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

Citation Profile [Updated: 2024-12-09 13:41:37]

5 Years H Index

132

Impact Factor (IF)

1.9

5 Years IF

2.26

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	0.24	0.11	1.12	0.23	25	25	967	28	28	55	13	99	23		0	2	0.08	0.05
1991	0.37	0.1	1.09	0.31	32	57	945	57	90	57	21	124	38		0	7	0.22	0.05
1992	0.37	0.11	0.73	0.37	41	98	2161	70	162	57	21	131	48		0	4	0.1	0.06
1993	0.29	0.13	0.71	0.37	34	132	2989	90	256	73	21	153	57		0	8	0.24	0.06
1994	0.35	0.14	0.72	0.42	34	166	802	115	375	75	26	164	69		0	3	0.09	0.07
1995	0.38	0.22	0.95	0.55	38	204	2481	189	569	68	26	166	91		0	6	0.16	0.09
1996	0.61	0.25	1.28	0.73	39	243	5642	304	880	72	44	179	130		0	12	0.31	0.12
1997	0.81	0.25	1.25	0.9	62	305	2323	375	1262	77	62	186	168		0	7	0.11	0.11
1998	0.59	0.28	1.42	0.92	41	346	1627	480	1754	101	60	207	191		0	19	0.46	0.13
1999	0.54	0.31	1.39	0.82	39	385	3068	526	2291	103	56	214	175		0	15	0.38	0.15
2000	0.84	0.36	1.77	1.13	38	423	3551	730	3039	80	67	219	248		0	14	0.37	0.16
2001	1.26	0.39	1.74	1.21	43	466	8830	795	3852	77	97	219	264		0	19	0.44	0.17
2002	1.51	0.41	1.84	1.28	37	503	2019	907	4780	81	122	223	285		0	34	0.92	0.21
2003	1.64	0.44	2.15	1.72	42	545	5048	1135	5952	80	131	198	341		0	26	0.62	0.22
2004	1.82	0.5	2.82	2.51	46	591	2479	1591	7617	79	144	199	500		0	28	0.61	0.22
2005	2.03	0.51	2.72	2.5	80	671	5342	1777	9444	88	179	206	514		0	91	1.14	0.24
2006	2.04	0.51	2.77	2.61	129	800	3629	2178	11659	126	257	248	647		0	76	0.59	0.23
2007	1.26	0.47	2.5	1.8	63	863	7632	2134	13813	209	263	334	601		0	87	1.38	0.2
2008	1.95	0.49	3.3	2.49	45	908	2410	2967	16811	192	375	360	897		0	49	1.09	0.23
2009	3.11	0.48	3.19	2.49	60	968	3149	3041	19901	108	336	363	905		0	63	1.05	0.24
2010	1.66	0.49	3	2.28	58	1026	3840	3055	22980	105	174	377	861		0	93	1.6	0.21
2011	2.77	0.52	3.33	2.48	55	1081	2212	3580	26579	118	327	355	882		0	90	1.64	0.24
2012	2.98	0.52	3.64	3.66	49	1130	1638	4080	30690	113	337	281	1028		0	42	0.86	0.22
2013	2.48	0.56	4.12	3.25	41	1171	2078	4810	35513	104	258	267	869		0	84	2.05	0.24
2014	3.04	0.55	4.12	3.3	48	1219	2423	4991	40530	90	274	263	868		0	94	1.96	0.23
2015	4.2	0.55	4.07	3.58	44	1263	1337	5103	45669	89	374	251	899		0	46	1.05	0.23
2016	3.35	0.53	3.86	3.14	56	1319	1447	5083	50761	92	308	237	743		0	59	1.05	0.21
2017	2.85	0.54	3.87	3.28	66	1385	1321	5350	56121	100	285	238	780		0	43	0.65	0.22
2018	2.53	0.55	3.66	3.21	54	1439	1069	5267	61391	122	309	255	818		0	65	1.2	0.23
2019	2.29	0.57	3.6	2.91	55	1494	726	5382	66773	120	275	268	780		0	39	0.71	0.23
2020	2.92	0.68	3.97	3.06	39	1533	424	6078	72854	109	318	275	842		0	44	1.13	0.32
2021	2.36	0.8	4.14	2.75	43	1576	233	6517	79372	94	222	270	742		0	27	0.63	0.29
2022	1.96	0.84	3.65	2.33	58	1634	302	5966	85338	82	161	257	599		0	38	0.66	0.25
2023	1.9	0.86	3.38	2.26	47	1681	63	5689	91027	101	192	249	563		0	18	0.38	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	2001	Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326. Full description at Econpapers \|\| Download paper	7057
2	2007	A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312. Full description at Econpapers \|\| Download paper	4094
3	2003	Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	2884
4	1996	Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32. Full description at Econpapers \|\| Download paper	1765
5	2000	Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470. Full description at Econpapers \|\| Download paper	1649
6	1996	Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18. Full description at Econpapers \|\| Download paper	1406
7	1999	Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77. Full description at Econpapers \|\| Download paper	1123
8	2005	Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54. Full description at Econpapers \|\| Download paper	1120
9	2006	Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, SÃÆÃÂ©bastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109. Full description at Econpapers \|\| Download paper	1087
10	2009	What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992. Full description at Econpapers \|\| Download paper	983
11	2005	Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, JosÃÆÃÂ© AntÃÆÃÂ³nio ; Mata, JosÃÆÃÂ©. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465. Full description at Econpapers \|\| Download paper	965
12	2010	Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92. Full description at Econpapers \|\| Download paper	860
13	2014	THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478. Full description at Econpapers \|\| Download paper	762
14	2005	A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889. Full description at Econpapers \|\| Download paper	762
15	2007	Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38. Full description at Econpapers \|\| Download paper	749
16	1993	Detrending, Stylized Facts and the Business Cycle.. (1993). Harvey, Andrew ; Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47. Full description at Econpapers \|\| Download paper	741
17	1995	Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108. Full description at Econpapers \|\| Download paper	629
18	1986	Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53. Full description at Econpapers \|\| Download paper	607
19	1992	Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). TerÃÆÃÂ¤svirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36. Full description at Econpapers \|\| Download paper	593
20	1995	Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84. Full description at Econpapers \|\| Download paper	536
21	1993	Indirect Inference.. (1993). Renault, Eric ; Monfort, Alain ; gourieroux, christian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118. Full description at Econpapers \|\| Download paper	528
22	2001	Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576. Full description at Econpapers \|\| Download paper	506
23	2000	Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670. Full description at Econpapers \|\| Download paper	495
24	2013	GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795. Full description at Econpapers \|\| Download paper	494
25	2010	What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573. Full description at Econpapers \|\| Download paper	493
26	1993	Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). Smith, Anthony. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84. Full description at Econpapers \|\| Download paper	489
27	1997	Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Karlsson, Sune ; Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132. Full description at Econpapers \|\| Download paper	489
28	2003	A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443. Full description at Econpapers \|\| Download paper	486
29	1992	The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). Hansen, Bruce. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82. Full description at Econpapers \|\| Download paper	457
30	2010	Large Bayesian vector auto regressions. (2010). Giannone, Domenico ; Reichlin, Lucrezia ; Babura, Marta. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:25:y:2010:i:1:p:71-92. Full description at Econpapers \|\| Download paper	443
31	2003	Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544. Full description at Econpapers \|\| Download paper	434
32	2005	Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183. Full description at Econpapers \|\| Download paper	403
33	2005	The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251. Full description at Econpapers \|\| Download paper	392
34	1996	The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). Klette, Tor ; Griliches, Zvi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61. Full description at Econpapers \|\| Download paper	382
35	2002	New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446. Full description at Econpapers \|\| Download paper	377
36	2009	Economic transition and growth. (2009). Phillips, Peter ; Sul, Donggyu ; PEter, . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:24:y:2009:i:7:p:1153-1185. Full description at Econpapers \|\| Download paper	374
37	2008	From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). Nannicini, Tommaso ; Mealli, Fabrizia ; Ichino, Andrea. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327. Full description at Econpapers \|\| Download paper	365
38	2004	The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503. Full description at Econpapers \|\| Download paper	359
39	1989	The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). Nerlove, Marc ; Diebold, Francis. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21. Full description at Econpapers \|\| Download paper	358
40	1996	Stock Market Volatility and the Business Cycle.. (1996). Hamilton, James ; Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93. Full description at Econpapers \|\| Download paper	357
41	2009	Economic transition and growth. (2009). Sul, Donggyu ; Phillips, Peter ; Peter C. B. Phillips, . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1153-1185. Full description at Econpapers \|\| Download paper	355
42	2005	What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207. Full description at Econpapers \|\| Download paper	344
43	2010	Forecast comparisons in unstable environments. (2010). Rossi, Barbara ; Giacomini, Raffaella. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:595-620. Full description at Econpapers \|\| Download paper	328
44	2007	Growth, technological interdependence and spatial externalities: theory and evidence. (2007). KOCH, Wilfried ; Ertur, Cem. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:6:p:1033-1062. Full description at Econpapers \|\| Download paper	327
45	1995	A Nonlinear Approach to US GNP.. (1995). Potter, Simon. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25. Full description at Econpapers \|\| Download paper	327
46	1999	Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510. Full description at Econpapers \|\| Download paper	323
47	1993	Common Trends and Common Cycles.. (1993). Vahid, Farshid ; Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60. Full description at Econpapers \|\| Download paper	322
48	1991	Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert ; Baillie, Richard. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24. Full description at Econpapers \|\| Download paper	320
49	1997	Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). Smith, Ronald ; Pesaran, M ; Lee, Kevin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92. Full description at Econpapers \|\| Download paper	319
50	1990	Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Hausman, Jerry ; Han, Aaron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28. Full description at Econpapers \|\| Download paper	313

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2001	Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326. Full description at Econpapers \|\| Download paper	1639
2	2007	A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312. Full description at Econpapers \|\| Download paper	1501
3	2010	Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92. Full description at Econpapers \|\| Download paper	439
4	2003	Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	400
5	2009	Economic transition and growth. (2009). Sul, Donggyu ; Phillips, Peter ; Peter C. B. Phillips, . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1153-1185. Full description at Econpapers \|\| Download paper	389
6	2006	Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, SÃÆÃÂ©bastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109. Full description at Econpapers \|\| Download paper	351
7	2005	Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). Wooldridge, Jeffrey. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54. Full description at Econpapers \|\| Download paper	312
8	1996	Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). Wooldridge, Jeffrey ; Papke, Leslie. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32. Full description at Econpapers \|\| Download paper	268
9	2000	Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470. Full description at Econpapers \|\| Download paper	216
10			183
11	2005	Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, JosÃÆÃÂ© AntÃÆÃÂ³nio ; Mata, JosÃÆÃÂ©. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465. Full description at Econpapers \|\| Download paper	169
12	2005	The transmission of US shocks to Latin America. (2005). Canova, Fabio. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251. Full description at Econpapers \|\| Download paper	168
13	2009	What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992. Full description at Econpapers \|\| Download paper	147
14			142
15			127
16	2005	A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). Lunde, Asger ; Hansen, Peter. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889. Full description at Econpapers \|\| Download paper	125
17	1996	Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18. Full description at Econpapers \|\| Download paper	105
18	1986	Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). Trivedi, Pravin ; Cameron, A.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53. Full description at Econpapers \|\| Download paper	94
19	2005	What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207. Full description at Econpapers \|\| Download paper	91
20	2008	Panel cointegration tests of the Fisher effect. (2008). Westerlund, Joakim. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:2:p:193-233. Full description at Econpapers \|\| Download paper	74
21	2007	Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38. Full description at Econpapers \|\| Download paper	74
22	2006	Estimation of multivariate models for time series of possibly different lengths. (2006). Patton, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:2:p:147-173. Full description at Econpapers \|\| Download paper	70
23	1999	Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Michelis, Leo ; MacKinnon, James ; Haug, Alfred. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77. Full description at Econpapers \|\| Download paper	70
24	2003	A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443. Full description at Econpapers \|\| Download paper	69
25	2010	What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573. Full description at Econpapers \|\| Download paper	68
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27	2005	Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). Wouters, Raf ; Smets, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183. Full description at Econpapers \|\| Download paper	67
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31	2009	Forecasting US output growth using leading indicators: an appraisal using MIDAS models. (2009). GalvÃÆÃÂ£o, Ana ; Clements, Michael ; Galvao, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1187-1206. Full description at Econpapers \|\| Download paper	60
32	2006	An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns. (2006). Timmermann, Allan ; Guidolin, Massimo. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:1-22. Full description at Econpapers \|\| Download paper	60
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Citing documents used to compute impact factor: 192

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2023	Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals. (2023). Peracchi, Franco ; Magnus, Jan R ; Luca, Giuseppe. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10255-5. Full description at Econpapers \|\| Download paper
2023	Heterogenous Effects of the Determinants of Pro-market Reforms: Panel Quantile Estimation for OECD Countries. (2023). Ergen, Kubilay ; Bariik, Salih. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:2:p:36-51. Full description at Econpapers \|\| Download paper
2023	Structural reforms and economic performance: the experience of advanced economies. (2023). de Grauwe, Paul ; Campos, Nauro F ; Ji, Yuemei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120870. Full description at Econpapers \|\| Download paper
2023	Spatial Interactions and the Spread of COVID-19: A Network Perspective. (2023). Zhang, Dandan. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10278-y. Full description at Econpapers \|\| Download paper
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2023	Beyond the âComfortsâ of work from home: Child health and the female wage penalty. (2023). Kouki, Amairisa. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001563. Full description at Econpapers \|\| Download paper
2023	Compulsory class attendance versus autonomy. (2023). Griselda, Silvia ; Goulas, Sofoklis ; Megalokonomou, Rigissa. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:935-981. Full description at Econpapers \|\| Download paper
2023	The Persistent Consequences of Civil Conflict: Evidence from a New Measure for Subnational Conflict Exposure. (2023). Korn, Tobias. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-711. Full description at Econpapers \|\| Download paper
2023	Environmental regulation, taxes, and activism. (2023). Weyman-Jones, Thomas G ; Stathopoulou, Eleni ; Odusanya, Kayode A ; Adetutu, Morakinyo O. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:75:y:2023:i:2:p:460-489.. Full description at Econpapers \|\| Download paper
2023	Food Aid and Violent Conflict: A Review of Literature. (2023). Mishra, Ashok K ; Koppenberg, Maximilian ; Hirsch, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp16574. Full description at Econpapers \|\| Download paper
2023	The effect of foreign aid on migration: Global micro evidence from world bank projects. (2023). Groger, Andre ; Fuchs, Andreas ; Wellner, Lukas ; Heidland, Tobias. In: Kiel Working Papers. RePEc:zbw:ifwkwp:279785. Full description at Econpapers \|\| Download paper
2023	Food aid and violent conflict: A review and Empiricistâs companion. (2023). Hirsch, Stefan ; Mishra, Ashok K ; Koppenberg, Maximilian. In: Food Policy. RePEc:eee:jfpoli:v:121:y:2023:i:c:s0306919223001409. Full description at Econpapers \|\| Download paper
2023	Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. (2023). Zhang, Yaojie ; Xiao, Jihong ; Wang, Yudong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x. Full description at Econpapers \|\| Download paper
2023	Oil shocks and investor attention. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:68-81. Full description at Econpapers \|\| Download paper
2023	Oil and US stock market shocks: Implications for Canadian equities. (2023). Mahadeo, Scott ; Heinlein, Reinhold. In: Canadian Journal of Economics/Revue canadienne d'Ã©conomique. RePEc:wly:canjec:v:56:y:2023:i:1:p:247-287. Full description at Econpapers \|\| Download paper
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2023	Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions. (2023). Doshchyn, Artur. In: Economics Series Working Papers. RePEc:oxf:wpaper:1028. Full description at Econpapers \|\| Download paper
2023	Oil price shocks and Chinaâs consumer and entrepreneur sentiment: a Bayesian structural VAR approach. (2023). Ouyang, Yaofu ; Li, Peng. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02413-x. Full description at Econpapers \|\| Download paper
2023	Geopolitical risks, oil price shocks and inflation: Evidence from a TVPâSVâVAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972. Full description at Econpapers \|\| Download paper
2023	Sparse 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. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers \|\| Download paper
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2023	Regression discontinuity designs in agricultural and environmental economics. (2023). Finger, Robert ; Wuepper, David. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:50:y:2023:i:1:p:1-28.. Full description at Econpapers \|\| Download paper
2023	Young Women in Cities. (2023). Zhang, Hanzhe ; Yi, Junjian ; Wu, Yifan ; Li, Jing ; Koh, Yumi. In: IZA Discussion Papers. RePEc:iza:izadps:dp16353. Full description at Econpapers \|\| Download paper
2023	Trade and economic growth: Does the sophistication of traded goods matter?. (2023). Madsen, Jakob ; Niluka, P ; Bharati, Tushar. In: Journal of Economic Growth. RePEc:kap:jecgro:v:28:y:2023:i:4:d:10.1007_s10887-023-09224-w. Full description at Econpapers \|\| Download paper
2023	ABC-based Forecasting in State Space Models. (2023). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Weerasinghe, Chaya. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-12. Full description at Econpapers \|\| Download paper
2023	Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers \|\| Download paper
2023	Decisions, decisions, decisions in an uncertain environment. (2023). Cressie, Noel. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:1:n:e2767. Full description at Econpapers \|\| Download paper
2023	The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors. (2023). Smith, R P ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2317. Full description at Econpapers \|\| Download paper
2023	The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors. (2023). Pesaran, Mohammad ; Smith, Ron P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10282. Full description at Econpapers \|\| Download paper
2023	Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44. Full description at Econpapers \|\| Download paper
2023	Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios. (2023). Pesaran, Mohammad ; Smith, Ron P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:17-30. Full description at Econpapers \|\| Download paper
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2023	A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271. Full description at Econpapers \|\| Download paper
2023	Almost Dominance: Inference and Application. (2023). Sun, Zhenting ; Song, Xiaojun. In: Papers. RePEc:arx:papers:2312.02288. Full description at Econpapers \|\| Download paper
2023	Using the zeta function to explain downside and upside inequality aversion. (2023). Subramanian, S. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00706. Full description at Econpapers \|\| Download paper
2023	Inflation Expectations in CESEE: The Role of Sentiment and Experiences (Katharina Allinger, Fabio Rumler). (2023). Rumler, Fabio ; Allinger, Katharina. In: Working Papers. RePEc:onb:oenbwp:247. Full description at Econpapers \|\| Download paper
2023	The impact of capitalist profit-seeking behavior by online food delivery platforms on food safety risks and government regulation strategies. (2023). Wu, Linhai ; Dai, Xiaoting. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01618-w. Full description at Econpapers \|\| Download paper
2023	An explosion time characterization of asset price bubbles. (2023). Jarrow, Robert ; Kwok, Simon S. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:469-479. Full description at Econpapers \|\| Download paper
2023	Long-Term Care Needs and Savings in Retirement. (). Bueren, Jesus. In: Review of Economic Dynamics. RePEc:red:issued:21-77. Full description at Econpapers \|\| Download paper
2023	Transitions across states with and without difficulties in performing activities of daily living and death: a longitudinal comparison of ten European countries. (2023). Marroig, Alejandra. In: European Journal of Ageing. RePEc:spr:eujoag:v:20:y:2023:i:1:d:10.1007_s10433-023-00763-0. Full description at Econpapers \|\| Download paper
2023	Tracking when Ranking Matters. (2023). Maurin, Eric ; Landaud, Fanny. In: THEMA Working Papers. RePEc:ema:worpap:2023-12. Full description at Econpapers \|\| Download paper
2023	Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023. Full description at Econpapers \|\| Download paper
2023	Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers \|\| Download paper
2023	The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5. Full description at Econpapers \|\| Download paper
2023	How did Brexit impact EU trade? Evidence from real data. (2023). Kapar, Burcu ; Buigut, Steven. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1566-1581. Full description at Econpapers \|\| Download paper
2023	Foreign Nurses and Hospital Quality: Evidence from Brexit. (2023). Mello, Marco ; Castro-Pires, Henrique ; Moscelli, Giuseppe. In: IZA Discussion Papers. RePEc:iza:izadps:dp16616. Full description at Econpapers \|\| Download paper
2023	The impact of the Brexit referendum on UKâs value-added exports: A structural decomposition. (2023). Feas, Enrique. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1239-1254. Full description at Econpapers \|\| Download paper
2023	Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. Full description at Econpapers \|\| Download paper
2023	Energy security and economic stability: The role of inflation and war. (2023). Chen, Xihui Haviour ; Alam, Ashraful ; Banna, Hasanul. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004474. Full description at Econpapers \|\| Download paper
2023	Commodity price shocks, supply chain disruptions and U.S. inflation. (2023). de Gracia, Fernando Perez ; Cunado, Juncal ; Diaz, Elena Maria. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232300867x. Full description at Econpapers \|\| Download paper
2023	A model of retail banking and the deposits channel of monetary policy. (2023). Choi, Michael ; Rocheteau, Guillaume. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:127-147. Full description at Econpapers \|\| Download paper
2023	Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02. Full description at Econpapers \|\| Download paper
2023	Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies. (2023). Karadimitropoulou, Aikaterini ; Alshalahi, Jebreel ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000630. Full description at Econpapers \|\| Download paper
2023	Commodity prices and global economic activity. (2023). Matsumoto, Akito ; Wang, Xueliang ; Pescatori, Andrea. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s0922142523000038. Full description at Econpapers \|\| Download paper
2023	Joint extreme risk of energy prices-evidence from European energy markets. (2023). Li, Jiangchen ; Cai, Xiurong ; Ji, Hao ; Sun, Yiqun. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004087. Full description at Econpapers \|\| Download paper
2023	The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377. Full description at Econpapers \|\| Download paper
2023	On foreign drivers of emerging markets fluctuations. (2023). Lorca, Jorge ; Bajraj, Gent ; Wlasiuk, Juan M. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003450. Full description at Econpapers \|\| Download paper
2023	The impact of international commodity price shocks on macroeconomic fundamentals: Evidence from the US and China. (2023). Li, Jie ; Zhang, Tianding ; Qian, Chenqi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006153. Full description at Econpapers \|\| Download paper
2023	Commodity terms of trade co-movement: Global and regional factors. (2023). Zhou, Hang ; Xia, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001456. Full description at Econpapers \|\| Download paper
2023	The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508. Full description at Econpapers \|\| Download paper
2023	Commodity prices under the threat of operational disruptions: Labor strikes at copper mines. (2023). Wagner, Rodrigo ; Fernandez, Viviana ; Tapia-Grien, Pablo ; Pasten-Henriquez, Boris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000557. Full description at Econpapers \|\| Download paper
2023	Accounting for intra-industry technological heterogeneity in the measurement of operations efficiency. (2023). Patel, Pankaj C ; Tsionas, Mike G. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323000671. Full description at Econpapers \|\| Download paper
2023	Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10256. Full description at Econpapers \|\| Download paper
2023	Testing for differences in survey-based density expectations: a compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Paper Series. RePEc:ecb:ecbwps:20232791. Full description at Econpapers \|\| Download paper
2023	Testing for differences in survey-based density expectations: A compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Papers. RePEc:zbw:pp1859:39. Full description at Econpapers \|\| Download paper
2023	Building the Census Bureau Index of Economic Activity (IDEA). (2023). McElroy, Tucker ; Hutchinson, Rebecca ; Bell, William R ; Asturias, Jose ; Thompson, Katherine J. In: Working Papers. RePEc:cen:wpaper:23-15. Full description at Econpapers \|\| Download paper
2023	Nowcasting economic activity using transaction payments data. (2023). Beyeler, Simon ; Felber, Laura. In: Working Papers. RePEc:snb:snbwpa:2023-01. Full description at Econpapers \|\| Download paper
2023	Consumption during the Covid-19 pandemic: evidence from Italian credit cards. (2023). Villa, Stefania ; Rondinelli, Concetta ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_769_23. Full description at Econpapers \|\| Download paper
2023	Tracking economic fluctuations with electricity consumption in Bangladesh. (2023). , Robert ; Arshad, Selvia. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002384. Full description at Econpapers \|\| Download paper
2023	El ISAE: Un Indicador para Monitorear la Actividad EconÃ³mica Colombiana en Alta Frecuencia. (2023). Pulido-Mahecha, Karen ; Cote-BarÃ³n, Juan ; Rojas-Martinez, Carlos D ; Rodriguez-Rodriguez, Nicol Valeria ; Cote-Baron, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1225. Full description at Econpapers \|\| Download paper
2023	High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628. Full description at Econpapers \|\| Download paper
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2023	Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366. Full description at Econpapers \|\| Download paper
2023	Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic. (2023). Wong, Benjamin ; Morley, James ; Sun, Yiqiao ; Rodriguez-Palenzuela, Diego. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000144. Full description at Econpapers \|\| Download paper
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2023	A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548. Full description at Econpapers \|\| Download paper
2023	The COVID-19 recession on both sides of the Atlantic: A model-based comparison. (2023). Vogel, Lukas ; Ratto, Marco ; Pfeiffer, Philipp ; Cardani, Roberta. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023014. Full description at Econpapers \|\| Download paper
2023	Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590. Full description at Econpapers \|\| Download paper
2023	Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249. Full description at Econpapers \|\| Download paper
2023	The COVID-19 recession on both sides of the Atlantic: A model-based comparison. (2023). Vogel, Lukas ; Pfeiffer, Philipp ; Cardani, Roberta ; Ratto, Marco. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001848. Full description at Econpapers \|\| Download paper
2023	The COVID-19 Recession on Both Sides of the Atlantic: A Model-Based Comparison. (2023). Vogel, Lukas ; Pfeiffer, Philipp ; Cardani, Roberta ; Ratto, Marco. In: European Economy - Discussion Papers. RePEc:euf:dispap:191. Full description at Econpapers \|\| Download paper
2023	The maturity composition of government debt: A comprehensive database. (2023). Mazzolini, Giulio ; de Graeve, Ferre. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000673. Full description at Econpapers \|\| Download paper
2023	The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715. Full description at Econpapers \|\| Download paper
2023	The impact of public consumption and investment in the euro area during periods of high and normal uncertainty. (2023). Goemans, Pascal. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001827. Full description at Econpapers \|\| Download paper
2023	The Euro Area Government Spending Multiplier in Demand- and Supply-Driven Recessions?. (2023). Gasteiger, Emanuel ; Fragetta, Matteo ; Melina, Giovanni ; di Serio, Mario. In: ECON WPS - Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:022023. Full description at Econpapers \|\| Download paper
2023	Tin the thick of it: an interim assessment of monetary policy transmission to credit conditions. (2023). Conti, Antonio M ; Bottero, Margherita. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_810_23. Full description at Econpapers \|\| Download paper
2023	Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23. Full description at Econpapers \|\| Download paper
2023	Cyclical consumption. (2023). Pozzi, Lorenzo ; Berger, Tino. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230064. Full description at Econpapers \|\| Download paper
2023	The Unintended Consequences of ECBâs Asset Purchases. How Excess Reserves Shape Bank Lending.. (2023). Saadaoui, Jamel ; Serranito, Francisco ; Roderweis, Philipp. In: Working Papers of BETA. RePEc:ulp:sbbeta:2023-34. Full description at Econpapers \|\| Download paper
2023	Human capital heterogeneity of the unemployed and jobless recoveries. (2023). Pusateri, Nic. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000058. Full description at Econpapers \|\| Download paper
2023	Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629. Full description at Econpapers \|\| Download paper
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2023	Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563. Full description at Econpapers \|\| Download paper
2023	Does the Survey of Professional Forecasters help predict the shape of recessions in real time?. (2023). Morley, James ; Eo, Yunjong. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004457. Full description at Econpapers \|\| Download paper
2023	Assessing the pass-through of energy prices to inflation in the euro area. (2023). Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_745_23. Full description at Econpapers \|\| Download paper
2023	Inflation volatility: A Bayesian approach. (2023). Nyiwul, Linus ; Koirala, Niraj P. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:185-201. Full description at Econpapers \|\| Download paper
2023	Effects of global energy and price fluctuations on Turkeys inflation: new evidence. (2023). Ozahin, Erife ; Ozmen, Brahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09530-8. Full description at Econpapers \|\| Download paper
2023	Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers \|\| Download paper
2023	Stock-flow adjustments, public debt management and interest costs. (2023). Cerniglia, Floriana ; Casalin, Fabrizio ; Dia, Enzo. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003437. Full description at Econpapers \|\| Download paper
2023	Potential Growth Prospects: Risks, Rewards, and Policies. (2023). Kose, Ayhan ; Ohnsorge, Franziska ; Celic, Sinem Kilic. In: MPRA Paper. RePEc:pra:mprapa:116905. Full description at Econpapers \|\| Download paper
2023	Slowing Growth: More than a rough Patch. (2023). Ohnsorge, Franziska ; Kose, Ayhan M. In: MPRA Paper. RePEc:pra:mprapa:117327. Full description at Econpapers \|\| Download paper
2023	Slowing Growth: More Than a Rough Patch. (2023). Ohnsorge, Franziska ; Kose, Ayhan M. In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2304. Full description at Econpapers \|\| Download paper
2023	The impact of endogenous product and labour market reforms on unemployment: New evidence based on local projections. (2023). Jalles, Joao ; Wiese, Rasmus ; de Haan, Jakob. In: Working Papers REM. RePEc:ise:remwps:wp02962023. Full description at Econpapers \|\| Download paper
2023	Realized recurrent conditional heteroskedasticity model for volatility modelling. (2023). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Papers. RePEc:arx:papers:2302.08002. Full description at Econpapers \|\| Download paper
2023	Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435. Full description at Econpapers \|\| Download paper
2023	An Extended Goodwin Model with Endogenous Technical Change: Theory and Simulation for the US Economy (1960-2019). (2023). Cajas Guijarro, John. In: MPRA Paper. RePEc:pra:mprapa:118878. Full description at Econpapers \|\| Download paper
2023	Modelling the Dynamic Linkage Amidst Energy Prices and Twin Deficit in India: Empirical Investigation within Linear and Nonlinear Framework. (2023). Muneeb, Syed Mohd ; Khan, Parvez Alam ; Chandniwala, Vinay Joshi ; Sharma, Vishal ; Asif, Mohammad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2712-:d:1097099. Full description at Econpapers \|\| Download paper
2023	Inflation expectations in the wake of the war in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: Discussion Papers. RePEc:zbw:bubdps:032023. Full description at Econpapers \|\| Download paper
2023	Inflation Expectations in the Wake of the War in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: CERGE-EI Working Papers. RePEc:cer:papers:wp745. Full description at Econpapers \|\| Download paper
2023	Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790. Full description at Econpapers \|\| Download paper
2023	Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: Working Papers. RePEc:fem:femwpa:2023.23. Full description at Econpapers \|\| Download paper
2023	A broader perspective on the inflationary effects of energy price shocks. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003912. Full description at Econpapers \|\| Download paper
2023	Energy prices and inflation expectations: Evidence from households and firms. (2023). Wehrhofer, Nils. In: Discussion Papers. RePEc:zbw:bubdps:279809. Full description at Econpapers \|\| Download paper
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2023	Energy price shocks, conflict inflation, and income distribution in a three-sector model. (2023). Kohler, Karsten ; Wildauer, Rafael ; Guschanski, Alexander ; Aboobaker, Adam. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323004802. Full description at Econpapers \|\| Download paper
2023	Do increases in gasoline prices cause higher food prices?. (2023). Karaki, Mohamad B ; Diab, Sara. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005649. Full description at Econpapers \|\| Download paper
2023	Identifying money and inflation expectation shocks to real oil prices. (2023). Gillman, Max ; Benk, Szilard. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003766. Full description at Econpapers \|\| Download paper
2023	What is the role of perceived oil price shocks in inflation expectations?. (2023). Zheng, Xinye ; Sheng, Xuguang Simon ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004486. Full description at Econpapers \|\| Download paper
2023	Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766. Full description at Econpapers \|\| Download paper
2023	Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374. Full description at Econpapers \|\| Download paper
2023	Monotonicity for AI ethics and society: An empirical study of the monotonic neural additive model in criminology, education, health care, and finance. (2023). Zhang, Luyao ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2301.07060. Full description at Econpapers \|\| Download paper
2023	Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086. Full description at Econpapers \|\| Download paper
2023	Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers \|\| Download paper
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2023	Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers \|\| Download paper
2023	Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers \|\| Download paper
2023	Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y. Full description at Econpapers \|\| Download paper
2023	Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers \|\| Download paper
2023	Predicting Changes in Canadian Housing Markets with Machine Learning. (2023). Yang, Jing ; Macisaac, Maureen ; Lao, Helen ; Brannlund, Johan. In: Discussion Papers. RePEc:bca:bocadp:23-21. Full description at Econpapers \|\| Download paper
2023	Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks. (2023). Benchimol, Jonathan ; Koenigstein, Noam ; Hammer, Allon ; Cohen, Eliya ; Caspi, Itamar ; Barkan, Oren. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1145-1162. Full description at Econpapers \|\| Download paper
2023	Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models. (2023). Coulombe, Philippe Goulet ; Gobel, Maximilian ; Diebold, Francis X. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003316. Full description at Econpapers \|\| Download paper
2023	ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting. (2023). Lima, Gilberto ; Matos, Joao Vitor ; Alexandre, Michel. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2023wpecon13. Full description at Econpapers \|\| Download paper
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2023	Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950. Full description at Econpapers \|\| Download paper
2023	EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Working Papers. RePEc:hal:wpaper:hal-04090916. Full description at Econpapers \|\| Download paper
2023	Modeling the global sovereign credit network under climate change. (2023). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001345. Full description at Econpapers \|\| Download paper
2023	Parental labour market instability and childrens mental health during the pandemic. (2023). McKendrick, Andrew ; Sevilla, Almudena ; Krutikova, Sonya ; Farquharson, Christine ; Cattan, Sarah. In: IFS Working Papers. RePEc:ifs:ifsewp:23/21. Full description at Econpapers \|\| Download paper
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2023	Assessing the World Bankâs growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84. Full description at Econpapers \|\| Download paper
2023	Structural time series models and synthetic controlsâassessing the impact of the euro adoption. (2023). Dreuw, Peter. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02257-x. Full description at Econpapers \|\| Download paper
2023	Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach. (2023). GAO, Jiti ; Anderson, Heather ; Wei, Wei ; Vahid, Farshid ; Turnip, Guido. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002967. Full description at Econpapers \|\| Download paper
2023	Tracking in Context: Variation in the Effects of Reforms in the Age at Tracking on Educational Mobility. (2023). Heers, Marieke ; Gratz, Michael. In: SocArXiv. RePEc:osf:socarx:f5uzg. Full description at Econpapers \|\| Download paper
2023	Oil Demand and Supply Shocks in Canadaâs Economy. (2023). Some, Juste. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:2:d:10.1007_s40953-023-00339-w. Full description at Econpapers \|\| Download paper
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2023	The attachment of adult women to the Italian labour market in the shadow of COVID-19. (2023). Tealdi, Cristina ; Fiaschi, Davide. In: Labour Economics. RePEc:eee:labeco:v:83:y:2023:i:c:s0927537123000775. Full description at Econpapers \|\| Download paper
2023	Healthcare Quality by Specialists under a Mixed Compensation System: an Empirical Analysis. (2023). Houndetoungan, Aristide ; Fortin, Bernard ; Chevin, Damien. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-19. Full description at Econpapers \|\| Download paper
2023	Efficiency of short-time work schemes and the role of monetary policy. (2023). Wilhelm, Stefan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000654. Full description at Econpapers \|\| Download paper
2023	When China strikes: Quantifying Australian companies stock price responses to Chinas trade restrictions. (2023). Zhang, Wendong ; Xiong, Tao ; Zhao, Fangxiao. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:4:p:636-671. Full description at Econpapers \|\| Download paper
2023	Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?. (2023). Gangopadhyay, Partha ; Das, Narasingha. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00460-y. Full description at Econpapers \|\| Download paper
2023	Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x. Full description at Econpapers \|\| Download paper
2023	Inflation and uncertainty in New Keynesian models: A note. (2023). Pinter, Gabor. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003913. Full description at Econpapers \|\| Download paper
2023	Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers \|\| Download paper
2023	How susceptible is the European financial stability to economic policy uncertainty?. (2023). Orlowski, Lucjan T. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:4:p:864-875. Full description at Econpapers \|\| Download paper
2023	Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers \|\| Download paper
2023	Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers \|\| Download paper
2023	Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6. Full description at Econpapers \|\| Download paper
2023	Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). BjÃ¸rnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers \|\| Download paper
2023	Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). BjÃ¸rnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005. Full description at Econpapers \|\| Download paper
2023	A threshold effect of COVID-19 risk on oil price returns. (2023). Wang, YU ; Suo, Chenyi ; Li, Delong ; Sun, Yiguo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160. Full description at Econpapers \|\| Download paper
2023	How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517. Full description at Econpapers \|\| Download paper
2023	Economic policy uncertainty, geopolitical risks, and the heterogeneity of commodity price fluctuations in China ââan empirical study based on TVP-SV-VAR model. (2023). Chen, Liujie ; Li, Ruiqi ; Hu, Peng ; Wu, Guo ; Liu, Shan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007201. Full description at Econpapers \|\| Download paper
2023	Grouped spatial autoregressive model. (2023). Zhang, BO ; Jing, Bingyi ; Hu, Wei ; Huang, Danyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001815. Full description at Econpapers \|\| Download paper
2023	Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182. Full description at Econpapers \|\| Download paper
2023	Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model. (2023). Sampi, James ; Koopman, S J ; Gorgi, P ; Blasques, F. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230007. Full description at Econpapers \|\| Download paper
2023	A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213. Full description at Econpapers \|\| Download paper
2023	Peer effects on corporate R&D investment policies: A spatial panel model approach. (2023). Lv, Chengshuang ; He, Chengying ; Shi, Zhanzhong ; Li, Junbao. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000255. Full description at Econpapers \|\| Download paper
2023	Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404. Full description at Econpapers \|\| Download paper
2023	Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364. Full description at Econpapers \|\| Download paper
2023	Observed-data DIC for spatial panel data models. (2023). Tapinar, Suleyman ; Doan, Osman ; Yang, YE. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02286-6. Full description at Econpapers \|\| Download paper
2023	Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers \|\| Download paper
2023	Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863. Full description at Econpapers \|\| Download paper
2023	A Novel Hybrid House Price Prediction Model. (2023). Erdogan, Birsen Eygi ; Akyuz, Sureyya Ozour ; Ata, Pinar Karadayi ; Yildiz, Ozlem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10298-8. Full description at Econpapers \|\| Download paper
2023	Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980. Full description at Econpapers \|\| Download paper
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2023	Structural shocks and trend inflation. (2023). Bowen, Ivan Mendieta-Muoz. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2023_04. Full description at Econpapers \|\| Download paper
2023	Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189. Full description at Econpapers \|\| Download paper
2023	Do short-term market swings improve realized volatility forecasts?. (2023). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010012. Full description at Econpapers \|\| Download paper
2023	The more the poorer? Resource sharing and scale economies in large families. (2023). Wolf, Alexander ; Tommasi, Denni ; Penglase, Jacob ; Calvi, Rossella. In: Journal of Development Economics. RePEc:eee:deveco:v:160:y:2023:i:c:s0304387822001286. Full description at Econpapers \|\| Download paper
2023	Power to the teens? A model of parents and teens collective labor supply. (2023). . In: Papers. RePEc:arx:papers:2307.09634. Full description at Econpapers \|\| Download paper
2023	The effects of cash and in-kind transfers on intra-household inequality: Insights from a randomized experiment. (2023). Casco, Jose L. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00100. Full description at Econpapers \|\| Download paper
2023	A value of prediction model to estimate optimal response time to threats for accident prevention. (2023). Yang, Xue ; Liu, Yiliu ; Haugen, Stein ; Zhu, Tiantian. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:232:y:2023:i:c:s0951832022006597. Full description at Econpapers \|\| Download paper
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Recent citations received in 2023

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2023	Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers \|\| Download paper
2023	Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125. Full description at Econpapers \|\| Download paper
2023	The Phillips curve at 65: Time for time and frequency. (2023). Soares, Maria Joana ; Aguiar-Conraria, Luis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300026x. Full description at Econpapers \|\| Download paper
2023	Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000702. Full description at Econpapers \|\| Download paper
2023	Diligent forecasters can make accurate predictions despite disagreeing with the consensus. (2023). Zheng, Xinye ; An, Zidong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001840. Full description at Econpapers \|\| Download paper
2023	Human capital consequences of missing out on a grammar school education. (2023). Jones, Andrew M ; Pastore, Chiara. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002262. Full description at Econpapers \|\| Download paper
2023	Finance and export diversifications Nexus in Russian regions: Role of trade globalization and regional potential. (2023). Sohag, Kazi ; Shakib, Mohammed ; Vasilyeva, Rogneda ; Hassan, Kabir M. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s156601412300064x. Full description at Econpapers \|\| Download paper
2023	Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356. Full description at Econpapers \|\| Download paper
2023	Global impacts of US monetary policy uncertainty shocks. (2023). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001162. Full description at Econpapers \|\| Download paper
2023	Meta-models of the Phillips curve and income distribution. (2023). Tramontana, Fabio ; Cristini, Annalisa ; Ferri, Piero. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:215-232. Full description at Econpapers \|\| Download paper
2023	How social structure shapes female competition throughout her lifetime. (2023). Tsaneva, Magda ; Leonard, Kenneth L ; Flory, Jeffrey ; Vasilaky, Kathryn. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:433-456. Full description at Econpapers \|\| Download paper
2023	A beautiful shock? Exploring the impact of pandemic shocks on the accuracy of AI forecasting in the beauty care industry. (2023). Ivanov, Dmitry ; Jackson, Ilya. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:180:y:2023:i:c:s1366554523003484. Full description at Econpapers \|\| Download paper
2023
2023	The effect of classroom rank on learning throughout elementary school: experimental evidence from Ecuador. (2023). Salvati, Francesca ; Schady, Norbert ; Cruz-Aguayo, Yyannu ; Carneiro, Pedro. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp19/23. Full description at Econpapers \|\| Download paper
2023	The Effect of Classroom Rank on Learning throughout Elementary School: Experimental Evidence from Ecuador. (2023). Schady, Norbert ; Salvati, Francesca ; Aguayo, Yyannu Cruz ; Carneiro, Pedro. In: IZA Discussion Papers. RePEc:iza:izadps:dp16384. Full description at Econpapers \|\| Download paper
2023	Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers \|\| Download paper
2022	Using newspapers for textual indicators: which and how many?. (2022). PÃ©rez, Javier ; Molina SÃ¡nchez, Luis ; Ghirelli, Corinna ; Andres-Escayola, Erik ; Vidal, Elena ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2235. Full description at Econpapers \|\| Download paper
2022	Yield Curve Control and Zero Interest Rate Policy in a Small Open Economy. (2022). Kulish, Mariano ; Jones, Callum. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:3:p:375-382. Full description at Econpapers \|\| Download paper
2022	Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10062. Full description at Econpapers \|\| Download paper
2022	Fade-Out of Educational Interventions: Statistical and Substantive Sources. (2022). Nielsen, Helena Skyt ; Houmark, Mikkel Aagaard ; Bodilsen, Simon Tranberg ; Andersen, Simon Calmar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10094. Full description at Econpapers \|\| Download paper
2022	The Effect of Health Insurance on Child Nutritional Outcomes. Evidence from a Regression Discontinuity Design in Peru. (2022). Costa-Font, Joan ; Ritter, Patricia ; Bernal, Noelia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9887. Full description at Econpapers \|\| Download paper
2022	Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data. (2022). Mohrle, Sascha ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9917. Full description at Econpapers \|\| Download paper
2022	Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei. In: Working Papers. RePEc:cii:cepidt:2022-07. Full description at Econpapers \|\| Download paper
2022	Forecasting World Trade Using Big Data and Machine Learning Techniques. (2022). Kattenberg, Mark ; Hendriks, Bram ; Elbourne, Adam ; Dubovik, Andrei. In: CPB Discussion Paper. RePEc:cpb:discus:441. Full description at Econpapers \|\| Download paper
2022	Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Cai, Yifei ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-19. Full description at Econpapers \|\| Download paper
2022	Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24. Full description at Econpapers \|\| Download paper
2022	The euro areaâs pandemic recession: A DSGE-based interpretation. (2022). Vogel, Lukas ; Ratto, Marco ; Pfeiffer, Philipp ; Giovannini, Massimo ; Croitorov, Olga ; Cardani, Roberta. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002160. Full description at Econpapers \|\| Download paper
2022	Do distant rent flows matter? Inferring discount rates from leasehold apartments in Denmark. (2022). Andersen, Carsten. In: Economics Letters. RePEc:eee:ecolet:v:219:y:2022:i:c:s0165176522002919. Full description at Econpapers \|\| Download paper
2022	The impact of rising oil prices on U.S. inflation and inflation expectations in 2020â23. (2022). Zhou, Xiaoqing ; Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003735. Full description at Econpapers \|\| Download paper
2022	Not all political relation shocks are alike: Assessing the impacts of USâChina tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, ValÃ©rie ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003498. Full description at Econpapers \|\| Download paper
2022	Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach. (2022). Tang, Guoqiang ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003929. Full description at Econpapers \|\| Download paper
2022	Oil implied volatility and expected stock returns along the worldwide supply chain. (2022). Wang, Yudong ; Wu, Chongfeng ; Li, Chenchen. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004510. Full description at Econpapers \|\| Download paper
2022	Banking deregulation, macroeconomic dynamics and monetary policy. (2022). Prieto, Esteban ; Eickmeier, Sandra ; Buch, Claudia M. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000791. Full description at Econpapers \|\| Download paper
2022	When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Karminsky, Alexander ; Shchepeleva, Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640. Full description at Econpapers \|\| Download paper
2022	Oil prices, exchange rates and interest rates. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000821. Full description at Econpapers \|\| Download paper
2022	The effect of natural resources rents on institutional and policy reform: New evidence. (2022). Khoshnoodi, Abdollah ; de Haan, Jakob ; Farouji, Majid Dashtban. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003026. Full description at Econpapers \|\| Download paper
2022	Do fiscal rules need budget transparency to be effective?. (2022). de Haan, Jakob ; Gootjes, Bram. In: European Journal of Political Economy. RePEc:eee:poleco:v:75:y:2022:i:c:s017626802200026x. Full description at Econpapers \|\| Download paper
2022	How Brexit has changed EU-UK trade flows. (2022). Lawless, Martina ; Kren, Janez. In: Papers. RePEc:esr:wpaper:wp735. Full description at Econpapers \|\| Download paper
2022	The Effect of Health Insurance on Child Nutritional Outcomes. Evidence from a Regression Discontinuity Design in Peru. (2022). Costa-Font, Joan ; Ritter, Patricia ; costa -Font, Joan ; Bernal, Noelia. In: IZA Discussion Papers. RePEc:iza:izadps:dp15490. Full description at Econpapers \|\| Download paper
2022	Parenting Promotes Social Mobility Within and Across Generations. (2022). Heckman, James J ; Garcia, Jorge Luis. In: IZA Discussion Papers. RePEc:iza:izadps:dp15672. Full description at Econpapers \|\| Download paper
2022	Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors. (2022). Mazur, Baej ; Makiea, Kamil. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:58:y:2022:i:1:d:10.1007_s11123-022-00639-y. Full description at Econpapers \|\| Download paper
2022	Parenting Promotes Social Mobility Within and Across Generations. (2022). Garcia, Jorge Luis ; Heckman, James J. In: NBER Working Papers. RePEc:nbr:nberwo:30610. Full description at Econpapers \|\| Download paper
2022	Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23. Full description at Econpapers \|\| Download paper
2022	Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0279. Full description at Econpapers \|\| Download paper
2022	Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2022). Castelnuovo, Efrem ; Mori, Lorenzo. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0291. Full description at Econpapers \|\| Download paper
2022	An Estimated DSGE Model of the Euro Area with Expectations about the Timing and Nature of Liftoff from the Lower Bound. (2022). Haderer, Michaela. In: Working Papers. RePEc:syd:wpaper:2022-05. Full description at Econpapers \|\| Download paper
2022	Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH. In: Working Papers. RePEc:tas:wpaper:47522. Full description at Econpapers \|\| Download paper
2022	Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions.. (2022). Saadaoui, Jamel ; Mignon, Valerie. In: Working Papers of BETA. RePEc:ulp:sbbeta:2022-36. Full description at Econpapers \|\| Download paper
2022	Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207. Full description at Econpapers \|\| Download paper
2022	Bayesian VARs and prior calibration in times of COVID-19. (2022). Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:522022. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804. Full description at Econpapers \|\| Download paper
2021	Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios. (2021). Pesaran, M ; Smith, Run. In: BCAM Working Papers. RePEc:bbk:bbkcam:2108. Full description at Econpapers \|\| Download paper
2021	Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3. Full description at Econpapers \|\| Download paper
2021	Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099. Full description at Econpapers \|\| Download paper
2021	The Price Responsiveness of Shale Producers: Evidence From Micro Data. (2021). Gundersen, Thomas ; BjÃÂ¸rnland, Hilde ; Bjornland, Hilde C ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0101. Full description at Econpapers \|\| Download paper
2021	Risks and global supply chains: what we know and what we need to know. (2021). Freeman, Rebecca ; Baldwin, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0942. Full description at Econpapers \|\| Download paper
2021	The importance of supply and demand for oil prices: evidence from non-Gaussianity. (2021). Braun, Robin. In: Bank of England working papers. RePEc:boe:boeewp:0957. Full description at Econpapers \|\| Download paper
2021	Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604. Full description at Econpapers \|\| Download paper
2021	Accelerating Economic Growth: The Science beneath the Art. (2021). Terzi, Alessio ; Peruzzi, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001826. Full description at Econpapers \|\| Download paper
2021	Is handedness exogenously determined? Counterevidence from South Korea. (2021). Cho, Seungyeon. In: Economics & Human Biology. RePEc:eee:ehbiol:v:43:y:2021:i:c:s1570677x21000976. Full description at Econpapers \|\| Download paper
2021	Oil price shocks and the US stock market: A nonlinear approach. (2021). Kim, Jaebeom ; Hwang, Inwook. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:23-36. Full description at Econpapers \|\| Download paper
2021	The macro effects of GPR and EPU indexes over the global oil marketâAre the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930. Full description at Econpapers \|\| Download paper
2021	The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis. (2021). Szafranek, Karol ; Rubaszek, MichaÅ ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004047. Full description at Econpapers \|\| Download paper
2021	GEA tracker: A daily indicator of global economic activity. (2021). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perez-Quiros, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000498. Full description at Econpapers \|\| Download paper
2021	Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003093. Full description at Econpapers \|\| Download paper
2021
2021	Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter. (2021). Schmidt, Lawrence ; Rothbaum, Jonathan ; Herkenhoff, Kyle F ; Braxton, John Carter . In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:93489. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	The Impact of Global Economic Activity, Oil Supply and Speculative Oil Shocks on the Russian Economy. (2021). Fokin, Nikita ; Polbin, Andrey ; Lomonosov, Daniil. In: HSE Economic Journal. RePEc:hig:ecohse:2021:2:3. Full description at Econpapers \|\| Download paper
2021	Initial Output Losses from the Covid-19 Pandemic: Robust Determinants. (2021). Ostry, Jonathan ; Furceri, Davide ; Yang, Naihan ; Ganslmeier, Michael. In: IMF Working Papers. RePEc:imf:imfwpa:2021/018. Full description at Econpapers \|\| Download paper
2021	Interactions between fiscal and monetary policies: a brief history of a long relationship. (2021). Mihaljek, Dubravko. In: Public Sector Economics. RePEc:ipf:psejou:v:45:y:2021:i:4:p:419-432. Full description at Econpapers \|\| Download paper
2021	Compulsory Class Attendance versus Autonomy. (2021). Megalokonomou, Rigissa ; Griselda, Silvia ; Goulas, Sofoklis. In: IZA Discussion Papers. RePEc:iza:izadps:dp14559. Full description at Econpapers \|\| Download paper
2021	Approximating Bayes in the 21st Century. (2021). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-24. Full description at Econpapers \|\| Download paper
2021	Risks and global supply chains: What we know and what we need to know. (2021). Freeman, Rebecca ; Baldwin, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:29444. Full description at Econpapers \|\| Download paper
2021	A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention. (2021). Stolbov, Mikhail ; Karminsky, Alexander M ; Shchepeleva, Maria A. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00257-x. Full description at Econpapers \|\| Download paper
2021	Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053. Full description at Econpapers \|\| Download paper
2021	Recent Developments of the Autoregressive Distributed Lag Modelling Framework. (2021). Cho, Jin Seo ; Greenwood-Nimmo, Matthew ; Shin, Yongcheol. In: Working papers. RePEc:yon:wpaper:2021rwp-186. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers \|\| Download paper
2020	Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706. Full description at Econpapers \|\| Download paper
2020	Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity. (2020). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Working Paper. RePEc:bno:worpap:2020_07. Full description at Econpapers \|\| Download paper
2020	Understanding the Estimation of Oil Demand and Oil Supply Elasticities. (2020). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8567. Full description at Econpapers \|\| Download paper
2020	Understanding the Estimation of Oil Demand and Oil Supply Elasticities. (2020). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15244. Full description at Econpapers \|\| Download paper
2020	The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15545. Full description at Econpapers \|\| Download paper
2020	European spreads at the interest rate lower bound. (2020). Coroneo, Laura ; Pastorello, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301470. Full description at Econpapers \|\| Download paper
2020	Computationally efficient inference in large Bayesian mixed frequency VARs. (2020). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014. Full description at Econpapers \|\| Download paper
2020	Global economic activity indexes revisited. (2020). Funashima, Yoshito. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301828. Full description at Econpapers \|\| Download paper
2020	An observation regarding Hamiltonâs recent criticisms of Kilianâs global real economic activity index. (2020). Nonejad, Nima. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303517. Full description at Econpapers \|\| Download paper
2020	Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654. Full description at Econpapers \|\| Download paper
2020	Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. (2020). Cepoi, Cosmin-Octavian. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305912. Full description at Econpapers \|\| Download paper
2020	Modeling 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. Full description at Econpapers \|\| Download paper
2020	The 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. Full description at Econpapers \|\| Download paper
2020	Drawing 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. Full description at Econpapers \|\| Download paper
2020	Narrow Money Demand in Indonesia and in Other Transitional Economies â Model Selection and Forecasting. (2020). Osinska, Magdalena ; Kufel, Pawel ; BÅaÅ¼ejowski, Marcin ; Kwiatkowski, Jacek ; Blazejowski, Marcin . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1291-1311. Full description at Econpapers \|\| Download paper
2020	Selective Attention in Exchange Rate Forecasting. (2020). Kucerova, Zuzana ; KoÄenda, EvÅ¾en ; Kapounek, Svatopluk. In: Working Papers IES. RePEc:fau:wpaper:wp2020_42. Full description at Econpapers \|\| Download paper
2020	The Shale Revolution and the Dynamics of the Oil Market. (2020). Yucel, Mine ; Balke, Nathan ; Jin, Xin. In: Working Papers. RePEc:fip:feddwp:88323. Full description at Econpapers \|\| Download paper
2020	Joint Bayesian Inference about Impulse Responses in VAR Models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:88408. Full description at Econpapers \|\| Download paper
2020	The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:89121. Full description at Econpapers \|\| Download paper
2020	Direct and Indirect Effects under Sample Selection and Outcome Attrition. (2020). Huber, Martin ; Solovyeva, Anna. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:44-:d:458302. Full description at Econpapers \|\| Download paper
2020	Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Pendakur, Krishna ; Muris, Chris ; Botosaru, Irene. In: CeMMAP working papers. RePEc:ifs:cemmap:26/20. Full description at Econpapers \|\| Download paper
2020	Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Muris, Chris ; Botosaru, Irene ; Pendakur, Krishna. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2020-09. Full description at Econpapers \|\| Download paper
2020	Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs. (2020). Poon, Aubrey ; Gefang, Deborah ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-07. Full description at Econpapers \|\| Download paper
2020	Reconciled Estimates of Monthly GDP in the US. (2020). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-16. Full description at Econpapers \|\| Download paper
2020	A Dynamic Analysis of Collusive Action: The Case of the World Copper Market, 1882-2016. (2020). Stuermer, Martin ; Rausser, Gordon. In: MPRA Paper. RePEc:pra:mprapa:104708. Full description at Econpapers \|\| Download paper
2020	The macroeconomic effects of oil supply news: Evidence from OPEC announcements. (2020). KÃÂ¤nzig, Diego ; Kanzig, Diego Raoul. In: MPRA Paper. RePEc:pra:mprapa:106249. Full description at Econpapers \|\| Download paper
2020	Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Working papers. RePEc:rie:riecdt:69. Full description at Econpapers \|\| Download paper
2020	Loan market markups and noncausal autoregressions. (2020). Kramkov, Viacheslav ; Maksimov, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0406. Full description at Econpapers \|\| Download paper
2020	Estimation of productivity and markups with price dispersion: Evidence from Chinese manufacturing during economic transition. (2020). Zhao, Shunan ; Kumbhakar, Subal ; Qian, Bing. In: Southern Economic Journal. RePEc:wly:soecon:v:87:y:2020:i:2:p:666-699. Full description at Econpapers \|\| Download paper
2020	Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37. Full description at Econpapers \|\| Download paper
2020	Oil prices, exchange rates and interest rates. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:646. Full description at Econpapers \|\| Download paper
2020	Understanding the estimation of oil demand and oil supply elasticities. (2020). Kilian, Lutz. In: CFS Working Paper Series. RePEc:zbw:cfswop:649. Full description at Econpapers \|\| Download paper
2020	Joint Bayesian inference about impulse responses in VAR models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: CFS Working Paper Series. RePEc:zbw:cfswop:650. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	90	1498
2	Resources Policy / Elsevier	77	884
3	MPRA Paper / University Library of Munich, Germany	130	881
4	Energy Economics / Elsevier	162	789
5	Journal of Econometrics / Elsevier	231	726
6	Sustainability / MDPI	66	667
7	Economic Modelling / Elsevier	88	585
8	Empirical Economics / Springer	70	571
9	International Journal of Forecasting / Elsevier	91	543
10	IZA Discussion Papers / Institute of Labor Economics (IZA)	136	367
11	CESifo Working Paper Series / CESifo	102	348