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Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
47
Impact Factor
3.87
5 Years IF
2.97
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 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 1 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 1 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 1 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 1 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 1 0 0 0 0 0.12
1999 0 0.27 0 0 0 0 0 1 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 1 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 2 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 5 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 5 0 0 0 0 0.19
2004 0 0.44 0 0 0 0 0 5 0 0 0 0 0.2
2005 0 0.45 0 0 0 0 0 6 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 7 0 0 0 0 0.2
2007 0 0.42 0 0 0 0 0 7 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 8 0 0 0 0 0.2
2009 0 0.43 1.33 0 3 3 29 2 12 0 0 0 2 0.67 0.21
2010 0.67 0.43 1 0.67 1 4 31 2 16 3 2 3 2 0 0 0.18
2011 0.75 0.45 0.49 0.75 78 82 2704 33 56 4 3 4 3 2 6.1 30 0.38 0.2
2012 1.06 0.45 1.1 1.09 53 135 1792 134 205 79 84 82 89 0 45 0.85 0.19
2013 1.85 0.5 1.87 1.8 44 179 1478 330 540 131 243 135 243 2 0.6 60 1.36 0.21
2014 3.2 0.51 2.75 3.12 58 237 617 636 1191 97 310 179 558 3 0.5 26 0.45 0.2
2015 1.95 0.5 2.68 2.68 48 285 736 750 1955 102 199 234 627 7 0.9 34 0.71 0.19
2016 1.53 0.5 2.69 2.7 52 337 742 895 2861 106 162 281 760 9 1 18 0.35 0.18
2017 1.34 0.5 2.54 2.11 45 382 305 948 3832 100 134 255 539 11 1.2 12 0.27 0.18
2018 1.75 0.54 2.62 2.04 60 442 403 1134 4992 97 170 247 505 9 0.8 27 0.45 0.21
2019 1.55 0.58 2.88 1.84 60 502 879 1425 6440 105 163 263 484 0 122 2.03 0.21
2020 3.87 0.75 3.21 2.97 71 573 189 1823 8281 120 464 265 786 0 49 0.69 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

925
22012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

516
32019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

421
42011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

308
52013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

245
62011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

192
72016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

187
82011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

179
92012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

177
102013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

174
112013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

172
122015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

126
132012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

124
142012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

Full description at Econpapers || Download paper

122
152013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

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121
162012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

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119
172011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

117
182012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

116
192019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

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114
202011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

Full description at Econpapers || Download paper

109
212015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

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108
222013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

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102
232015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

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92
242015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

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83
252011A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438.

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79
262014Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284.

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78
272013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

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74
282011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227.

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71
292012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

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69
302016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

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66
312011A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594.

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63
32Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). Urga, Giovanni ; DUMITRU, ANA-MARIA. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255.

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63
332013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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60
342011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

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60
352014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500.

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59
362017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

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59
372014Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Fan, Jianqing ; Xiu, Dacheng ; Qi, Lei. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191.

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58
382014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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57
392011Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318.

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55
402014Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68.

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55
412012Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17.

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52
422013Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164.

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51
432013Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Racine, Jeffrey ; Li, Qi ; Lin, Juan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65.

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51
442018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

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50
452015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

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49
462012Time Varying Dimension Models. (2012). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367.

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48
472019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

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47
482013A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106.

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47
492013On Identification of Bayesian DSGE Models. (2013). Smith, Ronald ; Pesaran, M ; Koop, Gary. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314.

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46
502013Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; Guérin, Pierre ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56.

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46
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

413
22011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

302
32012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

226
42013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

177
52016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

159
62011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

128
72019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

Full description at Econpapers || Download paper

114
82011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

79
92012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

68
102013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

67
112015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

Full description at Econpapers || Download paper

65
122015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

65
132011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

54
142012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

53
152016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

Full description at Econpapers || Download paper

52
162015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

Full description at Econpapers || Download paper

52
172011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

50
182013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

Full description at Econpapers || Download paper

48
192013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

46
202018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

Full description at Econpapers || Download paper

42
212017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

Full description at Econpapers || Download paper

42
222012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

41
232012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

Full description at Econpapers || Download paper

40
242018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

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39
252019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Pei, Zhuan ; Schwandt, Hannes ; Pischke, Jorn-Steffen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

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38
262011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

Full description at Econpapers || Download paper

38
272013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

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35
282018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

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292019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Wolf, Michael ; Engle, Robert F. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

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302019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

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312016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

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322017Modeling Dependence in High Dimensions With Factor Copulas. (2017). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154.

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332015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

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31
342015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

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352016Inference in High-Dimensional Panel Models With an Application to Gun Control. (2016). Chernozhukov, Victor ; Belloni, Alexandre ; Kozbur, Damian ; Hansen, Christian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:590-605.

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362013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

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372016Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Wilson, Paul W ; Kneip, Alois. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:435-456.

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382014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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392013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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402019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

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412018The Changing Transmission of Uncertainty Shocks in the U.S.. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:239-252.

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27
422012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

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432016Post-Selection Inference for Generalized Linear Models With Many Controls. (2016). Chernozhukov, Victor ; Wei, Ying ; Belloni, Alexandre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:606-619.

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442017Regression Kink With an Unknown Threshold. (2017). Hansen, Bruce E. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:228-240.

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452016Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data. (2016). Fan, Jianqing ; Xiu, Dacheng ; Furger, Alex. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:489-503.

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25
462011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

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472016Weak Identification in Fuzzy Regression Discontinuity Designs. (2016). Marmer, Vadim ; Lemieux, Thomas ; Feir, Donna. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:185-196.

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24
482012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

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492014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500.

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23
502018HAR Inference: Recommendations for Practice Rejoinder. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:574-575.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Decomposing the VIX: Implications for the predictability of stock returns. (2020). Chow, Victor K ; Li, Jingrui ; Jiang, Wanjun. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:645-668.

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2020Estimation of Income Inequality from Grouped Data. (2020). Jantti, Markus ; Sarabia, Jose Maria ; Jorda, Vanesa. In: LIS Working papers. RePEc:lis:liswps:804.

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2020Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?. (2020). Lyócsa, Štefan ; Todorova, Neda. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:628-645.

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2020Predictability and pricing efficiency in forward and spot, developed and emerging currency markets. (2020). Conlon, Thomas ; Levich, Richard ; Poti, Valerio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301790.

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2020Influence of cultural dimensions on promotional e-mail effectiveness. (2020). Chaparro-Pelaez, Julian ; Hernandez-Garcia, Angel ; Lorente-Paramo, Angel J. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:150:y:2020:i:c:s0040162519310571.

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2020How to improve e-mail click-through rates – A national culture approach. (2020). Hernandez-Garcia, Angel ; Chaparro-Pelaez, Julian ; Lorente-Paramo, Angel J. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520311094.

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2020The impact of uncertainty and certainty shocks. (2020). Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:142020.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; ben Zaied, Younes ; Awijen, Haithem . In: MPRA Paper. RePEc:pra:mprapa:101276.

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2020The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202046.

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2020Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus. In: EconStor Preprints. RePEc:zbw:esprep:219312.

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2020Fragility and the effect of international uncertainty shocks. (2020). onorante, luca ; Huber, Florian ; Cuaresma, Jesus Crespo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300838.

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2020Real-time forecasting of the Australian macroeconomy using Bayesian VARs. (2020). Nguyen, Bao H ; Zhang, BO. In: Working Papers. RePEc:tas:wpaper:35236.

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2020The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

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2020UNCERTAINTY AND THE EFFECTIVENESS OF FISCAL POLICY IN THE UNITED STATES AND BRAZIL: SVAR APPROACH. (2020). de Sa, Eduardo. In: Working Papers REM. RePEc:ise:remwps:wp01502020.

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2020Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8791.

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2020No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:88748.

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2020Nonparametric instrumental regression with right censored duration outcomes. (2020). VanKeilegom, Ingrid ; FLORENS, Jean-Pierre ; Beyhum, Jad ; van Keilegom, Ingrid. In: Papers. RePEc:arx:papers:2011.10423.

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2020Nonparametric Instrumental Regression with Right Censored Duration Outcomes. (2020). VanKeilegom, Ingrid ; FLORENS, Jean-Pierre ; Beyhum, Jad ; van Keilegom, Ingrid. In: TSE Working Papers. RePEc:tse:wpaper:124931.

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2020Approximate least squares estimation for spatial autoregressive models with covariates. (2020). Wang, Hansheng ; Zhou, Fanying ; Lan, Wei ; Ma, Yingying. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301884.

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2020Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389.

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2020A comparison of tail dependence estimators. (2020). Weiss, Gregor ; Irresberger, Felix ; Supper, Hendrik . In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:728-742.

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2020A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection. (2020). Tong, Yongbo ; Xu, Qifa ; Ding, Xiaoyi ; Jiang, Cuixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300993.

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2020Measurement of Systemic Risk in Global Financial Markets and Its Application in Forecasting Trading Decisions. (2020). Rahman, Sanzidur ; Sriboonchitta, Songsak ; Qi, Yang ; Song, Quanrui ; Liu, Jianxu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4000-:d:357862.

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2020Copula-based Markov process. (2020). Fang, Jun ; Yang, Jingping ; Liu, Yong ; Jiang, Fan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:166-187.

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2020Forecasting risk measures using intraday data in a generalized autoregressive score framework. (2020). Xue, Xiaohan ; Lazar, Emese. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1057-1072.

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2020Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data. (2020). Graler, Benedikt ; Scherer, Matthias ; Huttner, Amelie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301631.

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2020Flexible copula models with dynamic dependence and application to financial data. (2020). Joe, Harry ; Krupskii, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167.

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2020The beauty contest between systemic and systematic risk measures: Assessing the empirical performance. (2020). Roggi, Oliviero ; Menchetti, Fiammetta ; Giannozzi, Alessandro ; Cipollini, Fabrizio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:316-332.

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2020Generative Learning of Heterogeneous Tail Dependence. (2020). Yan, Xing ; Sun, Xiangqian ; Wu, QI. In: Papers. RePEc:arx:papers:2011.13132.

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2020Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models. (2020). Umlandt, Dennis. In: Working Paper Series. RePEc:trr:qfrawp:202006.

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2020Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness. (2020). Jang, Hyun Jin ; Choi, So Eun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302973.

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2020Systemic risk in European financial and energy sectors: Dynamic factor copula approach. (2020). Nevrla, Matj. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518304904.

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2020Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing. (2020). Ck, Simon. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:19-:d:322684.

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2020Towards Explainability of Machine Learning Models in Insurance Pricing. (2020). Lupton, Daniel ; Kuo, Kevin. In: Papers. RePEc:arx:papers:2003.10674.

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2020The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia. (2020). Stojkoski, Viktor ; Jolakoski, Petar ; IVANOVSKI, Igor . In: Papers. RePEc:arx:papers:2011.10826.

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2020Machine Learning in P&C Insurance: A Review for Pricing and Reserving. (2020). Marceau, Etienne ; Lamontagne, Luc ; Cossette, Helene ; Blier-Wong, Christopher. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:4-:d:467315.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

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2020Testing Unconfoundedness Assumption Using Auxiliary Variables. (2020). Fang, Ying ; Cai, Zongwu ; Tang, Shengfang ; Lin, Ming. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202004.

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2020Countercyclical liquidity policy and credit cycles: Evidence from macroprudential and monetary policy in Brazil. (2020). Van Doornik, Bernardus ; Peydro, Jose-Luis ; Barata, Joo ; Gonzales, Rodrigo Barbone. In: Working Papers. RePEc:bge:wpaper:1156.

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2020An Unconventional Approach to Evaluate the Bank of England’s Asset Purchase Program. (2020). Neuenkirch, Matthias. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09527-9.

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2020Decomposing the Fiscal Multiplier. (2020). Taylor, Alan ; Jorda, Oscar ; Cloyne, James S. In: NBER Working Papers. RePEc:nbr:nberwo:26939.

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2020Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20.

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2020Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2020). Steffen, Sascha ; Acharya, Viral ; Jager, Maximilian ; Borchert, Lea. In: NBER Working Papers. RePEc:nbr:nberwo:27537.

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2020The asymmetric effects of monetary policy on stock price bubbles. (2020). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2012.

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2020Financial Dampening. (2020). Wieland, Johannes F ; Yang, Mujeung. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:1:p:79-113.

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2020The effects of quasi-random monetary experiments. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:22-40.

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2020The asymmetric effects of monetary policy on stock price bubbles. (2020). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/74362fq3f99s299n07e84dlcib.

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2020Asymmetric inflation expectations, downward rigidity of wages, and asymmetric business cycles. (2020). Baqaee, David Rezza. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:174-193.

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2020Private Sector Debt, Financial Constraints, and the Effects of Monetary Policy: Evidence from the US. (2020). Scharler, Johann ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:889-915.

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2020After the Panic: Are Financial Crises Demand or Supply Shocks? Evidence from International Trade. (2020). Benguria, Felipe ; Taylor, Alan M. In: American Economic Review: Insights. RePEc:aea:aerins:v:2:y:2020:i:4:p:509-26.

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2020Asymmetric Effects of Monetary Policy Easing and Tightening. (2020). Gambetti, Luca ; Forni, Mario ; Debortoli, Davide ; Sala, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:146.

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2020The asymmetric effects of monetary policy on stock price bubbles. (2020). Labondance, Fabien ; Blot, Christophe ; Hubert, Paul. In: Working Papers. RePEc:hal:wpaper:hal-03403075.

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2020Inference in partially identified heteroskedastic simultaneous equations models. (2020). Yang, Minxian ; Milunovich, George ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:317-345.

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2020Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2020A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

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2020Quasi-experimental evidence for the causal link between fertility and subjective well-being. (2020). Priebe, Jan. In: Journal of Population Economics. RePEc:spr:jopoec:v:33:y:2020:i:3:d:10.1007_s00148-020-00769-3.

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2020Does Balance Among Areas of Institutional Quality Matter for Economic Growth?. (2020). Sobel, Russell ; Bolen, Brandon J. In: Southern Economic Journal. RePEc:wly:soecon:v:86:y:2020:i:4:p:1418-1445.

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2020Monetary Policy Surprises and Employment: evidence from matched bank-firm loan data on the bank lending-channel. (). Gonzalez, Rodrigo Barbone. In: Working Papers Series. RePEc:bcb:wpaper:518.

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2020College Access and Adult Health. (2020). Tefft, Nathan ; Cowan, Benjamin. In: NBER Working Papers. RePEc:nbr:nberwo:26685.

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2020The Wage Penalty of Regional Accents. (2020). Winter, Joachim ; Steinmayr, Andreas ; Grogger, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:26719.

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2020Does Emigration Affect Pro-Environmental Behaviour Back Home? A Long-Term, Local-Level Perspective. (2020). Ivlevs, Artjoms. In: IZA Discussion Papers. RePEc:iza:izadps:dp12984.

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2020Early Release and Recidivism. (2020). Levav, Jonathan ; Meier, Armando N. In: IZA Discussion Papers. RePEc:iza:izadps:dp13035.

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2020Public credit guarantee and financial additionalities across SME risk classes. (2020). Gallo, Marco ; Rotondi, Zeno ; Ciani, Emanuele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1265_20.

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2020The Weak State Trap. (2020). Robinson, James ; Fergusson, Leopoldo ; Molina, Carlos A. In: NBER Working Papers. RePEc:nbr:nberwo:26848.

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2020Adolescent School Bullying Victimisation and Later Life Outcomes. (2020). Staneva, Anita ; Harmon, Colm ; Gorman, Emma ; Walker, Ian ; Mendolia, Silvia. In: CEPEO Working Paper Series. RePEc:ucl:cepeow:20-05.

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2020Mobilization Effects of Multilateral Development Banks. (2020). Stucchi, Rodolfo ; Presbitero, Andrea ; Lotti, Giulia ; Maffioli, Alessandro ; Broccolini, Chiara. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9163.

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2020Financing Constraints and Employers Investment in Training. (2020). Weiss, Christoph ; Gereben, Áron ; brunello, giorgio ; Wruuck, Patricia. In: IZA Discussion Papers. RePEc:iza:izadps:dp13067.

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2020A Glimpse of Freedom: Allied Occupation and Political Resistance in East Germany. (2020). Jessen, Jonas ; Xu, Guo ; Martinez, Luis R. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1863.

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2020The Impact of Attending An Independent Upper Secondary School: Evidence from Sweden Using School Ranking Data. (2020). Edmark, Karin ; Persson, Lovisa. In: Working Paper Series. RePEc:hhs:sofiwp:2020_002.

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2020Redistributive public employment? A test for the South of Italy. (2020). de Blasio, Guido ; Dalmazzo, Alberto ; Ciani, Emanuele ; Auricchio, Marta . In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303957.

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2020Time-invariant regressors under fixed effects: Simple identification via a proxy variable. (2020). Blin, Matj . In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304057.

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2020Harsh parenting during early childhood and child development. (2020). Contreras, Dante ; Berthelon, Matias ; Palma, Maria Isidora ; Kruger, Diana. In: Economics & Human Biology. RePEc:eee:ehbiol:v:36:y:2020:i:c:s1570677x19301327.

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2020Patient choice, entry, and the quality of primary care: Evidence from Swedish reforms. (2020). Ellegård, Lina Maria ; Dietrichson, Jens ; Kjellsson, Gustav ; Ellegrd, Lina Maria. In: Health Economics. RePEc:wly:hlthec:v:29:y:2020:i:6:p:716-730.

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2020Second language skills and labor market outcomes: Evidence from the handover of Hong Kong. (2020). Zhu, Rong ; Zheng, Xian ; Zhou, Yonghong. In: China Economic Review. RePEc:eee:chieco:v:59:y:2020:i:c:s1043951x19301270.

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2020What drives the quality of schools in Africa? Disentangling social capital and ethnic divisions. (2020). SENE, Omar ; Hollard, Guillaume. In: Economics of Education Review. RePEc:eee:ecoedu:v:74:y:2020:i:c:s0272775719300779.

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2020Does longer compulsory schooling affect mental health? Evidence from a British reform. (2020). Nafilyan, Vahé ; de Coulon, Augustin ; Avendano, Mauricio. In: Journal of Public Economics. RePEc:eee:pubeco:v:183:y:2020:i:c:s0047272720300013.

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2020Heterogeneous Effects of Missing out on a Place at a Preferred Secondary School in England. (2020). Walker, Ian ; Gorman, Emma. In: IZA Discussion Papers. RePEc:iza:izadps:dp13167.

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2020Drinking Is Different! Examining the Role of Locus of Control for Alcohol Consumption. (2020). Hennecke, Juliane ; Caliendo, Marco. In: IZA Discussion Papers. RePEc:iza:izadps:dp13273.

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2020The Gender Gap in Tech & Competitive Work Environments? Field Experimental Evidence from an Internet-of-Things Product Development Platform. (2020). Kaushik, Nilam ; Boudreau, Kevin . In: NBER Working Papers. RePEc:nbr:nberwo:27154.

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2020Technological change and inequality in the very long run. (2020). Strulik, Holger ; Madsen, Jakob Brochner. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:392.

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2020Financing constraints and employers investment in training. (2020). Weiss, Christoph ; Gereben, Áron ; brunello, giorgio ; Wruuck, Patricia. In: EIB Working Papers. RePEc:zbw:eibwps:202005.

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2020The Rise of Shadow Banking: Evidence from Capital Regulation. (2020). Meisenzahl, Ralf ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Irani, Rustom. In: EconStor Preprints. RePEc:zbw:esprep:216799.

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2020Longer School Schedules, Childcare and the Quality of Mothers’ Employment: Evidence from School Reform in Chile. (2020). Zamora, Carlos ; Tiberti, Luca ; Lauer, Catalina ; Kruger, Diana ; Berthelon, Matias. In: GLO Discussion Paper Series. RePEc:zbw:glodps:525.

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2020Witchcraft beliefs as a cultural legacy of the Atlantic slave trade: Evidence from two continents. (2020). Gershman, Boris. In: European Economic Review. RePEc:eee:eecrev:v:122:y:2020:i:c:s0014292119302235.

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2020Expropriation with hukou change and labour market outcomes in China. (2020). tani, max ; Liu, Xingfei ; Akgu, Mehtap ; Wang, Chuhong. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x1930152x.

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2020Upward mobility and the demand for children: Evidence from China. (2020). Li, Jun ; Ma, Jie ; Wen, Qiang ; Yang, Xiaojun. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301543.

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2020The long-run influence of institutions governing trade: Evidence from smuggling ports in colonial Mexico. (2020). Guardado, Jenny ; Alvarez-Villa, Daphne. In: Journal of Development Economics. RePEc:eee:deveco:v:144:y:2020:i:c:s0304387820300286.

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2020Discriminating Behavior: Evidence from teachers’ grading bias. (2020). Fontes, Luiz Felipe ; Ferman, Bruno. In: MPRA Paper. RePEc:pra:mprapa:100400.

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2020Intertemporal lifestyle changes and carbon emissions: Evidence from a China household survey. (2020). Sun, Yongping ; Shi, Xunpeng ; Zhang, Hongwu ; Song, Ligang ; Xue, Jinjun ; Wang, Keying. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304529.

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2020Multi-court judging and judicial productivity in a career judiciary: Evidence from Nepal. (2020). Grajzl, Peter ; Silwal, Shikha. In: International Review of Law and Economics. RePEc:eee:irlaec:v:61:y:2020:i:c:s0144818819302042.

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2020Prison, semi-liberty and recidivism: Bounding causal effects in a survival model. (2020). Wolff, François-Charles ; Monnery, Benjamin ; Henneguelle, Anais. In: International Review of Law and Economics. RePEc:eee:irlaec:v:61:y:2020:i:c:s0144818819302418.

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2020Does low skilled immigration increase the education of natives? Evidence from Italian provinces. (2020). Rocco, Lorenzo ; brunello, giorgio ; Lodigiani, Elisabetta. In: Labour Economics. RePEc:eee:labeco:v:63:y:2020:i:c:s0927537119301307.

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2020Abandon ship? Party brands and politicians responses to a political scandal. (2020). Geys, Benny ; Galletta, Sergio ; daniele, gianmarco. In: Journal of Public Economics. RePEc:eee:pubeco:v:184:y:2020:i:c:s0047272720300360.

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2020The Effects of Teenage Childbearing on Education, Physical Health, and Mental Distress: Evidence from Mexico. (2020). Tsaneva, Magda ; Gunes, Pinar Mine. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:86:y:2020:i:2:p:183-206.

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2020Network-based Connectedness and the Diffusion of Cultural Traits. (2020). Turati, Riccardo. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020012.

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2020Prosociality predicts health behaviors during the COVID-19 pandemic. (2020). Wengström, Erik ; Schneider, Florian ; Meier, Armando ; Wengstrom, Erik ; Campos-Mercade, Pol. In: ECON - Working Papers. RePEc:zur:econwp:346.

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2020Fighting for Votes: Theory and Evidence on the Causes of Electoral Violence. (2020). Sterck, Olivier. In: Economica. RePEc:bla:econom:v:87:y:2020:i:347:p:844-883.

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2020Lazy Prices. (2020). Nguyen, Quoc ; Malloy, Christopher ; Cohen, Lauren. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1371-1415.

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2020The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students. (2020). Darrigo, Silvia ; Corazzini, Luca ; Navarra, Pietro ; Millemaci, Emanuele. In: Working Papers. RePEc:ven:wpaper:2020:19.

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2020Market shocks and professionals investment behavior - Evidence from the COVID-19 crash. (2020). Huber, Christoph ; Kirchler, Michael. In: Working Papers. RePEc:inn:wpaper:2020-11.

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2020Beyond Birthweight: The Origins of Human Capital. (2020). Conti, Gabriella ; Hanson, Mark ; Godfrey, Keith ; Cooper, Cyrus ; Crozier, Sarah ; Inskip, Hazel. In: IZA Discussion Papers. RePEc:iza:izadps:dp13296.

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2020Culture and Adult Financial Literacy: Evidence from the United States. (2020). Rodriguez-Planas, Núria ; Davoli, Maddalena. In: IZA Discussion Papers. RePEc:iza:izadps:dp13349.

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2020Market shocks and professionals investment behavior – Evidence from the COVID-19 crash. (2020). Huber, Christoph ; Kirchler, Michael. In: OSF Preprints. RePEc:osf:osfxxx:fgxpb.

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2020Informing the Market: The Effect of Modern Information Technologies on Information Production. (2020). Huang, Jiekun ; Gao, Meng ; Goldsteineditor, Itay. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:4:p:1367-1411..

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2020Credit demand vs. supply channels: Experimental- and administrative-based evidence. (2020). Peydro, Jose-Luis ; Sette, Enrico ; Michelangeli, Valentina. In: EconStor Preprints. RePEc:zbw:esprep:222282.

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2020Drinking is Different! Examining the Role of Locus of Control for Alcohol Consumption. (2020). Hennecke, Juliane ; Caliendo, Marco. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1088.

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2020Sin Taxes and Self-Control. (2020). Schmacker, Renke ; Smed, Sinne. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1881.

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2020Corruption and mental health. (2020). Tarp, Finn ; SINGHAL, SAURABH ; Sharma, Smriti. In: Working Papers. RePEc:lan:wpaper:296967914.

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2020Personal Wealth and Self-Employment. (2020). Heimer, Rawley ; Gilje, Erik P ; Cookson, Anthony J ; Bellon, Aymeric. In: NBER Working Papers. RePEc:nbr:nberwo:27452.

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2020Productive workfare? Evidence from Ethiopia’s productive safety net program. (2020). Stephane, Victor ; Gazeaud, Jules. In: NOVAFRICA Working Paper Series. RePEc:unl:novafr:wp2003.

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2020Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence. (2020). Sette, Enrico ; Peydro, Jose-Luis ; Michelangeli, Valentina. In: Working Papers. RePEc:bge:wpaper:1192.

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2020The Weak State Trap. (2020). Fergusson, Leopoldo ; Robinson, James A ; Molina, Carlos A. In: Documentos CEDE. RePEc:col:000089:018248.

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2020Drinking is Different! Examining the Role of Locus of Control for Alcohol Consumption. (2020). Hennecke, Juliane ; Caliendo, Marco. In: CEPA Discussion Papers. RePEc:pot:cepadp:18.

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2020Sexual Orientation and Job Satisfaction: Survey-Based Evidence from Sweden. (2020). Aldén, Lina ; Swahnberg, Hanna ; Hammarstedt, Mats ; Alden, Lina. In: Journal of Labor Research. RePEc:spr:jlabre:v:41:y:2020:i:1:d:10.1007_s12122-019-09297-w.

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2020Endogenous Institutional Change on First Nations Reserves: Selecting into the First Nations Land Management Act. (2020). Deaton, James B ; Kelly, Liam D. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304294.

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2020Neighborhood Violence, Poverty, and Psychological Well-Being. (2020). Bloem, Jeffrey R ; Alloush, MO. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304341.

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2020Social Identity, Behavior, and Personality: Evidence from India. (2020). SINGHAL, SAURABH ; Dasgupta, Utteeyo ; Sharma, Smriti ; Mani, Subha. In: IZA Discussion Papers. RePEc:iza:izadps:dp13515.

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2020COVID-19 Prevention and Air Pollution in the Absence of a Lockdown. (2020). Meyerhoefer, Chad ; Chang, Hung-Hao ; Yang, Feng-An. In: NBER Working Papers. RePEc:nbr:nberwo:27604.

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2020Income Sorting Across Space: The Role of Amenities and Commuting Costs. (2020). MOIZEAU, Fabien ; Gaigne, Carl ; Thisse, Jacques-Franois. In: Working Papers SMART - LERECO. RePEc:rae:wpaper:202006.

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2020Growing collectivism: irrigation, group conformity and technological divergence. (2020). Buggle, Johannes C. In: Journal of Economic Growth. RePEc:kap:jecgro:v:25:y:2020:i:2:d:10.1007_s10887-020-09178-3.

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2020Immigration and human capital: consequences of a nineteenth century settlement policy. (2020). Gonzalez, Felipe. In: Cliometrica. RePEc:spr:cliomt:v:14:y:2020:i:3:d:10.1007_s11698-019-00194-x.

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2020Transition of Son Preference: Evidence From South Korea. (2020). Choi, Eleanor Jawon ; Hwang, Jisoo. In: Demography. RePEc:spr:demogr:v:57:y:2020:i:2:d:10.1007_s13524-020-00863-x.

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2020For Love and Money? Earnings and Marriage Among Same-Sex Couples. (2020). Martell, Michael E ; Nash, Peyton. In: Journal of Labor Research. RePEc:spr:jlabre:v:41:y:2020:i:3:d:10.1007_s12122-020-09305-4.

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2020Peer effects of low-ability students in the classroom: evidence from China’s middle schools. (2020). Huang, Bin ; Zhu, Rong. In: Journal of Population Economics. RePEc:spr:jopoec:v:33:y:2020:i:4:d:10.1007_s00148-020-00780-8.

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2020The choice of marketing channel and farm profitability: Empirical evidence from small farmers. (2020). Chang, Hung-Hao ; Liu, Jhihyun ; Lee, Brian. In: Agribusiness. RePEc:wly:agribz:v:36:y:2020:i:3:p:402-421.

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2020Parental Involvement and the Intergenerational Transmission of Economic Preferences, Attitude and Personality Traits. (). Zumbuehl, Maria ; Pfann, Gerard ; Dohmen, Thomas. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:027.

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2020The Long-Term Consequences of a Golden Nest. (2020). Angelini, Viola ; Weber, Guglielmo ; Bertoni, Marco. In: IZA Discussion Papers. RePEc:iza:izadps:dp13659.

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2020COVID-19 labour market shocks and their inequality implications for financial wellbeing. (2020). Salamanca, Nicolas ; de New, Sonja ; Ribar, David C ; Botha, Ferdi. In: GLO Discussion Paper Series. RePEc:zbw:glodps:661.

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2020Center-Based Care and Parenting Activities. (2020). Waights, Sevrin ; Jessen, Jonas ; Spiess, Katharina C. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1897.

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2020Genetic Fortune: Winning or Losing Education, Income, and Health. (2020). Koellinger, Philipp ; Diprete, Thomas A ; Harden, Kathryn Paige ; Martschenko, Daphne ; Okbary, Aysu ; de Vlaming, Ronald ; Linner, Richard Karlsson ; Kweon, Hyeokmoon. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200053.

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2020Consumer Protection on Kickstarter. (2020). Skiera, Bernd ; Schulze, Christian ; Blaseg, Daniel . In: Marketing Science. RePEc:inm:ormksc:v:39:y:2020:i:1:p:211-233.

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2020Staged equity financing. (2020). Takalo, Tuomas ; Korkeamaki, Timo ; Magnus, Blomkvist. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_015.

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2020Selling to buy: Asset sales and acquisitions. (2020). Petmezas, Dimitris ; Travlos, Nickolaos G ; McNamee, Nathan P ; Mavis, Christos P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300316.

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2020Do childhood infections affect labour market outcomes in adulthood and, if so, how?. (2020). Bryson, Alex ; Böckerman, Petri ; Pahkala, Katja ; Lehtimaki, Terho ; Juonala, Markus ; Hutri-Kahonen, Nina ; Elovainio, Marko ; Bockerman, Petri ; Pehkonen, Jaakko ; Viinikainen, Jutta ; Raitakari, Olli ; Pulkki-Rback, Laura ; Rovio, Suvi. In: Economics & Human Biology. RePEc:eee:ehbiol:v:37:y:2020:i:c:s1570677x19302412.

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2020Childhood health and future outcomes: Evidence from panel surveys for the Japanese population. (2020). Yuda, Michio. In: Japan and the World Economy. RePEc:eee:japwor:v:54:y:2020:i:c:s0922142520300153.

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2020What you see is not what you get: The costs of trading market anomalies. (2020). Weller, Brian M ; Patton, Andrew J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:515-549.

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2020Direct or indirect? The impact of political connections on export mode of Chinese private enterprises. (2020). Liu, Chun ; Zhang, YI ; Wang, Ting. In: China Economic Review. RePEc:eee:chieco:v:61:y:2020:i:c:s1043951x20300316.

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2020Automation and labor force participation in advanced economies: Macro and micro evidence. (2020). Topalova, Petia ; Koczan, Zsoka ; Grigoli, Francesco. In: European Economic Review. RePEc:eee:eecrev:v:126:y:2020:i:c:s0014292120300751.

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2020Fear Not For Man? Armed conflict and social capital in Mali. (2020). ROUBAUD, Francois ; Calvo, Thomas ; Razafindrakoto, Mireille ; Lavallee, Emmanuelle. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:2:p:251-276.

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2020Does deterrence change preferences? Evidence from a natural experiment. (2020). Groom, Ben ; Cavatorta, Elisa. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s001429212030088x.

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2020The impact of ethnic segregation on schooling outcomes in Mandate Palestine. (2020). Panza, Laura. In: Journal of Development Economics. RePEc:eee:deveco:v:146:y:2020:i:c:s0304387820300894.

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2020Collective action in networks: Evidence from the Chilean student movement. (2020). Gonzalez, Felipe. In: Journal of Public Economics. RePEc:eee:pubeco:v:188:y:2020:i:c:s0047272720300840.

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2020School Feeding Programmes, Education and Food Security in Rural Malawi. (2020). Manea, Roxana Elena. In: CIES Research Paper series. RePEc:gii:ciesrp:cies_rp_63.

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2020A time to make laws and a time to fundraise? On the relation between salaries and time use for state politicians. (2020). Lyons, Elizabeth ; Hoffman, Mitchell. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:53:y:2020:i:3:p:1318-1358.

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2020Birds of a feather flock together? Diversity and spread of COVID-19 cases in India. (2020). Das, Upasak ; Rathore, Udayan ; Sarkhel, Prasenjit. In: Papers. RePEc:arx:papers:2011.05839.

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2020Revenge of the Experts: Will COVID-19 Renew or Diminish Public Trust in Science?. (2020). Eichengreen, Barry ; Saka, Orkun ; Aksoy, Cevat Giray. In: IZA Discussion Papers. RePEc:iza:izadps:dp13865.

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2020Own Motivation, Peer Motivation, and Educational Success. (2020). Bietenbeck, Jan. In: IZA Discussion Papers. RePEc:iza:izadps:dp13872.

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2020In Sickness and in Health? Health Shocks and Relationship Breakdown: Empirical Evidence from Germany. (2020). Reif, Simon ; Bunnings, Christian ; Tauchmann, Harald ; Hafner, Lucas. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1110.

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2020The Roles of Faith and Faith Schooling in Educational, Economic, and Faith Outcomes. (2020). McKendrick, Andrew ; Walker, Ian. In: Working Papers. RePEc:lan:wpaper:302455074.

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2020Social Identity, Behavior, and Personality. (2020). SINGHAL, SAURABH ; Dasgupta, Utteeyo ; Sharma, Smriti ; Mani, Subha. In: Working Papers. RePEc:lan:wpaper:308280016.

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2020Inside the regulatory sandbox: effects on fintech funding. (2020). Gambacorta, Leonardo ; Doerr, Sebastian ; Merrouche, Ouarda ; Cornelli, Giulio. In: BIS Working Papers. RePEc:bis:biswps:901.

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2020Own Motivation, Peer Motivation, and Educational Success. (2020). Bietenbeck, Jan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8696.

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2020Hospital Allocation and Racial Disparities in Health Care. (2020). Sacarny, Adam ; Chandra, Amitabh ; Kakani, Pragya. In: NBER Working Papers. RePEc:nbr:nberwo:28018.

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2020Revenge of the Experts: Will Covid-19 Renew or Diminish Public Trust in Science?. (2020). Eichengreen, Barry ; Aksoy, Cevat Giray ; Saka, Orkun. In: NBER Working Papers. RePEc:nbr:nberwo:28112.

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2020Return Migration and Earnings Mobility in Egypt, Jordan and Tunisia. (2020). Hlasny, Vladimir ; al Azzawi, Shireen ; Alazzawi, Shireen. In: Working Papers. RePEc:inq:inqwps:ecineq2020-562.

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2020Mancala board games and origins of entrepreneurship in Africa. (2020). Mkondiwa, Maxwell. In: PLOS ONE. RePEc:plo:pone00:0240790.

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2020Turing’s children: Representation of sexual minorities in STEM. (2020). Sansone, Dario ; Carpenter, Christopher S. In: PLOS ONE. RePEc:plo:pone00:0241596.

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2020Co-opted directors, covenant intensity, and covenant violations. (2020). Vu, Tram ; Do, Viet ; Lim, Jesslyn. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300729.

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2020Privatization and business groups: Evidence from the Chicago Boys in Chile. (2020). Urzúa I., Francisco ; Prem, Mounu ; Urzua, Francisco ; Gonzalez, Felipe ; Aldunate, Felipe . In: Explorations in Economic History. RePEc:eee:exehis:v:78:y:2020:i:c:s0014498320300504.

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2020Collider bias in economic history research. (2020). Schneider, Eric B. In: Explorations in Economic History. RePEc:eee:exehis:v:78:y:2020:i:c:s0014498320300516.

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2020Export to elude. (2020). Zhao, Xiaoxue ; Qiu, Larry D ; Liu, YU ; Fan, Haichao. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620300817.

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2020Political uncertainty and firm entry: Evidence from Chinese manufacturing industries. (2020). Feng, Zongxian ; Mao, Hui ; Chen, Shaojian. In: Journal of Business Research. RePEc:eee:jbrese:v:120:y:2020:i:c:p:16-30.

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2020Whose education matters? An analysis of inter caste marriages in India. (2020). Sahai, Komal ; Chaudhuri, Arka Roy ; Ray, Tridip. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:619-633.

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2020The causal mechanism of financial education: Evidence from mediation analysis. (2020). Carpena, Fenella ; Zia, Bilal. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:143-184.

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2020The effects of mafia infiltration on public procurement performance. (2020). Giuranno, Michele ; Garcia-Blandon, Josep ; Argiles-Bosch, Josep M ; Valencia-Silva, Maika M ; Ravenda, Diego. In: European Journal of Political Economy. RePEc:eee:poleco:v:64:y:2020:i:c:s0176268020300719.

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2020Culture and adult financial literacy: Evidence from the United States. (2020). Davoli, Maddalena ; Rodriguez-Planas, Nuria. In: Economics of Education Review. RePEc:eee:ecoedu:v:78:y:2020:i:c:s0272775719305217.

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2020Technological change and inequality in the very long run. (2020). Strulik, Holger ; Madsen, Jakob. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s001429212030163x.

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2020Healthy air, healthy mom: Experimental evidence from Chinese power plants. (2020). Rahman, Muhammad ; Rafiq, Shuddhasattwa. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302395.

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2020Cross-ownership and collateral in lending. (2020). Ding, Zifang ; Qian, Xuesong ; Cao, Xiaping. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302167.

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2020Weathering trust. (2020). Rahman, Muhammad ; Jayasinghe, Susantha ; Shabnam, Nourin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:449-473.

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2020Maintaining law and order: Welfare implications from village vigilante groups in northern Tanzania. (2020). Kudo, Yuya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:607-628.

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2020Does the lack of financial stability impair the transmission of monetary policy?. (2020). Imbierowicz, Bjorn ; Acharya, Viral V ; Teichmann, Daniel ; Steffen, Sascha. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:342-365.

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2020Do short-term rental platforms affect housing markets? Evidence from Airbnb in Barcelona. (2020). Garcia-Lopez, Miquel-Angel ; Miquel- angel Garcia-Lopez, ; Segu, Mariona ; Martinez-Mazza, Rodrigo ; Jofre-Monseny, Jordi. In: Journal of Urban Economics. RePEc:eee:juecon:v:119:y:2020:i:c:s0094119020300498.

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2020Political connections and psychosocial wellbeing among Womens Development Army leaders in rural amhara, Ethiopia: Towards a holistic understanding of community health workers socioeconomic status. (2020). Carpenter, Jeffrey ; Closser, Svea ; Meyer, Natalie ; Hyman, Mikayla ; Abesha, Roza ; Tesfaye, Yihenew ; Sharma, Neha ; Gong, Erick ; Maes, Kenneth. In: Social Science & Medicine. RePEc:eee:socmed:v:266:y:2020:i:c:s027795362030592x.

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2020Mechanization in land preparation and agricultural intensification: The case of rice farming in the Cote dIvoire. (2020). Takahashi, Kazushi ; Otsuka, Keijiro ; MANO, Yukichi. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:6:p:899-908.

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2020Living better and feeling happier: An investigation into the association between housing quality and happiness. (2020). Yang, Yulu ; Hu, Mingzhi ; Yu, Xiaofen. In: Growth and Change. RePEc:bla:growch:v:51:y:2020:i:3:p:1224-1238.

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2020Do rural migrants benefit from labor market agglomeration economies? Evidence from Chinese cities. (2020). Li, Lixing ; Fu, Shihe ; Yang, Guangliang. In: Growth and Change. RePEc:bla:growch:v:51:y:2020:i:3:p:910-931.

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2020Competition in the venture capital market and the success of startup companies: Theory and evidence. (2020). Serfes, Konstantinos ; Thiele, Veikko ; Hong, Suting. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:29:y:2020:i:4:p:741-791.

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2020Domestic Violence and Child Mortality in the Developing World. (2020). Siddique, Zahra ; Rawlings, Samantha. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:723-750.

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2020Short, Heavy and Underrated? Teacher Assessment Biases by Childrens Body Size. (2020). de New, Sonja ; Black, Nicole. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:961-987.

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2020The effects of unexpected changes in demand on the performance of emergency departments. (2020). Sutton, Matt ; Lau, Yiushing ; Anselmi, Laura ; Turner, Alex J. In: Health Economics. RePEc:wly:hlthec:v:29:y:2020:i:12:p:1744-1763.

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2020Corruption and Mental Health: Evidence from Vietnam. (2020). Tarp, Finn ; SINGHAL, SAURABH ; Sharma, Smriti. In: IZA Discussion Papers. RePEc:iza:izadps:dp13936.

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2020On the Mechanisms of Ability Peer Effects. (2020). Salamanca, Nicolas ; de Gendre, Alexandra. In: IZA Discussion Papers. RePEc:iza:izadps:dp13938.

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2020Non-Cognitive Skills and Remedial Education: Good News for Girls. (2020). Battaglia, Marianna ; Hidalgo-Hidalgo, Marisa. In: Working Papers. RePEc:pab:wpaper:20.10.

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2020Who truly bears (bank) taxes? Evidence from only shifting statutory incidence. (2020). Peydro, Jose-Luis ; Martinez-Miera, David ; Jimenez, Gabriel. In: Economics Working Papers. RePEc:upf:upfgen:1756.

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2020Who truly bears (bank) taxes? Evidence from only shifting statutory incidence. (2020). Jimenez, Gabriel ; Martinez-Miera, David ; Peydro, Jose-Luis. In: EconStor Preprints. RePEc:zbw:esprep:226689.

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2020The Impact of Organizational Boundaries on Healthcare Coordination and Utilization. (2020). Agha, Leila ; Ericson, Keith Marzilli ; Zhao, Xiaoxi. In: NBER Working Papers. RePEc:nbr:nberwo:28179.

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2020Who Truly Bears (Bank) Taxes? Evidence from Only Shifting Statutory Incidence. (2020). Martinez-Miera, David ; Jimenez, Gabriel ; Peydro, Jose-Luis. In: Working Papers. RePEc:bge:wpaper:1222.

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2020The Impacts of Highly Resourced Vocational Schools on Student Outcomes in China. (2020). Xu, Jiajia ; Li, Guirong ; Rozelle, Scott ; Loyalka, Prashant ; Kardanova, Elena ; Chu, James ; Yi, Hongmei ; Shi, Zhaolei. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:6:p:125-150.

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2020Center-based care and parenting activities. (2020). Spiess, Katharina C ; Jessen, Jonas ; Waights, Sevrin. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1710.

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2020Monetary and macroprudential policy complementarities: evidence from European credit registers. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Peydro, Jose-Luis ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20202504.

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2020Productive Workfare? Evidence from Ethiopia’s Productive Safety Net Program. (2020). Gazeaud, Jules ; Stephane, Victor. In: Working Papers. RePEc:gat:wpaper:2037.

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2020Corruption and mental health: Evidence from Vietnam. (2020). Tarp, Finn ; SINGHAL, SAURABH ; Sharma, Smriti. In: DERG working paper series. RePEc:kud:kuderg:2007.

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2020Bias-Aware Inference in Regularized Regression Models. (2020). Kwon, Soonwoo ; Koles, Michal ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2012.14823.

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2020Productive Workfare? Evidence from Ethiopias Productive Safety Net Program. (2020). Stephane, Victor ; Gazeaud, Jules. In: Working Papers. RePEc:hal:wpaper:halshs-03082420.

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2020Moms Time—Married or Not. (2020). Hamermesh, Daniel S. In: IZA Discussion Papers. RePEc:iza:izadps:dp13997.

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2020School bullying is positively associated with support for redistribution in adulthood. (2020). Yamagishi, Atsushi. In: Economics of Education Review. RePEc:eee:ecoedu:v:79:y:2020:i:c:s0272775720305318.

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2020Does low-skilled immigration increase profits? Evidence from Italian local labour markets. (2020). Rocco, Lorenzo ; brunello, giorgio ; Lodigiani, Elisabetta. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:85:y:2020:i:c:s0166046220302672.

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2020Home-bias in referee decisions: Evidence from “Ghost Matches” during the Covid19-Pandemic. (2020). Gesche, Tobias ; Endrich, Marek. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303815.

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2020The effect of working hours on health. (2020). Berniell, Inés ; Bietenbeck, Jan. In: Economics & Human Biology. RePEc:eee:ehbiol:v:39:y:2020:i:c:s1570677x20301714.

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2020Going beyond the mean in examining relationships of adolescent non-cognitive skills with health-related quality of life and biomarkers in later-life. (2020). Sutton, Matt ; Chandola, Tarani ; Turner, Alex James ; Atkins, Rose. In: Economics & Human Biology. RePEc:eee:ehbiol:v:39:y:2020:i:c:s1570677x20301933.

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2020Intergenerational residence patterns and Covid-19 fatalities in the EU and the US*. (2020). Grossbard, Shoshana ; Aparicio, Ainoa ; Fenoll, Ainoa Aparicio. In: Economics & Human Biology. RePEc:eee:ehbiol:v:39:y:2020:i:c:s1570677x20302045.

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2020Occupational Attainment and Earnings in Southeast Asia: The Role of Non-cognitive Skills. (2020). Stein, Wiebke ; Sharma, Rasadhika ; Buhler, Dorothee. In: Labour Economics. RePEc:eee:labeco:v:67:y:2020:i:c:s0927537120301172.

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2020Moral hazard effects of supplemental private health insurance in Korea. (2020). Ko, Hansoo. In: Social Science & Medicine. RePEc:eee:socmed:v:265:y:2020:i:c:s027795362030544x.

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2020Economic complexity and health outcomes: A global perspective. (2020). Vu, Trung. In: Social Science & Medicine. RePEc:eee:socmed:v:265:y:2020:i:c:s0277953620306997.

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2020Malaria suitability, urbanization and subnational development in sub-Saharan Africa. (2020). Ludwig, Markus ; Fluckiger, Matthias. In: Journal of Urban Economics. RePEc:eee:juecon:v:120:y:2020:i:c:s0094119020300504.

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2020Who Truly Bears (Bank) Taxes? Evidence from Only Shifting Statutory Incidence. (2020). Martinez-Miera, David ; Jimenez, Gabriel ; Peydro, Jose-Luis. In: Working Papers. RePEc:bde:wpaper:2040.

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2020Maternal Postpartum Depression Effects on Childs Health. (2020). SCHIAVON, LUCIA. In: CHILD Working Papers Series. RePEc:cca:wchild:83.

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2020FERTILITY AND MOTHERS’ LABOUR FORCE PARTICIPATION IN RURAL INDIA. (2020). Gupta, Isha. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0267.

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2020Center-based care and parenting activities. (2020). Waights, Sevrin ; Jessen, Jonas ; Spiess, Katharina C. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108482.

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2020The solution of the immigrant paradox: aspirations and expectations of children of migrants. (2020). Zanaj, Skerdilajda ; Montes, Ana Cecilia ; Beine, Michel. In: DEM Discussion Paper Series. RePEc:luc:wpaper:20-26.

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2020Pedestrian Deaths and Large Vehicles. (2020). Tyndall, Justin. In: Working Papers. RePEc:hae:wpaper:2020-4.

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2020Quantitative Easing, Investment, and Safe Assets: The Corporate-Bond Lending Channel. (2020). Peydro, Jose-Luis ; Matta, Rafael ; Wang, YE ; Giambona, Erasmo. In: Working Papers. RePEc:bge:wpaper:1179.

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2020Privatization and business groups: Evidence from the Chicago Boys in Chile. (2020). Prem, Mounu ; González, Felipe ; Gonzalez, Felipe ; Urzua, Francisco ; Aldunate, Felipe . In: Documentos de Trabajo. RePEc:ioe:doctra:537.

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2020COVID-19 labour market shocks and their inequality implications for financial wellbeing. (2020). de New, John P ; Botha, Ferdi ; Salamanca, Nicolas ; Ribar, David C. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2020n15.

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2020On the Mechanisms of Ability Peer Effects. (2020). Salamanca, Nicolas ; de Gendre, Alexandra. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2020n19.

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2020Testing Axioms of Revealed Preference in Stata. (2020). Polisson, Matthew ; Hjertstrand, Per ; Demetry, Marcos. In: Working Paper Series. RePEc:hhs:iuiwop:1342.

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2020Samuelson’s Approach to Revealed Preference Theory: Some Recent Advances. (2020). Demuynck, Thomas ; Hjertstrand, Per. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/314701.

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2020Learning to deal with repeated shocks under strategic complementarity: An experiment. (2020). Cornand, Camille ; Zylbersztejn, Adam ; Bulutay, Muhammed. In: Working Papers. RePEc:hal:wpaper:halshs-02458140.

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2020Learning to deal with repeated shocks under strategic complementarity: An experiment. (2020). Cornand, Camille ; Zylbersztejn, Adam ; Bulutay, Muhammed. In: Working Papers. RePEc:gat:wpaper:2003.

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2020Structural reforms, animal spirits, and monetary policies. (2020). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300271.

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2020The behavioral economics of currency unions: Economic integration and monetary policy. (2020). Weber, Matthias ; Massaro, Domenico ; Bertasiute, Akvile. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300208.

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2020The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. (2020). Lustenhouwer, Joep ; Hagenhoff, Tim. In: Working Papers. RePEc:awi:wpaper:0686.

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2020The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. (2020). Lustenhouwer, Joep ; Hagenhoff, Tim. In: BERG Working Paper Series. RePEc:zbw:bamber:163.

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2020Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:8:p:5149-5187.

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2020Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435.

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2020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

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2020Panel threshold regressions with latent group structures. (2020). Su, Liangjun ; Wang, Wendun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:451-481.

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2020Identification and estimation in panel models with overspecified number of groups. (2020). Zhou, Qiankun ; Zhang, Yong Hui ; Shang, Zuofeng ; Liu, Ruiqi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:574-590.

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2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2020Data-driven covariance estimators for high-dimensional minimum-variance portfolios. (2019). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven . In: Papers. RePEc:arx:papers:1910.13960.

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2020Shrinkage estimation of large covariance matrices: keep it simple, statistician?. (2019). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:327.

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2020Quadratic shrinkage for large covariance matrices. (2019). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:335.

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2020TPLVM: Portfolio Construction by Students $t$-process Latent Variable Model. (2020). Nakagawa, Kei ; Uchiyama, Yusuke. In: Papers. RePEc:arx:papers:2002.06243.

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2020Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management. (2020). Nakagawa, Kei ; Abe, Masaya. In: Papers. RePEc:arx:papers:2002.06975.

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2020Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters. (2020). Storti, Giuseppe ; la Rocca, Michele ; Coretto, Pietro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:64-:d:338390.

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2020Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination. (2020). Ullah, Aman ; Lee, Tae Hwy ; Yi, Millie. In: Working Papers. RePEc:ucr:wpaper:202012.

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2020Large-scale minimum variance portfolio allocation using double regularization. (2020). Liao, Yin ; Bian, Zhicun ; Zhang, Xueyong ; Shi, Jing ; Oneill, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s016518892030107x.

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2020Multivariate leverage effects and realized semicovariance GARCH models. (2020). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:411-430.

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2020Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection. (2020). Ruiz, Esther ; Moura, Guilherme V. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301485.

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2020High-dimensional covariance matrix estimation. (2020). Lam, Clifford. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101667.

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2020A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

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2020Large Non-Stationary Noisy Covariance Matrices: A Cross-Validation Approach. (2020). , Vincent ; Vincent, ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2012.05757.

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2020Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983.

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2020Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. (2020). De Winne, Rudy ; Raymond, Steve ; Ghysels, Eric ; DEWINNE, Rudy ; Dhondt, Catherine. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:278-299.

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2020Sweet child of mine: Parental income, child health and inequality. (2020). Rotunno, Lorenzo ; Ziparo, Roberta ; Berman, Nicolas. In: Working Papers. RePEc:hal:wpaper:halshs-02499192.

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2020Sweet child of mine: Parental income, child health and inequality. (2020). Rotunno, Lorenzo ; Berman, Nicolas ; Ziparo, Roberta. In: AMSE Working Papers. RePEc:aim:wpaimx:2005.

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2020Parents Responses to Teacher Qualifications. (2020). Cobb-Clark, Deborah ; Salamanca, Nicolas ; Chang, Simon. In: IZA Discussion Papers. RePEc:iza:izadps:dp13065.

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2020Of mice and merchants: connectedness and the location of economic activity in the Iron Age. (2020). Rauch, Ferdinand ; Pischke, Jorn-Steffen ; Maurer, Stephan ; Bakker, Jan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103007.

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2020Does Starting Universal Childcare Earlier Influence Children’s Skill Development?. (2020). Oberfichtner, Michael ; Kuehnle, Daniel. In: Demography. RePEc:spr:demogr:v:57:y:2020:i:1:d:10.1007_s13524-019-00836-9.

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2020When the market drives you crazy: Stock market returns and fatal car accidents. (2020). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: Journal of Health Economics. RePEc:eee:jhecon:v:70:y:2020:i:c:s0167629619301237.

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2020Shedding light on maternal education and child health in developing countries. (2020). Nguyen, My ; Le, Kien. In: World Development. RePEc:eee:wdevel:v:133:y:2020:i:c:s0305750x20301315.

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2020Boys lag behind: How teachers’ gender biases affect student achievement. (2020). Terrier, Camille. In: Economics of Education Review. RePEc:eee:ecoedu:v:77:y:2020:i:c:s0272775718307714.

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2020Social Media and Political Contributions: The Impact of New Technology on Political Competition. (2020). Yildirim, Pinar ; Petrova, Maria ; Sen, Ananya. In: Papers. RePEc:arx:papers:2011.02924.

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2020Enforcement for sale: Lobbying for water in Pakistans Indus Basin. (2020). Jacoby, Hanan ; Mansuri, Ghazala. In: Journal of Public Economics. RePEc:eee:pubeco:v:190:y:2020:i:c:s0047272720301195.

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2020Scheduled to Gain: Short‐ and Longer‐Run Educational Effects of Examination Scheduling. (2020). Bensnes, Simon Sobstad . In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:3:p:879-910.

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2020Parental labour supply responses to the abolition of day care fees. (2020). Huebener, Mathias ; Spiess, Katharina C ; Pape, Astrid. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:510-543.

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2020The long-term effects of labor market entry in a recession: Evidence from the Asian financial crisis. (2020). Son, Hyelim ; Choi, Jaewoo. In: Labour Economics. RePEc:eee:labeco:v:67:y:2020:i:c:s0927537120301305.

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2020Parental labour supply responses to the abolition of day care fees. (2020). Huebener, Mathias ; Spiess, Katharina C ; Pape, Astrid. In: EconStor Open Access Articles. RePEc:zbw:espost:233854.

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2020Parents Responses to Teacher Qualifications. (2020). Cobb-Clark, Deborah A ; Chang, Simon ; Salamanca, Nicolas. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2020n01.

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2020The extensive margin and US aggregate fluctuations: A quantitative assessment. (2020). Casares, Miguel ; Poutineau, Jean-Christophe ; Khan, Hashmat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301652.

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2020The government spending multiplier at the zero lower bound: Evidence from the United States. (2020). Gasteiger, Emanuel ; Fragetta, Matteo ; di Serio, Mario. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:042020.

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2020Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-10.

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2020Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?. (2020). Ghosh, Taniya ; Chattopadhyay, Siddhartha. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:351-366.

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2020Lending relationships and labor market dynamics. (2020). Finkelstein Shapiro, Alan ; Olivero, Maria Pia. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301070.

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2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

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2020Testing of leader-follower interaction between fed and emerging countries’ central banks. (2020). Tetik, Metin . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300281.

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2020The effect of the ECB’s conventional monetary policy on the real economy: FAVAR-approach. (2020). Laine, Olli-Matti Juhani. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01739-9.

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2020Identification and Estimation of Group-Level Partial Effects. (2020). Nagasawa, Kenichi . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1243.

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2020United States Earnings Dynamics: Inequality, Mobility, and Volatility. (2020). Abowd, John ; McKinney, Kevin L ; Sabelhaus, John. In: Working Papers. RePEc:cen:wpaper:20-29.

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2020How Much Should we Trust Estimates of Firm Effects and Worker Sorting?. (2020). Mogstad, Magne ; Bonhomme, Stéphane ; Setzler, Bradley ; Manresa, Elena ; Lamadon, Thibaut ; Holzheu, Kerstin. In: NBER Working Papers. RePEc:nbr:nberwo:27368.

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2020Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2020). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:102:y:2020:i:1:p:17-33.

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2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

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2020Does Judgment Improve Macroeconomic Density Forecasts?. (2020). Mitchell, James ; Garratt, Anthony ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:33.

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2020What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

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2020Characteristics of Uncertainty Indices in the Macroeconomy. (2020). Nakajima, Jouchi ; Okuda, Tatsushi ; Shinohara, Takeshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e06.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2020Identification-robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-23.

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2020Identification-Robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montec:03-2020.

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2020Consumer preferences for farm-raised meat, lab-grown meat, and plant-based meat alternatives: Does information or brand matter?. (2020). Van Loo, Ellen ; Lusk, Jayson ; Caputo, Vincenzina. In: Food Policy. RePEc:eee:jfpoli:v:95:y:2020:i:c:s0306919220301354.

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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.

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2020Dynamic clustering of multivariate panel data. (2020). Schwaab, Bernd ; Schaumburg, Julia ; Lucas, Andr E. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200009.

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2020Banks, Money, and the Zero Lower Bound on Deposit Rates. (2020). Wang, Xuan ; Kumhof, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200050.

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2020Marginal returns to talent for material risk takers in banking. (2020). Wagner, Konstantin ; Stieglitz, Moritz. In: IWH Discussion Papers. RePEc:zbw:iwhdps:202020.

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2020Interest rate risk and monetary policy normalisation in the euro area. (2020). Reghezza, Alessio ; Dacri, Costanza Rodriguez ; Molyneux, Philip ; Pancotto, Livia. In: Working Paper Series. RePEc:ecb:ecbwps:20202496.

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2020Modeling asset returns under time-varying semi-nonparametric distributions. (2020). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369.

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2020Smile: A Simple Diagnostic for Selection on Observables. (2020). Slichter, David. In: MPRA Paper. RePEc:pra:mprapa:99921.

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2020The effects of financial and non-financial incentives on the demand for a sustainable DRT system. (2020). Schluter, Jan ; Rau, Holger A ; Minnich, Aljoscha. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:394.

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2020Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2020). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: CREATES Research Papers. RePEc:aah:create:2020-06.

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2020Contract Design for Adoption of Agrienvironmental Practices: A Meta-analysis of Discrete Choice Experiments. (2020). Minviel, Jean Joseph ; Fares, M'Hand ; Mamine, Fateh. In: Ecological Economics. RePEc:eee:ecolec:v:176:y:2020:i:c:s0921800918313867.

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2020Curriculum Reform in The Common Core Era: Evaluating Elementary Math Textbooks Across Six U.S. States. (2020). Carrell, Scott ; Holden, Kristian L ; Hitch, Rachel ; Harris, Douglas N ; Goldhaber, Dan ; Staiger, Douglas O ; Polikoff, Morgan ; Kane, Thomas J ; Heller, Blake ; Blazar, David ; Kurlaender, Michal. In: Journal of Policy Analysis and Management. RePEc:wly:jpamgt:v:39:y:2020:i:4:p:966-1019.

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2020A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: Papers. RePEc:arx:papers:2007.05403.

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2020An optimal test for strategic interaction in social and economic network formation between heterogeneous agents. (2020). Graham, Bryan ; Pelican, Andrin. In: Papers. RePEc:arx:papers:2009.00212.

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2020Nonparametric identification in index models of link formation. (2020). Gao, Wayne Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:399-413.

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2020A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1279.

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2020An Optimal Test for Strategic Interaction in Social and Economic Network Formation between Heterogeneous Agents. (2020). Graham, Bryan ; Pelican, Andrin. In: NBER Working Papers. RePEc:nbr:nberwo:27793.

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2020Econometric Models of Network Formation. (2019). de Paula, Aureo. In: Papers. RePEc:arx:papers:1910.07781.

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2020Econometric Models of Network Formation. (2020). de Paula, Aureo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14304.

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2020Sparse network asymptotics for logistic regression. (2020). Graham, Bryan S. In: Papers. RePEc:arx:papers:2010.04703.

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2020Accounting for Heterogeneity in Network Formation Behaviour: An Application to Vietnamese SMEs. (2020). Todo, Yasuyuki ; Shimamoto, Daichi ; Hoshino, Tadao. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1042-1067.

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2020High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction?. (2020). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:88714.

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2020Finite-sample Corrected Inference for Two-step GMM in Time Series. (2020). Hwang, Jungbin ; Valdes, Gonzalo. In: Working papers. RePEc:uct:uconnp:2020-02.

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2020Low Frequency Robust Cointegrated Regression in the Presence of a Near-Unity Regressor. (2020). Hwang, Jungbin ; Valdes, Gonzalo. In: Working papers. RePEc:uct:uconnp:2020-03.

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2020U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak. (2020). Stock, James ; Mertens, Karel ; Lewis, Daniel. In: NBER Working Papers. RePEc:nbr:nberwo:26954.

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2020U.S. Economic Activity during the Early Weeks of the SARS-Cov-2 Outbreak. (2020). Stock, James ; Mertens, Karel ; Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:87768.

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2020Quasi-experimental estimates of the transient climate response using observational data. (2020). Montamat, Giselle ; Stock, James H. In: Climatic Change. RePEc:spr:climat:v:160:y:2020:i:3:d:10.1007_s10584-019-02589-1.

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2020Stock Return Predictability and Variance Risk Premia around the ZLB. (2020). Ogawa, Toshiaki ; Watanabe, Toshiaki ; Ubukata, Masato. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-09.

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2020Asymptotic F tests under possibly weak identification. (2020). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:140-177.

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2020Do Monetary Policy Announcements Shift Household Expectations?. (2019). Mertens, Karel ; Lewis, Daniel ; Makridis, Christos. In: Working Papers. RePEc:fip:feddwp:1906.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael W. In: Working Papers. RePEc:fip:fedlwp:87608.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26872.

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

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2020Inference without smoothing for large panels with cross-sectional and temporal dependence. (2020). Schafgans, M ; Hidalgo, J. In: Papers. RePEc:arx:papers:2006.14409.

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2020Asymptotic F test in Regressions with Observations Collected at High Frequency over Long Span. (2020). Sun, Yixiao ; Pellatt, Daniel . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt19f0d9wz.

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2020Lagged country returns and international stock return predictability during business cycle recession periods. (2020). Li, Bin ; Wen, Yi-Chieh. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:46:p:5005-5019.

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2020Testing-optimal kernel choice in HAR inference. (2020). Yang, Jingjing ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:123-136.

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2020Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

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2020The heterogeneous impact of monetary policy on the US labor market. (2020). Zoerner, Thomas ; Böck, Maximilian ; Zorner, Thomas O ; Bock, Maximilian ; Zens, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301573.

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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935.

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2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375.

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2020Forecast combinations for value at risk and expected shortfall. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:428-441.

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2020Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures. (2020). Wang, Chao ; Gerlach, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:489-506.

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2020Risks in emerging markets equities: Time-varying versus spatial risk analysis. (2020). Owusu Junior, Peterson ; Alagidede, Imhotep. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319405.

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2020Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955.

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2020Testing error distribution by kernelized Stein discrepancy in multivariate time series models. (2020). Li, Dong ; Gong, Huan ; Zhu, KE ; Luo, Donghang. In: Papers. RePEc:arx:papers:2008.00747.

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2020Tail risk forecasting using Bayesian realized EGARCH models. (2020). Wang, Chao ; Gerlach, Richard ; Tendenan, Vica. In: Papers. RePEc:arx:papers:2008.05147.

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2020Mixed data sampling expectile regression with applications to measuring financial risk. (2020). Yu, Keming ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:469-486.

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2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

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2020Recurrent Conditional Heteroskedasticity. (2020). M. -N. Tran, ; T. -N. Nguyen, ; Kohn, R. In: Papers. RePEc:arx:papers:2010.13061.

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2020Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary. (2020). Liu, Xiaochun ; Dimitriadis, Timo ; Schnaitmann, Julie. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:112020.

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2020Forecasting value at risk and expected shortfall with mixed data sampling. (2020). Le, Trung H. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1362-1379.

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2020Estimating portfolio risk for tail risk protection strategies. (2020). Lohre, Harald ; Happersberger, David ; Nolte, Ingmar. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1107-1146.

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2020Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

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2020Marginal college wage premiums under selection into employment. (2020). Schmitz, Hendrik ; Kamhofer, Daniel A ; Westphal, Matthias. In: Ruhr Economic Papers. RePEc:zbw:rwirep:855.

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2020Estimation, Inference, and Interpretation in the Regression Discontinuity Design. (2020). Lalive, Rafael ; Melly, Blaise. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2016.

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2020Womb at work: The missing impact of maternal employment on newborn health. (2020). Chuard, Caroline. In: Journal of Health Economics. RePEc:eee:jhecon:v:73:y:2020:i:c:s0167629619301365.

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2020Spanning tests for Markowitz stochastic dominance. (2020). Scaillet, Olivier ; Arvanitis, Stelios ; Topaloglou, Nikolas. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:291-311.

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2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach. (2020). Walther, Thomas ; Topaloglou, Nikolas ; Nguyen, Duc Khuong. In: MPRA Paper. RePEc:pra:mprapa:103870.

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2020Pairwise local Fisher and naive Bayes: Improving two standard discriminants. (2020). Jullum, Martin ; Otneim, Hkon ; Tjostheim, Dag. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:284-304.

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2020Local Gaussian correlations in financial and commodity markets. (2020). Chevallier, Julien ; Nguyen, Quynh Nga ; Zhu, Bangzhu ; Zhang, Lyuyuan ; Aboura, Sofiane. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323.

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2020The Scope of Risk Pooling. (2020). Putman, Daniel S. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304480.

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2020School Friendship Networks, Homophily and Multiculturalism: Evidence from European Countries. (2020). Rapallini, Chiara ; Campigotto, Nicola ; Rustichini, Aldo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:695.

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2020Econometric Models of Network Formation. (2020). de Paula, Aureo. In: CeMMAP working papers. RePEc:ifs:cemmap:4/20.

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2020Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35.

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2020Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts. (2020). Chan, Joshua ; Cross, Jamie L ; Zhang, BO. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1318-1328.

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2020Dynamics of variance risk premia: A new model for disentangling the price of risk. (2020). Violante, Francesco ; Stentoft, Lars. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:312-334.

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2020Identification and Estimation of Intensive Margin Effects by Difference-in-Difference Methods. (2020). Elias, Moor ; Markus, Hersche. In: Journal of Causal Inference. RePEc:bpj:causin:v:8:y:2020:i:1:p:272-285:n:2.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: IZA Discussion Papers. RePEc:iza:izadps:dp13312.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:564.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:202005.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: EIEF Working Papers Series. RePEc:eie:wpaper:2015.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: Department of Economics. RePEc:mod:depeco:0172.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: Center for Economic Research (RECent). RePEc:mod:recent:144.

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2020Bitter Sugar: Slavery and the Black Family. (2020). Bertocchi, Graziella ; Dimico, Arcangelo. In: Department of Economics (DEMB). RePEc:mod:dembwp:0172.

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2020Robust kernels for kernel density estimation. (2020). Wu, Ximing ; Wen, Kuangyu ; Li, Ang ; Wang, Shaoping. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301105.

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2020Nonlinear and time-varying risk premia. (2020). Cai, Zongwu ; Mi, Xianhua ; Ma, Chaoqun. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x2030064x.

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2020Network Competition and Team Chemistry in the NBA. (2020). Sanders, Shane ; Jung, Hyunseok ; Horrace, William C. In: Center for Policy Research Working Papers. RePEc:max:cprwps:226.

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2020Missing at Random or Not: A Semiparametric Testing Approach. (2020). Chen, Yong ; Tang, Cheng Yong ; Shaw, Pamela ; Liang, Jason C ; Duan, Rui. In: Papers. RePEc:arx:papers:2003.11181.

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2020An alternative test for conditional unconfoundedness using auxiliary variables. (2020). Lin, Ming ; Cai, Zongwu ; Tang, Shengfang ; Fang, Ying. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302111.

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2020Nonparametric Euler Equation Identi?cation and Estimation. (2020). Srisuma, S ; Linton, O ; Lewbel, A ; Hoderlein, S ; Escanciano, J C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2064.

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2020Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments. (2020). Wu, Yaqian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2006.14998.

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2020Inference for high-dimensional instrumental variables regression. (2020). Lederer, Johannes ; Gold, David ; Tao, Jing. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:79-111.

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2020Evidence on search costs under hyperinflation in Brazil: the effect of Plano Real. (2020). Rodrigues, Mauro ; Araujo, Julia P. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2020wpecon9.

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2020If it needs a power calculation, does it matter for poverty reduction?. (2020). McKenzie, David. In: World Development. RePEc:eee:wdevel:v:127:y:2020:i:c:s0305750x19304644.

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2020Are Program Participants Good Evaluators?. (2020). Smith, Jeffrey ; Wilcox, Nathaniel T ; Whalley, Alexander. In: IZA Discussion Papers. RePEc:iza:izadps:dp13584.

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2020Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. (2020). Pederzoli, Chiara ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00247-4.

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2020Horseshoe Regularisation for Machine Learning in Complex and Deep Models. (2020). Polson, Nicholas ; Li, Yunfan ; Datta, Jyotishka ; Bhadra, Anindya. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:2:p:302-320.

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2020On the Generalized Benford law. (2020). Pratelli, Luca ; Barabesi, Lucio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:160:y:2020:i:c:s0167715220300055.

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2020Trade policy changes, tax evasion and Benfords law. (2020). Javorcik, Beata ; Demir, Banu. In: Journal of Development Economics. RePEc:eee:deveco:v:144:y:2020:i:c:s0304387820300316.

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2020Testing firm-level data quality in China against Benford’s Law. (2020). Yang, Clair ; Niu, Zhiyong ; Huang, Yasheng. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301361.

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2020COVID-19, flattening the curve, and Benford’s law. (2020). Jeong, Yeasung ; Han, Sumin ; Lee, Kang-Bok. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305719.

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2020Belief Elicitation with Multiple Point Predictions. (2019). Schmidt, Patrick ; Eyting, Markus . In: Working Papers. RePEc:jgu:wpaper:1818.

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2020Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process. (2020). Szczepocki, Piotr. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:2:p:173-187.

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2020Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation. (2019). Apfel, Nicolas. In: Papers. RePEc:arx:papers:1907.00222.

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2020A Graphical Lasso Approach to Estimating Network Connections: The Case of U.S. Lawmakers. (2020). Battaglini, Marco ; Peng, Sida ; Patacchini, Eleonora ; Crawford, Forrest W. In: NBER Working Papers. RePEc:nbr:nberwo:27557.

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2020An Upper Bound for Functions of Estimators in High Dimensions. (2020). Han, XU ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2008.02636.

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2020Does the Value per Statistical Life vary with age or baseline health? Evidence from a compensating wage study in France. (2020). Rochaix, Lise ; Herrera-Araujo, Daniel. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:103:y:2020:i:c:s0095069620300619.

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2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

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2020Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic. (2020). Demircan, Hamza ; Cakmakli, Cem . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2016.

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2020Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations. (2020). Wohlfart, Johannes ; Weber, Annika ; Hanspal, Tobin. In: CEBI working paper series. RePEc:kud:kucebi:2013.

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2020Finally a Smoking Gun. (2020). Wissmann, Daniel . In: Discussion Papers in Economics. RePEc:lmu:muenec:73026.

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2020COVID-19 Pandemic and Economic Scenarios for Ontario. (2020). Khan, Hashmat ; Gomme, Paul ; Casares, Miguel. In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra. RePEc:nav:ecupna:2002.

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2020Persistent Effects of Violent Media Content. (2020). Waddell, Glen ; Lindo, Jason ; Swensen, Isaac D. In: NBER Working Papers. RePEc:nbr:nberwo:27240.

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2020Measuring Labor-Force Participation and the Incidence and Duration of Unemployment. (2020). Hamilton, James ; Ahn, Hie Joo. In: NBER Working Papers. RePEc:nbr:nberwo:27394.

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2020The Great Lockdown and the Big Stimulus: Tracing the Pandemic Possibility Frontier for the U.S.. (2020). Moll, Benjamin ; Kaplan, Greg ; Violante, Giovanni L. In: NBER Working Papers. RePEc:nbr:nberwo:27794.

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2020.

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2020Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; ben Zaied, Younes ; Awijen, Haithem . In: MPRA Paper. RePEc:pra:mprapa:101276.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:99243.

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2020Start Spreading the News: News Sentiment and Economic Activity in Australia. (2020). la Cava, Gianni ; Nguyen, Kim. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2020-08.

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2020Revealing the mood of economic agents based on search queries. (2020). Trunin, Pavel ; Petrova, Diana. In: Applied Econometrics. RePEc:ris:apltrx:0400.

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2020Impact of COVID-19 on agricultural markets: assessing the roles of commodity characteristics, disease caseload and market reforms. (2020). Roy, Devesh ; Varshney, Deepak ; Meenakshi, J V. In: Indian Economic Review. RePEc:spr:inecre:v:55:y:2020:i:1:d:10.1007_s41775-020-00095-1.

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2020A daily fever curve for the Swiss economy. (2020). Burri, Marc ; Kaufmann, Daniel. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00051-z.

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2020Real-time forecasting of the Australian macroeconomy using Bayesian VARs. (2020). Nguyen, Bao H ; Zhang, BO. In: Working Papers. RePEc:tas:wpaper:35236.

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2020Testing forecast rationality for measures of central tendency. (2020). Patton, Andrew J ; Dimitriadis, Timo ; Schmidt, Patrick W. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:122020.

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2020Reliable real-time output gap estimates based on a modified Hamilton filter. (2020). Wolters, Maik ; Quast, Josefine. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2158.

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2020Exposure to the COVID-19 stock market crash and its effect on household expectations. (2020). Wohlfart, Johannes ; Weber, Annika ; Hanspal, Tobin. In: SAFE Working Paper Series. RePEc:zbw:safewp:279.

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Recent citations received in 2019

YearCiting document
2019Fiscal rules and budget forecast errors of Italian Municipalities. (2019). SANTOLINI, RAFFAELLA ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:438.

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

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2019Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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

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

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

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2019Artificial Intelligence Alter Egos: Who benefits from Robo-investing?. (2019). Raymond, Steve ; Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine. In: Papers. RePEc:arx:papers:1907.03370.

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2019Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325.

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2019Dyadic Regression. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1908.09029.

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

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

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2019A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2019). Ankargren, Sebastian ; Yang, Yukai ; Unosson, Maans. In: Papers. RePEc:arx:papers:1911.09151.

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2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231.

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2019The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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

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

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

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

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2019Can Weak Ties Create Social Capital? Evidence from Self-Help Groups in Rural India. (2019). Khanna, Shantanu ; Deshpande, Ashwini. In: Working Papers. RePEc:ash:wpaper:23.

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2019Tourism and local growth in Italy. (2019). Bronzini, Raffaello ; Montaruli, Francesco ; Ciani, Emanuele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_509_19.

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

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2019Take it to the Limit? The Effects of Household Leverage Caps. (2019). Peydro, Jose-Luis ; Irani, Rustom M ; Gabarro, Marc ; van Bekkum, Sjoerd. In: Working Papers. RePEc:bge:wpaper:1132.

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2019Does Consumer Protection Enhance Disclosure Credibility in Reward Crowdfunding?. (2019). Correia, Maria ; Cascino, Stefano ; Tamayo, Ane. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:5:p:1247-1302.

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

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2019Building a Productive Workforce: The Role of Structured Management Practices. (2019). Scur, Daniela ; Cornwell, Christopher ; Schmutte, Ian M. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1644.

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2019Estimation of Varying Coefficient Models with Measurement Error. (2019). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:607.

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2019Wellbeing After a Managed Retreat: Observatioons from a Large New Zealand Program. (2019). Noy, Ilan ; Hoang, Thoa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7938.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2019Compulsory Voting and Political Participation: Empirical Evidence from Austria. (2019). Roesel, Felix ; Potrafke, Niklas ; Gäbler, Stefanie ; Rosel, Felix ; Gabler, Stefanie. In: ifo Working Paper Series. RePEc:ces:ifowps:_315.

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

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2019Social Connections and the Sorting of Workers to Firms. (2019). Kramarz, Francis ; Skans, Oskar Nordstrom ; Hensvik, Lena ; Eliason, Marcus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13672.

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

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2019Anchored Inflation Expectations. (2019). de Carvalho, Carlos Viana ; Preston, Bruce ; Moench, Emanuel ; Eusepi, Stefano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13900.

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

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2019An Improved Method to Predict Assignment of Stocks into Russell Indexes. (2019). Moussawi, Rabih ; Franzoni, Francesco ; Ben-David, Itzhak. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14234.

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2019Humanitarian vs. Development Aid for Refugees: Evidence from a Regression Discontinuity Design. (2019). Sterck, Olivier ; MacPherson, Claire. In: CSAE Working Paper Series. RePEc:csa:wpaper:2019-15.

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

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2019Prison, Semi-Liberty and Recidivism: Bounding Causal Effects in a Survival Model. (2019). Wolff, François-Charles ; Henneguelle, Anais ; Monnery, Benjamin. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-20.

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

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

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2019Does board gender diversity influence dividend policy? Evidence from France. (2019). Uyar, Ali ; Hamrouni, Amal ; Bouattour, Mondher ; Jiraporn, Pornsit. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00653.

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2019Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

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2019A unified model for regularized and robust portfolio optimization. (2019). Plachel, Lukas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301769.

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2019Snooze or lose: High school start times and academic achievement. (2019). Pabilonia, Sabrina ; Groen, Jeffrey A. In: Economics of Education Review. RePEc:eee:ecoedu:v:72:y:2019:i:c:p:204-218.

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2019Your peers’ parents: Spillovers from parental education. (2019). Fruehwirth, Jane ; Gagete-Miranda, Jessica. In: Economics of Education Review. RePEc:eee:ecoedu:v:73:y:2019:i:c:s0272775719301219.

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2019LGBT students: New evidence on demographics and educational outcomes. (2019). Sansone, Dario. In: Economics of Education Review. RePEc:eee:ecoedu:v:73:y:2019:i:c:s0272775719302791.

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2019Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Yu, Cindy ; Follett, Lendie . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144.

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2019Democratizing access to higher education in Russia: The consequences of the unified state exam reform. (2019). Slonimczyk, Fabian ; Francesconi, Marco ; Yurko, Anna . In: European Economic Review. RePEc:eee:eecrev:v:117:y:2019:i:c:p:56-82.

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2019Discouragement effect and intermediate prizes in multi-stage contests: Evidence from Davis Cup. (2019). Krumer, Alex ; Iqbal, Hamzah. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:364-381.

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2019Rain, emotions and voting for the status quo. (2019). Stutzer, Alois ; Schmid, Lukas ; Meier, Armando N. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:434-451.

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Recent citations received in 2018

YearCiting document
2018The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

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

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2018The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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

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

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2018The impact of trade on growth in the Great Lakes states. (2018). O'Trakoun, John. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00531.

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2018Nonlinearities, smoothing and countercyclical monetary policy. (2018). Jackson, Laura E ; Soques, Daniel ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:136-154.

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2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

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2018ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo . In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:352-380.

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2018Tail dependence of recursive max-linear models with regularly varying noise variables. (2018). Gissibl, Nadine ; Otto, Moritz ; Kluppelberg, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:149-167.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2018Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557.

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2018Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention. (2018). Pontines, Victor. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:299-316.

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2018Bond Risk Premia and Restrictions on Risk Prices. (2018). Sola, Martin ; Hevia, Constantino. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:60-:d:173588.

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

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

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

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

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

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

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

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

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

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2018THE ROLE OF THE UTILITY FUNCTION IN THE ESTIMATION OF PREFERENCE PARAMETERS. (2018). Pignalosa, Daria. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0235.

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

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2018Bayesian Markov Switching Tensor Regression for Time-varying Networks. (2018). Billio, Monica ; Iacopini, Matteo ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2018:14.

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

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Recent citations received in 2017

YearCiting document
2017Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar. In: CREATES Research Papers. RePEc:aah:create:2017-39.

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

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2017The Realized Hierarchical Archimedean Copula in Risk Modelling. (2017). Okhrin, Ostap ; Tetereva, Anastasija. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:26-:d:101602.

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2017A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2017). Pigato, Paolo ; Lejay, Antoine. In: Working Papers. RePEc:hal:wpaper:hal-01669082.

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2017Identification of Structural Vector Autoregressions by Stochastic Volatility. (2017). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1711.

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

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

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

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2017Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects. (2017). Malikov, Emir ; Sun, Yiguo. In: MPRA Paper. RePEc:pra:mprapa:83671.

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

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2017Dependent defaults and losses with factor copula models. (2017). Thibault, Vatter ; Damien, Ackerer. In: Dependence Modeling. RePEc:vrs:demode:v:5:y:2017:i:1:p:375-399:n:22.

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2017A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations. (2017). Lanne, Markku ; Luoto, Jani. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:5:p:969-995.

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