Working Papers / University of California at Riverside, Department of Economics
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
10
Impact Factor (IF)
0.58
5 Years IF
0.47
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 | |
| 2006 | 0 | 0.59 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.34 | |||||
| 2007 | 0 | 0.52 | 0 | 0 | 1 | 2 | 0 | 0 | 1 | 1 | 0 | 0 | 0.29 | |||||
| 2008 | 0 | 0.59 | 0.2 | 0 | 13 | 15 | 57 | 1 | 3 | 2 | 2 | 0 | 1 | 0.08 | 0.29 | |||
| 2009 | 0.14 | 0.58 | 0.1 | 0.13 | 14 | 29 | 18 | 3 | 6 | 14 | 2 | 15 | 2 | 0 | 1 | 0.07 | 0.33 | |
| 2010 | 0.3 | 0.52 | 0.23 | 0.28 | 11 | 40 | 38 | 9 | 15 | 27 | 8 | 29 | 8 | 3 | 33.3 | 1 | 0.09 | 0.3 |
| 2011 | 0.32 | 0.61 | 0.35 | 0.38 | 3 | 43 | 7 | 15 | 30 | 25 | 8 | 40 | 15 | 0 | 0 | 0.37 | ||
| 2012 | 0.14 | 0.68 | 0.18 | 0.14 | 2 | 45 | 15 | 6 | 38 | 14 | 2 | 42 | 6 | 0 | 0 | 0.36 | ||
| 2013 | 0.2 | 0.67 | 0.27 | 0.23 | 10 | 55 | 44 | 13 | 53 | 5 | 1 | 43 | 10 | 2 | 15.4 | 2 | 0.2 | 0.35 |
| 2014 | 0.92 | 0.67 | 0.44 | 0.53 | 27 | 82 | 88 | 35 | 89 | 12 | 11 | 40 | 21 | 6 | 17.1 | 6 | 0.22 | 0.34 |
| 2015 | 0.19 | 0.66 | 0.28 | 0.25 | 13 | 95 | 17 | 27 | 116 | 37 | 7 | 53 | 13 | 5 | 18.5 | 3 | 0.23 | 0.36 |
| 2016 | 0.33 | 0.65 | 0.38 | 0.38 | 16 | 111 | 16 | 36 | 158 | 40 | 13 | 55 | 21 | 3 | 8.3 | 5 | 0.31 | 0.35 |
| 2017 | 0.21 | 0.62 | 0.32 | 0.37 | 14 | 125 | 71 | 40 | 198 | 29 | 6 | 68 | 25 | 8 | 20 | 6 | 0.43 | 0.35 |
| 2018 | 0.13 | 0.62 | 0.26 | 0.25 | 14 | 139 | 18 | 36 | 234 | 30 | 4 | 80 | 20 | 4 | 11.1 | 4 | 0.29 | 0.35 |
| 2019 | 0.61 | 0.63 | 0.29 | 0.38 | 4 | 143 | 2 | 42 | 276 | 28 | 17 | 84 | 32 | 1 | 2.4 | 0 | 0.37 | |
| 2020 | 0.33 | 0.72 | 0.28 | 0.26 | 22 | 165 | 42 | 47 | 323 | 18 | 6 | 61 | 16 | 6 | 12.8 | 3 | 0.14 | 0.78 |
| 2021 | 0.31 | 0.99 | 0.29 | 0.44 | 14 | 179 | 8 | 52 | 375 | 26 | 8 | 70 | 31 | 3 | 5.8 | 5 | 0.36 | 0.41 |
| 2022 | 0.58 | 0.78 | 0.27 | 0.47 | 12 | 191 | 6 | 51 | 426 | 36 | 21 | 68 | 32 | 5 | 9.8 | 2 | 0.17 | 0.25 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Working Papers. RePEc:ucr:wpaper:201802. Full description at Econpapers || Download paper | 46 |
| 2 | 2014 | Granger-Causality in Quantiles between Financial Markets: Using Copula Approach. (2014). Lee, Tae Hwy ; Yang, Weiping . In: Working Papers. RePEc:ucr:wpaper:201406. Full description at Econpapers || Download paper | 32 |
| 3 | 2020 | Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Working Papers. RePEc:ucr:wpaper:202009. Full description at Econpapers || Download paper | 30 |
| 4 | 2008 | Pollution and Land Use: Optimum and Decentralization. (2008). Rausser, Gordon ; Arnott, Richard ; Hochman, Oded. In: Working Papers. RePEc:ucr:wpaper:200805. Full description at Econpapers || Download paper | 25 |
| 5 | 2013 | On the Use and Misuse of Child Height-for-Age Z-score in the Demographic and Health Surveys. (2013). Cummins, Joseph. In: Working Papers. RePEc:ucr:wpaper:201417. Full description at Econpapers || Download paper | 25 |
| 6 | 2014 | Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters. (2014). Lee, Tae Hwy ; Wang, Yiyao . In: Working Papers. RePEc:ucr:wpaper:201407. Full description at Econpapers || Download paper | 19 |
| 7 | 2010 | The Unexpected Long-Run Impact of the Minimum Wage: An Educational Cascade. (2010). Sutch, Richard. In: Working Papers. RePEc:ucr:wpaper:201001. Full description at Econpapers || Download paper | 18 |
| 8 | 2012 | Money-Income Granger-Causality in Quantiles. (2012). Lee, Tae Hwy ; Yang, Weiping . In: Working Papers. RePEc:ucr:wpaper:201423. Full description at Econpapers || Download paper | 16 |
| 9 | 2008 | HENRY AGARD WALLACE, THE IOWA CORN YIELD TESTS, AND THE ADOPTION OF HYBRID CORN. (2008). Sutch, Richard C.. In: Working Papers. RePEc:ucr:wpaper:200807. Full description at Econpapers || Download paper | 12 |
| 10 | 2016 | Public and Private Learning in the Market for Teachers: Evidence from the Adoption of Value-Added Measures. (2016). Bates, Michael. In: Working Papers. RePEc:ucr:wpaper:201616. Full description at Econpapers || Download paper | 10 |
| 11 | 2017 | Incentives for Effort or Outputs? A Field Experiment to Improve Student Performance. (2017). Hirshleifer, Sarojini. In: Working Papers. RePEc:ucr:wpaper:201701. Full description at Econpapers || Download paper | 10 |
| 12 | 2015 | Progressive Taxation, Endogenous Growth, and Macroeconomic (In)stability. (2015). Guo, Jang-Ting ; Chen, Shu-Hua. In: Working Papers. RePEc:ucr:wpaper:201509. Full description at Econpapers || Download paper | 9 |
| 13 | 2008 | Housing policy in developing countries. The importance of the informal economy. (2008). Arnott, Richard. In: Working Papers. RePEc:ucr:wpaper:200801. Full description at Econpapers || Download paper | 9 |
| 14 | 2010 | Progressive Taxation and Macroeconomic (In)stability with Productive Government Spending. (2010). Guo, Jang-Ting ; Chen, Shu-Hua. In: Working Papers. RePEc:ucr:wpaper:201006. Full description at Econpapers || Download paper | 9 |
| 15 | 2010 | Dynamic Income Taxation without Commitment: Comparing Alternative Tax Systems. (2010). Krause, Alan ; Guo, Jang-Ting. In: Working Papers. RePEc:ucr:wpaper:201005. Full description at Econpapers || Download paper | 8 |
| 16 | 8 | ||
| 17 | 2017 | Month of Birth and Child Height in 40 Countries. (2017). Cummins, Joseph ; Aiyar, Anaka ; Singhania, Deepak ; Gunadi, Christian ; Bhattacharjee, Arpita ; Agarwal, Neha ; Wigton-Jones, Evan ; Taylor, Matthew. In: Working Papers. RePEc:ucr:wpaper:201703. Full description at Econpapers || Download paper | 8 |
| 18 | 2013 | Progressive Taxation and Macroeconomic (In)stability with Utility-Generating Government Spending. (2013). Guo, Jang-Ting ; Chen, Shu-Hua. In: Working Papers. RePEc:ucr:wpaper:201302. Full description at Econpapers || Download paper | 8 |
| 19 | 2014 | Unemployment History and Frictional Wage Dispersion. (2014). Ortego-Marti, Victor. In: Working Papers. RePEc:ucr:wpaper:201402. Full description at Econpapers || Download paper | 8 |
| 20 | 2014 | What Makes a Commodity Currency?. (2014). Lee, Dongwon ; Chen, Yu-Chin . In: Working Papers. RePEc:ucr:wpaper:201420. Full description at Econpapers || Download paper | 8 |
| 21 | 2013 | Downtown Curbside Parking Capacity. (2013). Inci, Eren ; Arnott, Richard ; Rowse, John . In: Working Papers. RePEc:ucr:wpaper:201303. Full description at Econpapers || Download paper | 7 |
| 22 | 2011 | Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk. (2011). Mat̮̩, Carlos ; Gonzalez-Rivera, Gloria ; Mate, Carlos ; San Roque, Munoz A. ; Arroyo, Javier . In: Working Papers. RePEc:ucr:wpaper:201433. Full description at Econpapers || Download paper | 7 |
| 23 | 2014 | Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting. (2014). Ullah, Aman ; Tu, Yundong ; Lee, Tae Hwy ; Amanullah, . In: Working Papers. RePEc:ucr:wpaper:201404. Full description at Econpapers || Download paper | 7 |
| 24 | 2015 | Progressive Taxation as an Automatic Destabilizer under Endogenous Growth. (2015). Guo, Jang-Ting ; Chen, Shu-Hua. In: Working Papers. RePEc:ucr:wpaper:201510. Full description at Econpapers || Download paper | 7 |
| 25 | 2009 | Finite State Markov-Chain Approximations to Highly Persistent Processes. (2009). Suen, Richard M. H. ; Kopecky, Karen. In: Working Papers. RePEc:ucr:wpaper:200904. Full description at Econpapers || Download paper | 7 |
| 26 | 2008 | Optimal Nonlinear Income Taxation with Habit Formation. (2008). Guo, Jang-Ting ; Krause, Alan. In: Working Papers. RePEc:ucr:wpaper:200810. Full description at Econpapers || Download paper | 6 |
| 27 | 2014 | The Transitive Core: Inference of Welfare from Nontransitive Preference Relations. (2014). Nishimura, Hiroki . In: Working Papers. RePEc:ucr:wpaper:201419. Full description at Econpapers || Download paper | 5 |
| 28 | 2018 | Housing Market Dynamics with Search Frictions. (2018). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: Working Papers. RePEc:ucr:wpaper:201804. Full description at Econpapers || Download paper | 5 |
| 29 | 2018 | The Inverse Relationship between Farm Size and Productivity: Refocusing the Debate. (2018). Helfand, Steven ; Taylor, Matthew. In: Working Papers. RePEc:ucr:wpaper:201811. Full description at Econpapers || Download paper | 5 |
| 30 | 2020 | Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202025. Full description at Econpapers || Download paper | 5 |
| 31 | 2021 | Efficiency in the Housing Market with Search Frictions. (2021). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: Working Papers. RePEc:ucr:wpaper:202108. Full description at Econpapers || Download paper | 5 |
| 32 | 5 | ||
| 33 | 2010 | Optimal Nonlinear Taxation of Income and Education Expenditures. (2010). Krause, Alan ; Guo, Jang-Ting. In: Working Papers. RePEc:ucr:wpaper:201008. Full description at Econpapers || Download paper | 4 |
| 34 | 2014 | News about Aggregate Demand and the Business Cycle. (2014). Weder, Mark ; Guo, Jang-Ting ; Sirbu, Anca-Ioana . In: Working Papers. RePEc:ucr:wpaper:201414. Full description at Econpapers || Download paper | 3 |
| 35 | 2017 | Differences in Skill Loss During Unemployment Across Industries and Occupations.. (2017). Ortego-Marti, Victor. In: Working Papers. RePEc:ucr:wpaper:201707. Full description at Econpapers || Download paper | 3 |
| 36 | 2009 | Poverty, from orthodox to heterodox. (2009). Dini, Ali ; Lippit, Victor . In: Working Papers. RePEc:ucr:wpaper:200910. Full description at Econpapers || Download paper | 3 |
| 37 | 2018 | Search and Credit Frictions in the Housing Market. (2018). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: Working Papers. RePEc:ucr:wpaper:201816. Full description at Econpapers || Download paper | 3 |
| 38 | 2013 | Bagging Constrained Equity Premium Predictors. (2013). Medeiros, Marcelo ; Lee, Tae Hwy ; Hillebrand, Eric. In: Working Papers. RePEc:ucr:wpaper:201421. Full description at Econpapers || Download paper | 3 |
| 39 | 2008 | Locational Determinants of Rural Non-agricultural Employment: Evidence From Brazil. (2008). Jonasson, Erik ; Helfand, Steven. In: Working Papers. RePEc:ucr:wpaper:200802. Full description at Econpapers || Download paper | 3 |
| 40 | 2018 | Moral Hazard, Uncertain Technologies, and Linear Contracts. (2018). Dumav, Martin ; Khan, Urmee. In: Working Papers. RePEc:ucr:wpaper:201806. Full description at Econpapers || Download paper | 3 |
| 41 | 2022 | Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19. (2022). Yao, Weixin ; Wang, Tao ; Ullah, Aman ; Amanullah, . In: Working Papers. RePEc:ucr:wpaper:202207. Full description at Econpapers || Download paper | 2 |
| 42 | 2014 | The Virtues of Hesitation. (2014). Khan, Urmee ; Stinchcombe, Maxwell . In: Working Papers. RePEc:ucr:wpaper:201425. Full description at Econpapers || Download paper | 2 |
| 43 | 2018 | Age-Profile Estimates of the Relationship Between Economic Growth and Child Health. (2018). Cummins, Joseph ; Aiyar, Anaka. In: Working Papers. RePEc:ucr:wpaper:201812. Full description at Econpapers || Download paper | 2 |
| 44 | 2014 | Moment Approximation for Unit Root Models with Nonnormal Errors. (2014). Ullah, Aman ; Bao, Yong ; Amanullah, ; Zhang, RU. In: Working Papers. RePEc:ucr:wpaper:201401. Full description at Econpapers || Download paper | 2 |
| 45 | 2 | ||
| 46 | 2009 | Bounding the CRRA Utility Functions. (2009). Suen, Richard M. H.. In: Working Papers. RePEc:ucr:wpaper:200902. Full description at Econpapers || Download paper | 2 |
| 47 | 2016 | On Indeterminacy and Growth under Progressive Taxation and Utility-Generating Government Spending. (2016). Guo, Jang-Ting ; Chen, Shu-Hua. In: Working Papers. RePEc:ucr:wpaper:201604. Full description at Econpapers || Download paper | 2 |
| 48 | 2015 | The Aggregate Value of Land in the Greater Los Angeles Region. (2015). Arnott, Richard ; Zhang, Huiling . In: Working Papers. RePEc:ucr:wpaper:201506. Full description at Econpapers || Download paper | 2 |
| 49 | 2019 | Do Learning Communities Increase First Year College Retention? Testing Sample Selection and External Validity of Randomized Control Trials. (2019). Bates, Michael ; Fairris, David ; Azzam, Tarek. In: Working Papers. RePEc:ucr:wpaper:202002. Full description at Econpapers || Download paper | 2 |
| 50 | 2009 | Functional CoeïìÃâcient Estimation with Both Categorical and Continuous Data. (2009). Ullah, Aman ; Su, Liangjun ; Amanullah, ; Chen, YE. In: Working Papers. RePEc:ucr:wpaper:200909. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2020 | Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Working Papers. RePEc:ucr:wpaper:202009. Full description at Econpapers || Download paper | 26 |
| 2 | 2017 | Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Working Papers. RePEc:ucr:wpaper:201802. Full description at Econpapers || Download paper | 22 |
| 3 | 2014 | Granger-Causality in Quantiles between Financial Markets: Using Copula Approach. (2014). Lee, Tae Hwy ; Yang, Weiping . In: Working Papers. RePEc:ucr:wpaper:201406. Full description at Econpapers || Download paper | 11 |
| 4 | 2021 | Efficiency in the Housing Market with Search Frictions. (2021). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: Working Papers. RePEc:ucr:wpaper:202108. Full description at Econpapers || Download paper | 5 |
| 5 | 2020 | Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202025. Full description at Econpapers || Download paper | 5 |
| 6 | 2011 | Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk. (2011). Mat̮̩, Carlos ; Gonzalez-Rivera, Gloria ; Mate, Carlos ; San Roque, Munoz A. ; Arroyo, Javier . In: Working Papers. RePEc:ucr:wpaper:201433. Full description at Econpapers || Download paper | 4 |
| 7 | 2008 | Pollution and Land Use: Optimum and Decentralization. (2008). Rausser, Gordon ; Arnott, Richard ; Hochman, Oded. In: Working Papers. RePEc:ucr:wpaper:200805. Full description at Econpapers || Download paper | 4 |
| 8 | 2013 | On the Use and Misuse of Child Height-for-Age Z-score in the Demographic and Health Surveys. (2013). Cummins, Joseph. In: Working Papers. RePEc:ucr:wpaper:201417. Full description at Econpapers || Download paper | 4 |
| 9 | 2013 | Progressive Taxation and Macroeconomic (In)stability with Utility-Generating Government Spending. (2013). Guo, Jang-Ting ; Chen, Shu-Hua. In: Working Papers. RePEc:ucr:wpaper:201302. Full description at Econpapers || Download paper | 3 |
| 10 | 2014 | Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters. (2014). Lee, Tae Hwy ; Wang, Yiyao . In: Working Papers. RePEc:ucr:wpaper:201407. Full description at Econpapers || Download paper | 3 |
| 11 | 2017 | Incentives for Effort or Outputs? A Field Experiment to Improve Student Performance. (2017). Hirshleifer, Sarojini. In: Working Papers. RePEc:ucr:wpaper:201701. Full description at Econpapers || Download paper | 3 |
| 12 | 2012 | Money-Income Granger-Causality in Quantiles. (2012). Lee, Tae Hwy ; Yang, Weiping . In: Working Papers. RePEc:ucr:wpaper:201423. Full description at Econpapers || Download paper | 3 |
| 13 | 2017 | Differences in Skill Loss During Unemployment Across Industries and Occupations.. (2017). Ortego-Marti, Victor. In: Working Papers. RePEc:ucr:wpaper:201707. Full description at Econpapers || Download paper | 3 |
| 14 | 2017 | Month of Birth and Child Height in 40 Countries. (2017). Cummins, Joseph ; Aiyar, Anaka ; Singhania, Deepak ; Gunadi, Christian ; Bhattacharjee, Arpita ; Agarwal, Neha ; Wigton-Jones, Evan ; Taylor, Matthew. In: Working Papers. RePEc:ucr:wpaper:201703. Full description at Econpapers || Download paper | 2 |
| 15 | 2014 | Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting. (2014). Ullah, Aman ; Tu, Yundong ; Lee, Tae Hwy ; Amanullah, . In: Working Papers. RePEc:ucr:wpaper:201404. Full description at Econpapers || Download paper | 2 |
| 16 | 2020 | Testing for Attrition Bias in Field Experiments. (2020). Ortiz-Becerra, Karen ; Hirshleifer, Sarojini ; Ghanem, Dalia. In: Working Papers. RePEc:ucr:wpaper:202010. Full description at Econpapers || Download paper | 2 |
| 17 | 2022 | Nonlinear Correlated Random Effects Models with Endogeneity and Unbalanced Panels. (2022). Papke, Lelsie ; Wooldridge, Jeffrey ; Bates, Michael. In: Working Papers. RePEc:ucr:wpaper:202214. Full description at Econpapers || Download paper | 2 |
| 18 | 2017 | Age-Profile Estimates of the Relationship Between Economic Growth and Child Health. (2017). Cummins, Joseph ; Aiyar, Anaka. In: Working Papers. RePEc:ucr:wpaper:201710. Full description at Econpapers || Download paper | 2 |
| 19 | 2020 | Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali. In: Working Papers. RePEc:ucr:wpaper:202013. Full description at Econpapers || Download paper | 2 |
| 20 | 2016 | Public and Private Learning in the Market for Teachers: Evidence from the Adoption of Value-Added Measures. (2016). Bates, Michael. In: Working Papers. RePEc:ucr:wpaper:201616. Full description at Econpapers || Download paper | 2 |
| 21 | 2018 | No Impact of Rural Development Policies? No Synergies with Conditional Cash Transfers? An Investigation of the IFAD-Supported Gavi̮̣o Project in Brazil. (2018). Souza, Andr̮̩ ; Helfand, Steven ; Costa, Lorena Viera. In: Working Papers. RePEc:ucr:wpaper:201814. Full description at Econpapers || Download paper | 2 |
| 22 | 2014 | Moment Approximation for Unit Root Models with Nonnormal Errors. (2014). Ullah, Aman ; Bao, Yong ; Amanullah, ; Zhang, RU. In: Working Papers. RePEc:ucr:wpaper:201401. Full description at Econpapers || Download paper | 2 |
| 23 | 2018 | Moral Hazard, Uncertain Technologies, and Linear Contracts. (2018). Dumav, Martin ; Khan, Urmee. In: Working Papers. RePEc:ucr:wpaper:201806. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 21
| Year | Title | |
|---|---|---|
| 2022 | Using LASSO-family models to estimate the impact of monetary policy on corporate investments. (2022). Caraiani, Petre. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004420. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH-MIDAS Model. (2022). Yin, Xuebao ; Wu, Xinyu ; Mei, Xueting. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:4306-:d:787154. Full description at Econpapers || Download paper | |
| 2022 | Uncertainty and oil volatility: Evidence from shrinkage method. (2022). Li, Pan ; Ma, Feng ; He, Xiaofeng ; Wang, Jiqian. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004906. Full description at Econpapers || Download paper | |
| 2022 | Forecasting crude oil volatility with uncertainty indicators: New evidence. (2022). Umar, Muhammad ; Chen, Zhonglu ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001141. Full description at Econpapers || Download paper | |
| 2022 | Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922. Full description at Econpapers || Download paper | |
| 2022 | Forecasting volatility of EUA futures: New evidence. (2022). Umar, Muhammad ; Liang, Chao ; Huang, Yisu ; Guo, Xiaozhu. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001918. Full description at Econpapers || Download paper | |
| 2022 | Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237. Full description at Econpapers || Download paper | |
| 2022 | A volatility model based on adaptive expectations: An improvement on the rational expectations model. (2022). Li, Yan ; Zhao, Yang ; Yao, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001636. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index. (2022). Li, Tao ; Ma, Feng ; Guo, Qiang ; Ghani, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:1180-1189. Full description at Econpapers || Download paper | |
| 2022 | Forecasting realised volatility from search volume and overnight sentiment: Evidence from China. (2022). Duong, Duy ; Huang, Chengcheng ; Han, Wei ; Wang, Ping. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001222. Full description at Econpapers || Download paper | |
| 2022 | Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538. Full description at Econpapers || Download paper | |
| 2022 | Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach. (2022). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004743. Full description at Econpapers || Download paper | |
| 2022 | Weighted Average Estimation in Panel Data. (2022). Ullah, Aman ; Amanullah, ; Mehrabani, Ali. In: Working Papers. RePEc:ucr:wpaper:202209. Full description at Econpapers || Download paper | |
| 2022 | Worker Heterogeneity, Selection, and Unemployment Dynamics in a Pandemic. (2022). Walsh, Carl ; Ravenna, Federico. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:s1:p:113-155. Full description at Econpapers || Download paper | |
| 2022 | Dynamic Portfolio Optimization with Inverse Covariance Clustering. (2022). Aste, Tomaso ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2112.15499. Full description at Econpapers || Download paper | |
| 2022 | Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series. (2022). Wang, Yuanrong ; Aste, Tomaso. In: Papers. RePEc:arx:papers:2203.03991. Full description at Econpapers || Download paper | |
| 2022 | Combining Forecasts under Structural Breaks Using Graphical LASSO. (2022). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202213. Full description at Econpapers || Download paper | |
| 2022 | Recovering from severe drought in the drylands of Ethiopia: Impact of Comprehensive Resilience Programming. (2022). Frankenberger, Timothy R ; Smith, Lisa C. In: World Development. RePEc:eee:wdevel:v:156:y:2022:i:c:s0305750x22000195. Full description at Econpapers || Download paper | |
| 2022 | Public Expenditures, Economic Growth and Income Inequality: Empirical Evidence from the Commonwealth of Independent States. (2022). Recepoglu, Mursit. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:9:y:2022:i:2:p:293-314. Full description at Econpapers || Download paper | |
| 2022 | Labor markets during pandemics. (2022). Rupert, Peter ; Kapika, Marek. In: Journal of Economic Theory. RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122001107. Full description at Econpapers || Download paper | |
| 2022 | Home Construction Financing and Search Frictions in the Housing Market. (2022). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: Working Papers. RePEc:ucr:wpaper:202217. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Financial Sustainability of African Small-to-Medium Enterprises during the COVID-19 Pandemic: Determinants of Crowdfunding Success. (2022). Sibindi, Athenia Bongani ; Mamaro, Lenny Phulong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:15865-:d:987180. Full description at Econpapers || Download paper | |
| 2022 | Semiparametric Partially Linear Varying Coefficient Modal Regression. (2022). Yao, Weixin ; Wang, Tao ; Ullah, Aman ; Amanullah, . In: Working Papers. RePEc:ucr:wpaper:202215. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Search and credit frictions in the housing market. (2021). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000520. Full description at Econpapers || Download paper | |
| 2021 | Intermediation in over-the-counter markets with price transparency. (2021). Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001812. Full description at Econpapers || Download paper | |
| 2021 | On the Slope of the Beveridge Curve in the Housing Market. (2021). Gabrovski, Miroslav ; Ortego-Marti, Victor. In: Working Papers. RePEc:hai:wpaper:202105. Full description at Econpapers || Download paper | |
| 2021 | The Special Issue in Honor of Anirudh Lal Nagar: An Introduction. (2021). Ullah, Aman ; Amanullah, ; Bao, Yong. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00259-7. Full description at Econpapers || Download paper | |
| 2021 | On the Positive Slope of the Beveridge Curve in the Housing Market. (2021). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: Working Papers. RePEc:ucr:wpaper:202113. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | . Full description at Econpapers || Download paper | |
| 2020 | Jump Aggregation, Volatility Prediction, and Nonlinear Estimation of Banksâ Sustainability Risk. (2020). Zhu, Min ; Zhao, Qicheng ; Wang, Zhouwei ; Pang, Tao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8849-:d:434334. Full description at Econpapers || Download paper | |
| 2020 | Utilizing Two Types of Survey Data to Enhance the Accuracy of Labor Supply Elasticity Estimation. (2020). Chou, Cheng ; Shi, Ruoyao. In: Working Papers. RePEc:ucr:wpaper:202018. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document |
|---|
10 most frequent citing series