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Roy van der Weide

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Milanovic,Branko L. & Van Der Weide,Roy & Milanovic,Branko L. & Van Der Weide,Roy, 2014. "Inequality is bad for growth of the poor (but not for that of the rich)," Policy Research Working Paper Series 6963, The World Bank.

    Mentioned in:

    1. Does inequality today hurt future growth of the poor?
      by Branko Milanovic in globalinequality on 2014-12-04 03:22:00
    2. Les inégalités sont bonnes pour la croissance des riches… pas pour celle des pauvres
      by ? in D'un champ l'autre on 2014-07-06 04:59:00
    3. Inequality Grows The Incomes Of The Rich But Not The Incomes Of The Poor
      by Tim Worstall in Tim Worstall (Forbes) on 2014-11-30 17:31:00
    4. Inequality Is Bad For Income Growth Of the Poor (But Not For That of the Rich)
      by ? in Naked Capitalism on 2014-12-01 11:55:00
    5. <a href="/article/good-rich-bad-poor">Good for the rich, bad for the poor</a>
      by ? in VoxEU.org on 2014-11-30 04:46:17
  2. Marrero,Gustavo Alberto & Rodriguez,Juan Gabriel & Van Der Weide,Roy, 2016. "Unequal opportunity, unequal growth," Policy Research Working Paper Series 7853, The World Bank.

    Mentioned in:

    1. Unequal opportunity, unequal growth
      by ? in Let's Talk Development on 2017-04-20 21:15:00
    2. Unequal opportunities, unequal growth
      by ? in VoxEU.org on 2017-02-08 06:00:00

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Roy van der Weide, 2002. "GO-GARCH: a multivariate generalized orthogonal GARCH model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 549-564.

    Mentioned in:

    1. GO-GARCH: a multivariate generalized orthogonal GARCH model (Journal of Applied Econometrics 2002) in ReplicationWiki ()

Working papers

  1. Sinha Roy,Sutirtha & Van Der Weide,Roy, 2022. "Poverty in India Has Declined over the Last Decade But Not As Much As Previously Thought," Policy Research Working Paper Series 9994, The World Bank.

    Cited by:

    1. Archana Dang & Mausumi Das & Indrani Gupta, 2023. "COVID-19 And The Unequal Distribution Of Poverty Risks: Evidence From Urban India," IEG Working Papers 458, Institute of Economic Growth.
    2. Sandeep Kumar & Snehashish Chakraverty & Narayan Sethi, 2023. "Multidimensional Poverty: CMPI Development, Spatial Analysis and Clustering," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 169(1), pages 647-670, September.

  2. Van Der Weide,Roy,Lakner,Christoph,Mahler,Daniel Gerszon,Narayan,Ambar,Nichanametla Ramasubbaiah,Rakesh Gupta, 2021. "Intergenerational Mobility around the World," Policy Research Working Paper Series 9707, The World Bank.

    Cited by:

    1. Muñoz, Ercio, 2021. "Does it Matter Where You Grow up? Childhood Exposure Effects in Latin America and the Caribbean," Research Department working papers 1843, CAF Development Bank Of Latinamerica.
    2. Brunori, Paolo & Ferreira, Francisco H. G. & Neidhöfer, Guido, 2023. "Inequality of opportunity and intergenerational persistence in Latin America," LSE Research Online Documents on Economics 120555, London School of Economics and Political Science, LSE Library.
    3. Ercio Muñoz, 2021. "The Geography Of Intergenerational Mobility In Latin America And The Caribbean," Papers 2021_02, Centro de Estudios Espinosa Yglesias.
    4. Celhay, Pablo A. & Gallegos, Sebastian, 2023. "Educational Mobility Across Three Generations in Latin American Countries," Research Department working papers 1906, CAF Development Bank Of Latinamerica.
    5. Maria Berrittella, 2023. "Socioeconomic effects and the role of public spending decomposition on income mobility: a moderated regression model," International Journal of Economic Policy Studies, Springer, vol. 17(1), pages 187-210, February.
    6. Yousef Makhlouf & Christopher Lalley, 2023. "Education Expansion, Income Inequality and Structural Transformation: Evidence From OECD Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 169(1), pages 255-281, September.

  3. Roy van der Weide & Ambar Narayan, 2019. "China and the United States: Different economic models but similarly low levels of socioeconomic mobility," WIDER Working Paper Series wp-2019-121, World Institute for Development Economic Research (UNU-WIDER).

    Cited by:

    1. Sanghamitra Bandyopadhyay & Rui Sun, 2020. "Size matters: measuring the effects of inequality and growth shocks," WIDER Working Paper Series wp-2020-177, World Institute for Development Economic Research (UNU-WIDER).

  4. Van Der Weide,Roy & Rijkers,Bob & Blankespoor,Brian & Abrahams,Alexei Sisulu, 2018. "Obstacles on the road to Palestinian economic growth," Policy Research Working Paper Series 8385, The World Bank.

    Cited by:

    1. Jing, Kecen & Liao, Wen-Chi, 2023. "Small things, big impact: The network-mediated spillover effect through a transport connectivity enhancement project," Regional Science and Urban Economics, Elsevier, vol. 101(C).
    2. Aziz Atamanov & Nethra Palaniswamy, 2019. "Poverty Map of the Palestinian Territories," World Bank Publications - Reports 33374, The World Bank Group.
    3. Van Der Weide,Roy & Blankespoor,Brian & Elbers,Chris T.M. & Lanjouw,Peter F., 2022. "How Accurate Is a Poverty Map Based on Remote Sensing Data ? An Application to Malawi," Policy Research Working Paper Series 10171, The World Bank.

  5. Marrero,Gustavo Alberto & Rodriguez,Juan Gabriel & Van Der Weide,Roy, 2016. "Unequal opportunity, unequal growth," Policy Research Working Paper Series 7853, The World Bank.

    Cited by:

    1. Juan C. Palomino & Gustavo A. Marrero & Juan G. Rodríguez, 2019. "Channels of Inequality of Opportunity: The Role of Education and Occupation in Europe," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(3), pages 1045-1074, June.
    2. Gründler, Klaus & Scheuermeyer, Philipp, 2018. "Growth effects of inequality and redistribution: What are the transmission channels?," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 293-313.
    3. Ángeles Sánchez & Antonio L. Pérez-Corral, 2018. "Government Social Expenditure and Income Inequalities in the European Union," Hacienda Pública Española / Review of Public Economics, IEF, vol. 227(4), pages 133-156, December.
    4. Gustavo A. Marrero & Juan Gabriel Rodríguez, 2019. "Inequality and growth: The cholesterol hypothesis," Working Papers 501, ECINEQ, Society for the Study of Economic Inequality.
    5. Gustavo A. Marrero & Luis Servén, 2022. "Growth, inequality and poverty: a robust relationship?," Empirical Economics, Springer, vol. 63(2), pages 725-791, August.
    6. Mr. Shekhar Aiyar & Mr. Christian H Ebeke, 2019. "Inequality of Opportunity, Inequality of Income and Economic Growth," IMF Working Papers 2019/034, International Monetary Fund.
    7. Ambar Narayan & Roy Van der Weide & Alexandru Cojocaru & Christoph Lakner & Silvia Redaelli & Daniel Gerszon Mahler & Rakesh Gupta N. Ramasubbaiah & Stefan Thewissen, 2018. "Fair Progress?," World Bank Publications - Books, The World Bank Group, number 28428, December.

  6. Van Der Weide,Roy & Lakner,Christoph & Ianchovichina,Elena & Van Der Weide,Roy & Lakner,Christoph & Ianchovichina,Elena, 2016. "Is inequality underestimated in Egypt ? evidence from house prices," Policy Research Working Paper Series 7727, The World Bank.

    Cited by:

    1. Janina Hundenborn & Ingrid Woolard & Jon Jellema, 2019. "The effect of top incomes on inequality in South Africa," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(5), pages 1018-1047, October.
    2. Facundo Alvaredo & Lydia Assouad & Thomas Piketty, 2019. "Measuring lnequality in the Middle East 1990–2016: The World’s Most Unequal Region?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 65(4), pages 685-711, December.
    3. Vladimir Hlasny & Paolo Verme, 2022. "On the ‘Arab Inequality Puzzle’: A Comment," Development and Change, International Institute of Social Studies, vol. 53(2), pages 448-458, March.
    4. Lydia Assouad & Amory Gethin & Thomas Piketty & Juliet-Nil Uraz, 2021. "Political Cleavages and Social Inequalities in Algeria, Iraq, and Turkey, 1990-2019," Working Papers halshs-03215898, HAL.
    5. Caroline Krafft & Elizabeth E. Davis, 2021. "The Arab inequality puzzle: the role of income sources in Egypt and Tunisia," Middle East Development Journal, Taylor & Francis Journals, vol. 13(1), pages 1-26, January.
    6. Assouad, Lydia, 2023. "Rethinking the Lebanese economic miracle: The extreme concentration of income and wealth in Lebanon, 2005–2014," Journal of Development Economics, Elsevier, vol. 161(C).
    7. Hai‐Anh H. Dang & Peter Lanjouw, 2018. "Inequality trends and dynamics in India: The bird's-eye and the granular perspectives," WIDER Working Paper Series wp-2018-189, World Institute for Development Economic Research (UNU-WIDER).
    8. Ioannis Bournakis & Mona Said & Antonio Savoia & Francesco Savoia, 2021. "Regional Income Inequality in Egypt: Evolution and Implications for Sustainable Development Goal 10," LIS Working papers 798, LIS Cross-National Data Center in Luxembourg.
    9. Nora Lustig, 2019. "The “Missing Rich” in Household Surveys: Causes and Correction Approaches," Commitment to Equity (CEQ) Working Paper Series 75, Tulane University, Department of Economics.
    10. Branko Milanovic, 2018. "Towards an explanation of inequality in premodern societies: the role of colonies, urbanization, and high population density," Economic History Review, Economic History Society, vol. 71(4), pages 1029-1047, November.
    11. Gilbert Achcar, 2020. "On the ‘Arab Inequality Puzzle’: The Case of Egypt," Development and Change, International Institute of Social Studies, vol. 51(3), pages 746-770, May.
    12. Belaïd, Fateh & Flambard, Véronique, 2023. "Impacts of income poverty and high housing costs on fuel poverty in Egypt: An empirical modeling approach," Energy Policy, Elsevier, vol. 175(C).
    13. Gerton Rongen, 2018. "A new inequality estimate for urban India?: Using house prices to estimate inequality in Mumbai," WIDER Working Paper Series wp-2018-181, World Institute for Development Economic Research (UNU-WIDER).
    14. Nora Lustig, 2020. "The ``missing rich'' in household surveys: causes and correction approaches," Working Papers 520, ECINEQ, Society for the Study of Economic Inequality.
    15. Fabio Clementi & Vasco Molini & Francesco Schettino & Haider A. Khan & Michele Fabiani, 2023. "Polarization and its discontents: Morocco before and after the Arab Spring," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 21(1), pages 105-129, March.
    16. Piketty, Thomas & Alvaredo, Facundo & Assouad, Lydia, 2017. "Measuring inequality in the Middle East 1990-2016: The World’s Most Unequal Region?," CEPR Discussion Papers 12405, C.E.P.R. Discussion Papers.
    17. Channing Arndt & Kristi Mahrt, 2017. "Is inequality underestimated in Mozambique?: Accounting for underreported consumption," WIDER Working Paper Series wp-2017-153, World Institute for Development Economic Research (UNU-WIDER).
    18. Ziad Koussa, 2023. "Revolution, Change, and Democratic Transition in Egypt Since 2011: A Critical Political Economy Approach," Contemporary Review of the Middle East, , vol. 10(2), pages 165-187, June.

  7. Fujii,Tomoki & Van Der Weide,Roy, 2016. "Is predicted data a viable alternative to real data ?," Policy Research Working Paper Series 7841, The World Bank.

    Cited by:

    1. Diana K. L. Ngo & Luc Christiaensen, 2019. "The Performance Of A Consumption Augmented Asset Index In Ranking Households And Identifying The Poor," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 65(4), pages 804-833, December.
    2. Pape,Utz Johann, 2021. "Measuring Poverty Rapidly Using Within-Survey Imputations," Policy Research Working Paper Series 9530, The World Bank.
    3. García-Suaza, Andres & Varela, Daniela, 2024. "Nightlight, landcover and buildings: understanding intracity socioeconomic differences," Documentos de Trabajo 21025, Universidad del Rosario.
    4. Van Der Weide,Roy & Blankespoor,Brian & Elbers,Chris T.M. & Lanjouw,Peter F., 2022. "How Accurate Is a Poverty Map Based on Remote Sensing Data ? An Application to Malawi," Policy Research Working Paper Series 10171, The World Bank.
    5. Potnuru Kishen Suraj & Ankesh Gupta & Makkunda Sharma & Sourabh Bikas Paul & Subhashis Banerjee, 2017. "On monitoring development indicators using high resolution satellite images," Papers 1712.02282, arXiv.org, revised Jun 2018.

  8. Milanovic,Branko L. & Van Der Weide,Roy & Milanovic,Branko L. & Van Der Weide,Roy, 2014. "Inequality is bad for growth of the poor (but not for that of the rich)," Policy Research Working Paper Series 6963, The World Bank.

    Cited by:

    1. Gutiérrez-Romero, Roxana & Ahamed, Mostak, 2021. "COVID-19 response needs to broaden financial inclusion to curb the rise in poverty," World Development, Elsevier, vol. 138(C).
    2. , Stone Center & Ranaldi, Marco, 2020. "Income Composition Inequality," SocArXiv 365ct, Center for Open Science.
    3. Fernández-Roldán Díaz, Alejandro & Santiago-Caballero, Carlos, 2017. "Decomposing competitive balance in the major European football leagues : a Rawlsian approach," IFCS - Working Papers in Economic History.WH 24658, Universidad Carlos III de Madrid. Instituto Figuerola.
    4. Milanovic, Branko, 2016. "Why might the rich be indifferent to income growth of their own countries?," Economics Letters, Elsevier, vol. 147(C), pages 108-111.
    5. Monasterolo, Irene & Raberto, Marco, 2018. "The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds," Ecological Economics, Elsevier, vol. 144(C), pages 228-243.
    6. Marrero,Gustavo Alberto & Rodríguez,Juan Gabriel & Van Der Weide,Roy, 2021. "Does Race and Gender Inequality Impact Income Growth ?," Policy Research Working Paper Series 9865, The World Bank.
    7. Francesco Savoia, 2020. "Income Inequality Convergence Across EU Regions," LIS Working papers 760, LIS Cross-National Data Center in Luxembourg.
    8. Malte Dold & Tim Krieger, 2019. "The “New” Crisis of the Liberal Order: Populism, Socioeconomic Imbalances, and the Response of Contemporary Ordoliberalism," Journal of Contextual Economics (JCE) – Schmollers Jahrbuch, Duncker & Humblot, Berlin, vol. 139(2–4), pages 243-258.
    9. Flaviana Palmisano & Ida Petrillo, 2022. "A general rank‐dependent approach for distributional comparisons," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 24(2), pages 380-409, April.
    10. Ararat, Melsa & Claessens, Stijn & Yurtoglu, B. Burcin, 2021. "Corporate governance in emerging markets: A selective review and an agenda for future research," Emerging Markets Review, Elsevier, vol. 48(C).
    11. Nasfi Fkili Wahiba & Mahmoudi Dina, 2023. "Technological Change, Growth and Income Inequality," International Journal of Economics and Financial Issues, Econjournals, vol. 13(1), pages 121-131, January.
    12. Li, Y. & Murshed, S.M. & Papyrakis, E., 2021. "Public capital and income inequality: some empirical evidence," ISS Working Papers - General Series 677, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
    13. Foellmi, Reto & Baselgia, Enea, 2022. "Inequality and Growth: A Review on a Great Open Debate in Economics," CEPR Discussion Papers 17483, C.E.P.R. Discussion Papers.
    14. Guillaume Allegre, 2019. "Social sustainability: from SDGs to policies," SciencePo Working papers Main hal-03403311, HAL.
    15. Mostak Ahamed & Roxana Guti'errez-Romero, 2020. "COVID-19 response needs to broaden financial inclusion to curb the rise in poverty," Papers 2006.10706, arXiv.org.
    16. Raymundo M. Campos Vázquez & Luis A. Monroy-Gómez-Franco, 2016. "La relación entre crecimiento económico y pobreza en México," Serie documentos de trabajo del Centro de Estudios Económicos 2016-01, El Colegio de México, Centro de Estudios Económicos.
    17. Christian-Lambert Lambert Nguena & Prince Piva Asaloko, 2023. "Financial inclusion, growth and poverty: Evidence from Africa in COVID-19 era [Inclusion financière, croissance et pauvreté à l'ère de la Covid-19 en Afrique]," Post-Print hal-04150097, HAL.
    18. Manoel Bittencourt & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018. "Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis," Working Papers 201803, University of Pretoria, Department of Economics.
    19. Ms. Valerie Cerra & Mr. Ruy Lama & Norman Loayza, 2021. "Links Between Growth, Inequality, and Poverty: A Survey," IMF Working Papers 2021/068, International Monetary Fund.
    20. Yingfeng Fang & Fen Zhang, 2021. "The Future Path To China’s Poverty Reduction—Dynamic Decomposition Analysis With The Evolution Of China’s Poverty Reduction Policies," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 158(2), pages 507-538, December.
    21. Guido Neidhöfer & Matías Ciaschi & Leonardo Gasparini & Joaquín Serrano, 2021. "Social Mobility and Economic Development: Evidence from a Panel of Latin American Regions," CEDLAS, Working Papers 0286, CEDLAS, Universidad Nacional de La Plata.
    22. Balisacan, Arsenio M., 2020. "Toward a Fairer Society: Inequality and Competition Policy in Developing Asia," MPRA Paper 100797, University Library of Munich, Germany.
    23. Gustavo A. Marrero & Luis Servén, 2022. "Growth, inequality and poverty: a robust relationship?," Empirical Economics, Springer, vol. 63(2), pages 725-791, August.
    24. Roy van der Weide & Melinda Vigh, 2018. "Intergenerational mobility, human capital accumulation, and growth in India," WIDER Working Paper Series wp-2018-187, World Institute for Development Economic Research (UNU-WIDER).
    25. Raouf Boucekkine & Rodolphe Desbordes & Paolo Melindi-Ghidi, 2019. "Social Divisiveness and Conflicts: Grievances Matter!," Working Papers halshs-02044350, HAL.
    26. Granaglia, Elena, 2019. "Can market inequalities be justified? The intrinsic shortcomings of meritocracy," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 284-290.
    27. Flaviana Palmisano & Ida Petrillo, 2021. "A general rank-dependent approach for distributional comparisons," Working Papers 567, ECINEQ, Society for the Study of Economic Inequality.
    28. Roy van der Weide & Ambar Narayan, 2019. "China and the United States: Different economic models but similarly low levels of socioeconomic mobility," WIDER Working Paper Series wp-2019-121, World Institute for Development Economic Research (UNU-WIDER).
    29. Bittencourt, Manoel & Chang, Shinhye & Gupta, Rangan & Miller, Stephen M., 2019. "Does financial development affect income inequality in the U.S. States?," Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1043-1056.
    30. Neidhöfer, Guido & Ciaschi, Matías & Gasparini, Leonardo & Serrano, Joaquín, 2022. "Social Mobility and Economic Development," VfS Annual Conference 2022 (Basel): Big Data in Economics 264025, Verein für Socialpolitik / German Economic Association.
    31. Mendez Ramos,Fabian, 2019. "Uncertainty in Ex-Ante Poverty and Income Distribution : Insights from Output Growth and Natural Resource Country Typologies," Policy Research Working Paper Series 8841, The World Bank.
    32. Florentin Kerschbaumer & Andreas Maschke, 2021. "The Implications of Monetary Union for Income Inequality: An Empirical Assessment," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 47(4), pages 537-574.

  9. Durevall, Dick & van der Weide, Roy, 2014. "Importing high food prices by exporting : rice prices in Lao PDR," Policy Research Working Paper Series 7119, The World Bank.

    Cited by:

    1. World Bank Group, 2015. "Drivers of Poverty Reduction in Lao PDR," World Bank Publications - Reports 23339, The World Bank Group.

  10. van der Weide, Roy, 2014. "GLS estimation and empirical bayes prediction for linear mixed models with Heteroskedasticity and sampling weights : a background study for the POVMAP project," Policy Research Working Paper Series 7028, The World Bank.

    Cited by:

    1. Corral Rodas,Paul Andres & Molina,Isabel & Nguyen,Minh Cong, 2020. "Pull Your Small Area Estimates up by the Bootstraps," Policy Research Working Paper Series 9256, The World Bank.
    2. Newhouse David, 2020. "Discussion of “Small area estimation: its evolution in five decades”, by Malay Ghosh," Statistics in Transition New Series, Polish Statistical Association, vol. 21(4), pages 45-50, August.
    3. Newhouse,David Locke & Merfeld,Joshua David & Ramakrishnan,Anusha Pudugramam & Swartz,Tom & Lahiri,Partha, 2022. "Small Area Estimation of Monetary Poverty in Mexico Using Satellite Imagery and Machine Learning," Policy Research Working Paper Series 10175, The World Bank.
    4. Masaki,Takaaki & Newhouse,David Locke & Silwal,Ani Rudra & Bedada,Adane & Engstrom,Ryan, 2020. "Small Area Estimation of Non-Monetary Poverty with Geospatial Data," Policy Research Working Paper Series 9383, The World Bank.
    5. Paul Corral & Kristen Himelein & Kevin McGee & Isabel Molina, 2021. "A Map of the Poor or a Poor Map?," Mathematics, MDPI, vol. 9(21), pages 1-40, November.

  11. Elbers, Chris & van der Weide, Roy, 2014. "Estimation of normal mixtures in a nested error model with an application to small area estimation of poverty and inequality," Policy Research Working Paper Series 6962, The World Bank.

    Cited by:

    1. Gianni Betti & Ruzhdie Bici & Laura Neri & Thomas Pave Sohnesen & Ledia Thomo, 2017. "Local Poverty and Inequality in Albania," Department of Economics University of Siena 745, Department of Economics, University of Siena.
    2. Thomas Pave Sohnesen & Alemayehu Azeze Ambel & Peter Fisker & Colin Andrews & Qaiser Khan, 2017. "Small area estimation of child undernutrition in Ethiopian woredas," PLOS ONE, Public Library of Science, vol. 12(4), pages 1-17, April.
    3. Marchetti Stefano & Tzavidis Nikos, 2021. "Robust Estimation of the Theil Index and the Gini Coeffient for Small Areas," Journal of Official Statistics, Sciendo, vol. 37(4), pages 955-979, December.
    4. Isabel Molina & Paul Corral & Minh Nguyen, 2022. "Estimation of poverty and inequality in small areas: review and discussion," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1143-1166, December.
    5. Agne Bikauskaite & Isabel Molina & Domingo Morales, 2022. "Multivariate mixture model for small area estimation of poverty indicators," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(S2), pages 724-755, December.
    6. Tara Vishwanath & Dhiraj Sharma & Nandini Krishnan & Brian Blankespoor, 2015. "Where are Iraq’s Poor?," World Bank Publications - Reports 22351, The World Bank Group.
    7. Charlotte Articus & Jan Pablo Burgard, 2014. "A Finite Mixture Fay Herriot-type model for estimating regional rental prices in Germany," Research Papers in Economics 2014-14, University of Trier, Department of Economics.
    8. van der Weide, Roy, 2014. "GLS estimation and empirical bayes prediction for linear mixed models with Heteroskedasticity and sampling weights : a background study for the POVMAP project," Policy Research Working Paper Series 7028, The World Bank.
    9. Natalia Rojas‐Perilla & Sören Pannier & Timo Schmid & Nikos Tzavidis, 2020. "Data‐driven transformations in small area estimation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(1), pages 121-148, January.
    10. Pave Sohnesen,Thomas & Ambel,Alemayehu A. & Fisker,Peter Simonsen & Andrews,Colin & Khan,Qaiser M., 2016. "Small area estimation of child malnutrition in Ethiopian woredas," Policy Research Working Paper Series 7581, The World Bank.
    11. Imam, M. F. & Islam, Mohammad Amirul & Alam, M. A. & Hossain, M. Jamal. & Das, Sumonkanti, 2020. "Small Area Estimation Of Poverty In Rural Bangladesh," Bangladesh Journal of Agricultural Economics, Bangladesh Agricultural University, vol. 40(1&2), February.
    12. Van Der Weide,Roy & Blankespoor,Brian & Elbers,Chris T.M. & Lanjouw,Peter F., 2022. "How Accurate Is a Poverty Map Based on Remote Sensing Data ? An Application to Malawi," Policy Research Working Paper Series 10171, The World Bank.
    13. World Bank Group, 2016. "Knowledge Externalities from Poverty Mapping in the European Union," World Bank Publications - Reports 23905, The World Bank Group.

  12. Fujii, Tomoki & van der Weide, Roy, 2013. "Cost-effective estimation of the population mean using prediction estimators," Policy Research Working Paper Series 6509, The World Bank.

    Cited by:

    1. Ahmed, Faizuddin & Dorji, Cheku & Takamatsu, Shinya & Yoshida, Nobuo, 2014. "Hybrid survey to improve the reliability of poverty statistics in a cost-effective manner," Policy Research Working Paper Series 6909, The World Bank.
    2. Utz Pape & Philip Wollburg, 2019. "Estimation of Poverty in Somalia Using Innovative Methodologies," HiCN Working Papers 306, Households in Conflict Network.

  13. Douidich, Mohamed & Ezzrari, Abdeljaouad & Van der Weide, Roy & Verme, Paolo, 2013. "Estimating quarterly poverty rates using labor force surveys : a primer," Policy Research Working Paper Series 6466, The World Bank.

    Cited by:

    1. Hai-Anh H. Dang & Peter F. Lanjouw, 2018. "Poverty Dynamics in India between 2004 and 2012: Insights from Longitudinal Analysis Using Synthetic Panel Data," Economic Development and Cultural Change, University of Chicago Press, vol. 67(1), pages 131-170.
    2. Kilic,Talip & Pave Sohnesen,Thomas & Kilic,Talip & Pave Sohnesen,Thomas, 2015. "Same question but different answer : experimental evidence on questionnaire design's impact on poverty measured by proxies," Policy Research Working Paper Series 7182, The World Bank.
    3. Diana K. L. Ngo & Luc Christiaensen, 2019. "The Performance Of A Consumption Augmented Asset Index In Ranking Households And Identifying The Poor," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 65(4), pages 804-833, December.
    4. Betti,Gianni & Molini,Vasco & Mori,Lorenzo, 2022. "New Algorithm to Estimate Inequality Measures in Cross-Survey Imputation : An Attemptto Correct the Underestimation of Extreme Values," Policy Research Working Paper Series 10013, The World Bank.
    5. Beltram,Theresa & Dang,Hai-Anh H. & Sarr,Ibrahima-000535387 & Verme,Paolo, 2020. "Estimating Poverty among Refugee Populations : A Cross-Survey Imputation Exercise for Chad," Policy Research Working Paper Series 9222, The World Bank.
    6. Dang, Hai-Anh H., 2018. "To Impute or Not to Impute? A Review of Alternative Poverty Estimation Methods in the Context of Unavailable Consumption Data," GLO Discussion Paper Series 201, Global Labor Organization (GLO).
    7. Atamanov,Aziz & Tandon,Sharad Alan & Lopez-Acevedo,Gladys C. & Vergara Bahena,Mexico Alberto, 2020. "Measuring Monetary Poverty in the Middle East and North Africa (MENA) Region : Data Gaps and Different Options to Address Them," Policy Research Working Paper Series 9259, The World Bank.
    8. Lain,Jonathan William & Schoch,Marta & Vishwanath,Tara, 2022. "Estimating a Poverty Trend for Nigeria between 2009 and 2019," Policy Research Working Paper Series 9974, The World Bank.
    9. Dang, Hai-Anh & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024. "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment," GLO Discussion Paper Series 1392, Global Labor Organization (GLO).
    10. Ahmed, Faizuddin & Dorji, Cheku & Takamatsu, Shinya & Yoshida, Nobuo, 2014. "Hybrid survey to improve the reliability of poverty statistics in a cost-effective manner," Policy Research Working Paper Series 6909, The World Bank.
    11. Dang,Hai-Anh H. & Lanjouw,Peter F. & Serajuddin,Umar & Dang,Hai-Anh H. & Lanjouw,Peter F. & Serajuddin,Umar, 2014. "Updating poverty estimates at frequent intervals in the absence of consumption data : methods and illustration with reference to a middle-income country," Policy Research Working Paper Series 7043, The World Bank.
    12. Gregorio Izquierdo Llanes & Antonio Salcedo Galiano, 2023. "Why does equivalization matter? An application to the monetary poverty in the sustainable development goals framework," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(3), pages 2575-2589, June.
    13. Pape,Utz Johann & Parisotto,Luca, 2019. "Estimating Poverty in a Fragile Context -- The High Frequency Survey in South Sudan," Policy Research Working Paper Series 8722, The World Bank.
    14. Sinha Roy,Sutirtha & Van Der Weide,Roy, 2022. "Poverty in India Has Declined over the Last Decade But Not As Much As Previously Thought," Policy Research Working Paper Series 9994, The World Bank.
    15. Dang, Hai-Anh & Jolliffe, Dean & Carletto, Calogero, 2018. "Data Gaps, Data Incomparability, and Data Imputation: A Review of Poverty Measurement Methods for Data-Scarce Environments," GLO Discussion Paper Series 179, Global Labor Organization (GLO).
    16. F. Clementi & A. L. Dabalen & V. Molini & F. Schettino, 2017. "When the Centre Cannot Hold: Patterns of Polarization in Nigeria," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(4), pages 608-632, December.
    17. Dang, Hai-Anh H. & Lanjouw, Peter F., 2021. "Data Scarcity and Poverty Measurement," GLO Discussion Paper Series 904, Global Labor Organization (GLO).
    18. World Bank, 2016. "Tunisia Poverty Assessment 2015," World Bank Publications - Reports 24410, The World Bank Group.
    19. Paolo Verme, 2020. "Which Model for Poverty Predictions?," Working Papers 521, ECINEQ, Society for the Study of Economic Inequality.
    20. Hai-Anh H. Dang & Peter F. Lanjouw & Umar Serajuddin, 2017. "Updating poverty estimates in the absence of regular and comparable consumption data: methods and illustration with reference to a middle-income country," Oxford Economic Papers, Oxford University Press, vol. 69(4), pages 939-962.
    21. Gashaw Abate & Alan de Brauw & Kalle Hirvonen & Abdulazize Wolle, 2022. "Measuring consumption over the phone: Evidence from a survey experiment in urban Ethiopia," WIDER Working Paper Series wp-2022-93, World Institute for Development Economic Research (UNU-WIDER).
    22. Hai-Anh H. Dang & Peter F. Lanjouw, 2023. "Regression-based imputation for poverty measurement in data-scarce settings," Chapters, in: Jacques Silber (ed.), Research Handbook on Measuring Poverty and Deprivation, chapter 13, pages 141-150, Edward Elgar Publishing.
    23. Hai‐Anh H. Dang, 2021. "To impute or not to impute, and how? A review of poverty‐estimation methods in the absence of consumption data," Development Policy Review, Overseas Development Institute, vol. 39(6), pages 1008-1030, November.
    24. Newhouse, D. & Shivakumaran, S. & Takamatsu, S. & Yoshida, N., 2014. "How survey-to-survey imputation can fail," Policy Research Working Paper Series 6961, The World Bank.

  14. Cuong, Nguyen Viet & Truong, Tran Ngoc & van der Weide, Roy, 2010. "Poverty and inequality maps for rural Vietnam: an application of small area estimation," Policy Research Working Paper Series 5443, The World Bank.

    Cited by:

    1. Adel Ben Youssef & Mohamed El Hedi Arouri & Cuong Nguyen-Viet, 2016. "Does Urbanization Reduce Rural Poverty? Evidence from Vietnam," Post-Print halshs-01384725, HAL.
    2. Kozel, Valerie & Nguyen, Cuong, 2010. "Power Sector Reforms and the Poor in Vietnam," MPRA Paper 70152, University Library of Munich, Germany.
    3. Matthieu Clément & Lucie Piaser, 2022. "Geography of Income and Education Inequalities in Mexico: Evidence from Small Area Estimation and Exploratory Spatial Analysis," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(2), pages 703-732, April.
    4. Dang, Trang Huyen & Nguyen, Cuong Viet & Phung, Tung Duc, 2022. "Trends and Drivers of Inequality: Recent Evidence from Vietnam," GLO Discussion Paper Series 1067, Global Labor Organization (GLO).
    5. Jaax, Alexander, 2020. "Private sector development and provincial patterns of poverty: Evidence from Vietnam," World Development, Elsevier, vol. 127(C).
    6. Travis W Lim & Constantine Frangakis & Carl Latkin & Tran Viet Ha & Nguyen Le Minh & Carla Zelaya & Vu Minh Quan & Vivian F Go, 2014. "Community-Level Income Inequality and HIV Prevalence among Persons Who Inject Drugs in Thai Nguyen, Vietnam," PLOS ONE, Public Library of Science, vol. 9(3), pages 1-8, March.
    7. Lanjouw, Peter & Marra, Marleen & Nguyen, Cuong, 2013. "Vietnam's evolving poverty map : patterns and implications for policy," Policy Research Working Paper Series 6355, The World Bank.
    8. Abbate Nicolás & Gasparini Leonardo & Gluzmann Pablo Alfredo & Montes Rojas Gabriel & Sznaider Iván & Yatche Tobías, 2023. "Ingreso Estructural Por Área Geográfica: una aplicación para Argentina," Asociación Argentina de Economía Política: Working Papers 4622, Asociación Argentina de Economía Política.
    9. Abdul Jabbar Abdullah & Hristos Doucouliagos & Elizabeth Manning, 2015. "Is There A Kuznets' Process In Southeast Asia?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(02), pages 1-22.
    10. Pham, Huong Dien, 2017. "Do cultural factors alter the relationship between risk attitudes and economic welfare?," TVSEP Working Papers wp-003, Leibniz Universitaet Hannover, Institute of Development and Agricultural Economics, Project TVSEP.
    11. Anh Thu Quang Pham & Pundarik Mukhopadhaya & Ha Vu, 2020. "Targeting Administrative Regions for Multidimensional Poverty Alleviation: A Study on Vietnam," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 150(1), pages 143-189, July.
    12. Nguyen, Cuong, 2012. "Does Urbanization Help Poverty Reduction in Rural Areas?Evidence from a Developing Country," MPRA Paper 48660, University Library of Munich, Germany.
    13. Fabrizi, Enrico & Trivisano, Carlo, 2016. "Small area estimation of the Gini concentration coefficient," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 223-234.
    14. Nguyen Viet Cuong, 2014. "Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from a Developing Country," Working Papers 2014-178, Department of Research, Ipag Business School.
    15. Peter Lanjouw & Marleen Marra & Cuong Nguyen, 2017. "Vietnam’s Evolving Poverty Index Map: Patterns and Implications for Policy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(1), pages 93-118, August.
    16. Emiliano Magrini & Pierluigi Montalbano, 2012. "Trade openness and vulnerability to poverty: Vietnam in the long-run (1992-2008)," Working Paper Series 3512, Department of Economics, University of Sussex Business School.
    17. World Bank, 2013. "Nepal : Small Area Estimation of Poverty, 2011," World Bank Publications - Reports 16569, The World Bank Group.
    18. Vo, Thang T., 2018. "Household vulnerability as expected poverty in Vietnam," World Development Perspectives, Elsevier, vol. 10, pages 1-14.

  15. Nguyen Viet, Cuong & Van der Weide, Roy & Le, Hai & Tran, Ngoc Truong, 2007. "Construction of poverty map for the HCM city in Vietnam using the 2004 VHLSS and the 2004 HCM Mid-Census," MPRA Paper 25629, University Library of Munich, Germany.

    Cited by:

    1. Nguyen, Cuong & Tran Ngoc, Truong & Van der Weide, Roy, 2009. "Rural Poverty and Inequality Maps in Vietnam: Estimation using Vietnam Household Living Standard Survey 2006 and Rural Agriculture and Fishery Census 2006," MPRA Paper 36378, University Library of Munich, Germany.
    2. Cuong Viet Nguyen, 2009. "Updating Poverty Maps for Ho Chi Minh City of Vietnam using a Small Area Estimation Method," Economics Bulletin, AccessEcon, vol. 29(3), pages 1971-1980.

  16. Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der, 2006. "E&F Chaos: a user friendly software package for nonlinear economic dynamics," CeNDEF Working Papers 06-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

    Cited by:

    1. Cars Hommes & Robert Calvert Jump & Paul Levine, 2017. "Internal rationalityuyuyuy, heterogeneity and complexity in the New Keynesian model," Working Papers 20171706, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
    2. Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2021. "(Ir)rational explorers in the financial jungle," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1157-1188, September.
    3. Charpe, Matthieu & Flaschel, Peter & Hartmann, Florian & Malikane, Christopher, 2014. "Segmented Labor Markets and the Distributive Cycle: A Roadmap towards Inclusive Growth," MPRA Paper 62832, University Library of Munich, Germany.
    4. Waters, George A., 2009. "Chaos in the cobweb model with a new learning dynamic," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1201-1216, June.
    5. Airaudo, Marco, 2016. "Endogenous Stock Price Fluctuations with Dynamic Self-Control Preferences," School of Economics Working Paper Series 2016-2, LeBow College of Business, Drexel University.
    6. Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2015. "Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 163-181, April.
    7. Bask, Mikael, 2007. "Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule," Bank of Finland Research Discussion Papers 19/2007, Bank of Finland.
    8. Prettner, Klaus, 2012. "Public education, technological change and economic prosperity: semi-endogenous growth revisited," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65414, Verein für Socialpolitik / German Economic Association.
    9. Calvert Jump, Robert & Hommes, Cars & Levine, Paul, 2019. "Learning, heterogeneity, and complexity in the New Keynesian model," Journal of Economic Behavior & Organization, Elsevier, vol. 166(C), pages 446-470.
    10. Xin, Baogui & Chen, Tong, 2011. "On a master-slave Bertrand game model," Economic Modelling, Elsevier, vol. 28(4), pages 1864-1870, July.
    11. Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
    12. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013. "Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions," Discussion Papers 2013-18, School of Economics, The University of New South Wales.
    13. Peter Flaschel & Florian Hartmann & Christopher Malikane & Christian Proaño, 2015. "A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 669-691, April.
    14. Luis-Felipe Zanna & Mr. Marco Airaudo, 2012. "Interest Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies," IMF Working Papers 2012/121, International Monetary Fund.
    15. Florian Hartmann & Matthieu Charpe & Peter Flaschel & Roberto Veneziani, 2016. "A Basic Model of Real-Financial Market Interactions with Heterogeneous Opinion Dynamics," IEER Working Papers 104, Institute of Empirical Economic Research, Osnabrueck University, revised 26 May 2016.
    16. Fabio Lamantia & Anghel Negriu & Jan Tuinstra, 2018. "Technology choice in an evolutionary oligopoly game," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 335-356, November.
    17. P. Luizi & F. Cruz & J. Graaf, 2010. "Assessing the Quality of Pseudo-Random Number Generators," Computational Economics, Springer;Society for Computational Economics, vol. 36(1), pages 57-67, June.
    18. Gilberto Tadeu Lima & Jaylson Jair Silveira, 2021. "Evolutionary microdynamics of employee profit sharing as productivity-enhancing device," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 417-449, April.
    19. Guo Feng & Liu Chong & Shi Qingling, 2019. "Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(5), pages 1-17, December.
    20. Choudhary, M. Ali & Michael Orszag, J., 2008. "A cobweb model with local externalities," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 821-847, March.
    21. Prettner, Klaus, 2012. "Public education and economic prosperity: Semi-endogenous growth revisited," ECON WPS - Working Papers in Economic Theory and Policy 02/2012, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    22. Lamantia, F. & Negriu, A. & Tuinstra, J., 2016. "Evolutionary Cournot competition with endogenous technology choice: (in)stability and optimal policy," CeNDEF Working Papers 16-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    23. Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2020. "(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents," Department of Economics University of Siena 819, Department of Economics, University of Siena.

  17. Roy van der Weide, 2004. "Wake me up before you GO-GARCH," Computing in Economics and Finance 2004 316, Society for Computational Economics.

    Cited by:

    1. Mohamed Yousfi & Abderrazak Dhaoui & Houssam Bouzgarrou, 2021. "Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management," JRFM, MDPI, vol. 14(5), pages 1-29, May.
    2. Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
    3. Płuciennik Piotr, 2012. "Influence of the American Financial Market on Other Markets During the Subprime Crisis," Folia Oeconomica Stetinensia, Sciendo, vol. 12(2), pages 19-30, December.
    4. Hafner, Christian M. & Linton, Oliver, 2010. "Efficient estimation of a multivariate multiplicative volatility model," Journal of Econometrics, Elsevier, vol. 159(1), pages 55-73, November.
    5. Irene Henriques & Perry Sadorsky, 2018. "Can Bitcoin Replace Gold in an Investment Portfolio?," JRFM, MDPI, vol. 11(3), pages 1-19, August.
    6. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series," LEM Papers Series 2006/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    7. Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas, 2011. "Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails," Tinbergen Institute Discussion Papers 11-078/2/DSF22, Tinbergen Institute.
    8. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Adekoya, Oluwasegun B. & Oteng-Abayie, Eric Fosu, 2023. "An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
    9. Peter Boswijk, H. & van der Weide, Roy, 2011. "Method of moments estimation of GO-GARCH models," Journal of Econometrics, Elsevier, vol. 163(1), pages 118-126, July.
    10. Ali, Sajid & Raza, Naveed & Vinh Vo, Xuan & Le, Van, 2022. "Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies," Resources Policy, Elsevier, vol. 78(C).
    11. Chakraborty, Sandip & Kakani, Ram Kumar, 2016. "Institutional investment, equity volume and volatility spillover: Causalities and asymmetries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 1-20.
    12. Syed Abul, Basher & Perry, Sadorsky, 2015. "Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH," MPRA Paper 68231, University Library of Munich, Germany.
    13. Umar, Zaghum & Hussain Shahzad, Syed Jawad & Kenourgios, Dimitris, 2019. "Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    14. Abdul Aziz, Nor Syahilla & Vrontos, Spyridon & M. Hasim, Haslifah, 2019. "Evaluation of multivariate GARCH models in an optimal asset allocation framework," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 568-596.
    15. Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015. "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 594-616, May.
    16. Ahmad, Wasim & Sadorsky, Perry & Sharma, Amit, 2018. "Optimal hedge ratios for clean energy equities," Economic Modelling, Elsevier, vol. 72(C), pages 278-295.

  18. Cees Diks & Roy van der Weide, 2003. "Heterogeneity as a Natural Source of Randomness," Tinbergen Institute Discussion Papers 03-073/1, Tinbergen Institute.

    Cited by:

    1. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
    2. Brock,W.A. & Xepapadeas,A., 2005. "Optimal control and spatial heterogeneity : pattern formation in economic-ecological models," Working papers 11, Wisconsin Madison - Social Systems.
    3. Orlando Gomes, 2004. "A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents," Finance 0409055, University Library of Munich, Germany.
    4. Diks, Cees & van der Weide, Roy, 2005. "Herding, a-synchronous updating and heterogeneity in memory in a CBS," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 741-763, April.
    5. Orlando Gomes, . "Volatility, Heterogeneous Agents and Chaos," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
    6. Hommes, Cars H., 2006. "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186, Elsevier.
    7. Orlando Gomes, 2004. "Optimal Monetary Policy under Heterogeneous Expectations," Macroeconomics 0409023, University Library of Munich, Germany.
    8. Massaro, Domenico, 2013. "Heterogeneous expectations in monetary DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 680-692.
    9. Hommes, C.H., 2005. "Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    10. Schmitt, Noemi & Westerhoff, Frank, 2015. "Managing rational routes to randomness," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 157-173.
    11. Michele Berardi, 2018. "Discrete beliefs space and equilibrium: a cautionary note," Centre for Growth and Business Cycle Research Discussion Paper Series 242, Economics, The University of Manchester.
    12. Kai Li, 2014. "Asset Price Dynamics with Heterogeneous Beliefs and Time Delays," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2014.
    13. Park, Beum-Jo, 2011. "Asymmetric herding as a source of asymmetric return volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2657-2665, October.

  19. Cees Diks & Roy van der Weide, 2003. "Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS," Tinbergen Institute Discussion Papers 03-103/1, Tinbergen Institute.

    Cited by:

    1. Bao, Te & Hommes, Cars, 2019. "When speculators meet suppliers: Positive versus negative feedback in experimental housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
    2. Hommes, Cars & Li, Kai & Wagener, Florian, 2022. "Production delays and price dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 341-362.
    3. Reiner Franke & Frank Westerhoff, 2017. "Taking Stock: A Rigorous Modelling Of Animal Spirits In Macroeconomics," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1152-1182, December.
    4. LeBaron, Blake, 2012. "Heterogeneous gain learning and the dynamics of asset prices," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 424-445.
    5. Franke, Reiner, 2014. "Aggregate sentiment dynamics: A canonical modelling approach and its pleasant nonlinearities," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 64-72.
    6. Elton Beqiraj & Giovanni Di Bartolomeo & Marco Di Pietro & Carolina Serpieri, 2018. "Bounded-rationality and heterogeneous agents: Long or short forecasters?," JRC Research Reports JRC111392, Joint Research Centre.
    7. Witte, Björn-Christopher, 2011. "Removing systematic patterns in returns in a financial market model by artificially intelligent traders," BERG Working Paper Series 82, Bamberg University, Bamberg Economic Research Group.
    8. Michael Wegener & Frank Westerhoff, 2012. "Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model," Journal of Evolutionary Economics, Springer, vol. 22(2), pages 251-273, April.
    9. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
    10. Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
    11. Vygintas Gontis & Shlomo Havlin & Aleksejus Kononovicius & Boris Podobnik & H. Eugene Stanley, 2015. "Stochastic model of financial markets reproducing scaling and memory in volatility return intervals," Papers 1507.05203, arXiv.org, revised Oct 2016.
    12. Hommes, C.H., 2007. "Bounded Rationality and Learning in Complex Markets," CeNDEF Working Papers 07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    13. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
    14. Papadopoulos, Georgios, 2019. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
    15. Hommes, Cars, 2011. "The heterogeneous expectations hypothesis: Some evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
    16. Elton Beqiraj & Giovanni Di Bartolomeo & Marco Di Pietro & Carolina Serpieri, 2020. "Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach," Journal of Economics, Springer, vol. 130(3), pages 249-273, August.
    17. Gerasymchuk, S. & Pavlov, O.V., 2010. "Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs," CeNDEF Working Papers 10-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    18. Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2019. "The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy," Working Papers on Finance 1916, University of St. Gallen, School of Finance.
    19. Cars Hommes & Paolo Zeppini, 2013. "Innovate or imitate? Behavioural Technological Change," Tinbergen Institute Discussion Papers 13-099/II, Tinbergen Institute.
    20. Vygintas Gontis & Aleksejus Kononovicius, 2017. "The consentaneous model of the financial markets exhibiting spurious nature of long-range memory," Papers 1712.05121, arXiv.org, revised Feb 2018.
    21. Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008. "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
    22. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020. "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
    23. Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016. "Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation," Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 15-28.
    24. Anufriev, M. & Hommes, C.H. & Philipse, R., 2010. "Evolutionary Selection of Expectations in Positive and Negative Feedback Markets," CeNDEF Working Papers 10-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    25. Giovanni Di Bartolomeo & Carolina Serpieri, 2018. "Robust Optimal Policies in a Behavioural New Keynesian Model," JRC Research Reports JRC111603, Joint Research Centre.
    26. Hommes, Cars H., 2006. "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186, Elsevier.
    27. Hommes, C.H. & Wagener, F.O.O., 2009. "Does eductive stability imply evolutionary stability?," CeNDEF Working Papers 09-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    28. Raja Mazhar Hameed & Abdul Rafae Mazhar Raja & Nida Zahid, 2023. "Herding Spillover among the Stock Markets: Pakistan & China Covering Covid-19 and Its Repercussions," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 9(2), pages 257-267.
    29. Hommes, Cars & Kiseleva, Tatiana & Kuznetsov, Yuri & Verbic, Miroslav, 2012. "Is More Memory In Evolutionary Selection (De)Stabilizing?," Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 335-357, June.
    30. Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010. "Individual Expectations, Limited Rationality and Aggregate Outcomes," CeNDEF Working Papers 10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    31. Kukacka, Jiri & Barunik, Jozef, 2016. "Estimation of financial agent-based models with simulated maximum likelihood," FinMaP-Working Papers 63, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    32. Lines Marji & Westerhoff Frank, 2012. "Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-30, October.
    33. Bazzana, Davide & Zaitchik, Benjamin & Gilioli, Gianni, 2020. "Impact of water and energy infrastructure on local well-being: an agent-based analysis of the water-energy-food nexus," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 165-176.
    34. Massaro, Domenico, 2013. "Heterogeneous expectations in monetary DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 680-692.
    35. Anufriev, M. & Panchenko, V., 2007. "Asset Prices, Traders' Behavior, and Market Design," CeNDEF Working Papers 07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    36. Jia-Ping Huang & Yang Zhang & Juanxi Wang, 2023. "Dynamic effects of social influence on asset prices," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 671-699, July.
    37. Noemi Schmitt & Frank Westerhoff, 2017. "Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1041-1070, November.
    38. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013. "Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions," Discussion Papers 2013-18, School of Economics, The University of New South Wales.
    39. Barbara Annicchiarico & Fabio Di Dio & Francesca Diluiso, 2022. "Climate Actions, Market Beliefs and Monetary Policy," CEIS Research Paper 535, Tor Vergata University, CEIS, revised 25 Mar 2022.
    40. Gontis, V. & Havlin, S. & Kononovicius, A. & Podobnik, B. & Stanley, H.E., 2016. "Stochastic model of financial markets reproducing scaling and memory in volatility return intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1091-1102.
    41. Tatiana Kiseleva, 2016. "Heterogeneous Beliefs and Climate Catastrophes," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 65(3), pages 599-622, November.
    42. Cornea, A. & Hommes, C.H. & Massaro, D., 2012. "Behavioral Heterogeneity in U.S. Inflation Dynamics," CeNDEF Working Papers 12-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    43. Hommes, C.H., 2005. "Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    44. Dieci, Roberto & Mignot, Sarah & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Production delays, supply distortions and endogenous price dynamics," BERG Working Paper Series 182, Bamberg University, Bamberg Economic Research Group.
    45. Schmitt, Noemi & Westerhoff, Frank, 2015. "Managing rational routes to randomness," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 157-173.
    46. Colucci, Domenico & Doni, Nicola & Ricchiuti, Giorgio & Valori, Vincenzo, 2022. "Market dynamics with a state-owned dominant firm and a competitive fringe," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
    47. Ya-Chi Huang & Chueh-Yung Tsao, 2018. "Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 79-104, June.
    48. Roberto Dieci & Xue-Zhong He, 2018. "Heterogeneous Agent Models in Finance," Research Paper Series 389, Quantitative Finance Research Centre, University of Technology, Sydney.
    49. Zeppini Rossi, P., 2013. "A Discrete Choice Model of Transitions to Sustainable Technologies," CeNDEF Working Papers 13-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    50. Serkov, Leonid & Krasnykh, Sergey, 2022. "Analysis of the external shocks impact on the behavior of agents with limited expectations: The case of Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 67, pages 97-120.
    51. Gontis, V. & Kononovicius, A., 2018. "The consentaneous model of the financial markets exhibiting spurious nature of long-range memory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 1075-1083.
    52. Kukacka, Jiri & Barunik, Jozef, 2013. "Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5920-5938.
    53. Cars Hommes & Domenico Massaro & Matthias Weber, 2015. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Tinbergen Institute Discussion Papers 15-087/II, Tinbergen Institute.
    54. Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017. "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 107-131.
    55. Paolo Zeppini, 2014. "A discrete choice model of transitions to sustainable technologies: speed limits and optimal monetary policies," Department of Economics Working Papers 28/14, University of Bath, Department of Economics.
    56. Assenza, T. & Brock, W.A. & Hommes, C.H., 2012. "Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises," CeNDEF Working Papers 12-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    57. Kai Li, 2014. "Asset Price Dynamics with Heterogeneous Beliefs and Time Delays," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2014.
    58. Domenico Colucci & Matteo Vigna & Vincenzo Valori, 2022. "Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 319-348, January.
    59. Zhu, Jiahua & Bao, Te & Chia, Wai Mun, 2021. "Evolutionary selection of forecasting and quantity decision rules in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 363-404.
    60. Tubbenhauer, Tobias & Fieberg, Christian & Poddig, Thorsten, 2021. "Multi-agent-based VaR forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
    61. Mikhail Anufriev & Cars Hommes, 2012. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
    62. Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
    63. Roberto Dieci & Xue-Zhong He, 2021. "Cross-section instability in financial markets: impatience, extrapolation, and switching," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 727-754, December.
    64. Bazzana, Davide & Gilioli, Gianni & Simane, Belay & Zaitchik, Benjamin, 2021. "Analyzing constraints in the water-energy-food nexus: The case of eucalyptus plantation in Ethiopia," Ecological Economics, Elsevier, vol. 180(C).
    65. Park, Beum-Jo, 2011. "Asymmetric herding as a source of asymmetric return volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2657-2665, October.
    66. Hommes, Cars, 2018. "Carl’s nonlinear cobweb," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 7-20.

  20. Cees Diks & Roy van der Weide, 2003. "Continuous Beliefs Dynamics," Tinbergen Institute Discussion Papers 03-007/1, Tinbergen Institute.

    Cited by:

    1. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002. "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers 02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    2. Massaro, D., 2012. "Regime shifts: early warnings," CeNDEF Working Papers 12-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    3. Massaro, Domenico, 2013. "Heterogeneous expectations in monetary DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 680-692.
    4. Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2003. "Nonlocal onset of instability in an asset pricing model with heterogeneous agents," CeNDEF Working Papers 03-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

Articles

  1. Aart Kraay & Roy Weide, 2022. "Measuring intragenerational mobility using aggregate data," Journal of Economic Growth, Springer, vol. 27(2), pages 273-314, June.

    Cited by:

    1. Amanzadeh, Naser & Heydari, Mohammad Sadra, 2023. "Absolute intragenerational income mobility in Iran," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 38-50.
    2. Federico Carril-Caccia & Ana Cuadros & Jordi Paniagua, 2024. "Mind the gaps: Gender complementarities in migration and FDI," Working Papers 2402, Department of Applied Economics II, Universidad de Valencia.

  2. Tomoki Fujii & Roy van der Weide, 2020. "Is Predicted Data a Viable Alternative to Real Data?," The World Bank Economic Review, World Bank, vol. 34(2), pages 485-508.
    See citations under working paper version above.
  3. Roy van der Weide & Christoph Lakner & Elena Ianchovichina, 2018. "Is Inequality Underestimated in Egypt? Evidence from House Prices," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(s1), pages 55-79, October.
    See citations under working paper version above.
  4. Roy van der Weide & Branko Milanovic, 2018. "Inequality is Bad for Growth of the Poor (but Not for That of the Rich)," The World Bank Economic Review, World Bank, vol. 32(3), pages 507-530.
    See citations under working paper version above.
  5. Mohamed Douidich & Abdeljaouad Ezzrari & Roy Van der Weide & Paolo Verme, 2016. "Estimating Quarterly Poverty Rates Using Labor Force Surveys: A Primer," The World Bank Economic Review, World Bank, vol. 30(3), pages 475-500.
    See citations under working paper version above.
  6. Peter Boswijk, H. & van der Weide, Roy, 2011. "Method of moments estimation of GO-GARCH models," Journal of Econometrics, Elsevier, vol. 163(1), pages 118-126, July.

    Cited by:

    1. Lütkepohl, Helmut & Schlaak, Thore, 2019. "Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 41-61.
    2. Mohamed Yousfi & Abderrazak Dhaoui & Houssam Bouzgarrou, 2021. "Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management," JRFM, MDPI, vol. 14(5), pages 1-29, May.
    3. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH Models," Economics Papers 2012-W01, Economics Group, Nuffield College, University of Oxford.
    4. Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
    5. Simon Hetland, 2020. "Spectral Targeting Estimation of $\lambda$-GARCH models," Papers 2007.02588, arXiv.org.
    6. de Almeida, Daniel & Hotta, Luiz K. & Ruiz, Esther, 2018. "MGARCH models: Trade-off between feasibility and flexibility," International Journal of Forecasting, Elsevier, vol. 34(1), pages 45-63.
    7. Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
    8. Gian Piero Aielli & Massimiliano Caporin, 2015. "Dynamic Principal Components: a New Class of Multivariate GARCH Models," "Marco Fanno" Working Papers 0193, Dipartimento di Scienze Economiche "Marco Fanno".
    9. Parul Bhatia & Priya Gupta, 2020. "Sub-prime Crisis or COVID-19: A Comparative Analysis of Volatility in Indian Banking Sectoral Indices," FIIB Business Review, , vol. 9(4), pages 286-299, December.
    10. Henriques, Irene & Sadorsky, Perry, 2018. "Investor implications of divesting from fossil fuels," Global Finance Journal, Elsevier, vol. 38(C), pages 30-44.
    11. Karim M Abadir, 2023. "Explicit minimal representation of variance matrices, and its implication for dynamic volatility models," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 88-104.
    12. De Clerk, Luke & Savel’ev, Sergey, 2022. "AI algorithms for fitting GARCH parameters to empirical financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    13. Stefan Bruder, 2018. "Inference for structural impulse responses in SVAR-GARCH models," ECON - Working Papers 281, Department of Economics - University of Zurich.
    14. Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014. "Multivariate rotated ARCH models," Scholarly Articles 34650305, Harvard University Department of Economics.
    15. Francq, Christian & Zakoian, Jean-Michel, 2015. "Joint inference on market and estimation risks in dynamic portfolios," MPRA Paper 68100, University Library of Munich, Germany.
    16. Cui, Yan & Feng, Yun, 2020. "Composite hedge and utility maximization for optimal futures hedging," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 15-32.
    17. Ali, Sajid & Raza, Naveed & Vinh Vo, Xuan & Le, Van, 2022. "Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies," Resources Policy, Elsevier, vol. 78(C).
    18. Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2021. "A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs," Journal of Banking & Finance, Elsevier, vol. 125(C).
    19. Syed Abul, Basher & Perry, Sadorsky, 2015. "Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH," MPRA Paper 68231, University Library of Munich, Germany.
    20. Umar, Zaghum & Hussain Shahzad, Syed Jawad & Kenourgios, Dimitris, 2019. "Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    21. Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015. "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 594-616, May.
    22. Jin, Jiayu & Han, Liyan & Wu, Lei & Zeng, Hongchao, 2020. "The hedging effectiveness of global sectors in emerging and developed stock markets," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 92-117.
    23. Mollick, André Varella & Sakaki, Hamid, 2019. "Exchange rates, oil prices and world stock returns," Resources Policy, Elsevier, vol. 61(C), pages 585-602.
    24. Ahmad, Wasim & Sadorsky, Perry & Sharma, Amit, 2018. "Optimal hedge ratios for clean energy equities," Economic Modelling, Elsevier, vol. 72(C), pages 278-295.

  7. Nguyen Viet Cuong & Tran Ngoc Truong & Roy Van Der Weide, 2010. "Poverty and Inequality Maps in Rural Vietnam: An Application of Small Area Estimation," Asian Economic Journal, East Asian Economic Association, vol. 24(4), pages 355-390, December.

    Cited by:

    1. Chase, Claire & Do, Quy-Toan, 2012. "Handwashing behavior change at scale : evidence from a randomized evaluation in Vietnam," Policy Research Working Paper Series 6207, The World Bank.
    2. Adel Ben Youssef & Mohamed El Hedi Arouri & Cuong Nguyen-Viet, 2016. "Does Urbanization Reduce Rural Poverty? Evidence from Vietnam," Post-Print halshs-01384725, HAL.
    3. Kozel, Valerie & Nguyen, Cuong, 2010. "Power Sector Reforms and the Poor in Vietnam," MPRA Paper 70152, University Library of Munich, Germany.
    4. Nguyen Viet, Cuong, 2011. "Poverty projection using a small area estimation method: Evidence from Vietnam," Journal of Comparative Economics, Elsevier, vol. 39(3), pages 368-382, September.
    5. Matthieu Clément & Lucie Piaser, 2022. "Geography of Income and Education Inequalities in Mexico: Evidence from Small Area Estimation and Exploratory Spatial Analysis," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(2), pages 703-732, April.
    6. Dang, Trang Huyen & Nguyen, Cuong Viet & Phung, Tung Duc, 2022. "Trends and Drivers of Inequality: Recent Evidence from Vietnam," GLO Discussion Paper Series 1067, Global Labor Organization (GLO).
    7. Jaax, Alexander, 2020. "Private sector development and provincial patterns of poverty: Evidence from Vietnam," World Development, Elsevier, vol. 127(C).
    8. Travis W Lim & Constantine Frangakis & Carl Latkin & Tran Viet Ha & Nguyen Le Minh & Carla Zelaya & Vu Minh Quan & Vivian F Go, 2014. "Community-Level Income Inequality and HIV Prevalence among Persons Who Inject Drugs in Thai Nguyen, Vietnam," PLOS ONE, Public Library of Science, vol. 9(3), pages 1-8, March.
    9. Lanjouw, Peter & Marra, Marleen & Nguyen, Cuong, 2013. "Vietnam's evolving poverty map : patterns and implications for policy," Policy Research Working Paper Series 6355, The World Bank.
    10. Abbate Nicolás & Gasparini Leonardo & Gluzmann Pablo Alfredo & Montes Rojas Gabriel & Sznaider Iván & Yatche Tobías, 2023. "Ingreso Estructural Por Área Geográfica: una aplicación para Argentina," Asociación Argentina de Economía Política: Working Papers 4622, Asociación Argentina de Economía Política.
    11. Pham, Huong Dien, 2017. "Do cultural factors alter the relationship between risk attitudes and economic welfare?," TVSEP Working Papers wp-003, Leibniz Universitaet Hannover, Institute of Development and Agricultural Economics, Project TVSEP.
    12. Anh Thu Quang Pham & Pundarik Mukhopadhaya & Ha Vu, 2020. "Targeting Administrative Regions for Multidimensional Poverty Alleviation: A Study on Vietnam," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 150(1), pages 143-189, July.
    13. Nguyen, Cuong, 2012. "Does Urbanization Help Poverty Reduction in Rural Areas?Evidence from a Developing Country," MPRA Paper 48660, University Library of Munich, Germany.
    14. Fabrizi, Enrico & Trivisano, Carlo, 2016. "Small area estimation of the Gini concentration coefficient," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 223-234.
    15. Nguyen Viet Cuong, 2014. "Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from a Developing Country," Working Papers 2014-178, Department of Research, Ipag Business School.
    16. Peter Lanjouw & Marleen Marra & Cuong Nguyen, 2017. "Vietnam’s Evolving Poverty Index Map: Patterns and Implications for Policy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(1), pages 93-118, August.
    17. Emiliano Magrini & Pierluigi Montalbano, 2012. "Trade openness and vulnerability to poverty: Vietnam in the long-run (1992-2008)," Working Paper Series 3512, Department of Economics, University of Sussex Business School.
    18. World Bank, 2013. "Nepal : Small Area Estimation of Poverty, 2011," World Bank Publications - Reports 16569, The World Bank Group.
    19. Vo, Thang T., 2018. "Household vulnerability as expected poverty in Vietnam," World Development Perspectives, Elsevier, vol. 10, pages 1-14.

  8. Matthijs van Veelen & Roy van der Weide, 2008. "A Note on Different Approaches to Index Number Theory," American Economic Review, American Economic Association, vol. 98(4), pages 1722-1730, September.

    Cited by:

    1. Decerf, Benoit & Ferrando, Mery & Quinn, Natalie, 2022. "Global Income Poverty Measurement with Preference Heterogeneity : Theory and Application," Other publications TiSEM 9771d970-cb91-40d9-afb0-7, Tilburg University, School of Economics and Management.
    2. Jorge Durán & Omar Licandro, 2012. "Is the GDP Growth Rate in NIPA a Welfare Measure?," Working Papers 665, Barcelona School of Economics.
    3. DECANCQ, Koen & FLEURBAEY, Marc & SCHOKKAERT, Erik, 2014. "Inequality, income, and well-being," LIDAM Discussion Papers CORE 2014018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Jorge Durán & Omar Licandro, 2022. "Is the Output Growth Rate in NIPA a Welfare Measure?," Working Papers 1357, Barcelona School of Economics.
    5. Gibson, John & Le, Trinh, 2019. "Using local expert knowledge to measure prices: Evidence from a survey experiment in Vietnam," MPRA Paper 92533, University Library of Munich, Germany.
    6. John Gibson & Trinh Le, 2018. "Improved Modelling of Spatial Cost of Living Differences in Developing Countries: A Comparison of Expert Knowledge and Traditional Price Surveys," Working Papers in Economics 18/08, University of Waikato.
    7. van Veelen, Matthijs, 2009. "The apples and oranges theorem for price indices," Economics Letters, Elsevier, vol. 103(1), pages 12-14, April.
    8. Ian Crawford & J. Peter Neary, 2008. "Testing for a Reference Consumer in International Comparisons of Living Standards," American Economic Review, American Economic Association, vol. 98(4), pages 1731-1732, September.
    9. Van Der Weide,Roy & Blankespoor,Brian & Elbers,Chris T.M. & Lanjouw,Peter F., 2022. "How Accurate Is a Poverty Map Based on Remote Sensing Data ? An Application to Malawi," Policy Research Working Paper Series 10171, The World Bank.

  9. Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008. "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
    See citations under working paper version above.
  10. Diks, Cees & van der Weide, Roy, 2005. "Herding, a-synchronous updating and heterogeneity in memory in a CBS," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 741-763, April.
    See citations under working paper version above.
  11. Roy van der Weide, 2002. "GO-GARCH: a multivariate generalized orthogonal GARCH model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 549-564.

    Cited by:

    1. Han, Chulwoo & Park, Frank C., 2022. "A geometric framework for covariance dynamics," Journal of Banking & Finance, Elsevier, vol. 134(C).
    2. Manabu Asai & Michael McAleer, 2011. "Dynamic Conditional Correlations for Asymmetric Processes," Documentos de Trabajo del ICAE 2011-30, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    3. Jianqing Fan & Mingjin Wang & Qiwei Yao, 2008. "Modelling multivariate volatilities via conditionally uncorrelated components," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 679-702, September.
    4. Hafner, Christian M. & Herwartz, Helmut, 2022. "Dynamic score driven independent component analysis," LIDAM Reprints ISBA 2022010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    5. Lütkepohl, Helmut & Netšunajev, Aleksei, 2017. "Structural vector autoregressions with heteroskedasticity: A review of different volatility models," Econometrics and Statistics, Elsevier, vol. 1(C), pages 2-18.
    6. Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2017. "Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas," DES - Working Papers. Statistics and Econometrics. WS 24552, Universidad Carlos III de Madrid. Departamento de Estadística.
    7. Boswijk, H.P. & Weide, R. van der, 2006. "Wake me up before you GO-GARCH," CeNDEF Working Papers 06-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    8. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, Department of Economics and Business Economics, Aarhus University.
    9. João Caldeira & Guilherme Moura & André A.P. Santos, 2012. "Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market," Economics Bulletin, AccessEcon, vol. 32(3), pages 1848-1857.
    10. Audrone Virbickaite & M. Concepción Ausín & Pedro Galeano, 2015. "Bayesian Inference Methods For Univariate And Multivariate Garch Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 76-96, February.
    11. Lütkepohl, Helmut & Schlaak, Thore, 2019. "Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 41-61.
    12. Rita Pimentel & Morten Risstad & Sjur Westgaard, 2022. "Predicting interest rate distributions using PCA & quantile regression," Digital Finance, Springer, vol. 4(4), pages 291-311, December.
    13. João F. Caldeira & Guilherme V. Moura & Francisco J. Nogales & André A. P. Santos, 2017. "Combining Multivariate Volatility Forecasts: An Economic-Based Approach," Journal of Financial Econometrics, Oxford University Press, vol. 15(2), pages 247-285.
    14. Cho, Haeran & Korkas, Karolos K., 2022. "High-dimensional GARCH process segmentation with an application to Value-at-Risk," Econometrics and Statistics, Elsevier, vol. 23(C), pages 187-203.
    15. Lucchetti, Riccardo & Palomba, Giulio, 2009. "Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity," Economic Modelling, Elsevier, vol. 26(3), pages 659-667, May.
    16. Carlos Trucíos & João H. G. Mazzeu & Marc Hallin & Luiz K. Hotta & Pedro L. Valls Pereira & Mauricio Zevallos, 2022. "Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(1), pages 40-52, December.
    17. Wu, Bi-Bo, 2021. "The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?," Journal of Commodity Markets, Elsevier, vol. 23(C).
    18. Mohamed Yousfi & Abderrazak Dhaoui & Houssam Bouzgarrou, 2021. "Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management," JRFM, MDPI, vol. 14(5), pages 1-29, May.
    19. Helmut Lütkepohl & Thore Schlaak, 2017. "Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1672, DIW Berlin, German Institute for Economic Research.
    20. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Testing for co-integration in vector autoregressions with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 158(1), pages 7-24, September.
    21. Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Syed Ali, 2018. "Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach," Resources Policy, Elsevier, vol. 57(C), pages 10-29.
    22. Groba, Jonatan & Lafuente, Juan A. & Serrano, Pedro, 2013. "The impact of distressed economies on the EU sovereign market," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2520-2532.
    23. Manuel A. Hernandez & Raul Ibarra & Danilo R. Trupkin, 2014. "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 41(2), pages 301-325.
    24. Degiannakis, Stavros & Duffy, David & Filis, George, 2014. "Business Cycle Synchronisation in EU: A time-varying approach," MPRA Paper 80437, University Library of Munich, Germany.
    25. Kumiega, Andrew & Neururer, Thaddeus & Van Vliet, Ben, 2011. "Independent component analysis for realized volatility: Analysis of the stock market crash of 2008," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(3), pages 292-302, June.
    26. Herwartz, Helmut & Raters, Fabian H.C., 2015. "Copula-MGARCH with continuous covariance decomposition," Economics Letters, Elsevier, vol. 133(C), pages 73-76.
    27. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH Models," Economics Papers 2012-W01, Economics Group, Nuffield College, University of Oxford.
    28. Morana, Claudio, 2019. "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Econometrics and Statistics, Elsevier, vol. 12(C), pages 42-65.
    29. Chrétien, Stéphane & Ortega, Juan-Pablo, 2014. "Multivariate GARCH estimation via a Bregman-proximal trust-region method," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 210-236.
    30. Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Tinbergen Institute Discussion Papers 14-037/III, Tinbergen Institute.
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Books

  1. Ambar Narayan & Roy Van der Weide & Alexandru Cojocaru & Christoph Lakner & Silvia Redaelli & Daniel Gerszon Mahler & Rakesh Gupta N. Ramasubbaiah & Stefan Thewissen, 2018. "Fair Progress?," World Bank Publications - Books, The World Bank Group, number 28428, December.

    Cited by:

    1. Ana Suárez Álvarez & Ana Jesús López Menéndez, 2021. "Dynamics of inequality and opportunities within European countries," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 555-579, October.
    2. Schöfberger, Irene, 2019. "Migration: solid nations and liquid transnationalism? The EU's struggle to find a shared course on African migration 1999-2019," IDOS Discussion Papers 1/2019, German Institute of Development and Sustainability (IDOS).
    3. Nancy A. Daza Báez, 2021. "Intergenerational Earnings Mobility in Mexico," DoQSS Working Papers 21-10, Quantitative Social Science - UCL Social Research Institute, University College London.
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