filters: Any Filter Will Do!. (2019). McCabe, Brendan ; Martin, Gael M ; Forbes, Catherine S ; Leung, Patrick. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-22.

Full description at Econpapers || Download paper

2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963.

Full description at Econpapers || Download paper

2019Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2019). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

Full description at Econpapers || Download paper

2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers. RePEc:lan:wpaper:257939806.

Full description at Econpapers || Download paper

2019Detection and Analysis of Multiple Events Based on High-Dimensional Factor Models in Power Grid. (2019). Yang, Fan ; He, Xing ; Ling, Zenan ; Qiu, Robert C. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1360-:d:221154.

Full description at Econpapers || Download paper

2019A Horse Race in High Dimensional Space. (2019). Ceci, Donato ; Andreini, Paolo. In: CEIS Research Paper. RePEc:rtv:ceisrp:452.

Full description at Econpapers || Download paper

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-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

Full description at Econpapers || Download paper

2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

Full description at Econpapers || Download paper

2019On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201.

Full description at Econpapers || Download paper

2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02262202.

Full description at Econpapers || Download paper

2019Tail Index Estimation: Quantile-Driven Threshold Selection. (2019). de Haan, Laurens ; de Vries, Casper ; Danielsson, Jon ; Ergun, Lerby. In: Staff Working Papers. RePEc:bca:bocawp:19-28.

Full description at Econpapers || Download paper

2019Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Éric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97.

Full description at Econpapers || Download paper

2019Reliable real-time output gap estimates based on a modified Hamilton filter. (2019). Wolters, Maik ; Quast, Josefine. In: IMFS Working Paper Series. RePEc:zbw:imfswp:133.

Full description at Econpapers || Download paper

2019Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter. (2019). Wolters, Maik ; Quast, Josefine. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203535.

Full description at Econpapers || Download paper

2019Banking technology in a Markov switching economy. (2019). Serletis, Apostolos ; Isakin, Maksim. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:154-168.

Full description at Econpapers || Download paper

2019Measuring multi-product banks market power using the Lerner index. (2019). Spierdijk, Laura ; Shaffer, Sherrill. In: CAMA Working Papers. RePEc:een:camaaa:2019-17.

Full description at Econpapers || Download paper

2019Tempered particle filtering. (2019). Schorfheide, Frank ; Herbst, Edward. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:26-44.

Full description at Econpapers || Download paper

2019Active, or passive? Revisiting the role of fiscal policy in the Great Inflation. (2019). Kriwoluzky, Alexander ; Ettmeier, Stephanie . In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203609.

Full description at Econpapers || Download paper

2019Identification of Regression Models with a Misclassified and Endogenous Binary Regressor. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:1904.11143.

Full description at Econpapers || Download paper

2019Connectedness between G10 currencies: Searching for the causal structure. (2019). Bettendorf, Timo ; Heinlein, Reinhold. In: Discussion Papers. RePEc:zbw:bubdps:062019.

Full description at Econpapers || Download paper

2019The role of leverage in quantitative easing decisions: Evidence from the UK. (2019). Philippas, Dionisis ; Tomuleasa, Iuliana ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:308-324.

Full description at Econpapers || Download paper

2019What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2019). Dąbrowski, Marek ; Dbrowski, Marek A ; Fijorek, Kamil ; Papie, Monika ; Miech, Sawomir. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201914.

Full description at Econpapers || Download paper

2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

Full description at Econpapers || Download paper

2019Analysing the systemic risk of Indian banks. (2019). Ahmad, Wasim ; Bekiros, Stelios ; Uddin, Gazi Salah ; Verma, Ramprasad. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:103-108.

Full description at Econpapers || Download paper

2019Upstream, Downstream & Common Firm Shocks. (2019). Yung, Julieta ; Grant, Everett. In: Globalization Institute Working Papers. RePEc:fip:feddgw:360.

Full description at Econpapers || Download paper

2019Do information contagion and business model similarities explain bank credit risk commonalities?. (2019). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201994.

Full description at Econpapers || Download paper

2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

Full description at Econpapers || Download paper

2019Financial Interconnectedness, Amplification, and Cross-Border Activity. (2019). Takahashi, Koji ; Ikeda, Daisuke ; Ojima, Mayumi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e11.

Full description at Econpapers || Download paper

2019International Financial Connection and Stock Return Comovement. (2019). Ando, Sakai. In: IMF Working Papers. RePEc:imf:imfwpa:19/181.

Full description at Econpapers || Download paper

2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

Full description at Econpapers || Download paper

2019Analyzing credit risk transmission to the non-financial sector in Europe: A network approach. (2019). Siklos, Pierre ; Gross, Christian. In: CAMA Working Papers. RePEc:een:camaaa:2019-43.

Full description at Econpapers || Download paper

2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

Full description at Econpapers || Download paper

2019Integration Among US Banks. (2019). Cotter, John ; Anand, Abhinav. In: Working Papers. RePEc:ucd:wpaper:201913.

Full description at Econpapers || Download paper

2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

Full description at Econpapers || Download paper

2019Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2019). Gross, Christian. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203645.

Full description at Econpapers || Download paper

2019Measuring the network connectedness of global stock markets. (2019). Wang, Yutong ; Tang, Pan ; Gong, Chen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313548.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Cross-regional connectedness in the Korean housing market. (2019). Lee, Hahn Shik. In: Journal of Housing Economics. RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137718300585.

Full description at Econpapers || Download paper

2019Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures. (2019). Demuynck, Thomas ; Cherchye, Laurens ; de Rock, Bram. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:483-506.

Full description at Econpapers || Download paper

2019Boosting the Hodrick-Prescott Filter. (2019). Phillips, Peter ; Shi, Zhentao ; PEter, . In: Papers. RePEc:arx:papers:1905.00175.

Full description at Econpapers || Download paper

2019A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689.

Full description at Econpapers || Download paper

2019Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model. (2019). Teräsvirta, Timo ; Cho, Jin Seo ; Terasvirta, Timo ; Seong, Dakyung. In: CREATES Research Papers. RePEc:aah:create:2019-17.

Full description at Econpapers || Download paper

2019Nonlinear Cointegrating Power Function Regression with Endogeneity. (2019). Phillips, Peter ; Wang, Qiying ; PEter, ; Hu, Zhishui. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2211.

Full description at Econpapers || Download paper

2019Boosting: Why you Can Use the HP Filter. (2019). Phillips, Peter ; Shi, Zhentao ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2212.

Full description at Econpapers || Download paper

2019Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset. (2019). Totty, Evan ; Li, Xiaoxiao ; Kejriwal, Mohitosh . In: Purdue University Economics Working Papers. RePEc:pur:prukra:1316.

Full description at Econpapers || Download paper

2019The effects of compulsory military service on income and wages in Russia. (2019). Kopytok, Vitovt ; Ratnikova, Tatiana . In: Applied Econometrics. RePEc:ris:apltrx:0374.

Full description at Econpapers || Download paper

2019Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance. (2019). Pei, Zhuan ; O'Leary, Christopher ; Quach, Simon ; Leung, Pauline ; Lee, David S. In: IZA Discussion Papers. RePEc:iza:izadps:dp12154.

Full description at Econpapers || Download paper

2019Age discontinuity and nonemployment benefit policy evaluation through the lens of job search theory. (2019). Wilemme, Guillaume ; Decreuse, Bruno. In: 2019 Meeting Papers. RePEc:red:sed019:890.

Full description at Econpapers || Download paper

2019Barriers to the international diffusion of technological innovations. (2019). Singh, Baljeet ; Kumar, Sanjesh . In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:74-86.

Full description at Econpapers || Download paper

2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage. (2019). Koop, Gary ; Gefang, Deborah ; Poon, Aubrey. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-07.

Full description at Econpapers || Download paper

2019Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage. (2019). Koop, Gary ; Gefang, Deborah ; Poon, Aubrey. In: CAMA Working Papers. RePEc:een:camaaa:2019-08.

Full description at Econpapers || Download paper

2019An automated prior robustness analysis in Bayesian model comparison. (2019). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana. In: CAMA Working Papers. RePEc:een:camaaa:2019-45.

Full description at Econpapers || Download paper

2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

Full description at Econpapers || Download paper

2019Lithuanian house price index: modelling and forecasting. (2019). Reichenbachas, Tomas ; Gudauskait, Laura ; Ramanauskas, Tomas ; Narusevicius, Laurynas. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:28.

Full description at Econpapers || Download paper

2019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20.

Full description at Econpapers || Download paper

2019Measuring 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

2019Assessing Expectations as a Monetary/Fiscal State-Dependent Phenomenon. (2019). Zachariadis, Marios ; Geiger, Martin. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:01-2019.

Full description at Econpapers || Download paper

2019
2019FX intervention and domestic credit: evidence from high-frequency micro data. (2019). Villamizar-Villegas, mauricio ; Shin, Hyun Song ; Hofmann, Boris. In: Borradores de Economia. RePEc:bdr:borrec:1069.

Full description at Econpapers || Download paper

2019FX intervention and domestic credit: Evidence from high-frequency micro data. (2019). Shin, Hyun Song ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:774.

Full description at Econpapers || Download paper

2019Bond risk premia and the exchange rate. (2019). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:775.

Full description at Econpapers || Download paper

2019Austerity, inequality, and private debt overhang. (2019). Winkler, Roland ; Klein, Mathias. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:89-106.

Full description at Econpapers || Download paper

2019A closed-form estimator for quantile treatment effects with endogeneity. (2019). Wuthrich, Kaspar. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:219-235.

Full description at Econpapers || Download paper

2019Averaging estimation for instrumental variables quantile regression. (2019). Liu, Xin. In: Papers. RePEc:arx:papers:1910.04245.

Full description at Econpapers || Download paper

2019Averaging estimation for instrumental variables quantile regression. (2019). Liu, Xin. In: Working Papers. RePEc:umc:wpaper:1907.

Full description at Econpapers || Download paper

2019Smoothed GMM for quantile models. (2019). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:121-144.

Full description at Econpapers || Download paper

2019House Price Growth Interdependencies and Comovement. (2019). Soques, Daniel ; Cohen, Jeffrey ; Coughlin, Cletus. In: Working Papers. RePEc:fip:fedlwp:2019-028.

Full description at Econpapers || Download paper

2019
2019The impact of board directors on the innovation of new ventures. (2019). Stephan, Andreas ; Lööf, Hans ; Baum, Christopher ; Viklund-Ros, Ingrid. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:988.

Full description at Econpapers || Download paper

2019Board of directors and export-spillovers: What is the impact on extensive margins of trade?. (2019). Lööf, Hans ; Viklund-Ros, Ingrid ; Loof, Hans. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0482.

Full description at Econpapers || Download paper

2019The impact of board directors on the innovation of new ventures. (2019). Stephan, Andreas ; Lööf, Hans ; Baum, Christopher ; Viklund-Ros, Ingrid. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0483.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Financial regimes and uncertainty shocks. (2019). Alessandri, Piergiorgio ; Mumtaz, Haroon. In: Journal of Monetary Economics. RePEc:eee:moneco:v:101:y:2019:i:c:p:31-46.

Full description at Econpapers || Download paper

2019Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-142.

Full description at Econpapers || Download paper

2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. (2019). Gupta, Rangan ; Gabauer, David ; Antonakakis, Nikolaos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202.

Full description at Econpapers || Download paper

2019Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data. (2019). Mohamed, Ibrahim ; Chan, Jennifer So-Kuen ; Ng, Kok-Haur ; Tan, Shay-Kee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:537-551.

Full description at Econpapers || Download paper

2019Twin instrument, fertility and women’s labor force participation: evidence from Colombian low-income families. (2019). Posso, Christian ; Morales, Leonardo ; Medina, Carlos ; Cardona-Sosa, Lina ; Badillo Enciso, Erika. In: Borradores de Economia. RePEc:bdr:borrec:1071.

Full description at Econpapers || Download paper

2019Does having children affect women’s entrepreneurship decision? Evidence from Nigeria. (2019). Ajefu, Joseph. In: Review of Economics of the Household. RePEc:kap:reveho:v:17:y:2019:i:3:d:10.1007_s11150-019-09453-2.

Full description at Econpapers || Download paper

2019Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators. (2019). Denzer, Manuel. In: Working Papers. RePEc:jgu:wpaper:1916.

Full description at Econpapers || Download paper

2019What drives the convergence in male and female wage distributions in Israel? A Shapley decomposition approach. (2019). Kimhi, Ayal ; Hanuka-Taflia, Nirit. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:17:y:2019:i:3:d:10.1007_s10888-019-9406-5.

Full description at Econpapers || Download paper

2019The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

Full description at Econpapers || Download paper

2019Gravity. (2019). Eberhardt, Markus ; Desbordes, Rodolphe. In: Discussion Papers. RePEc:not:notgep:2019-02.

Full description at Econpapers || Download paper

2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

Full description at Econpapers || Download paper

2019Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice. (2019). Su, Liangjun ; Peng, Bin ; Feng, Guohua ; Yang, Thomas Tao. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:607-622.

Full description at Econpapers || Download paper

2019Nonlinear factor models for network and panel data. (2019). Fernandez-Val, Ivan ; Chen, Mingli ; Weidner, Martin. In: CeMMAP working papers. RePEc:ifs:cemmap:18/19.

Full description at Econpapers || Download paper

2019Economies of Diversification in Microfinance: Evidence from Quantile Estimation on Panel Data. (2019). Mersland, Roy ; Malikov, Emir ; Hartarska, Valentina. In: MPRA Paper. RePEc:pra:mprapa:95935.

Full description at Econpapers || Download paper

2019What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2019). Strittmatter, Anthony. In: Papers. RePEc:arx:papers:1812.06533.

Full description at Econpapers || Download paper

2019Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2019). Lechner, Michael. In: Papers. RePEc:arx:papers:1812.09487.

Full description at Econpapers || Download paper

2019Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2019). Lechner, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2019:01.

Full description at Econpapers || Download paper

2019
2019Testing Unconfoundedness Assumption Using Auxiliary Variables. (2019). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201905.

Full description at Econpapers || Download paper

2019What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2019). Strittmatter, Anthony. In: GLO Discussion Paper Series. RePEc:zbw:glodps:336.

Full description at Econpapers || Download paper

2019Estimation of Conditional Average Treatment Effects with High-Dimensional Data. (2019). Lieli, Robert ; Zhang, Yichong ; Hsu, Yu-Chin ; Fan, Qingliang. In: Papers. RePEc:arx:papers:1908.02399.

Full description at Econpapers || Download paper

2019What is the Value Added by using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2019). Strittmatter, Anthony. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203499.

Full description at Econpapers || Download paper

2019Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571.

Full description at Econpapers || Download paper

2019Higher Moment Constraints for Predictive Density Combinations. (2019). Vasnev, Andrey ; Pauwels, Laurent ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/20175.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Peer Effects in Networks: a Survey. (2019). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: Working Papers. RePEc:hal:wpaper:halshs-02440709.

Full description at Econpapers || Download paper

2019Peer Effects in Networks: a Survey. (2019). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14260.

Full description at Econpapers || Download paper

2019Simple methods for consistent estimation of dynamic panel data sample selection models. (2019). Labeaga, Jose ; Jimenez-Martin, Sergi ; Al-Sadoon, Majid. In: Economics Working Papers. RePEc:upf:upfgen:1631.

Full description at Econpapers || Download paper

2019Simple Methods for Consistent Estimation of Dynamic Panel Data Sample Selection Models. (2019). Labeaga, Jose ; Jimenez-Martin, Sergi ; Al-Sadoon, Majid. In: Working Papers. RePEc:bge:wpaper:1069.

Full description at Econpapers || Download paper

2019Alternative trading strategies to beat “buy-and-hold”. (2019). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304108.

Full description at Econpapers || Download paper

2019Chinese shadow banking, financial regulation and effectiveness of monetary policy. (2019). Yi, Yuhuan ; Qi, Xiaotong ; Van Wijnbergen, S ; VanWijnbergen, S ; Yang, Liu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x17301051.

Full description at Econpapers || Download paper

2019The nature of shadow bank leverage shocks on the macroeconomy. (2019). Istiak, Khandokar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300452.

Full description at Econpapers || Download paper

2019Energy based estimation of the Shadow Economy: The role of Governance Quality.. (2019). Dergiades, Theologos ; Missiou, Olympia ; Psychoyios, Dimitrios. In: Discussion Paper Series. RePEc:mcd:mcddps:2019_07.

Full description at Econpapers || Download paper

2019Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2122.

Full description at Econpapers || Download paper

2019Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: IMFS Working Paper Series. RePEc:zbw:imfswp:132.

Full description at Econpapers || Download paper

2019Characterizing the financial cycle: Evidence from a frequency domain analysis. (2019). Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:568-591.

Full description at Econpapers || Download paper

2019Financial Cycles in Asset Markets and Regions. (2019). Beirne, John. In: ADBI Working Papers. RePEc:ris:adbiwp:1052.

Full description at Econpapers || Download paper

2019Real and financial cycles: estimates using unobserved component models for the Italian economy. (2019). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00453-1.

Full description at Econpapers || Download paper

2019Redenomination-risk spillovers in the Eurozone. (2019). Borri, Nicola. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:173-178.

Full description at Econpapers || Download paper

2019Interest rates and foreign spillovers. (2019). Zimic, Sreko ; De Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20192221.

Full description at Econpapers || Download paper

2019Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis. (2019). Schienle, Melanie ; Urban, Jorg ; Buse, Rebekka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201990.

Full description at Econpapers || Download paper

2019Price informativeness and adaptive trading. (2019). Chen, Haiqiang ; Zheng, Huanhuan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:4:d:10.1007_s00191-018-0586-0.

Full description at Econpapers || Download paper

2019Globalization, cultural distance, and cultural convergence: some new evidence. (2019). Tarabar, Danko. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00020.

Full description at Econpapers || Download paper

2019Commanding Nature by Obeying Her: A Review Essay on Joel Mokyrs A Culture of Growth. (2019). Spolaore, Enrico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7759.

Full description at Econpapers || Download paper

2019Trade and Institutions: Explaining Urban Giants. (2019). Gbandi, Tchapo ; Candau, Fabien. In: Post-Print. RePEc:hal:journl:hal-02416125.

Full description at Econpapers || Download paper

2019Commanding Nature by Obeying Her: A Review Essay on Joel Mokyr’s A Culture of Growth. (2019). Spolaore, Enrico. In: NBER Working Papers. RePEc:nbr:nberwo:26061.

Full description at Econpapers || Download paper

2019Labor Market Discrimination and the Macroeconomy. (2019). Asali, Muhammad ; Gurashvili, Rusudan. In: IZA Discussion Papers. RePEc:iza:izadps:dp12101.

Full description at Econpapers || Download paper

2019Labor Market Discrimination and the Macroeconomy. (2019). Asali, Muhammad ; Gurashvili, Rusudan. In: Working Papers. RePEc:tbs:wpaper:19-002.

Full description at Econpapers || Download paper

2019vgets: A program to estimate general-to-specific VARs, Granger causality, steady-state effects, and cumulative impulse responses. (2019). Asali, Muhammad. In: Working Papers. RePEc:tbs:wpaper:19-007.

Full description at Econpapers || Download paper

2019Exploiting ergodicity in forecasts of corporate profitability. (2019). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:147.

Full description at Econpapers || Download paper

2019Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2019). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien. In: 2019 Meeting Papers. RePEc:red:sed019:152.

Full description at Econpapers || Download paper

2019Wealth distribution with random discount factors. (2019). Toda, Alexis Akira. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:101-113.

Full description at Econpapers || Download paper

2019Factor augmented VAR revisited - A sparse dynamic factor model approach. (2019). Kaufmann, Sylvia ; Beyeler, Simon. In: Working Papers. RePEc:szg:worpap:1608r.

Full description at Econpapers || Download paper

2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification. (2019). Schumacher, Christian ; Kaufmann, Sylvia. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:116-134.

Full description at Econpapers || Download paper

2019Forecast density combinations of dynamic models and data driven portfolio strategies. (2019). Hoogerheide, L ; Grassi, S ; Borowska, A ; Baturk, N ; van Dijk, H K. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:170-186.

Full description at Econpapers || Download paper

2019Mean group estimation in presence of weakly cross-correlated estimators. (2019). Pesaran, M ; Chudik, Alexander. In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:101-105.

Full description at Econpapers || Download paper

2019Mastering Panel Metrics: Causal Impact of Democracy on Growth. (2019). Chernozhukov, Victor ; Fern, Iv'An ; Chen, Shuowen. In: Papers. RePEc:arx:papers:1901.03821.

Full description at Econpapers || Download paper

2019Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies. (2019). Zhang, Ren ; Wynne, Mark ; Martínez García, Enrique ; Martinez-Garcia, Enrique ; Grossman, Valerie. In: Globalization Institute Working Papers. RePEc:fip:feddgw:359.

Full description at Econpapers || Download paper

2019Why have interest rates fallen far below the return on capital. (2019). Mojon, Benoit ; Velde, Franois R ; Marx, Magali. In: BIS Working Papers. RePEc:bis:biswps:794.

Full description at Econpapers || Download paper

2019Panel Forecasting with Asymmetric Grouping. (2019). Paap, Richard ; Nibbering, D. In: Econometric Institute Research Papers. RePEc:ems:eureir:119521.

Full description at Econpapers || Download paper

2019QUALITATIVE SURVEYS AND MARGINS OF ADJUSTMENT IN HETEROGENEOUS AGENT ECONOMIES. (2019). Tryphonides, Andreas. In: 2019 Meeting Papers. RePEc:red:sed019:1415.

Full description at Econpapers || Download paper

2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep030.

Full description at Econpapers || Download paper

2019Commodity Prices and Inflation Risk. (2019). Petrella, Ivan ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:23.

Full description at Econpapers || Download paper

2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145.

Full description at Econpapers || Download paper

2019Dynamic discrete mixtures for high frequency prices. (2019). Santucci de Magistris, Paolo ; di Mari, Roberto ; Catania, Leopoldo. In: Discussion Papers. RePEc:not:notgts:19/05.

Full description at Econpapers || Download paper

2019Volatility tail risk under fractionality. (2019). Santucci de Magistris, Paolo ; Morelli, Giacomo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302298.

Full description at Econpapers || Download paper

2019Carbon Taxes and CO2 Emissions: Sweden as a Case Study. (2019). Andersson, Julius J. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:11:y:2019:i:4:p:1-30.

Full description at Econpapers || Download paper

2019Per-Cluster Instrumental Variables Estimation: Uncovering the Price Elasticity of the Demand for Gasoline. (2019). Bates, Michael ; Kim, Seolah. In: Working Papers. RePEc:ucr:wpaper:202003.

Full description at Econpapers || Download paper

2019Biofuels policies and fuel demand elasticities in Brazil. (2019). Bittencourt, Mauricio ; Irwin, Elena G ; Litt, Wade H. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:296-305.

Full description at Econpapers || Download paper

2019Climate Change, Climate Policy, and Economic Growth. (2019). Stock, James . In: NBER Chapters. RePEc:nbr:nberch:14264.

Full description at Econpapers || Download paper

2019Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario . In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20.

Full description at Econpapers || Download paper

2019The long and short run effects of British Columbias carbon tax on diesel demand. (2019). Bernard, Jean-Thomas ; Kichian, Maral. In: Energy Policy. RePEc:eee:enepol:v:131:y:2019:i:c:p:380-389.

Full description at Econpapers || Download paper

2019Charging Drivers by the Pound: How Does the UK Vehicle Tax System Affect CO2 Emissions?. (2019). Linn, Joshua ; Alberini, Anna ; Cerruti, Davide . In: Environmental & Resource Economics. RePEc:kap:enreec:v:74:y:2019:i:1:d:10.1007_s10640-018-00310-x.

Full description at Econpapers || Download paper

2019The Simple Economics of Global Fuel Consumption. (2019). Ellwanger, Reinhard ; Bilgin, Doga. In: Staff Working Papers. RePEc:bca:bocawp:19-35.

Full description at Econpapers || Download paper

2019
2019The Return to Protectionism. (2019). Khandelwal, Amit ; Goldberg, Pinelopi ; Fajgelbaum, Pablo ; Kennedy, Patrick J. In: NBER Working Papers. RePEc:nbr:nberwo:25638.

Full description at Econpapers || Download paper

2019Foreign Exchange Shocks and Gasoline Consumption. (2019). Rafizadeh, Nima ; Morovati, Mohammad ; Ghoddusi, Hamed. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302531.

Full description at Econpapers || Download paper

2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

Full description at Econpapers || Download paper

2019Euro area real-time density forecasting with financial or labor market frictions. (2019). Warne, Anders ; McAdam, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:580-600.

Full description at Econpapers || Download paper

2019Online Estimation of DSGE Models. (2019). Schorfheide, Frank ; Herbst, Edward ; Del Negro, Marco ; Sarfati, Reca ; Matlin, Ethan ; Cai, Michael. In: Staff Reports. RePEc:fip:fednsr:893.

Full description at Econpapers || Download paper

2019Online Estimation of DSGE Models. (2019). Del Negro, Marco ; Schorfheide, Frank ; Sarfati, Reca ; Matlin, Ethan ; Herbst, Edward ; Cai, Michael. In: PIER Working Paper Archive. RePEc:pen:papers:19-014.

Full description at Econpapers || Download paper

2019Metric and Scale Effects in Consumer Preferences for Environmental Benefits. (2019). Pleshcheva, Vlada. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:147.

Full description at Econpapers || Download paper

2019A panel quantile approach to attrition bias in Big Data: Evidence from a randomized experiment. (2019). Lamarche, Carlos ; Harding, Matthew. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:61-82.

Full description at Econpapers || Download paper

2019Panel data quantile regression with grouped fixed effects. (2019). Volgushev, Stanislav. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:68-91.

Full description at Econpapers || Download paper

2019Growth prospects, the natural interest rate, and monetary policy. (2019). Wolters, Maik ; Jannsen, Nils ; Gern, Klaus-Jurgen ; Fiedler, Salomon. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201917.

Full description at Econpapers || Download paper

2019The Non-Linear Effect of Financial Support on Energy Efficiency: Evidence from China. (2019). Failler, Pierre ; Drakeford, Benjamin M ; Liao, Gaoke ; Chen, Shuanglian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1959-:d:219282.

Full description at Econpapers || Download paper

2019The Influence of Financial Stress on Economic Activity and Monetary Policy in Belarus. (2019). Mazol, Aleh . In: Journal of Economic Development. RePEc:jed:journl:v:44:y:2019:i:2:p:49-75.

Full description at Econpapers || Download paper

2019Growth prospects, the natural interest rate, and monetary policy. (2019). Wolters, Maik ; Jannsen, Nils ; Gern, Klaus-Jurgen ; Fiedler, Salomon. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201935.

Full description at Econpapers || Download paper

2019Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19118.

Full description at Econpapers || Download paper

2019The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes. (2019). Morita, Rubens ; Aksoy, Yunus ; Psaradakis, Zacharias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8035.

Full description at Econpapers || Download paper

2019The economic effects of political disintegration: Lessons from Serbia and Montenegro. (2019). Zilic, Ivan ; Monastiriotis, Vassilis. In: Working Papers. RePEc:iez:wpaper:1903.

Full description at Econpapers || Download paper

2019Zipfs Law for Atlas Models. (2019). Fernholz, Ricardo. In: Papers. RePEc:arx:papers:1707.04285.

Full description at Econpapers || Download paper

2019Global inequality: How large is the effect of top incomes?. (2019). Nio-Zarazua, Miguel ; Jorda, Vanesa. In: World Development. RePEc:eee:wdevel:v:123:y:2019:i:c:16.

Full description at Econpapers || Download paper

2019Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data. (2019). Dai, Chaoxing ; Xiu, Dacheng ; Lu, Kun. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:43-79.

Full description at Econpapers || Download paper

2019Modeling systemic risk with Markov Switching Graphical SUR models. (2019). Guidolin, Massimo ; Billio, Monica ; Bianchi, Daniele ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:58-74.

Full description at Econpapers || Download paper

2019Sparse precision matrices for minimum variance portfolios. (2019). Paterlini, Sandra ; Giacometti, Rosella ; Torri, Gabriele. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-019-00344-6.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2019Resolving the Missing Deflation Puzzle. (2019). Trabandt, Mathias ; Lindé, Jesper ; Linde, Jesper. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13690.

Full description at Econpapers || Download paper

2019Determinants of Fiscal Multipliers Revisited. (2019). Rabitsch, Katrin ; Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp294.

Full description at Econpapers || Download paper

2019Determinants of Fiscal Multipliers Revisited. (2019). Rabitsch, Katrin ; Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7167.

Full description at Econpapers || Download paper

2019Determinants of Fiscal Multipliers Revisited. (2019). Rabitsch, Katrin ; Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: MNB Working Papers. RePEc:mnb:wpaper:2019/3.

Full description at Econpapers || Download paper

2019An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution. (2019). Bee, Marco ; Trapin, Luca ; Hambuckers, Julien. In: DEM Working Papers. RePEc:trn:utwprg:2019/11.

Full description at Econpapers || Download paper

2019Asymptotic Theory for Clustered Samples. (2019). Lee, Seojeong ; Hansen, Bruce E. In: Papers. RePEc:arx:papers:1902.01497.

Full description at Econpapers || Download paper

2019Soda Consumption in the Tropics: The Trade-Off between Obesity and Diarrhea in Developing Countries. (2019). Ritter, Patricia I. In: Working papers. RePEc:uct:uconnp:2018-16.

Full description at Econpapers || Download paper

2019Land certification and schooling in rural Ethiopia. (2019). Lindskog, Annika ; Houngbedji, Kenneth ; Fors, Heather Congdon. In: World Development. RePEc:eee:wdevel:v:115:y:2019:i:c:p:190-208.

Full description at Econpapers || Download paper

2019WHAT DO BICYCLE HELMET LAWS DO? EVIDENCE FROM CANADA. (2019). Warman, Casey ; Carpenter, Christopher S. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:832-854.

Full description at Econpapers || Download paper

2019Long-Run Effects from Comprehensive Student Support: Evidence from Pathways to Education. (2019). Oreopoulos, Philip ; Lavecchia, Adam ; Brown, Robert S. In: IZA Discussion Papers. RePEc:iza:izadps:dp12203.

Full description at Econpapers || Download paper

2019Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: CREATES Research Papers. RePEc:aah:create:2019-05.

Full description at Econpapers || Download paper

2019Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2019). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1415.

Full description at Econpapers || Download paper

2019Understanding the average impact of microcredit expansions: a Bayesian hierarchical analysis of seven randomized experiments. (2019). Meager, Rachael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88190.

Full description at Econpapers || Download paper

2019What drives dividend smoothing? A meta regression analysis of the Lintner model. (2019). Hirsch, Stefan ; Fernau, Erik . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:255-273.

Full description at Econpapers || Download paper

2019Impact of mandated exclusive territories in the US brewing industry: Evidence from scanner level data. (2019). Burgdorf, Jacob. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:63:y:2019:i:c:p:376-416.

Full description at Econpapers || Download paper

2019Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: MPRA Paper. RePEc:pra:mprapa:93746.

Full description at Econpapers || Download paper

2019Permutation inference with a finite number of heterogeneous clusters. (2019). Hagemann, Andreas. In: Papers. RePEc:arx:papers:1907.01049.

Full description at Econpapers || Download paper

2019Asymptotic theory for clustered samples. (2019). Lee, Seojeong ; Hansen, Bruce E. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:268-290.

Full description at Econpapers || Download paper

2019Losing Insurance and Behavioral Health Hospitalizations: Evidence from a Large-Scale Medicaid Disenrollment. (2019). Webber, Douglas ; Tello-Trillo, Daniel ; MacLean, Catherine J. In: IZA Discussion Papers. RePEc:iza:izadps:dp12463.

Full description at Econpapers || Download paper

2019Do early-ending conditional cash transfer programs crowd out school enrollment?. (2019). Wiegand, Martin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190053.

Full description at Econpapers || Download paper

2019Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1909.01782.

Full description at Econpapers || Download paper

2019The impact of election information shocks on populist party preferences: Evidence from Germany. (2019). Kellermann, Kim Leonie ; Gerling, Lena. In: CIW Discussion Papers. RePEc:zbw:ciwdps:32019.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Crime, incentives and political effort: Evidence from India. (2019). Vadlamannati, Krishna Chaitanya ; Kauffeldt, Florian T ; Gehring, Kai. In: European Journal of Political Economy. RePEc:eee:poleco:v:59:y:2019:i:c:p:1-20.

Full description at Econpapers || Download paper

2019The Wild Bootstrap with a Small Number of Large Clusters. (2019). Shaikh, Azeem ; Santos, Andres ; Canay, Ivan A. In: CeMMAP working papers. RePEc:ifs:cemmap:40/19.

Full description at Econpapers || Download paper

2019Losing Insurance and Behavioral Health Hospitalizations: Evidence from a Large-scale Medicaid Disenrollment. (2019). Webber, Douglas ; Tello-Trillo, Daniel ; Maclean, Johanna. In: NBER Working Papers. RePEc:nbr:nberwo:25936.

Full description at Econpapers || Download paper

2019Location matters: Daylight saving time and electricity demand. (2019). Shaffer, Blake. In: Canadian Journal of Economics. RePEc:cje:issued:v:52:y:2019:i:4:p:1374-1400.

Full description at Econpapers || Download paper

2019A re-examination of the effects of tort reforms on obstetrical procedures and health outcomes. (2019). Malak, Natalie ; Yang, Tony Y. In: Economics Letters. RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303088.

Full description at Econpapers || Download paper

2019Testing for short and long-run asymmetric responses and structural breaks in the retail gasoline supply chain. (2019). Tuttle, M H ; Ginn, Vance ; Douglas, Christopher ; Bumpass, Donald . In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:311-318.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2019
YearCiting document
2019Bayesian 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

2019Forward-Selected Panel Data Approach for Program Evaluation. (2019). Huang, Jingyi ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1908.05894.

Full description at Econpapers || Download paper

2019A Measure of Bindingness in the Irish Mortgage Market. (2019). Kelly, Robert ; Mazza, Elena. In: Financial Stability Notes. RePEc:cbi:fsnote:12/fs/19.

Full description at Econpapers || Download paper

2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7902.

Full description at Econpapers || Download paper

2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14047.

Full description at Econpapers || Download paper

2019Proxy VAR Models in a Data-Rich Environment. (2019). Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1831.

Full description at Econpapers || Download paper

2019The quantitative effects of tax foresight: Not all states are equal. (2019). Herrera, Ana María ; Rangaraju, Sandeep Kumar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:6.

Full description at Econpapers || Download paper

2019Estimation and model-based combination of causality networks among large US banks and insurance companies. (2019). Caporin, Massimiliano ; Panzica, Roberto ; Bonaccolto, Giovanni. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:1-21.

Full description at Econpapers || Download paper

2019Asymptotically Valid Bootstrap Inference for Proxy SVARs. (2019). Lunsford, Kurt ; Jentsch, Carsen . In: Working Papers. RePEc:fip:fedcwq:190800.

Full description at Econpapers || Download paper

2019Binary Conditional Forecasts. (2019). Owyang, Michael ; McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2019-029.

Full description at Econpapers || Download paper

2019The Sustainable Development of Financial Inclusion: How Can Monetary Policy and Economic Fundamental Interact with It Effectively?. (2019). Peng, Jiangang ; Chen, QI ; Xu, Xuan ; Yin, Xuluo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2524-:d:227485.

Full description at Econpapers || Download paper

2019The Nexus between Political & Institutional Corruption Events with the Stock Market: A Study of Pakistan. (2019). Shamrez, Sundus Waqar. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:4:y:2019:i:1:p:59-71.

Full description at Econpapers || Download paper

2019Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2019n13.

Full description at Econpapers || Download paper

2019The Impact of Internship Experience during Secondary Education on Schooling and Labour Market Outcomes. (2019). Neyt, Brecht ; Baert, Stijn ; Verhaest, Dieter. In: IZA Discussion Papers. RePEc:iza:izadps:dp12778.

Full description at Econpapers || Download paper

2019Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators. (2019). Denzer, Manuel. In: Working Papers. RePEc:jgu:wpaper:1916.

Full description at Econpapers || Download paper

2019The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects 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

2019Uncertainty shocks in emerging economies. (2019). Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:277077821.

Full description at Econpapers || Download paper

2019Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:280730188.

Full description at Econpapers || Download paper

2019The Effect of SNAP on the Composition of Purchased Foods: Evidence and Implications. (2019). Shapiro, Jesse ; Hastings, Justine ; Kessler, Ryan E. In: NBER Working Papers. RePEc:nbr:nberwo:25953.

Full description at Econpapers || Download paper

2019The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment. (2019). Wright, Jonathan ; Stock, James ; Eberly, Janice. In: NBER Working Papers. RePEc:nbr:nberwo:26002.

Full description at Econpapers || Download paper

2019Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations. (2019). Imbens, Guido ; Athey, Susan ; Munro, Evan M ; Metzger, Jonas. In: NBER Working Papers. RePEc:nbr:nberwo:26566.

Full description at Econpapers || Download paper

2019The golden rule of banking: funding cost risks of bank business models. (2019). Scholz, Peter ; Grossmann, David. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:2:d:10.1057_s41261-018-0080-5.

Full description at Econpapers || Download paper

2019Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments. (2019). Fanelli, Luca ; Angelini, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:93864.

Full description at Econpapers || Download paper

2019Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela S. In: Working Papers. RePEc:qmw:qmwecw:894.

Full description at Econpapers || Download paper

2019MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK. (2019). Vander Vennet, Rudi ; Meuleman, Elien . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/971.

Full description at Econpapers || Download paper

2019The Impact of Internship Experience During Secondary Education on Schooling and Labour Market Outcomes. (2019). Neyt, Brecht ; Baert, Stijn ; Verhaest, Dieter. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/980.

Full description at Econpapers || Download paper

2019Proxy VAR models in a data-rich environment. (2019). Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2019_03.

Full description at Econpapers || Download paper

2019Dealing with Endogenous Shocks in Dynamic Friendship Network. (2019). Marchenko, Maria. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp291.

Full description at Econpapers || Download paper

2019Endogenous Shocks in Social Networks: Exam Failures and Friends Future Performance. (2019). Marchenko, Maria. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp292.

Full description at Econpapers || Download paper

2019Dealing with Endogenous Shocks in Dynamic Friendship Network. (2019). Marchenko, Maria. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7099.

Full description at Econpapers || Download paper

2019Endogenous Shocks in Social Networks: Exam Failures and Friends Future Performance. (2019). Marchenko, Maria. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7100.

Full description at Econpapers || Download paper

2019Improving oil price forecasts by sparse VAR methods. (2019). Sion, Sebastian Ruths ; Kruger, Jens . In: Darmstadt Discussion Papers in Economics. RePEc:zbw:darddp:237.

Full description at Econpapers || Download paper

2019The Impact of Internship Experience During Secondary Education on Schooling and Labour Market Outcomes. (2019). Neyt, Brecht ; Baert, Stijn ; Verhaest, Dieter. In: GLO Discussion Paper Series. RePEc:zbw:glodps:425.

Full description at Econpapers || Download paper

2019Information Effects of Euro Area Monetary Policy. (2019). Kerssenfischer, Mark. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203524.

Full description at Econpapers || Download paper

2019Strategic grade retention. (2019). Bach, Maximilian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:19059.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Estimating stochastic volatility with jumps and asymmetry in Asian markets. (2018). Saranya, K ; Prasanna, Krishna P. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:145-153.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_005.

Full description at Econpapers || Download paper

2018A Note on the Stability of the Swedish Philips Curve. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_006.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

More than 50 citations. List broken...

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Charging Drivers by the Pound: The Effects of the UK Vehicle Tax System. (2017). Cerruti, Davide ; Linn, Joshua ; Alberini, Anna. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:17-271.

Full description at Econpapers || Download paper

2017Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems. (2017). Paruolo, Paolo ; Boswijk, H. Peter. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:28-:d:103006.

Full description at Econpapers || Download paper

2017Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032.

Full description at Econpapers || Download paper

2017Should We Use Linearized Models To Calculate Fiscal Multipliers?. (2017). Trabandt, Mathias ; Lindé, Jesper ; Linde, Jesper. In: Working Paper Series. RePEc:hhs:rbnkwp:0350.

Full description at Econpapers || Download paper

2017The Renewable Fuel Standard in Competitive Equilibrium: Market and Welfare Effects. (2017). Moschini, GianCarlo ; Lapan, Harvey ; Kim, Hyunseok. In: Center for Agricultural and Rural Development (CARD) Publications. RePEc:ias:cpaper:17-wp575.

Full description at Econpapers || Download paper

2017Effectiveness of Unconventional Monetary Policy in the Euro Area: An Assessment Based on a Literature Survey. (2017). Wolters, Maik ; Jannsen, Nils ; Hanisch, Nils Jannsen ; Fiedler, Salomon. In: Credit and Capital Markets. RePEc:kuk:journl:v:50:y:2017:i:4:p:455-488.

Full description at Econpapers || Download paper

2017The Unconventional Oil Supply Boom: Aggregate Price Response from Microdata. (2017). Prest, Brian ; Newell, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:23973.

Full description at Econpapers || Download paper

2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:24167.

Full description at Econpapers || Download paper

2017Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702.

Full description at Econpapers || Download paper

2017The Equity Premium and the One Percent. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: MPRA Paper. RePEc:pra:mprapa:79009.

Full description at Econpapers || Download paper

2017Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices. (2017). Maheu, John ; Yang, Qiao ; Jin, Xin. In: MPRA Paper. RePEc:pra:mprapa:81920.

Full description at Econpapers || Download paper

2017Cross-Validating Synthetic Controls. (2017). Pfeifer, Gregor ; Klossner, Stefan ; Becker, Martin. In: MPRA Paper. RePEc:pra:mprapa:83679.

Full description at Econpapers || Download paper

2017Inference with Correlated Clusters. (2017). Powell, David. In: Working Papers. RePEc:ran:wpaper:wr-1137-1.

Full description at Econpapers || Download paper

2017Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?. (2017). Borio, Claudio ; Hofmann, Boris. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2017-04.

Full description at Econpapers || Download paper

2017A note on testing instrument validity for the identification of LATE. (2017). Mellace, Giovanni ; Laffers, Lukas. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1148-7.

Full description at Econpapers || Download paper

2017The effect of Rio Convention and other structural breaks on long-run economic development-CO2 relationships. (2017). Mazzanti, Massimiliano ; Musolesi, Antonio. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:3:d:10.1007_s40888-017-0069-z.

Full description at Econpapers || Download paper

2017Discrete Choice Experiments: A Guide to Model Specification, Estimation and Software. (2017). Lancsar, Emily ; Hole, Arne ; Fiebig, Denzil. In: PharmacoEconomics. RePEc:spr:pharme:v:35:y:2017:i:7:d:10.1007_s40273-017-0506-4.

Full description at Econpapers || Download paper

2017Finite Sample Optimality of Score-Driven Volatility Models. (2017). Lucas, Andre ; Blasques, Francisco ; van Vlodrop, Andries. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170111.

Full description at Econpapers || Download paper

2017Randomization inference with Stata: A guide and software. (2017). Heß, Simon. In: Stata Journal. RePEc:tsj:stataj:y:17:y:2017:i:3:p:630-651.

Full description at Econpapers || Download paper

2017Homeowner Preferences after September 11th, a Microdata Approach. (2017). Sayago Gomez, Juan ; Sayago-Gomez, Juan ; Nowak, Adam. In: Working Papers. RePEc:wvu:wpaper:17-17.

Full description at Econpapers || Download paper

2017Some Remarks on Real Estate Pricing. (2017). Smith, Patrick ; Nowak, Adam ; Liu, Cocker. In: Working Papers. RePEc:wvu:wpaper:17-20.

Full description at Econpapers || Download paper

2017A severity function approach to scenario selection. (2017). Mokinski, Frieder. In: Discussion Papers. RePEc:zbw:bubdps:342017.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Going beyond LATE: Bounding Average Treatment Effects of Job Corps Training. (2017). Flores-Lagunes, Alfonso ; Chen, Xuan. In: GLO Discussion Paper Series. RePEc:zbw:glodps:93.

Full description at Econpapers || Download paper

Recent citations received in 2016
YearCiting document
2016Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31.

Full description at Econpapers || Download paper

2016The gradual evolution of buyer--seller networks and their role in aggregate fluctuations. (2016). Hisano, Ryohei ; Sornette, Didier ; Ohnishi, Takaaki ; Mizuno, Takayuki ; Watanabe, Tsutomu. In: Papers. RePEc:arx:papers:1506.00236.

Full description at Econpapers || Download paper

2016Heterogeneous peer effects in education. (2016). Zenou, Yves ; Patacchini, Eleonora ; Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1048_16.

Full description at Econpapers || Download paper

2016Distributional Policy Effects with Many Treatment Outcomes. (2016). Carlos, Caon Salazar . In: Working Papers. RePEc:bdm:wpaper:2016-01.

Full description at Econpapers || Download paper

2016Nonlinearities of mortgage spreads over the business cycles. (2016). Cheng, Chak Hung Jack ; Chiu, Ching-Wai (Jeremy) ; Jack, Chak Hung. In: Bank of England working papers. RePEc:boe:boeewp:0634.

Full description at Econpapers || Download paper

2016Family Instability and Locus of Control in Adolescence. (2016). Spiess, Katharina ; Peter, Frauke ; Frauke, Peter ; Katharina, Spiess C. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:16:y:2016:i:3:p:1439-1471:n:4.

Full description at Econpapers || Download paper

2016Monetary policy and news shocks: are Taylor rules forward-looking?. (2016). Kapinos, Pavel ; Best, Gabriela. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:2:p:335-360:n:3.

Full description at Econpapers || Download paper

2016Econometric Analysis of Production Networks with Dominant Units. (2016). Pesaran, M ; Yang, Cynthia Fan. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1678.

Full description at Econpapers || Download paper

2016Self-Regulation Training, Labor Market Reintegration of Unemployed Individuals, and Locus of Control - Evidence from a Natural Field Experiment. (2016). Schmidt, Felix ; Schunk, Daniel ; Hermes, Henning ; Berger, Eva ; Koenig, Guenther. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6246.

Full description at Econpapers || Download paper

2016Indirect Inference with Endogenously Missing Exogenous Variables. (2016). Renault, Eric ; Chaudhuriy, Saraswata ; Frazierz, David T. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-15.

Full description at Econpapers || Download paper

2016Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes. (2016). Garcia-Suaza, Andres. In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:014186.

Full description at Econpapers || Download paper

2016Influencing Connected Legislators. (2016). Patacchini, Eleonora ; Battaglini, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11571.

Full description at Econpapers || Download paper

2016On the Interpretation of Non-cognitive Skills: What Is Being Measured and Why It Matters. (2016). Humphries, John ; Kosse, Fabian. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp876.

Full description at Econpapers || Download paper

2016Subjective Completion Beliefs and the Demand for Post-Secondary Education. (2016). Staub, Kevin ; Kunz, Johannes. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp878.

Full description at Econpapers || Download paper

2016Locus of Control and Mothers Return to Employment. (2016). Haywood, Luke ; Berger, Eva. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp887.

Full description at Econpapers || Download paper

2016Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp890.

Full description at Econpapers || Download paper

2016Locus of Control and Mothers Return to Employment. (2016). Haywood, Luke ; Berger, Eva. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1586.

Full description at Econpapers || Download paper

2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Working Paper Series. RePEc:ecb:ecbwps:20161954.

Full description at Econpapers || Download paper

2016Relative Winners and Losers from Efficiency Spillovers in Africa with Policy Implications for Regional Integration. (2016). Sickles, Robin ; Kenjegalieva, Karligash ; Adetutu, Morakinyo ; Glass, Anthony J ; Ajayi, Victor . In: Working Papers. RePEc:ecl:riceco:16-003.

Full description at Econpapers || Download paper

2016Does environmental regulation drive away inbound foreign direct investment? Evidence from a quasi-natural experiment in China. (2016). Lu, Yi ; Yu, Linhui ; Cai, Xiqian ; Wu, Mingqin . In: Journal of Development Economics. RePEc:eee:deveco:v:123:y:2016:i:c:p:73-85.

Full description at Econpapers || Download paper

2016Testing for time variation in an unobserved components model for the U.S. economy. (2016). Vierke, Hauke ; Everaert, Gerdie ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:179-208.

Full description at Econpapers || Download paper

2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100.

Full description at Econpapers || Download paper

2016Trend inflation, firms backward-looking behavior, and inflation gap persistence. (2016). Kim, Insu ; Yie, Myung-Soo. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:116-125.

Full description at Econpapers || Download paper

2016Endogenous network production functions with selectivity. (2016). Patacchini, Eleonora ; Liu, Xiaodong ; Horrace, William. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:222-232.

Full description at Econpapers || Download paper

2016Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries. (2016). Sarferaz, Samad ; Kriwoluzky, Alexander ; Kliem, Martin. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:158-184.

Full description at Econpapers || Download paper

2016Immigrant-native differences in stockholding РThe role of cognitive and non-cognitive skills. (2016). Steinhardt, Max ; Luik, Marc-Andr̩. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:103-119.

Full description at Econpapers || Download paper

2016A time varying DSGE model with financial frictions. (2016). Galvão, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:690-716.

Full description at Econpapers || Download paper

2016Modeling and forecasting multivariate electricity price spikes. (2016). Eichler, Michael ; Manner, Hans ; Turk, Dennis . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:255-265.

Full description at Econpapers || Download paper

2016An entropy-based early warning indicator for systemic risk. (2016). Billio, Monica ; Costola, Michele ; Casarin, Roberto ; Pasqualini, Andrea . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59.

Full description at Econpapers || Download paper

2016Search, effort, and locus of control. (2016). McGee, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:126:y:2016:i:pa:p:89-101.

Full description at Econpapers || Download paper

2016Residential choices of young Americans. (2016). Patacchini, Eleonora ; Arduini, Tiziano. In: Journal of Housing Economics. RePEc:eee:jhouse:v:34:y:2016:i:c:p:69-81.

Full description at Econpapers || Download paper

2016International, intersectoral, or unobservable? Measuring R&D spillovers under weak and strong cross-sectional dependence. (2016). Naveed, Amjad ; Mitze, Timo ; Ahmad, Nisar. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:259-272.

Full description at Econpapers || Download paper

2016Worker migration or job creation? Persistent shocks and regional recoveries. (2016). Greenaway-McGrevy, Ryan ; Hood, Kyle K. In: Journal of Urban Economics. RePEc:eee:juecon:v:96:y:2016:i:c:p:1-16.

Full description at Econpapers || Download paper

2016Understanding Inflation as a Joint Monetary–Fiscal Phenomenon. (2016). Leeper, E M ; Leith, C. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-2305.

Full description at Econpapers || Download paper

2016Conformism and self-selection in social networks. (2016). Boucher, Vincent. In: Journal of Public Economics. RePEc:eee:pubeco:v:136:y:2016:i:c:p:30-44.

Full description at Econpapers || Download paper

2016A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors. (2016). Elhorst, J.Paul ; Vega, Solmaria Halleck. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:60:y:2016:i:c:p:85-95.

Full description at Econpapers || Download paper

2016Bias correction and refined inferences for fixed effects spatial panel data models. (2016). Yu, Jihai ; Liu, Shew Fan ; Yang, Zhenlin. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:61:y:2016:i:c:p:52-72.

Full description at Econpapers || Download paper

2016Time-varying volatility, financial intermediation and monetary policy. (2016). Prieto, Esteban ; Metiu, Norbert ; Eickmeier, Sandra. In: CAMA Working Papers. RePEc:een:camaaa:2016-32.

Full description at Econpapers || Download paper

2016Economic, Political and Cultural Proximity and Growth Propagation: A Network Model with Endogenous Proximity Matrix. (2016). ben Jemaa, Mohamed Mekki . In: Working Papers. RePEc:erg:wpaper:1047.

Full description at Econpapers || Download paper

2016Impacts of Government Spending on Unemployment: Evidence from a Medium-scale DSGE Model(in Japanese). (2016). Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: ESRI Discussion paper series. RePEc:esj:esridp:329.

Full description at Econpapers || Download paper

2016Are nonlinear methods necessary at the zero lower bound?. (2016). Throckmorton, Nathaniel ; Richter, Alexander. In: Working Papers. RePEc:fip:feddwp:1606.

Full description at Econpapers || Download paper

2016Escaping the Great Recession. (2016). Melosi, Leonardo ; Bianchi, Francesco. In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-16.

Full description at Econpapers || Download paper

2016On the interpretation of non-cognitive skills – what is being measured and why it matters. (2016). Humphries, John ; Kosse, Fabian. In: Working Papers. RePEc:hka:wpaper:2016-025.

Full description at Econpapers || Download paper

2016Lost in Transition: The Influence of Locus of Control on Delaying Educational Decisions. (2016). Wolter, Stefan ; Jaik, Katharina. In: Economics of Education Working Paper Series. RePEc:iso:educat:0118.

Full description at Econpapers || Download paper

2016Subjective completion beliefs and the demand for post-secondary education. (2016). Staub, Kevin ; Kunz, Johannes. In: Economics of Education Working Paper Series. RePEc:iso:educat:0120.

Full description at Econpapers || Download paper

2016Unemployment and Wage Rigidity in Japan: A DSGE Model Perspective. (2016). Miyamoto, Hiroaki ; Kuo, Chun-Hung. In: Working Papers. RePEc:iuj:wpaper:ems_2016_06.

Full description at Econpapers || Download paper

2016The Intimate Link between Income Levels and Life Expectancy: Global Evidence from 213 Years. (2016). Stadelmann, David ; Jetter, Michael ; Laudage, Sabine. In: IZA Discussion Papers. RePEc:iza:izadps:dp10015.

Full description at Econpapers || Download paper

2016Residential Choices of Young Americans. (2016). Patacchini, Eleonora ; Arduini, Tiziano. In: IZA Discussion Papers. RePEc:iza:izadps:dp10186.

Full description at Econpapers || Download paper

2016Lost in Transition: The Influence of Locus of Control on Delaying Educational Decisions. (2016). Wolter, Stefan ; Jaik, Katharina. In: IZA Discussion Papers. RePEc:iza:izadps:dp10191.

Full description at Econpapers || Download paper

2016Subjective Completion Beliefs and the Demand for Post-Secondary Education. (2016). Staub, Kevin ; Kunz, Johannes. In: IZA Discussion Papers. RePEc:iza:izadps:dp10344.

Full description at Econpapers || Download paper

More than 50 citations. List broken...