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

Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
131
Impact Factor (IF)
2.04
5 Years IF
2.3
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.25 0.11 1.16 0.24 25 25 965 29 29 55 14 99 24 0 2 0.08 0.05
1991 0.37 0.1 1.09 0.31 32 57 945 57 91 57 21 124 38 0 7 0.22 0.05
1992 0.37 0.11 0.73 0.37 41 98 2157 70 163 57 21 131 48 0 4 0.1 0.06
1993 0.29 0.13 0.71 0.37 34 132 2983 90 257 73 21 153 57 0 8 0.24 0.06
1994 0.35 0.14 0.72 0.42 34 166 799 115 376 75 26 164 69 0 3 0.09 0.07
1995 0.38 0.22 0.95 0.55 38 204 2477 189 570 68 26 166 91 0 6 0.16 0.09
1996 0.61 0.25 1.28 0.73 39 243 5626 304 881 72 44 179 130 0 12 0.31 0.12
1997 0.81 0.25 1.25 0.9 62 305 2320 375 1263 77 62 186 168 0 7 0.11 0.11
1998 0.59 0.28 1.42 0.92 41 346 1624 480 1755 101 60 207 191 0 19 0.46 0.13
1999 0.53 0.31 1.39 0.81 38 384 3051 524 2290 103 55 214 174 0 15 0.39 0.15
2000 0.85 0.36 1.77 1.14 38 422 3538 730 3038 79 67 218 249 0 14 0.37 0.16
2001 1.28 0.39 1.75 1.21 43 465 8773 795 3851 76 97 218 264 0 19 0.44 0.17
2002 1.51 0.41 1.85 1.28 37 502 2015 907 4779 81 122 222 285 0 34 0.92 0.21
2003 1.63 0.44 2.15 1.73 42 544 5023 1133 5949 80 130 197 340 0 26 0.62 0.22
2004 1.84 0.5 2.81 2.54 46 590 2469 1584 7607 79 145 198 502 0 28 0.61 0.22
2005 2.03 0.51 2.73 2.5 79 669 5318 1778 9435 88 179 206 515 0 91 1.15 0.24
2006 2.06 0.51 2.79 2.62 125 794 3619 2178 11650 125 257 247 648 0 76 0.61 0.23
2007 1.29 0.46 2.51 1.83 63 857 7564 2135 13805 204 263 329 601 0 87 1.38 0.2
2008 1.98 0.49 3.32 2.52 45 902 2404 2962 16799 188 373 355 894 0 49 1.09 0.23
2009 3.11 0.48 3.22 2.54 59 961 3126 3043 19891 108 336 358 910 0 63 1.07 0.24
2010 1.66 0.49 3.02 2.31 58 1019 3816 3052 22967 104 173 371 857 0 93 1.6 0.21
2011 2.79 0.52 3.34 2.51 53 1072 2160 3565 26550 117 326 350 879 0 88 1.66 0.24
2012 3.01 0.52 3.67 3.69 46 1118 1603 4072 30652 111 334 278 1025 0 42 0.91 0.22
2013 2.6 0.56 4.16 3.32 37 1155 1922 4795 35460 99 257 261 866 0 81 2.19 0.24
2014 3.12 0.55 4.15 3.36 44 1199 2236 4955 40441 83 259 253 849 0 88 2 0.23
2015 4.35 0.55 4.11 3.69 42 1241 1303 5068 45544 81 352 238 879 0 46 1.1 0.23
2016 3.53 0.53 3.89 3.22 54 1295 1396 5035 50581 86 304 222 715 0 58 1.07 0.21
2017 2.97 0.54 3.91 3.38 63 1358 1225 5307 55896 96 285 223 753 0 38 0.6 0.22
2018 2.56 0.55 3.68 3.25 50 1408 941 5183 61082 117 300 240 780 0 57 1.14 0.24
2019 2.19 0.57 3.62 2.93 50 1458 638 5278 66360 113 247 253 742 0 38 0.76 0.23
2020 2.92 0.68 3.99 3.06 35 1493 391 5955 72318 100 292 259 792 0 42 1.2 0.32
2021 2.42 0.81 4.13 2.71 41 1534 217 6342 78661 85 206 252 682 0 26 0.63 0.3
2022 2.07 0.86 3.68 2.36 53 1587 271 5842 84503 76 157 239 563 0 38 0.72 0.26
2023 2.04 0.92 3.42 2.3 44 1631 52 5584 90087 94 192 229 527 0 18 0.41 0.27
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
#YearTitleCited
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

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7000
22007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

Full description at Econpapers || Download paper

4041
32003Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

2871
41996Econometric 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.

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1755
52000Mixed MNL models for discrete response. (2000). Train, Kenneth ; McFadden, Daniel. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

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1640
61996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). MacKinnon, James. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

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1403
72005Simple 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.

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1118
81999Numerical 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.

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1117
92006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

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1083
102009What 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

975
112005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

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963
122010Large 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.

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857
132005A 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.

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754
142014THE 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.

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753
152007Exploring 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.

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746
161993Detrending, 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.

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740
171995Convergence in International Output.. (1995). Durlauf, Steven ; Bernard, Andrew. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

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629
181986Econometric 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.

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607
191992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). Teräsvirta, Timo ; Anderson, Heather. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36.

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593
201995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). Johnson, Paul ; Durlauf, Steven. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

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534
211993Indirect 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.

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527
222001Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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506
232000Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

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494
242010What 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.

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490
251993Estimating 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.

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489
261997Numerical 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.

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487
272013GENERALIZED 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.

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487
282003A 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.

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481
291992The 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.

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456
302010Large 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.

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440
312003Does peer ability affect student achievement?. (2003). Rivkin, Steven ; Hanushek, Eric ; Markman, Jacob M. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

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433
322005Comparing 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.

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402
332005The 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.

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389
341996The 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.

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382
352002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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376
362009Economic 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.

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371
372008From 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.

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365
381989The 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.

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358
391996Stock 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.

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357
402004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel ; Jones, Andrew ; Contoyannis, Paul. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

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357
412009Economic 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.

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355
422005What 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.

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342
431995A 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.

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326
442007Growth, 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.

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325
451999Exchange 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.

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322
462010Forecast 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.

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322
471993Common 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.

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322
481991Bivariate 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.

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320
491997Growth 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.

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319
501990Flexible 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.

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311
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

Full description at Econpapers || Download paper

1569
22007A simple panel unit root test in the presence of cross-section dependence. (2007). Pesaran, M. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

Full description at Econpapers || Download paper

1436
32010Large 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

433
42009Economic 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

383
52003Computation 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

382
62006Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

Full description at Econpapers || Download paper

338
72005Simple 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

309
81996Econometric 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

258
92000Mixed 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

201
10174
112005The 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

162
122005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). Machado, José António ; Mata, José. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

Full description at Econpapers || Download paper

160
132009What 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

139
14136
15120
162005A 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

118
171996Numerical 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

101
181986Econometric 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
192005What 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

85
202008Panel 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.

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71
212007Exploring 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.

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68
222006Estimation 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.

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67
232010What 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

66
241999Numerical 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

66
2566
2666
272003A 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

66
282010Monetary policy and uncertainty in an empirical small open-economy model. (2010). Preston, Bruce ; Justiniano, Alejandro. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:93-128.

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65
292005Comparing 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

64
3058
312009Forecasting US output growth using leading indicators: an appraisal using MIDAS models. (2009). Galvão, Ana ; Clements, Michael ; Galvao, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1187-1206.

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57
322010Forecast 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.

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342006An 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.

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352007Heterogeneity and cross section dependence in panel data models: theory and applications introduction. (2007). Pesaran, M ; Baltagi, Badi. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:229-232.

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392006How do respondents process stated choice experiments? Attribute consideration under varying information load. (2006). Hensher, David. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:6:p:861-878.

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422002New frontiers for arch models. (2002). Engle, Robert. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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44
432010Measuring forecast uncertainty by disagreement: The missing link. (2010). Sheng, Xuguang ; Lahiri, Kajal. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:514-538.

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452003A simple framework for analysing bull and bear markets. (2003). Sossounov, Kirill ; pagan, adrian. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:23-46.

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472009Measuring state dependence in individual poverty histories when there is feedback to employment status and household composition. (2009). Biewen, Martin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:7:p:1095-1116.

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492006The welfare effects of restricted hospital choice in the US medical care market. (2006). Ho, Kate. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:7:p:1039-1079.

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502003Does 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.

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Citing documents used to compute impact factor: 192
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2023Structural shocks and trend inflation. (2023). Bowen, Ivan Mendieta-Muoz. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2023_04.

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2023Monetary 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.

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2023Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189.

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2023Grouped 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.

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2023Time-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.

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2023Does 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.

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2023A 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.

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2023Peer 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.

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2023Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364.

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2023Observed-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.

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2023Recent 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.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023A 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.

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2023Identifying 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.

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2023.

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2023Weighted-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.

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2023Heterogenous 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.

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2023Structural 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.

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2023Spatial 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.

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2023Beyond the “Comforts” 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.

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2023Compulsory 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.

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2023The 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.

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2023Environmental 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..

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2023Food Aid and Violent Conflict: A Review of Literature. (2023). Mishra, Ashok K ; Koppenberg, Maximilian ; Hirsch, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp16574.

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2023The 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.

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2023Food aid and violent conflict: A review and Empiricist’s companion. (2023). Hirsch, Stefan ; Mishra, Ashok K ; Koppenberg, Maximilian. In: Food Policy. RePEc:eee:jfpoli:v:121:y:2023:i:c:s0306919223001409.

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2023Not 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.

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2023Oil 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.

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2023Oil and US stock market shocks: Implications for Canadian equities. (2023). Mahadeo, Scott ; Heinlein, Reinhold. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:247-287.

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2023
2023Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions. (2023). Doshchyn, Artur. In: Economics Series Working Papers. RePEc:oxf:wpaper:1028.

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2023Oil price shocks and China’s 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.

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2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972.

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2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2023Bayesian 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.

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2023Bayesian 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.

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2023Regression 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..

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2023A 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.

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2023.

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2023Young Women in Cities. (2023). Zhang, Hanzhe ; Yi, Junjian ; Wu, Yifan ; Li, Jing ; Koh, Yumi. In: IZA Discussion Papers. RePEc:iza:izadps:dp16353.

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2023Trade 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.

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2023ABC-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.

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2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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2023Decisions, decisions, decisions in an uncertain environment. (2023). Cressie, Noel. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:1:n:e2767.

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2023The 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.

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2023The 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.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Canonical 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.

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2023Arbitrage 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.

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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023Almost Dominance: Inference and Application. (2023). Sun, Zhenting ; Song, Xiaojun. In: Papers. RePEc:arx:papers:2312.02288.

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2023Using the zeta function to explain downside and upside inequality aversion. (2023). Subramanian, S. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00706.

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2023Inflation 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.

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2023The 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.

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2023An 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.

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2023Long-Term Care Needs and Savings in Retirement. (). Bueren, Jesus. In: Review of Economic Dynamics. RePEc:red:issued:21-77.

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2023Transitions 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.

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2023Tracking when Ranking Matters. (2023). Maurin, Eric ; Landaud, Fanny. In: THEMA Working Papers. RePEc:ema:worpap:2023-12.

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2023Active 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.

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2023Inflation and uncertainty in New Keynesian models: A note. (2023). Pinter, Gabor. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003913.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023How 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.

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2023Bayesian 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.

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2023Empirically-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.

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2023The 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.

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2023How 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.

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2023Foreign Nurses and Hospital Quality: Evidence from Brexit. (2023). Mello, Marco ; Castro-Pires, Henrique ; Moscelli, Giuseppe. In: IZA Discussion Papers. RePEc:iza:izadps:dp16616.

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2023The impact of the Brexit referendum on UK’s 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.

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2023Natural 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.

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2023Energy 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.

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2023Commodity 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.

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2023A 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.

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2023Forecasting 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.

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2023Does 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.

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2023Commodity 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.

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2023Joint 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.

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2023The 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.

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2023On 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.

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2023The 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.

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2023Commodity 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.

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2023The 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.

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2023Commodity 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.

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2023Accounting 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.

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2023Testing 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.

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2023Testing 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.

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2023Testing 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.

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2023Building 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.

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2023Nowcasting economic activity using transaction payments data. (2023). Beyeler, Simon ; Felber, Laura. In: Working Papers. RePEc:snb:snbwpa:2023-01.

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2023Consumption 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.

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2023Tracking economic fluctuations with electricity consumption in Bangladesh. (2023). , Robert ; Arshad, Selvia. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002384.

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2023El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia. (2023). Pulido-Mahecha, Karen ; Cote-Barón, Juan ; Rojas-Martinez, Carlos D ; Rodriguez-Rodriguez, Nicol Valeria ; Cote-Baron, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1225.

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2023High-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.

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2023Great 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.

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2023Estimating 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.

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2023A 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.

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2023A Demand Systems Approach to Understanding Medium?Term Post?Pandemic Consumption Trends. (2023). Smith, Brett ; Martinus, Kirsten ; Vo, Long Hai. In: Economic Papers. RePEc:bla:econpa:v:42:y:2023:i:2:p:183-199.

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2023The 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.

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2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

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2023Estimating 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.

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2023The 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.

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2023The 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.

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2023The 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.

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2023The 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.

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2023The 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.

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2023The 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.

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2023Tin 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.

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2023Drivers 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.

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2023Cyclical consumption. (2023). Pozzi, Lorenzo ; Berger, Tino. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230064.

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2023The Unintended Consequences of ECB’s 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.

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2023Human 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.

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2023Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629.

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2023Testing 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.

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2023Does 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.

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2023Assessing 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.

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2023Inflation 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.

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2023Effects 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.

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2023Energy 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.

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2023Stock-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.

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2023Potential Growth Prospects: Risks, Rewards, and Policies. (2023). Kose, Ayhan ; Ohnsorge, Franziska ; Celic, Sinem Kilic. In: MPRA Paper. RePEc:pra:mprapa:116905.

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2023Slowing Growth: More than a rough Patch. (2023). Ohnsorge, Franziska ; Kose, Ayhan M. In: MPRA Paper. RePEc:pra:mprapa:117327.

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2023Slowing Growth: More Than a Rough Patch. (2023). Ohnsorge, Franziska ; Kose, Ayhan M. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2304.

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2023The 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.

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2023Realized recurrent conditional heteroskedasticity model for volatility modelling. (2023). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Papers. RePEc:arx:papers:2302.08002.

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2023Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435.

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2023An 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.

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2023Modelling 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.

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2023Inflation expectations in the wake of the war in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: Discussion Papers. RePEc:zbw:bubdps:032023.

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2023Inflation 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.

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2023Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790.

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2023Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: Working Papers. RePEc:fem:femwpa:2023.23.

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2023A 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.

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2023Energy prices and inflation expectations: Evidence from households and firms. (2023). Wehrhofer, Nils. In: Discussion Papers. RePEc:zbw:bubdps:279809.

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2023.

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2023Energy 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.

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2023Do 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.

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2023Identifying 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.

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2023What 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.

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2023Nowcasting 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.

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2023Identifying 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.

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2023Monotonicity 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.

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2023Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023Nowcasting 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.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Big 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.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023Predicting 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.

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2023Forecasting 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.

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2023Assessing 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.

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2023ARIMA 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.

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2023Efficient 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.

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2023EFFICIENT 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.

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2023Modeling 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.

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2023Parental 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.

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2023The 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.

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2023Power to the teens? A model of parents and teens collective labor supply. (2023). . In: Papers. RePEc:arx:papers:2307.09634.

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2023The 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.

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2023Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84.

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2023Structural time series models and synthetic controls—assessing 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.

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2023Estimating 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.

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2023Tracking 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.

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2023Oil Demand and Supply Shocks in Canada’s 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.

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2023The 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.

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2023Healthcare 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.

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2023Efficiency 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.

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2023When 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.

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2023Did 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.

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2023Asymmetries 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.

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2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

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2023Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). Bjørnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005.

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2023A 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.

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2023How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517.

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2023Economic policy uncertainty, geopolitical risks, and the heterogeneity of commodity price fluctuations in China ——an 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.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19.

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2023Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125.

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2023The 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.

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2023Duration 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.

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2023Diligent 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.

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2023Human 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.

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2023Finance 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.

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2023Less 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.

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2023Global 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.

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2023Meta-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.

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2023How 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.

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2023A 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.

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2023The 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.

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2023The 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.

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2023Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189.

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Recent citations received in 2022
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2022Bayesian 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.

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2022Using newspapers for textual indicators: which and how many?. (2022). Pérez, Javier ; Molina Sánchez, Luis ; Ghirelli, Corinna ; Andres-Escayola, Erik ; Vidal, Elena ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2235.

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2022Yield 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.

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2022Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10062.

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2022Fade-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.

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2022The 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.

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2022Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data. (2022). Mohrle, Sascha ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9917.

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2022Not 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.

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2022Forecasting 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.

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2022Not 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.

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2022Commodity 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.

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2022The euro area’s 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.

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2022Do 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.

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2022The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23. (2022). Zhou, Xiaoqing ; Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003735.

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2022Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valérie ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003498.

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2022Do 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.

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2022Oil 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.

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2022Banking 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.

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2022When 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.

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2022Oil 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.

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2022The 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.

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2022Do 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.

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2022How Brexit has changed EU-UK trade flows. (2022). Lawless, Martina ; Kren, Janez. In: Papers. RePEc:esr:wpaper:wp735.

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2022The 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.

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2022Parenting Promotes Social Mobility Within and Across Generations. (2022). Heckman, James J ; Garcia, Jorge Luis. In: IZA Discussion Papers. RePEc:iza:izadps:dp15672.

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2022Model 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.

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2022Parenting Promotes Social Mobility Within and Across Generations. (2022). Garcia, Jorge Luis ; Heckman, James J. In: NBER Working Papers. RePEc:nbr:nberwo:30610.

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2022Asymmetric 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.

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2022Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0279.

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2022Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2022). Castelnuovo, Efrem ; Mori, Lorenzo. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0291.

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2022An 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.

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2022Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH. In: Working Papers. RePEc:tas:wpaper:47522.

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2022Asymmetries 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.

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2022Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207.

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2022Bayesian VARs and prior calibration in times of COVID-19. (2022). Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:522022.

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2022.

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Recent citations received in 2021
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2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

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2021Arbitrage 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.

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2021Quantifying 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.

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2021Quantifying 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.

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2021The Price Responsiveness of Shale Producers: Evidence From Micro Data. (2021). Gundersen, Thomas ; Bjørnland, Hilde ; Bjornland, Hilde C ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0101.

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2021Risks 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.

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2021The 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.

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2021Accelerating 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.

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2021Is handedness exogenously determined? Counterevidence from South Korea. (2021). Cho, Seungyeon. In: Economics & Human Biology. RePEc:eee:ehbiol:v:43:y:2021:i:c:s1570677x21000976.

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2021Oil 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.

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2021The macro effects of GPR and EPU indexes over the global oil market—Are 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.

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2021The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis. (2021). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004047.

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2021GEA 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.

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2021Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003093.

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2021Changing 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.

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2021.

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2021The 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.

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2021Initial 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.

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2021Interactions 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.

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2021Compulsory Class Attendance versus Autonomy. (2021). Megalokonomou, Rigissa ; Griselda, Silvia ; Goulas, Sofoklis. In: IZA Discussion Papers. RePEc:iza:izadps:dp14559.

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2021Approximating 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.

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2021Risks 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.

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2021A 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.

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2021Quantifying 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.

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2021Recent 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.

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

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2020Nowcasting 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.

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2020Norges 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.

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2020Understanding the Estimation of Oil Demand and Oil Supply Elasticities. (2020). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8567.

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2020Understanding the Estimation of Oil Demand and Oil Supply Elasticities. (2020). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15244.

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2020The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15545.

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2020European 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.

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

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2020Global economic activity indexes revisited. (2020). Funashima, Yoshito. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301828.

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2020An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index. (2020). Nonejad, Nima. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303517.

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2020Crude 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.

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2020Asymmetric 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.

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

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

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

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2020Narrow Money Demand in Indonesia and in Other Transitional Economies – Model Selection and Forecasting. (2020). Osinska, Magdalena ; Kufel, Pawel ; Błażejowski, Marcin ; Kwiatkowski, Jacek ; Blazejowski, Marcin . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1291-1311.

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2020Selective Attention in Exchange Rate Forecasting. (2020). Kucerova, Zuzana ; Kočenda, Evžen ; Kapounek, Svatopluk. In: Working Papers IES. RePEc:fau:wpaper:wp2020_42.

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2020The Shale Revolution and the Dynamics of the Oil Market. (2020). Yucel, Mine ; Balke, Nathan ; Jin, Xin. In: Working Papers. RePEc:fip:feddwp:88323.

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2020Joint Bayesian Inference about Impulse Responses in VAR Models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:88408.

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2020The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:89121.

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2020Intertemporal 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.

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2020Intertemporal 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.

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2020Computationally 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.

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2020Reconciled 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.

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2020A 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.

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2020The macroeconomic effects of oil supply news: Evidence from OPEC announcements. (2020). Känzig, Diego ; Kanzig, Diego Raoul. In: MPRA Paper. RePEc:pra:mprapa:106249.

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2020Global 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.

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2020Loan market markups and noncausal autoregressions. (2020). Kramkov, Viacheslav ; Maksimov, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0406.

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2020Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37.

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2020Oil prices, exchange rates and interest rates. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:646.

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2020Understanding the estimation of oil demand and oil supply elasticities. (2020). Kilian, Lutz. In: CFS Working Paper Series. RePEc:zbw:cfswop:649.

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2020Joint Bayesian inference about impulse responses in VAR models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: CFS Working Paper Series. RePEc:zbw:cfswop:650.

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