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!!

Essex Finance Centre Working Papers / University of Essex, Essex Business School

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
5
Impact Factor
1.26
5 Years IF
0.79
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.46 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.22
2010 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2011 0 0.46 0 0 0 0 0 0 0 0 0 0 0.25
2012 0 0.5 0 0 0 0 0 0 0 0 0 0 0.25
2013 0 0.5 0 0 0 0 0 0 0 0 0 0 0.24
2014 0 0.53 0 0 0 0 0 0 0 0 0 0 0.27
2015 0 0.53 0 0 5 5 4 0 0 0 0 0 0.27
2016 0.2 0.54 0.07 0.2 9 14 12 1 1 5 1 5 1 0 0 0.27
2017 0 0.54 0 0 11 25 14 1 14 14 0 0 0.27
2018 0.45 0.53 0.46 0.4 16 41 43 19 20 20 9 25 10 1 5.3 9 0.56 0.26
2019 0.52 0.55 0.42 0.49 11 52 47 22 42 27 14 41 20 0 2 0.18 0.32
2020 1.26 0.63 0.69 0.79 10 62 30 43 85 27 34 52 41 0 2 0.2 0.58
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
12019Central Bank Announcements: Big News for Little People?. (2019). Vinogradov, Dmitri V ; Lamla, Michael J. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:25125.

Full description at Econpapers || Download paper

40
22020Commodity Price Volatility and the Economic Uncertainty of Pandemics. (2020). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:27364.

Full description at Econpapers || Download paper

29
32018Measuring Dynamic Connectedness with Large Bayesian VAR Models. (2018). Yilmaz, Kamil ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20937.

Full description at Econpapers || Download paper

27
42018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Korobilis, Dimitris ; Koop, Gary. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:22665.

Full description at Econpapers || Download paper

7
52017Forecasting with many predictors using message passing algorithms. (2017). Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:19565.

Full description at Econpapers || Download paper

6
62016Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. (2016). Taylor, Robert ; Leybourne, Stephen ; Robert, AM ; Harris, David. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15847.

Full description at Econpapers || Download paper

5
72018Testing for Parameter Instability in Predictive Regression Models. (2018). Leybourne, Stephen ; Georgiev, I ; Taylor, AM ; Harvey, DI. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21162.

Full description at Econpapers || Download paper

4
82016Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:18626.

Full description at Econpapers || Download paper

3
92017Exchange rate predictability and dynamic Bayesian learning. (2017). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schssler, R. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20781.

Full description at Econpapers || Download paper

3
1020192
112015Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. (2015). Snaith, Stuart ; Kellard, Neil ; Ahmad, Norzalina . In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15373.

Full description at Econpapers || Download paper

2
122017Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, AM ; Georgiev, Iliyan. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:18832.

Full description at Econpapers || Download paper

2
132019Inflation and Deflationary Biases in Inflation Expectations. (2019). Pfajfar, Damjan ; Lamla, Michael ; Pjaifar, Damian ; Rendell, Lea. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24771.

Full description at Econpapers || Download paper

2
142018Machine Learning Macroeconometrics A Primer. (2018). Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:22666.

Full description at Econpapers || Download paper

2
152019A Generalised Fractional Differencing Bootstrap for Long Memory Processes. (2019). Taylor, Am Robert ; A M Robert Taylor, ; Papailias, Fotis ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24136.

Full description at Econpapers || Download paper

2
162016Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order. (2016). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Rahbek, Anders ; Robert, A M. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:17454.

Full description at Econpapers || Download paper

2
172018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21329.

Full description at Econpapers || Download paper

2
182015Semi-Parametric Seasonal Unit Root Tests. (2015). Taylor, Robert ; Rodrigues, Paulo ; del Barrio Castro, Tomás ; Robert, A M. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:16807.

Full description at Econpapers || Download paper

2
192016Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia. (2016). Vinogradov, Dmitri ; Shadrina, Elena. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:16024.

Full description at Econpapers || Download paper

1
202017The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, J ; Gambetti, L. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20428.

Full description at Econpapers || Download paper

1
212018Detecting Regimes of Predictability in the U.S. Equity Premium. (2018). Harvey, David ; Robert, A M ; Sollis, Robert ; Leybourne, Stephen J. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23198.

Full description at Econpapers || Download paper

1
222020Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium. (2020). Taylor, Am Robert ; A M Robert Taylor, ; Sollis, Robert ; Leybourne, Stephen J ; Harvey, David I. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:27775.

Full description at Econpapers || Download paper

1
232018A Bootstrap Stationarity Test for Predictive Regression Invalidity. (2018). Leybourne, Stephen ; Georgiev, I ; Taylor, Amr ; Harvey, DI. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21006.

Full description at Econpapers || Download paper

1
242019Testing for Episodic Predictability in Stock Returns. (2019). Rodrigues, Paulo ; Demetrescu, Matei ; Taylor, Am Robert ; A M Robert Taylor, ; Mm, Paulo ; Georgiev, Iliyan. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24137.

Full description at Econpapers || Download paper

1
252017A UK financial conditions index using targeted data reduction: forecasting and structural identification. (2017). Young, Garry ; Price, SG ; Kapetanios, G. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20328.

Full description at Econpapers || Download paper

1
262016Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2016). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:18195.

Full description at Econpapers || Download paper

1
272016Learning or Leaning: Persistent and Transitory Spillovers from FDI. (2016). Lamla, Michael ; Schiffbauer, Marc ; Davies, Ronald B. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15772.

Full description at Econpapers || Download paper

1
282017Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. (2017). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; Robert, A M. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:19654.

Full description at Econpapers || Download paper

1
292020Commodity Price Uncertainty as a Leading Indicator of Economic Activity. (2020). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:27361.

Full description at Econpapers || Download paper

1
3020191
312015Policy initiatives and firms access to external finance: Evidence from a panel of emerging Asian economies. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15627.

Full description at Econpapers || Download paper

1
322017Monetary Policy and Corporate Bond Returns. (2017). Zekaite, Zivile ; Kontonikas, Alexandros ; Maio, P. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20571.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Central Bank Announcements: Big News for Little People?. (2019). Vinogradov, Dmitri V ; Lamla, Michael J. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:25125.

Full description at Econpapers || Download paper

39
22020Commodity Price Volatility and the Economic Uncertainty of Pandemics. (2020). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:27364.

Full description at Econpapers || Download paper

29
32018Measuring Dynamic Connectedness with Large Bayesian VAR Models. (2018). Yilmaz, Kamil ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20937.

Full description at Econpapers || Download paper

23
42018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Korobilis, Dimitris ; Koop, Gary. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:22665.

Full description at Econpapers || Download paper

6
52018Testing for Parameter Instability in Predictive Regression Models. (2018). Leybourne, Stephen ; Georgiev, I ; Taylor, AM ; Harvey, DI. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21162.

Full description at Econpapers || Download paper

4
62016Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. (2016). Taylor, Robert ; Leybourne, Stephen ; Robert, AM ; Harris, David. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15847.

Full description at Econpapers || Download paper

3
72016Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:18626.

Full description at Econpapers || Download paper

3
82017Forecasting with many predictors using message passing algorithms. (2017). Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:19565.

Full description at Econpapers || Download paper

2
92019Inflation and Deflationary Biases in Inflation Expectations. (2019). Pfajfar, Damjan ; Lamla, Michael ; Pjaifar, Damian ; Rendell, Lea. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24771.

Full description at Econpapers || Download paper

2
102015Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. (2015). Snaith, Stuart ; Kellard, Neil ; Ahmad, Norzalina . In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15373.

Full description at Econpapers || Download paper

2
1120192
122017Exchange rate predictability and dynamic Bayesian learning. (2017). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schssler, R. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20781.

Full description at Econpapers || Download paper

2
132019A Generalised Fractional Differencing Bootstrap for Long Memory Processes. (2019). Taylor, Am Robert ; A M Robert Taylor, ; Papailias, Fotis ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24136.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 34
YearTitle
2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

Full description at Econpapers || Download paper

2020Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model. (2020). Cai, Zongwu ; Ling, Shiqing ; Qingling, Shi ; Liu, Mengya ; Zhu, Fukang. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202021.

Full description at Econpapers || Download paper

2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

Full description at Econpapers || Download paper

2020On cointegration for processes integrated at different frequencies. (2020). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R ; Cubada, Ginaluca. In: MPRA Paper. RePEc:pra:mprapa:102611.

Full description at Econpapers || Download paper

2020Coronavirus Fears and Macroeconomic Expectations. (2020). Binder, Carola. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:102:y:2020:i:4:p:721-730.

Full description at Econpapers || Download paper

2020Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Georgarakos, Dimitris. In: IZA Discussion Papers. RePEc:iza:izadps:dp12979.

Full description at Econpapers || Download paper

2020Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Georgarakos, Dimitris. In: Working Papers. RePEc:bfi:wpaper:2020-07.

Full description at Econpapers || Download paper

2020Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Georgarakos, Dimitris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8118.

Full description at Econpapers || Download paper

2020Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Georgarakos, Dimitris ; Coibion, Olivier. In: NBER Working Papers. RePEc:nbr:nberwo:26778.

Full description at Econpapers || Download paper

2020Long-run inflation expectations in the shrinking upper tail. (2020). Binder, Carola. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304379.

Full description at Econpapers || Download paper

2020Does Policy Communication during COVID-19 Work?. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier. In: IZA Discussion Papers. RePEc:iza:izadps:dp13355.

Full description at Econpapers || Download paper

2020Does Policy Communication During COVID Work?. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8369.

Full description at Econpapers || Download paper

2020Does Policy Communication During Covid Work?. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier. In: NBER Working Papers. RePEc:nbr:nberwo:27384.

Full description at Econpapers || Download paper

2020Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve. (2020). Jamet, Jean-Francois ; Fraccaroli, Nicolò ; Giovannini, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20202442.

Full description at Econpapers || Download paper

2020The role of information and experience for households inflation expectations. (2020). Glas, Alexander ; Enders, Zeno ; Conrad, Christian. In: Working Papers. RePEc:zbw:pp1859:20.

Full description at Econpapers || Download paper

2020The Role of Information and Experience for Households Inflation Expectations. (2020). Glas, Alexander ; Enders, Zeno ; Conrad, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8528.

Full description at Econpapers || Download paper

2020Communication and the Beliefs of Economic Agents. (2020). Gorodnichenko, Yuriy ; Coibion, Olivier ; Candia, Bernardo. In: NBER Working Papers. RePEc:nbr:nberwo:27800.

Full description at Econpapers || Download paper

2020Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07.

Full description at Econpapers || Download paper

2020Does Policy Communication During COVID Work?. (2020). Gorodnichenko, Yuriy ; Coibion, Olivier ; Weber, Michael. In: Working Papers. RePEc:bfi:wpaper:2020-76.

Full description at Econpapers || Download paper

2020Does Policy Communication During COVID work?. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0zp1944k.

Full description at Econpapers || Download paper

2020Does Policy Communication During COVID Work?. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt19b8p8g1.

Full description at Econpapers || Download paper

2020Does Policy Communication During Covid Work?. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt7t8237jb.

Full description at Econpapers || Download paper

2020Do Monetary Policy Announcements Shift Household Expectations?. (2020). Mertens, Karel ; Makridis, Christos ; Lewis, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14360.

Full description at Econpapers || Download paper

2020Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. (2020). Di Iorio, Francesca ; Tamvakis, Michael ; Kyriakou, Ioannis ; Marchese, Malvina. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300967.

Full description at Econpapers || Download paper

2020Frequency Domain Local Bootstrap in long memory time series. (2020). Arteche, Josu. In: BILTOKI. RePEc:ehu:biltok:48980.

Full description at Econpapers || Download paper

2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

Full description at Econpapers || Download paper

2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

Full description at Econpapers || Download paper

2020Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

Full description at Econpapers || Download paper

2020From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Stenfors, Alexis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

Full description at Econpapers || Download paper

2020Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Zong, LU ; Wang, Peiwan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864.

Full description at Econpapers || Download paper

2020Spillover index for European business cycle. (2020). Acatrinei, Marius Cristian. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:5:y:2020:i:9:p:49-57.

Full description at Econpapers || Download paper

2020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

Full description at Econpapers || Download paper

2020Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries. (2020). BRESSON, Georges ; Etienne, Jean-Michel ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:229.

Full description at Econpapers || Download paper

2020Computationally efficient inference in large Bayesian mixed frequency VARs. (2020). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2020
YearCiting document
2020Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies. (2020). Adedoyin, Festus ; Adams, Samuel ; Bekun, Festus Victor ; Olaniran, Eniola. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:179-190.

Full description at Econpapers || Download paper

2020When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

Full description at Econpapers || Download paper

Recent citations received in 2019
YearCiting document
2019Central Bank Communication That Works: Lessons from Lab Experiments. (2019). Kryvtsov, Oleksiy ; Petersen, Luba. In: Staff Working Papers. RePEc:bca:bocawp:19-21.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Recent citations received in 2018
YearCiting document
2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

Full description at Econpapers || Download paper

2018Real‐Time Monitoring for Explosive Financial Bubbles. (2018). Taylor, Robert ; Harvey, David ; Robert, A M ; Sollis, Robert ; Leybourne, Stephen J ; Astill, Sam. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:863-891.

Full description at Econpapers || Download paper

2018Testing for parameter instability in predictive regression models. (2018). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:101-118.

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

2018Analyzing Dynamic Connectedness in Korean Housing Markets. (2018). Suh, Hyunduk ; Jung, SO. In: Inha University IBER Working Paper Series. RePEc:inh:wpaper:2018-4.

Full description at Econpapers || Download paper

2018Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-14.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics. (2018). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:201864.

Full description at Econpapers || Download paper

2018Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-30.

Full description at Econpapers || Download paper

Recent citations received in 2017
YearCiting document