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Advances in Econometrics / Emerald Group Publishing Limited

Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
13
Impact Factor (IF)
0.29
5 Years IF
0.17
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
1997 0 0.27 0 0 14 14 2 0 0 0 0 0 0.15
1999 0 0.39 0 0 10 24 0 0 14 14 0 0 0.25
2002 0 0.54 0 0 1 25 0 0 0 24 0 0 0.31
2003 0 0.53 0 0 11 36 19 0 1 11 0 0 0.3
2004 0 0.59 0 0 21 57 8 0 12 22 0 0 0.36
2006 0 0.59 0 0 27 84 8 0 21 33 0 0 0.34
2008 0 0.59 0 0 44 128 20 0 27 59 0 0 0.29
2009 0 0.58 0.02 0.01 27 155 14 3 3 44 92 1 0 0 0.33
2010 0 0.52 0.01 0 10 165 0 1 4 71 98 0 0 0.3
2011 0 0.62 0.01 0 16 181 6 1 5 37 108 0 0 0.37
2012 0 0.68 0 0 42 223 12 1 6 26 97 0 0 0.36
2013 0 0.66 0 0 23 246 9 1 7 58 139 0 0 0.35
2014 0 0.67 0.04 0 31 277 111 8 17 65 118 0 8 0.26 0.34
2016 0.35 0.64 0.1 0.11 46 323 336 28 68 31 11 112 12 0 16 0.35 0.35
2017 0.7 0.62 0.17 0.33 12 335 182 54 125 46 32 142 47 0 4 0.33 0.35
2019 2.42 0.62 0.3 1 34 369 57 109 301 12 29 89 89 0 6 0.18 0.36
2020 0.41 0.69 0.35 1.18 29 398 15 140 441 34 14 92 109 0 5 0.17 0.73
2022 0.03 0.69 0.23 0.48 41 439 24 100 677 29 1 75 36 0 0 0.22
2023 0.32 0.55 0.24 0.17 28 467 10 112 789 41 13 104 18 0 3 0.11 0.17
2024 0.29 0.51 0.18 0.17 15 482 0 86 875 69 20 132 22 0 1 0.07 0.23
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
12016Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013.

Full description at Econpapers || Download paper

106
22017Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete. (2017). Frandsen, Brigham R. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038012.

Full description at Econpapers || Download paper

73
32016Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003.

Full description at Econpapers || Download paper

48
42014Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Durham, Garland ; Geweke, John. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003.

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36
52017The Deterrence Effect of Prison: Dynamic Theory and Evidence: *. (2017). Lee, David S ; McCrary, Justin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005.

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31
62019Macroeconomic Nowcasting Using Google Probabilities. (2019). Onorante, Luca ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040a003.

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27
7Regression Discontinuity Designs with Clustered Data. (2017). Bartalotti, Otavio ; Brummet, Quentin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038017.

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22
82016Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Jackson, Laura E ; Owyang, Michael T ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009.

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22
92017On Interpreting the Regression Discontinuity Design as a Local Experiment. (2017). Sekhon, Jasjeet S ; Titiunik, Rocio. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038001.

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20
102016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models. (2016). Agostino, Antonello D ; Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; Dagostino, Antonello . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035014.

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19
112017Regression Kink Design: Theory and Practice. (2017). Card, David ; Weber, Andrea ; Pei, Zhuan ; Lee, David S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038016.

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16
122016Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects. (2016). Su, Liangjun ; Zhang, Yonghui. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036014.

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14
132003ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION. (2003). White, Halbert ; Kim, Tae-Hwan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(03)17005-3.

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13
142017Identification and Estimation Using a Density Discontinuity Approach. (2017). Jales, Hugo ; Yu, Zhengfei . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003.

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13
152016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation. (2016). delle Monache, Davide ; Venditti, Fabrizio ; Petrella, Ivan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035013.

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12
162017Testing Stability of Regression Discontinuity Models. (2017). Cerulli, Giovanni ; Poulsen, Alexander ; Lewbel, Arthur ; Dong, Yingying. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038013.

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11
172014Assessing Bayesian Model Comparison in Small Samples. (2014). Martinez-Garcia, Enrique ; Wynne, Mark A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034006.

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11
182008Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms. (2008). Kumbhakar, Subal C ; McCloud, Nadine. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(08)23008-2.

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10
192016A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Han, AI ; Yun, Xin ; Wang, Shouyang ; Hong, Yongmiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021.

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10
202014Stable Limit Theory for the Variance Targeting Estimator. (2014). Vaynman, Igor ; Beare, Brendan K. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033018.

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10
212016Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment. (2016). Poncela, Pilar ; Ruiz, Esther. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035010.

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10
222022An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies. (2022). Jimenez, Daniel ; Hartley, Jonathan S ; Rebucci, Alessandro. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532021000043a014.

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9
232017External and Internal Validity of a Geographic Quasi-Experiment Embedded in a Cluster-Randomized Experiment. (2017). Galiani, Sebastian ; Quistorff, Brian ; McEwan, Patrick J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038009.

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9
242016The Impact of Storms on Firm Survival: A Bayesian Spatial Econometric Model for Firm Survival. (2016). Craioveanu, Mihaela ; Terrell, Dek . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037010.

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9
252022Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks. (2022). Ortega, Eva ; Montes-Galdon, Carlos. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532022000044a007.

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9
262016Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach. (2016). Doz, Catherine ; Petronevich, Anna. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035012.

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9
272016Group Interaction in Research and the Use of General Nesting Spatial Models. (2016). Burridge, Peter ; Zigova, Katarina ; Elhorst, Paul J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037016.

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9
282016How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model. (2016). Han, Jaepil ; Sickles, Robin ; Ryu, Deockhyun . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037017.

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8
292017The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable. (2017). Pei, Zhuan ; Shen, YI. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038019.

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8
302023The Econometrics of Oil Market VAR Models. (2023). Zhou, Xiaoqing ; Kilian, Lutz. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532023000045b003.

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8
312014Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2014). Belmonte, Miguel ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034004.

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8
322016Inference in Near-Singular Regression. (2016). PEter, . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036022.

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7
332014Bayesian Selection of Systemic Risk Networks. (2014). Ahelegbey, Daniel Felix ; Giudici, Paolo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034007.

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7
342009Semiparametric estimation of fixed-effects panel data varying coefficient models. (2009). Li, Dingding ; Carroll, Raymond J ; Sun, Yiguo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2009)0000025006.

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7
352014Fixed-smoothing Asymptotics and Asymptotic : F: and : t: Tests in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033002.

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6
362008Instrumental variables estimation of the average treatment effect in the correlated random coefficient model. (2008). Wooldridge, Jeffrey M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(07)00004-7.

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6
372016An Overview of the Factor-augmented Error-Correction Model. (2016). Banerjee, Anindya ; Masten, Igor ; Marcellino, Massimiliano. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001.

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6
382014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests. (2014). Ghysels, Eric ; Miller, Isaac J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033004.

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6
392006Realized Beta: Persistence and Predictability. (2006). Wu, Ginger ; Diebold, Francis X ; Bollerslev, Tim ; Andersen, Torben G. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(05)20020-8.

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6
402016Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches. (2016). Jorg, Breitung ; Sandra, Eickmeier . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035005.

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6
412017Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs: *. (2017). Bartalotti, Otavio ; He, Yang ; Calhoun, Gray. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038018.

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6
422019Flexible Bayesian Quantile Regression in Ordinal Models. (2019). Karnawat, Shubham ; Rahman, Mohammad Arshad. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040b011.

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5
432020Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2020). Pesaran, Hashem M ; Chudik, Alexander ; Mohaddes, Kamiar. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000041005.

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5
442014Limit Theory and Inference About Conditional Distributions. (2014). Tuvaandorj, Purevdorj ; Zinde-Walsh, Victoria. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033012.

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5
452019Estimation and Applications of Quantile Regression for Binary Longitudinal Data. (2019). Vossmeyer, Angela ; Rahman, Mohammad Arshad. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040b009.

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5
462019How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis. (2019). Jacobi, Liana ; Zhu, Dan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040a010.

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5
47Model Averaging Over Nonparametric Estimators. (2016). Henderson, Daniel J ; Parmeter, Christopher F. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036024.

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5
482016Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation. (2016). Fan, Yangin ; Guerre, Emmanuel . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036023.

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4
492019Wild Bootstrap Randomization Inference for Few Treated Clusters. (2019). Webb, Matthew D ; MacKinnon, James G. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320190000039003.

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4
502016Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models. (2016). Yonghong, AN ; Dong, LI ; Cheng, Hsiao . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036011.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013.

Full description at Econpapers || Download paper

34
22003ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION. (2003). White, Halbert ; Kim, Tae-Hwan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(03)17005-3.

Full description at Econpapers || Download paper

12
32022An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies. (2022). Jimenez, Daniel ; Hartley, Jonathan S ; Rebucci, Alessandro. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532021000043a014.

Full description at Econpapers || Download paper

9
42022Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks. (2022). Ortega, Eva ; Montes-Galdon, Carlos. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532022000044a007.

Full description at Econpapers || Download paper

9
52023The Econometrics of Oil Market VAR Models. (2023). Zhou, Xiaoqing ; Kilian, Lutz. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532023000045b003.

Full description at Econpapers || Download paper

8
62009Semiparametric estimation of fixed-effects panel data varying coefficient models. (2009). Li, Dingding ; Carroll, Raymond J ; Sun, Yiguo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2009)0000025006.

Full description at Econpapers || Download paper

6
72006Realized Beta: Persistence and Predictability. (2006). Wu, Ginger ; Diebold, Francis X ; Bollerslev, Tim ; Andersen, Torben G. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(05)20020-8.

Full description at Econpapers || Download paper

6
82016Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Jackson, Laura E ; Owyang, Michael T ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009.

Full description at Econpapers || Download paper

5
92017Identification and Estimation Using a Density Discontinuity Approach. (2017). Jales, Hugo ; Yu, Zhengfei . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003.

Full description at Econpapers || Download paper

5
102008Instrumental variables estimation of the average treatment effect in the correlated random coefficient model. (2008). Wooldridge, Jeffrey M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(07)00004-7.

Full description at Econpapers || Download paper

5
112008Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms. (2008). Kumbhakar, Subal C ; McCloud, Nadine. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(08)23008-2.

Full description at Econpapers || Download paper

5
122016Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003.

Full description at Econpapers || Download paper

4
132017Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete. (2017). Frandsen, Brigham R. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038012.

Full description at Econpapers || Download paper

4
142004INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS. (2004). Yuzefovich, Yevgeny ; Prucha, Ingmar R ; Kelejian, Harry H. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(04)18005-5.

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4
152017The Deterrence Effect of Prison: Dynamic Theory and Evidence: *. (2017). Lee, David S ; McCrary, Justin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005.

Full description at Econpapers || Download paper

3
162016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models. (2016). Agostino, Antonello D ; Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; Dagostino, Antonello . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035014.

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3
172009A nonparametric quantile analysis of growth and governance. (2009). Jacho-Chavez, David T ; Huynh, Kim P. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2009)0000025009.

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3
182016A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Han, AI ; Yun, Xin ; Wang, Shouyang ; Hong, Yongmiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021.

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3
192020Snowball Sampling and Sample Selection in a Social Network. (2020). Chan, Julian Tszkin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000042008.

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2
202012Extending the Hausman Test to Check for the Presence of Outliers. (2012). Verardi, Vincenzo ; Gassner, Marjorie ; Dehon, Catherine. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2012)0000029019.

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2
212016Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation. (2016). Fan, Yangin ; Guerre, Emmanuel . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036023.

Full description at Econpapers || Download paper

2
222004A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL. (2004). Li, Hsi Cheng ; MIRMIRANI, SAM . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(04)19008-7.

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2
232017The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable. (2017). Pei, Zhuan ; Shen, YI. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038019.

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2
242013The Collective Marriage Matching Model: Identification, Estimation, and Testing. (2013). Seitz, Shannon ; Choo, Eugene. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2013)0000032010.

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2
252016An Overview of the Factor-augmented Error-Correction Model. (2016). Banerjee, Anindya ; Masten, Igor ; Marcellino, Massimiliano. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001.

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2
Citing documents used to compute impact factor: 20
YearTitle
2024
2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

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2024Chinese regions participation in global value chains and the associated global transmission of export price and quantity shocks. (2024). Egger, Peter ; Zhao, YU ; Li, Jie. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:2:p:371-393.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:11-:d:1378087.

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2024
2024
2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

Full description at Econpapers || Download Inflation at risk. (2024). Loria, Francesca ; Lopez-Salido, David. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000230.

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2024Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies. (2024). Banerjee, Joshua J. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007478.

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2024A simple model of global fuel consumption. (2024). Ellwanger, Reinhard ; Bilgin, Doga. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007521.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986.

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2024Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. (2024). Moscone, Francesco ; Xia, Yingcun ; Kim, Namhyun ; Wongsa-Art, Pipat. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334.

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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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2023Oil news shocks and the U.S. stock market. (2023). Herrera, Ana María ; Alsalman, Zeina ; Rangaraju, Sandeep Kumar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003894.

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2023Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-03.

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