Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Journal of Business & Economic Statistics / Taylor & Francis Journals

Citation Profile [Updated: 2025-01-21 17:37:07]
5 Years H Index
62
Impact Factor (IF)
1.08
5 Years IF
2.11
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
2009 0 0.48 1.33 0 3 3 31 2 15 0 0 0 2 0.67 0.24
2010 0.67 0.48 1.25 0.67 1 4 37 2 20 3 2 3 2 0 0 0.21
2011 1 0.52 1.16 1 78 82 4256 88 115 4 4 4 4 2 2.3 84 1.08 0.24
2012 2.14 0.52 1.92 2.12 53 135 2862 244 374 79 169 82 174 0 63 1.19 0.22
2013 2.79 0.56 2.67 2.71 44 179 2340 473 852 131 365 135 366 2 0.4 70 1.59 0.24
2014 3.38 0.55 3.19 3.58 58 237 898 741 1609 97 328 179 640 4 0.5 37 0.64 0.23
2015 2.2 0.55 3.07 3.06 48 285 1220 859 2485 102 224 234 717 8 0.9 43 0.9 0.23
2016 1.75 0.52 3.02 2.93 52 337 1471 1006 3502 106 185 281 823 10 1 48 0.92 0.21
2017 1.71 0.54 2.89 2.4 45 382 594 1076 4606 100 171 255 611 11 1 27 0.6 0.22
2018 1.92 0.55 2.93 2.26 60 442 845 1262 5903 97 186 247 558 10 0.8 33 0.55 0.23
2019 1.72 0.56 3.24 2.01 60 502 2769 1600 7530 105 181 263 528 0 150 2.5 0.23
2020 4.73 0.67 3.75 3.54 70 572 741 2122 9677 120 567 265 938 0 70 1 0.32
2021 4.75 0.79 3.53 3.36 76 648 614 2285 11967 130 617 287 964 1 0 73 0.96 0.29
2022 1.75 0.83 2.78 3.03 169 817 468 2275 14242 146 255 311 943 1 0 56 0.33 0.25
2023 1.29 0.82 2.82 2.49 87 904 80 2550 16792 245 317 435 1081 0 12 0.14 0.23
2024 1.08 2.22 2.11 108 1012 29 2246 19038 256 277 462 973 0 31 0.29
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
12019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

1480
22011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

1359
32012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

1043
42013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

549
52011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

546
62016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

414
72019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

Full description at Econpapers || Download paper

400
82011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

371
92011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

358
102013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

263
112012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

244
122013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

236
132012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

224
142011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

217
152013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

Full description at Econpapers || Download paper

212
162015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

204
172012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

184
182015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

Full description at Econpapers || Download paper

178
192015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

Full description at Econpapers || Download paper

170
202012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

Full description at Econpapers || Download paper

166
212012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

Full description at Econpapers || Download paper

164
222011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

Full description at Econpapers || Download paper

163
232016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

Full description at Econpapers || Download paper

134
242013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

Full description at Econpapers || Download paper

123
252013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

Full description at Econpapers || Download paper

110
262019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Pei, Zhuan ; Schwandt, Hannes ; Pischke, Jorn-Steffen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

Full description at Econpapers || Download paper

109
272011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227.

Full description at Econpapers || Download paper

108
282020The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620.

Full description at Econpapers || Download paper

106
292011A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438.

Full description at Econpapers || Download paper

103
302019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

Full description at Econpapers || Download paper

103
312015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

Full description at Econpapers || Download paper

102
322014Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284.

Full description at Econpapers || Download paper

101
332013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

Full description at Econpapers || Download paper

99
342015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

Full description at Econpapers || Download paper

99
352018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

Full description at Econpapers || Download paper

98
362018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

Full description at Econpapers || Download paper

98
372012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

Full description at Econpapers || Download paper

96
382016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

Full description at Econpapers || Download paper

92
392017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

Full description at Econpapers || Download paper

89
402014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

Full description at Econpapers || Download paper

89
412019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Wolf, Michael ; Engle, Robert F. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

Full description at Econpapers || Download paper

87
422017Modeling Dependence in High Dimensions With Factor Copulas. (2017). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154.

Full description at Econpapers || Download paper

86
432018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

Full description at Econpapers || Download paper

85
442014Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68.

Full description at Econpapers || Download paper

85
452021Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods. (2021). Zilberman, Eduardo ; Veiga, Alvaro ; Medeiros, Marcelo C. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119.

Full description at Econpapers || Download paper

84
462011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

Full description at Econpapers || Download paper

82
472014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500.

Full description at Econpapers || Download paper

82
482019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

Full description at Econpapers || Download paper

82
492011Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318.

Full description at Econpapers || Download paper

78
502013A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106.

Full description at Econpapers || Download paper

76
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

555
22012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

263
32011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

196
42013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

166
52019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

Full description at Econpapers || Download paper

134
62016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

121
72011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

79
82021Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods. (2021). Zilberman, Eduardo ; Veiga, Alvaro ; Medeiros, Marcelo C. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119.

Full description at Econpapers || Download paper

51
92020The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620.

Full description at Econpapers || Download paper

49
102011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

48
112011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

44
122015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

Full description at Econpapers || Download paper

41
132015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

40
142019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

Full description at Econpapers || Download paper

39
152012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

38
162012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

38
172013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

38
182019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Wolf, Michael ; Engle, Robert F. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

Full description at Econpapers || Download paper

38
192019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Pei, Zhuan ; Schwandt, Hannes ; Pischke, Jorn-Steffen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

Full description at Econpapers || Download paper

37
202018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

Full description at Econpapers || Download paper

34
212011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

32
222018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

Full description at Econpapers || Download paper

31
232018HAR Inference: Recommendations for Practice Rejoinder. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:574-575.

Full description at Econpapers || Download paper

30
242019Testing for Slope Heterogeneity Bias in Panel Data Models. (2019). Juhl, Ted ; Galvao, Antonio F ; Campello, Murillo. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:4:p:749-760.

Full description at Econpapers || Download paper

29
252017Modeling Dependence in High Dimensions With Factor Copulas. (2017). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154.

Full description at Econpapers || Download paper

29
262020Words are the New Numbers: A Newsy Coincident Index of the Business Cycle. (2020). Thorsrud, Leif. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:2:p:393-409.

Full description at Econpapers || Download paper

29
272015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

Full description at Econpapers || Download paper

27
282022Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates. (2022). Klossner, Stefan ; Kaul, Ashok ; Schieler, Manuel ; Pfeifer, Gregor. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1362-1376.

Full description at Econpapers || Download paper

27
292022The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation. (2022). Reese, Simon ; Juodis, Artras. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1191-1203.

Full description at Econpapers || Download paper

26
302012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

26
312018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

Full description at Econpapers || Download paper

25
322020Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure. (2020). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:1:p:68-79.

Full description at Econpapers || Download paper

24
332016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

Full description at Econpapers || Download paper

23
342013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

Full description at Econpapers || Download paper

23
352015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

Full description at Econpapers || Download paper

23
362016Inference in High-Dimensional Panel Models With an Application to Gun Control. (2016). Chernozhukov, Victor ; Belloni, Alexandre ; Kozbur, Damian ; Hansen, Christian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:590-605.

Full description at Econpapers || Download paper

23
372011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

Full description at Econpapers || Download paper

23
382016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

Full description at Econpapers || Download paper

22
392013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

22
402016Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data. (2016). Fan, Jianqing ; Xiu, Dacheng ; Furger, Alex. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:489-503.

Full description at Econpapers || Download paper

21
412019Changing Macroeconomic Dynamics at the Zero Lower Bound. (2019). Liu, Philip ; Zanetti, Francesco ; Mumtaz, Haroon ; Theodoridis, Konstantinos. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:391-404.

Full description at Econpapers || Download paper

20
422019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

Full description at Econpapers || Download paper

20
432021Wild Bootstrap and Asymptotic Inference With Multiway Clustering. (2021). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:2:p:505-519.

Full description at Econpapers || Download paper

20
442011Adaptive Experimental Design Using the Propensity Score. (2011). Karlan, Dean ; Hirano, Keisuke ; Hahn, Jinyong. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:96-108.

Full description at Econpapers || Download paper

19
452022Machine Learning Time Series Regressions With an Application to Nowcasting. (2022). Ghysels, Eric ; Babii, Andrii ; Striaukas, Jonas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1094-1106.

Full description at Econpapers || Download paper

19
462017Regression Kink With an Unknown Threshold. (2017). Hansen, Bruce E. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:228-240.

Full description at Econpapers || Download paper

19
472016A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion. (2016). Tokpavi, Sessi ; Candelon, Bertrand. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:240-253.

Full description at Econpapers || Download paper

19
482013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

Full description at Econpapers || Download paper

19
492013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

Full description at Econpapers || Download paper

18
502019Sieve Estimation of Time-Varying Panel Data Models With Latent Structures. (2019). Su, Liangjun ; Jin, Sainan ; Wang, Xia. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:334-349.

Full description at Econpapers || Download paper

18
Citing documents used to compute impact factor: 277
YearTitle
2024Heterogeneous Impacts of Trade Shocks on Workers. (2024). Gubler, Matthias ; Saure, Philip ; Erhardt, Katharina ; Egger, Peter H ; Arni, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11041.

Full description at Econpapers || Download paper

2024
2024
2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

Full description at Econpapers || Download paper

2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

Full description at Econpapers || Download paper

2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

Full description at Econpapers || Download paper

2024Counterfactual copula. (2024). Lai, Tsung-Chih ; Su, Jiun-Hua. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003136.

Full description at Econpapers || Download paper

2024Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

Full description at Econpapers || Download paper

2024Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems. (2024). Zhang, Ying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2403.09532.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024
2024
2024Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

Full description at Econpapers || Download paper

2024Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

Full description at Econpapers || Download paper

2024Distributed debiased estimation of high-dimensional partially linear models with jumps. (2024). Liu, Yuan ; Zhang, Yuchun ; Zhao, Yan-Yong ; Ismail, Noriszura. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:191:y:2024:i:c:s0167947323001688.

Full description at Econpapers || Download paper

2024Tests for group-specific heterogeneity in high-dimensional factor models. (2024). Djogbenou, Antoine ; Sufana, Razvan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000799.

Full description at Econpapers || Download paper

2024
2024
2024Fused Extended Two-Way Fixed Effects for Difference-in-Differences with Staggered Adoptions. (2023). Faletto, Gregory. In: Papers. RePEc:arx:papers:2312.05985.

Full description at Econpapers || Download paper

2024Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects. (2024). Kato, Masahiro. In: Papers. RePEc:arx:papers:2403.03240.

Full description at Econpapers || Download paper

2024Comprehensive Causal Machine Learning. (2024). Mareckova, Jana ; Lechner, Michael. In: Papers. RePEc:arx:papers:2405.10198.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024
2024
2024Calibrating doubly-robust estimators with unbalanced treatment assignment. (2024). Ballinari, Daniele. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003227.

Full description at Econpapers || Download paper

2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

Full description at Econpapers || Download paper

2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

Full description at Econpapers || Download paper

2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

Full description at Econpapers || Download paper

2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

Full description at Econpapers || Download paper

2024
2024Power enhancement for testing multi-factor asset pricing models via Fisher’s method. (2024). Xue, Lingzhou ; Yao, Jiawei ; Yu, Xiufan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001525.

Full description at Econpapers || Download paper

2024
2024
2024
2024HOUSEHOLD INVENTORY, TEMPORARY SALES, PRICE INDICES. (2024). Ueda, Kozo ; Watanabe, Kota. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:1:p:217-251.

Full description at Econpapers || Download paper

2024A post-screening diagnostic study for ultrahigh dimensional data. (2024). Zhu, Liping ; Zhou, Yeqing ; Zhang, Yaowu. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001877.

Full description at Econpapers || Download paper

2024A Multi-Kink quantile regression model with common structure for panel data analysis. (2024). Zhong, Wei ; Zhang, Wenyang ; Wan, Chuang ; Sun, Yan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001178.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024
2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465.

Full description at Econpapers || Download paper

2024
2024
2024Modeling citation concentration through a mixture of Leimkuhler curves. (2024). Dorta-Gonzalez, Pablo ; Gomez-Deniz, Emilio. In: Journal of Informetrics. RePEc:eee:infome:v:18:y:2024:i:2:s1751157724000324.

Full description at Econpapers || Download paper

2024What makes econometric ideas popular: The role of connectivity. (2024). Mignon, Valérie ; Candelon, Bertrand ; Joets, Marc. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:7:s004873332400074x.

Full description at Econpapers || Download paper

2024Applications of dual regularized Laplacian matrix for community detection. (2024). Qing, Huan ; Wang, Jingli. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:18:y:2024:i:4:d:10.1007_s11634-023-00565-3.

Full description at Econpapers || Download paper

2024
2024An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations. (2022). Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2211.12376.

Full description at Econpapers || Download paper

2024DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R. (2021). Spindler, Martin ; Kurz, Malte S ; Chernozhukov, Victor ; Bach, Philipp. In: Papers. RePEc:arx:papers:2103.09603.

Full description at Econpapers || Download paper

2024Identifying Causal Effects of Nonbinary, Ordered Treatments using Multiple Instrumental Variables. (2023). Van, Nadja. In: Papers. RePEc:arx:papers:2311.17575.

Full description at Econpapers || Download paper

2024
2024
2024
2024Social restrictions, leisure and well-being. (2024). Sevilla, Almudena ; Tonei, Valentina ; Foliano, Francesca. In: Labour Economics. RePEc:eee:labeco:v:87:y:2024:i:c:s0927537123001604.

Full description at Econpapers || Download paper

2024
2024Panel quantile regression for extreme risk. (2024). Zhou, Yinggang ; Peng, Liang ; Leng, Xuan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000204.

Full description at Econpapers || Download paper

2024Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564.

Full description at Econpapers || Download paper

2024
2024
2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

Full description at Econpapers || Download paper

2024
2024
2024Estimating Causal Effects with Double Machine Learning -- A Method Evaluation. (2024). Papies, Dominik ; Berens, Philipp ; Fuhr, Jonathan. In: Papers. RePEc:arx:papers:2403.14385.

Full description at Econpapers || Download paper

2024
2024
2024Can official development assistance promote renewable energy in sub-Saharan Africa countries? A matter of institutional transparency of recipient countries. (2024). Li, Rongrong ; Wang, Qiang ; Guo, Jiaqi. In: Energy Policy. RePEc:eee:enepol:v:186:y:2024:i:c:s0301421524000193.

Full description at Econpapers || Download paper

2024
2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

Full description at Econpapers || Download paper

2024Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

Full description at Econpapers || Download paper

2024Forecasted Treatment Effects. (2023). Weidner, Martin ; Giacomini, Raffaella ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2309.05639.

Full description at Econpapers || Download paper

2024
2024Democracy Doesn’t Always Happen Over Night: Regime Change in Stages and Economic Growth. (2024). Eberhardt, Markus ; Boese-Schlosser, Vanessa. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:295128.

Full description at Econpapers || Download paper

2024
2024More money, more effect? Employment effects of job search programs in Veneto. (2024). Junquera, Alvaro F. In: SocArXiv. RePEc:osf:socarx:rjshu.

Full description at Econpapers || Download paper

2024Keeping refugee children in school and out of work: Evidence from the worlds largest humanitarian cash transfer program. (2024). Koyuncu, Murat ; Kırdar, Murat ; Aygun, Aysun Hizirolu ; Stoeffler, Quentin. In: Journal of Development Economics. RePEc:eee:deveco:v:168:y:2024:i:c:s0304387824000154.

Full description at Econpapers || Download paper

2024The effect of required minimum distributions on intergenerational transfers. (2024). Leganza, Jonathan M. In: Journal of Public Economics. RePEc:eee:pubeco:v:232:y:2024:i:c:s0047272724000276.

Full description at Econpapers || Download paper

2024
2024On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs. (2024). Okamoto, Yuta ; Ozaki, Yuuki. In: Papers. RePEc:arx:papers:2412.04265.

Full description at Econpapers || Download paper

2024
2024Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

Full description at Econpapers || Download paper

2024Blended identification in structural VARs. (2024). Marcellino, Massimiliano ; Carriero, Andrea ; Tornese, Tommaso. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345.

Full description at Econpapers || Download paper

2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103.

Full description at Econpapers || Download paper

2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06.

Full description at Econpapers || Download paper

2024Aversion and ambiguity: On the robustness of the macroeconomic uncertainty measure framework. (2024). Hajek, Petr ; Sharif, Taimur ; Bouteska, Ahmed ; Abedin, Mohammad Zoynul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001367.

Full description at Econpapers || Download paper

2024
2024
2024
2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2024
2024
2024A Strategic Model of Software Dependency Networks. (2024). Schweinberger, Michael ; Mele, Angelo ; Georg, Co-Pierre ; Fritz, Cornelius. In: Papers. RePEc:arx:papers:2402.13375.

Full description at Econpapers || Download paper

2024
2024
2024Why Dont Jobseekers Search More? Barriers and Returns to Search on a Job Matching Platform. (2024). Field, Erica ; Subramanian, Nivedhitha ; Garlick, Robert ; Vyborny, Kate. In: IZA Discussion Papers. RePEc:iza:izadps:dp17520.

Full description at Econpapers || Download paper

2024Estimation for conditional moment models based on martingale difference divergence. (2024). Jiang, Feiyu ; Song, Kunyang ; Zhu, KE. In: Papers. RePEc:arx:papers:2404.11092.

Full description at Econpapers || Download paper

2024
2024
2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Ming, Che ; Zixiang, Zhu ; Yujia, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

Full description at Econpapers || Download paper

2024
2024
2024Distributed estimation and inference for spatial autoregression model with large scale networks. (2024). Zhu, Xuening ; Li, Zhe ; Ren, Yimeng ; Wang, Hansheng ; Gao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003457.

Full description at Econpapers || Download paper

2024Generalized latent space model for one-mode networks with awareness of two-mode networks. (2024). Qin, Ruixuan ; Pu, Dan ; Fang, Kuangnan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:193:y:2024:i:c:s0167947323002268.

Full description at Econpapers || Download paper

2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

Full description at Econpapers || Download paper

2024
2024
2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

Full description at Econpapers || Download paper

2024
2024
2024Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax. (2024). Sun, Tao. In: Papers. RePEc:arx:papers:2412.05794.

Full description at Econpapers || Download paper

2024
2024Partial Identification of Marginal Treatment Effects with Discrete Instruments and Misreported Treatment*. (2024). Acerenza, Santiago. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:74-100.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024
2024
2024Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects. (2024). Wei, Chuanhua ; Su, Yunan ; Tian, Lingling. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01607-4.

Full description at Econpapers || Download paper

2024Estimating Heterogeneous Effects: Applications to Labor Economics. (2024). Denis, Angela ; Bonhomme, Stephane. In: Papers. RePEc:arx:papers:2404.01495.

Full description at Econpapers || Download paper

2024
2024Invalid proxies and volatility changes. (2024). Fanelli, Luca ; Neri, Luca ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2403.08753.

Full description at Econpapers || Download paper

2024Invalid proxies and volatility changes. (2024). Fanelli, Luca ; Neri, Luca ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1193.

Full description at Econpapers || Download paper

2024An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

Full description at Econpapers || Download paper

2024
2024Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024Tail mean-variance portfolio selection with estimation risk. (2024). Weng, Chengguo ; Wei, Pengyu ; Huang, Zhenzhen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234.

Full description at Econpapers || Download paper

2024Shrinkage and thresholding approaches for expected utility portfolios: An analysis in terms of predictive ability. (2024). Jain, Shashi ; Dutta, Sumanjay. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004562.

Full description at Econpapers || Download paper

2024
2024Evaluating SoJump.com as a tool for online behavioral research in China. (2024). Seow, Wei Jie ; Lim, Noah ; Ang, Lina ; del Ponte, Alessandro. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000200.

Full description at Econpapers || Download paper

2024
2024
2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

Full description at Econpapers || Download paper

2024
2024
2024
2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

Full description at Econpapers || Download paper

2024Subjective–Objective Method of Maximizing the Average Variance Extracted From Sub-indicators in Composite Indicators. (2024). Ekel, Petr Iakovlevitch ; Gomes, Douglas Alexandre ; Alvez, Alexandre Magno ; Librio, Matheus Pereira. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:175:y:2024:i:2:d:10.1007_s11205-024-03385-w.

Full description at Econpapers || Download paper

2024Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

Full description at Econpapers || Download paper

2024
2024
2024.

Full description at Econpapers || Download paper

2024FDR control for linear log-contrast models with high-dimensional compositional covariates. (2024). Yuan, Panxu ; Li, Gaorong ; Jin, Changhan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:197:y:2024:i:c:s0167947324000574.

Full description at Econpapers || Download paper

2024Selective Reviews of Bandit Problems in AI via a Statistical View. (2024). Zhou, Pengjie ; Zhang, Huiming ; Wei, Haoyu. In: Papers. RePEc:arx:papers:2412.02251.

Full description at Econpapers || Download paper

2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

Full description at Econpapers || Download paper

2024
2024Inference for Two-Stage Extremum Estimators. (2024). Maoude, Abdoul Haki ; Houndetoungan, Aristide. In: THEMA Working Papers. RePEc:ema:worpap:2024-01.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024
2024
2024Crypto news and policy innovations: Are European markets affected?. (2024). Bellia, Mario ; di Girolamo, Francesca ; Rho, Caterina ; Barbaglia, Luca. In: Working Papers. RePEc:jrs:wpaper:202407.

Full description at Econpapers || Download paper

2024Corporate Green Pledges. (2024). Bauer, Michael D ; Wilms, Ole ; Renkel, Marlene ; Offner, Eric ; Huber, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11507.

Full description at Econpapers || Download paper

2024Corporate Green Pledges. (2024). Wilms, Ole ; Renkel, Marlene ; Offner, Eric ; Huber, Daniel ; Bauer, Michael D. In: Working Paper Series. RePEc:fip:fedfwp:99236.

Full description at Econpapers || Download paper

2024Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics. (2024). Thlissaint, Josu. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-14.

Full description at Econpapers || Download paper

2024Corporate green pledges. (2024). Huber, Daniel ; Bauer, Michael ; Renkel, Marlene ; Offner, Eric ; Wilms, Ole. In: IMFS Working Paper Series. RePEc:zbw:imfswp:306828.

Full description at Econpapers || Download paper

2024
2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Lecourt, Christelle ; Siagh, Souhila. In: Post-Print. RePEc:hal:journl:hal-04742966.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024
2024Market price determination: Interpreting quote order imbalance under zero-profit equilibrium. (2024). Long, Xingchen ; Wu, Liang ; Yan, Jingzhou. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000646.

Full description at Econpapers || Download paper

2024Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity. (2023). Zhang, Boyuan ; Schorfheide, Frank ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:2310.13785.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024
2024Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

Full description at Econpapers || Download paper

2024
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.

Full description at Econpapers || Download paper

2024Teacher value-added and the test score gender gap. (2024). Rau, Tomás ; Poblete, Sebastian ; Garcia-Echalar, Andres. In: Labour Economics. RePEc:eee:labeco:v:89:y:2024:i:c:s0927537124000836.

Full description at Econpapers || Download paper

2024
2024
2024Do Survey Data Help Identify Supply and Demand Shocks in Sign-restricted SVARs?. (2024). Salzmann, Leonard. In: EconStor Preprints. RePEc:zbw:esprep:289576.

Full description at Econpapers || Download paper

2024Global supply chain inflationary pressures and monetary policy in Mexico. (2024). Ventosa-Santaulària, Daniel ; Hernandez, Juan ; Valencia, Eduardo J ; Ventosa-Santaularia, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000948.

Full description at Econpapers || Download paper

2024
2024Tuning parameter selection in econometrics. (2024). Chetverikov, Denis. In: Papers. RePEc:arx:papers:2405.03021.

Full description at Econpapers || Download paper

2024
2024Simultaneous inference and uniform test for eigensystems of functional data. (2024). Hu, Qirui ; Cai, Leheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:192:y:2024:i:c:s0167947323002116.

Full description at Econpapers || Download paper

2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

Full description at Econpapers || Download paper

2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

Full description at Econpapers || Download paper

2024Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148.

Full description at Econpapers || Download paper

2024
2024Measuring the Race, Ethnic, and Gender Composition of Company Workforces Using LinkedIn Data. (2024). Neumark, David ; Maloney, Elizabeth ; Berry, Alexander. In: NBER Chapters. RePEc:nbr:nberch:14962.

Full description at Econpapers || Download paper

2024
2024
2024Locally robust semiparametric estimation of sample selection models without exclusion restrictions. (2024). Pan, Zhewen ; Zhang, Yifan. In: Papers. RePEc:arx:papers:2412.01208.

Full description at Econpapers || Download paper

2024
2024Assessing natural resources, rebounding trends, digital economic structure and green recovery dynamics in China. (2024). Xie, Yuan ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011935.

Full description at Econpapers || Download paper

2024
2024
2024Treatment Effect Estimators as Weighted Outcomes. (2024). Knaus, Michael. In: Papers. RePEc:arx:papers:2411.11559.

Full description at Econpapers || Download paper

2024Treatment Evaluation at the Intensive and Extensive Margins. (2024). Veliyev, Bezirgen ; Kaufmann, Asbjorn ; Heiler, Phillip. In: Papers. RePEc:arx:papers:2412.11179.

Full description at Econpapers || Download paper

2024
2024
2024Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639.

Full description at Econpapers || Download paper

2024
2024DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling. (2023). Kohn, Robert ; Gerlach, Richard ; Wang, Chao ; Tran, Minh-Ngoc ; Liu, Chen. In: Papers. RePEc:arx:papers:2309.02072.

Full description at Econpapers || Download paper

2024Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity. (2024). Zhu, Qianqian ; Li, Wenyu ; Feng, Xingdong. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002750.

Full description at Econpapers || Download paper

2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

Full description at Econpapers || Download paper

2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

Full description at Econpapers || Download paper

2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

Full description at Econpapers || Download paper

2024Stock returns and monetary policy stance. (2024). So, Inhwan ; Jang, Bosung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:851-869.

Full description at Econpapers || Download paper

2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

Full description at Econpapers || Download paper

2024
2024Nonparametric estimation for high-frequency data incorporating trading information. (2024). Wang, Jiandong ; Hu, Jie ; Cui, Wenhao. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000368.

Full description at Econpapers || Download paper

2024Bellman filtering and smoothing for state–space models. (2024). Lange, Rutger-Jan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003482.

Full description at Econpapers || Download paper

2024Doubly multiplicative error models with long- and short-run components. (2024). Gallo, Giampiero ; Amendola, Alessandra ; Cipollini, F ; Candila, V. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002768.

Full description at Econpapers || Download paper

2024A stochastic volatility model for volatility asymmetry and propagation. (2024). Lopes, Maria Helena ; Romero, Eva ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43887.

Full description at Econpapers || Download paper

2024State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442.

Full description at Econpapers || Download paper

2024Economic incentives surrounding fertility: Evidence from Alaska’s permanent fund dividend. (2024). Kelly, Inas Rashad ; Timilsina, Laxman ; Yonzan, Nishant. In: Economics & Human Biology. RePEc:eee:ehbiol:v:52:y:2024:i:c:s1570677x23001156.

Full description at Econpapers || Download paper

2024Banks and the Economy: Evidence from the Irish Bank Strike of 1966. (2024). Lennard, Jason ; Horgan, Emma ; Kenny, Sean. In: Lund Papers in Economic History. RePEc:hhs:luekhi:0256.

Full description at Econpapers || Download paper

2024
2024.

Full description at Econpapers || Download paper

2024
2024The effect of cap-and-trade on sectoral emissions: Evidence from California. (2024). Kramer, Niklas ; Lessmann, Christian. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000867.

Full description at Econpapers || Download paper

2024
2024
2024
2024Using synthetic control method to estimate the growth effects of economic liberalisation: Evidence from transition economies. (2024). Spruk, Rok ; Kantorowicz, Jaroslaw. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2332-2360.

Full description at Econpapers || Download paper

2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

Full description at Econpapers || Download paper

2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

Full description at Econpapers || Download paper

2024Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

Full description at Econpapers || Download paper

2024Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions. (2024). Sorensen, Jesper Riis-Vestergaard ; Pedersen, Rasmus Sondergaard ; Kock, Anders Bredahl. In: Papers. RePEc:arx:papers:2403.06657.

Full description at Econpapers || Download paper

2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

Full description at Econpapers || Download paper

2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

Full description at Econpapers || Download paper

2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

Full description at Econpapers || Download paper

2024Hierarchical false discovery rate control for high-dimensional survival analysis with interactions. (2024). Ma, Shuangge ; Zhang, Qingzhao ; Liang, Weijuan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:192:y:2024:i:c:s0167947323002177.

Full description at Econpapers || Download paper

2024
2024
2024Does energy technology R&D save energy in OECD countries?. (2024). Wang, Zijian ; Ikegami, Masako. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09588-y.

Full description at Econpapers || Download paper

2024
2024.

Full description at Econpapers || Download paper

2024Exploring the dynamics: Biodiversity impacts of natural resource extraction with moderating influence of FinTech for sustainable practices in resource-rich nations. (2024). Chan, Ling-Foon ; Arshed, Noman ; Iqbal, Mubasher. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003003.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024
2024
2024
2024
2024
2024How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test. (2024). Pesaran, Hashem M ; Xie, Yimeng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11470.

Full description at Econpapers || Download paper

2024Macroprudential policies, capital controls, and income inequality. (2024). You, YU ; Hu, Xiaoying ; Huang, Zongye. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:4:p:1824-1867.

Full description at Econpapers || Download paper

2024
2024
2024
2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202420.

Full description at Econpapers || Download paper

2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

Full description at Econpapers || Download paper

2024
2024
2024Mahalanobis balancing: A multivariate perspective on approximate covariate balancing. (2024). Yan, Ying ; Dai, Yimin. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1450-1471.

Full description at Econpapers || Download paper

2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024Handling Distinct Correlated Effects with CCE. (2024). de Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194.

Full description at Econpapers || Download paper

2024International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

Full description at Econpapers || Download paper

2024Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

Full description at Econpapers || Download paper

2024
2024
Recent citations
Recent citations received in 2024
YearCiting document
2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

Full description at Econpapers || Download paper

2024Dynamic Local Average Treatment Effects. (2024). Syrgkanis, Vasilis ; Sojitra, Ravi B. In: Papers. RePEc:arx:papers:2405.01463.

Full description at Econpapers || Download paper

2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024
2024
2024
2024
2024Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

Full description at Econpapers || Download paper

2024Locally robust semiparametric estimation of sample selection models without exclusion restrictions. (2024). Pan, Zhewen ; Zhang, Yifan. In: Papers. RePEc:arx:papers:2412.01208.

Full description at Econpapers || Download paper

2024A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

Full description at Econpapers || Download paper

2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649.

Full description at Econpapers || Download paper

2024Conditions for extrapolating differences in consumption to differences in welfare. (2024). Kaplan, David ; Zhao, Wei. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1090-1104.

Full description at Econpapers || Download paper

2024
2024
2024Comparing and quantifying tail dependence. (2024). Siburg, Karl Friedrich ; Weiss, Gregor ; Strothmann, Christopher. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:95-103.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Who Cares about Investing Responsibly? Attitudes and Financial Decisions. (2024). Taylor, Karl ; Montagnoli, Alberto. In: IZA Discussion Papers. RePEc:iza:izadps:dp16952.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024
2024
2024
2024Long-term effects of the targeting the ultra-poor program: A reproducibility and replicability assessment of Banerjee et al. (2021). (2024). Peters, Jörg ; Ankel-Peters, Jrg ; Neubauer, Florian ; Rose, Julian. In: Ruhr Economic Papers. RePEc:zbw:rwirep:306837.

Full description at Econpapers || Download paper

Recent citations received in 2023
YearCiting document
2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

Full description at Econpapers || Download paper

2023Occasionally Misspecified. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2312.05342.

Full description at Econpapers || Download paper

2023Estimation and inference in factor copula models with exogenous covariates. (2023). Wied, Dominik ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1500-1521.

Full description at Econpapers || Download paper

2023Stable outcomes and information in games: An empirical framework. (2023). Koh, Paul S. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002154.

Full description at Econpapers || Download paper

2023Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment. (2023). Fan, Caiyun ; Xu, Yixiong ; Zhang, Feipeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300368x.

Full description at Econpapers || Download paper

2023Are gross financial inflows expansionary or contractionary? Evidence from emerging economies. (2023). Garg, Bhavesh ; Sahoo, Pravakar. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007018.

Full description at Econpapers || Download paper

2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

Full description at Econpapers || Download paper

2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Jeribi, Ahmed ; Karamti, Chiraz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

Full description at Econpapers || Download paper

2023
2023Inference for extremal regression with dependent heavy-tailed data. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles Claude ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04554050.

Full description at Econpapers || Download paper

2023The conditional mode in parametric frontier models. (2023). Jung, Hyunseok ; Horrace, William C ; Yang, YI. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00699-8.

Full description at Econpapers || Download paper

2023Environmental data science: Part 2. (2023). Zammitmangion, Andrew ; Newlands, Nathaniel K ; Burr, Wesley S. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:2:n:e2788.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document
2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

Full description at Econpapers || Download paper

2022The Coevolution of Policy Support and Farmers Behaviour. An investigation on Italian agriculture over the 2008-2019 period.. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:464.

Full description at Econpapers || Download paper

2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

Full description at Econpapers || Download paper

2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532.

Full description at Econpapers || Download paper

2022Two is better than one: Regularized shrinkage of large minimum variance portfolio. (2022). Parolya, Nestor ; Thors, Erik ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2202.06666.

Full description at Econpapers || Download paper

2022Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695.

Full description at Econpapers || Download paper

2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03285.

Full description at Econpapers || Download paper

2022Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042.

Full description at Econpapers || Download paper

2022Asymptotic Properties of the Synthetic Control Method. (2022). Zhang, Xinyu ; Wang, Wendun. In: Papers. RePEc:arx:papers:2211.12095.

Full description at Econpapers || Download paper

2022Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions. (2022). Hoshino, Takahiro ; Shinoda, Kazuhiko. In: Papers. RePEc:arx:papers:2212.13145.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Myth or measurement: What does the new minimum wage research say about minimum wages and job loss in the United States?. (2022). Shirley, Peter ; Neumark, David. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:61:y:2022:i:4:p:384-417.

Full description at Econpapers || Download paper

2022The impact of sports stadiums on localized commercial activity: Evidence from a Business Improvement District. (2022). Bradbury, John Charles. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:1:p:194-217.

Full description at Econpapers || Download paper

2022What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. (2022). Tkatchenko, Alexandre ; Gentile, Niccolo ; D'Ambrosio, Conchita ; Clark, Andrew E. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1853.

Full description at Econpapers || Download paper

2022Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment. (2022). Uysal, Selver ; Wooldridge, Jeffrey M ; Sloczynski, Tymon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10105.

Full description at Econpapers || Download paper

2022Job Satisfaction and Trade Union Membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9868.

Full description at Econpapers || Download paper

2022The boosted HP filter is more general than you might think. (2022). , Peter ; PEter, ; Shi, Zhentao ; Mei, Ziwei. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348.

Full description at Econpapers || Download paper

2022Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350.

Full description at Econpapers || Download paper

2022Increased panel height enhances cooling for photovoltaic solar farms. (2022). Ali, Naseem ; Viggiano, Bianca ; Smith, Sarah E ; Cal, Raul Bayoan ; Calaf, Marc ; Obligado, Martin ; Silverman, Timothy J. In: Applied Energy. RePEc:eee:appene:v:325:y:2022:i:c:s030626192201090x.

Full description at Econpapers || Download paper

2022Asymptotic covariance estimation by Gaussian random perturbation. (2022). Wang, Hansheng ; Lan, Wei ; Zhou, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:171:y:2022:i:c:s0167947322000391.

Full description at Econpapers || Download paper

2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

Full description at Econpapers || Download paper

2022God did not save the kings: Environmental consequences of the 1982 Falklands War. (2022). Pietri, Antoine ; Panel, Sophie. In: Ecological Economics. RePEc:eee:ecolec:v:201:y:2022:i:c:s0921800922002427.

Full description at Econpapers || Download paper

2022Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: A reparameterized approach. (2022). Han, Xiaoyi ; Zhu, Yanli ; Cai, Zhengzheng. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002361.

Full description at Econpapers || Download paper

2022Democracy, growth, heterogeneity, and robustness. (2022). Eberhardt, Markus. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122000976.

Full description at Econpapers || Download paper

2022The impact on domestic CO2 emissions of domestic government-funded clean energy R&D and of spillovers from foreign government-funded clean energy R&D. (2022). Herzer, Dierk. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003512.

Full description at Econpapers || Download paper

2022Join the club! Dynamics of global ESG indices convergence. (2022). Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099.

Full description at Econpapers || Download paper

2022Forecasting tail risk for Bitcoin: A dynamic peak over threshold approach. (2022). Tan, Changchun ; Yang, Luyao ; Ke, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003129.

Full description at Econpapers || Download paper

2022Frequency-severity experience rating based on latent Markovian risk profiles. (2022). Verschuren, Robert Matthijs. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:379-392.

Full description at Econpapers || Download paper

2022Looking from Gross Domestic Income: Alternative view of Japan’s economy. (2022). Sekine, Toshitaka. In: Japan and the World Economy. RePEc:eee:japwor:v:64:y:2022:i:c:s0922142522000445.

Full description at Econpapers || Download paper

2022Robust Ranking of Happiness Outcomes: A Median Regression Perspective. (2022). Srisuma, Sorawoot ; Powdthavee, Nattavudh ; Oparina, Ekaterina ; Chen, Le-Yu. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:672-686.

Full description at Econpapers || Download paper

2022Quantifying the impact of the Tokyo Olympics on COVID-19 cases using synthetic control methods. (2022). Fujii, Takao ; Esaka, Taro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:66:y:2022:i:c:s0889158322000375.

Full description at Econpapers || Download paper

2022Job satisfaction and trade union membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: Labour Economics. RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001282.

Full description at Econpapers || Download paper

2022
2022What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. (2022). Tkatchenko, Alexandre ; Gentile, Niccolo ; D'Ambrosio, Conchita. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117887.

Full description at Econpapers || Download paper

2022Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy. (2022). Valls Pereira, Pedro ; Mendonça, Diogo ; de Prince, Diogo ; Maral, Emerson Fernandes ; FernandesMaral, Emerson . In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662.

Full description at Econpapers || Download paper

2022Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression. (2022). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:4-:d:1008576.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015.

Full description at Econpapers || Download paper

2022Job Satisfaction and Trade Union Membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: IZA Discussion Papers. RePEc:iza:izadps:dp15459.

Full description at Econpapers || Download paper

2022Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments. (2022). Knaus, Michael C ; Heiler, Phillip. In: IZA Discussion Papers. RePEc:iza:izadps:dp15580.

Full description at Econpapers || Download paper

2022Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment. (2022). Uysal, Selver ; Wooldridge, Jeffrey M ; Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp15727.

Full description at Econpapers || Download paper

2022The causal effects of the darker side of financial development. (2022). Eberhardt, Markus ; Desbordes, Rodolphe ; Cho, Rachel. In: Discussion Papers. RePEc:not:notgep:2022-04.

Full description at Econpapers || Download paper

2022Multilateral index number methods for Consumer Price Statistics. (2022). O'Connell, Martin ; Levell, Peter ; Fox, Kevin J. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-08.

Full description at Econpapers || Download paper

2022Systemic Discrimination Among Large U.S. Employers*. (2022). Walters, Christopher R ; Rose, Evan K ; Kline, Patrick. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2022:i:4:p:1963-2036..

Full description at Econpapers || Download paper

2022A method for evaluating the rank condition for CCE estimators. (2022). Sarafidis, Vasilis ; Everaert, Gerdie ; de Vos, Ignace. In: MPRA Paper. RePEc:pra:mprapa:112305.

Full description at Econpapers || Download paper

2022Apalancamiento, ciclo financiero y económico. (2022). Valdivia, Joab Dan. In: MPRA Paper. RePEc:pra:mprapa:116849.

Full description at Econpapers || Download paper

2022The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions. (2022). Read, Matthew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2022-04.

Full description at Econpapers || Download paper

2022On a bivariate copula for modeling negative dependence: application to New York air quality data. (2022). Finkelstein, Maxim ; Bhuyan, Prajamitra ; Ghosh, Shyamal. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:5:d:10.1007_s10260-022-00636-3.

Full description at Econpapers || Download paper

2022Extreme Value Inference for General Heterogeneous Data. (2022). Einmahl, John ; He, Y. In: Discussion Paper. RePEc:tiu:tiucen:fd8dd91c-086f-40e6-ac29-3785bd0b56cd.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2021
YearCiting document
2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

Full description at Econpapers || Download paper

2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

Full description at Econpapers || Download paper

2021A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278.

Full description at Econpapers || Download paper

2021Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network. (2020). Wang, Guanyi ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2012.04055.

Full description at Econpapers || Download paper

2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

Full description at Econpapers || Download paper

2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

Full description at Econpapers || Download paper

2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Zheng ; Linton, Oliver ; Huang, Wei. In: Papers. RePEc:arx:papers:2102.08063.

Full description at Econpapers || Download paper

2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

Full description at Econpapers || Download paper

2021Extremal points of Lorenz curves and applications to inequality analysis. (2021). Mora-Corral, Carlos ; Javier, ; Ba, Amparo. In: Papers. RePEc:arx:papers:2103.03286.

Full description at Econpapers || Download paper

2021Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles. (2021). Wuthrich, M V ; Tsanakas, T ; Richman, R ; Merz, M. In: Papers. RePEc:arx:papers:2103.11706.

Full description at Econpapers || Download paper

2021Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs. (2021). Boulet, Lucien. In: Papers. RePEc:arx:papers:2109.01044.

Full description at Econpapers || Download paper

2021Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718.

Full description at Econpapers || Download paper

2021High-dimensional Portfolio Optimization using Joint Shrinkage. (2021). Banerjee, Sayantan ; Burman, Anik. In: Papers. RePEc:arx:papers:2109.13633.

Full description at Econpapers || Download paper

2021Interactive Effects Panel Data Models with General Factors and Regressors. (2021). Peng, Bin ; Yang, Yanrong ; Westerlund, Joakim ; Su, Liangjun. In: Papers. RePEc:arx:papers:2111.11506.

Full description at Econpapers || Download paper

2021Simple Alternatives to the Common Correlated Effects Model. (2021). Brown, Nicholas ; Wooldridge, Jeffrey M ; Schmidt, Peter. In: Papers. RePEc:arx:papers:2112.01486.

Full description at Econpapers || Download paper

2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

Full description at Econpapers || Download paper

2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

Full description at Econpapers || Download paper

2021Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

Full description at Econpapers || Download paper

2021What does machine learning say about the drivers of inflation?. (2021). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:980.

Full description at Econpapers || Download paper

2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

Full description at Econpapers || Download paper

2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06.

Full description at Econpapers || Download paper

2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Z ; Linton, O ; Huang, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2113.

Full description at Econpapers || Download paper

2021Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05.

Full description at Econpapers || Download paper

2021Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2021). Qureshi, Shafiullah ; Chu, BA. In: Carleton Economic Papers. RePEc:car:carecp:21-12.

Full description at Econpapers || Download paper

2021Multiway empirical likelihood. (2021). Chiang, Harold D ; Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:617.

Full description at Econpapers || Download paper

2021Conditional Quantile Estimators: A Small Sample Theory. (2021). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Gafarov, Bulat ; Franguridi, Grigory. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9046.

Full description at Econpapers || Download paper

2021Horizon-K Farsightedness in Criminal Networks. (2021). Vannetelbosch, Vincent ; Mauleon, Ana ; Herings, Jean-Jacques. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2021004.

Full description at Econpapers || Download paper

2021Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models. (2021). Vogler, Arne ; Beran, Philip. In: EWL Working Papers. RePEc:dui:wpaper:2102.

Full description at Econpapers || Download paper

2021The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

Full description at Econpapers || Download paper

2021Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

Full description at Econpapers || Download paper

2021Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions. (2021). Yamagata, Takashi ; Tarui, Nori ; Smith, Vanessa L. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s014098832100075x.

Full description at Econpapers || Download paper

2021The interplay between oil and food commodity prices: Has it changed over time?. (2021). Van der Veken, Wouter ; Peersman, Gert ; Ruth, Sebastian K. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001203.

Full description at Econpapers || Download paper

2021Mixed random forest, cointegration, and forecasting gasoline prices. (2021). Wang, Dandan ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1442-1462.

Full description at Econpapers || Download paper

2021Dowries, resource allocation, and poverty. (2021). Keskar, Ajinkya ; Calvi, Rossella. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:268-303.

Full description at Econpapers || Download paper

2021Leaders in juvenile crime. (2021). Zenou, Yves ; Verdier, Thierry ; Patacchini, Eleonora ; Diaz, Carlos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:638-667.

Full description at Econpapers || Download paper

2021Consumer willingness to pay for bio-based products: Do certifications matter?. (2021). Morone, Andrea ; Caferra, Rocco ; Imbert, Enrica ; Falcone, Pasquale Marcello ; D'Adamo, Idiano. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321002243.

Full description at Econpapers || Download paper

2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian ; Berisha, Edmond. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

Full description at Econpapers || Download paper

2021A Starting Note: A Historical Perspective in Lasso. (2021). Caner, Mehmet. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:1-3.

Full description at Econpapers || Download paper

2021Inflation and Inflation Uncertainty in Growth Model of Barro: An Application of Random Forest Method. (2021). Senoussi, Houcine. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:4-23.

Full description at Econpapers || Download paper

2021Explaining Machine Learning by Bootstrapping Partial Dependence Functions and Shapley Values. (2021). Palmer, Nathan ; Gupton, Greg ; Cook, Thomas ; Modig, Zach. In: Research Working Paper. RePEc:fip:fedkrw:93596.

Full description at Econpapers || Download paper

2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

Full description at Econpapers || Download paper

2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

Full description at Econpapers || Download paper

2021Horizon- K Farsightedness in Criminal Networks. (2021). Vannetelbosch, Vincent ; Herings, P. Jean-Jacques ; Mauleon, Ana. In: Games. RePEc:gam:jgames:v:12:y:2021:i:3:p:56-:d:588876.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011.

Full description at Econpapers || Download paper

2021Preferences and Covid-19 Vaccination Intentions. (2021). Langot, Francois ; Blondel, Serge ; Sicsic, Jonathan ; Mueller, Judith. In: Working Papers. RePEc:hal:wpaper:hal-03381425.

Full description at Econpapers || Download paper

2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_008.

Full description at Econpapers || Download paper

2021Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors. (2021). Stauskas, Ovidijus. In: Working Papers. RePEc:hhs:lunewp:2021_009.

Full description at Econpapers || Download paper

More than 50 citations. List broken...