Jan Jacobs
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.Working papers
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025.
"Data-Driven Learning About Trend Productivity Growth,"
CIRANO Working Papers
2025s-29, CIRANO.
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025. "Data-Driven Learning About Trend Productivity Growth," CAMA Working Papers 2025-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Jesús Antonio López Cabrera & Alejandro Moreno Jimenez, 2025. "Manufacturing wages and labor productivity, as well as other determinants, at the municipal level in Mexico, from 2003 to 2018," Letters in Spatial and Resource Sciences, Springer, vol. 18(1), pages 1-24, December.
- Jakob de Haan & Jan P.A.M. Jacobs & Renske Zijm, 2022.
"Coherence of Output Gaps in the Euro Area: The Impact of the Covid-19 Shock,"
CESifo Working Paper Series
9654, CESifo.
- de Haan, Jakob & Jacobs, Jan P.A.M. & Zijm, Renske, 2024. "Coherence of output gaps in the euro area: The impact of the COVID-19 shock," European Journal of Political Economy, Elsevier, vol. 84(C).
Cited by:
- Matteo Santi, 2025. "A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area," Temi di discussione (Economic working papers) 1484, Bank of Italy, Economic Research and International Relations Area.
- Saulius Jokubaitis & Dmitrij Celov, 2022. "Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition," Papers 2206.14128, arXiv.org.
- Barend Abeln & Jan P.A.M. Jacobs & Machiel Mulder, 2022.
"Seasonal adjustment of daily data with CAMPLET,"
CIRANO Working Papers
2022s-06, CIRANO.
- Barend Abeln & Jan P. A. M. Jacobs, 2023. "Seasonal Adjustment of Daily Data with CAMPLET," SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 63-78, Springer.
Cited by:
- Barend Abeln & Jan P. A. M. Jacobs, 2022.
"COVID-19 and Seasonal Adjustment,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 159-169, July.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID-19 and seasonal adjustment," CAMA Working Papers 2021-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Barend Abeln & Jan P. A. M. Jacobs, 2023. "COVID-19 and Seasonal Adjustment," SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 53-61, Springer.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID19 and Seasonal Adjustment," CIRANO Working Papers 2021s-05, CIRANO.
- Xin Tian & Jan Jacobs & Jakob de Haan, 2022.
"Alternative Measures for the Global Financial Cycle: Do They Make a Difference?,"
CESifo Working Paper Series
9730, CESifo.
Cited by:
- Rogers, John & Sun, Bo & Wu, Wenbin, 2025.
"Drivers of the global financial cycle,"
Journal of International Economics, Elsevier, vol. 156(C).
- John Rogers & Bo Sun & Wenbin Wu, 2024. "Drivers of the Global Financial Cycle," NBER Chapters, in: NBER International Seminar on Macroeconomics 2024, National Bureau of Economic Research, Inc.
- Sadaba, Barbara & Vujić, Sunčica & Maier, Sofia, 2024.
"Characterizing the schooling cycle,"
Economic Modelling, Elsevier, vol. 132(C).
- Sadaba, Barbara & Vujic, Suncica & Maier, Sofia, 2022. "Characterizing the Schooling Cycle," IZA Discussion Papers 15237, IZA Network @ LISER.
- Rogers, John & Sun, Bo & Wu, Wenbin, 2025.
"Drivers of the global financial cycle,"
Journal of International Economics, Elsevier, vol. 156(C).
- Barend Abeln & Jan P.A.M. Jacobs, 2021.
"COVID19 and Seasonal Adjustment,"
CIRANO Working Papers
2021s-05, CIRANO.
- Barend Abeln & Jan P. A. M. Jacobs, 2022. "COVID-19 and Seasonal Adjustment," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 159-169, July.
- Barend Abeln & Jan P. A. M. Jacobs, 2023. "COVID-19 and Seasonal Adjustment," SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 53-61, Springer.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID-19 and seasonal adjustment," CAMA Working Papers 2021-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- van Bergeijk, P.A.G., 2021.
"The political economy of the next pandemic,"
ISS Working Papers - General Series
678, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
- Peter A.G. Van Bergeijk, 2022. "The Political Economy of the Next Pandemic," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 14(1), pages 27-49, April.
- Lahiri, Kajal & Yin, Yimeng, 2024. "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, vol. 87(C).
- Simone di Paolo & Danilo Liberati, 2024. "Seasonal adjustment of credit time series in the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers) 835, Bank of Italy, Economic Research and International Relations Area.
- William M. Doerner & Wenzhen Lin, 2022. "Applying Seasonal Adjustments to Housing Markets," FHFA Staff Working Papers 22-03, Federal Housing Finance Agency.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021.
"Employment Reconciliation and Nowcasting,"
Working Papers
2021-007, The George Washington University, The Center for Economic Research.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023. "Employment reconciliation and nowcasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
Cited by:
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025.
"Data-Driven Learning About Trend Productivity Growth,"
CIRANO Working Papers
2025s-29, CIRANO.
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025. "Data-Driven Learning About Trend Productivity Growth," CAMA Working Papers 2025-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yannic Stucki, 2024.
"Measuring Swiss Employment Growth: A Measurement-Error Approach,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(3), pages 443-473, November.
- Yannic Stucki, 2022. "Measuring Swiss employment growth: a measurement-error approach," Working Papers 2022-11, Swiss National Bank.
- Malin Gütschow & Bartosz Bartkowski, 2025. "The farmer I want to be: farmers’ role identity in multifunctional agricultural landscapes," Agriculture and Human Values, Springer;The Agriculture, Food, & Human Values Society (AFHVS), vol. 42(4), pages 2897-2915, December.
- Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018.
"Can GDP measurement be further improved? Data revision and reconciliation,"
Papers
1808.04970, arXiv.org.
- Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2022. "Can GDP Measurement Be Further Improved? Data Revision and Reconciliation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 423-431, January.
- Jan P.A.M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018. "Can GDP measurement be further improved? Data revision and reconciliation," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-15, Economic Statistics Centre of Excellence (ESCoE).
Cited by:
- Buccheri, Giuseppe & Renò, Roberto & Vocalelli, Giorgio, 2025. "Taking advantage of biased proxies for forecast evaluation," Journal of Econometrics, Elsevier, vol. 251(C).
- James Mitchell & Gary Koop & Stuart McIntyre & Aubrey Poon, 2020.
"Reconciled Estimates of Monthly GDP in the US,"
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers
ESCoE DP-2020-16, Economic Statistics Centre of Excellence (ESCoE).
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Reconciled Estimates of Monthly GDP in the US," Working Papers 22-01, Federal Reserve Bank of Cleveland.
- Thierry Warin & Sarah Elimam, 2025. "GDP 5.0: Real-Time, Micro-Founded and Sustainable Metrics for Beyond-GDP Economic Assessment," CIRANO Working Papers 2025s-20, CIRANO.
- Demetrescu, Matei & Kruse-Becher, Robinson, 2025. "Is U.S. real output growth non-normal? A tale of time-varying location and scale," Journal of Economic Dynamics and Control, Elsevier, vol. 171(C).
- Maria do Rosário Anjos, 2021. "Free Competition and Fiscal Policy in European Union," Journal of International Business Research and Marketing, Inovatus Services Ltd., vol. 6(6), pages 25-30, September.
- Ana Beatriz Galvão & James Mitchell, 2023. "Real‐Time Perceptions of Historical GDP Data Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 457-481, June.
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025.
"Data-Driven Learning About Trend Productivity Growth,"
CIRANO Working Papers
2025s-29, CIRANO.
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025. "Data-Driven Learning About Trend Productivity Growth," CAMA Working Papers 2025-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kurt Graden Lunsford, 2023. "The Discrepancy Between Expenditure- and Income-Side Estimates of US Output," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2023(01), pages 1-7, January.
- Yannic Stucki, 2024.
"Measuring Swiss Employment Growth: A Measurement-Error Approach,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(3), pages 443-473, November.
- Yannic Stucki, 2022. "Measuring Swiss employment growth: a measurement-error approach," Working Papers 2022-11, Swiss National Bank.
- Maria do Rosário Anjos, 2020. "Free Competition and Fiscal Policy in European Union," International Journal of Operations Management, Inovatus Services Ltd., vol. 1(1), pages 49-56, October.
- Zhang, HongWei & Xie, Yuan, 2024. "Assessing natural resources, rebounding trends, digital economic structure and green recovery dynamics in China," Resources Policy, Elsevier, vol. 88(C).
- Sekine, Toshitaka, 2022. "Looking from Gross Domestic Income: Alternative view of Japan’s economy," Japan and the World Economy, Elsevier, vol. 64(C).
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023.
"Employment reconciliation and nowcasting,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, The Center for Economic Research.
- Irma Hindrayanto & Jan P.A.M. Jacobs & Denise R. Osborn & Jing Tian, 2017.
"Trend-Cycle-Seasonal Interactions: Identification and Estimation,"
CAMA Working Papers
2017-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hindrayanto, Irma & Jacobs, Jan P.A.M. & Osborn, Denise R. & Tian, Jing, 2019. "Trend–Cycle–Seasonal Interactions: Identification And Estimation," Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3163-3188, December.
Cited by:
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018. "Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada," UC3M Working papers. Economics 27484, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Barend Abeln & Jan P. A. M. Jacobs, 2022.
"COVID-19 and Seasonal Adjustment,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 159-169, July.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID-19 and seasonal adjustment," CAMA Working Papers 2021-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Barend Abeln & Jan P. A. M. Jacobs, 2023. "COVID-19 and Seasonal Adjustment," SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 53-61, Springer.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID19 and Seasonal Adjustment," CIRANO Working Papers 2021s-05, CIRANO.
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
- Romero Alberto & Kuper Gerard H. & Jan P.A.M. Jacobs & Boonman Tjeerd, 2017.
"Early Warning Systems with Real-Time Data,"
Working Papers
2017-16, Banco de México.
Cited by:
- Baker Shnekat & Ghazi Al-Assaf, 2020. "The Impact of Political Stability on the Effectiveness of the Early Warning Systems in Predicting the Financial Crises: The Case of Jordan and Qatar," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(4), pages 398-407, July.
- Beltman, Jaap & Machado, Marcos R. & Osterrieder, Joerg R., 2025. "Predicting retail customers' distress in the finance industry: An early warning system approach," Journal of Retailing and Consumer Services, Elsevier, vol. 82(C).
- Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper & Alberto Romero, 2017.
"Early Warning Systems for Currency Crises with Real-Time Data,"
CIRANO Working Papers
2017s-18, CIRANO.
- Tjeerd M. Boonman & Jan P. A. M. Jacobs & Gerard H. Kuper & Alberto Romero, 2019. "Early Warning Systems for Currency Crises with Real-Time Data," Open Economies Review, Springer, vol. 30(4), pages 813-835, September.
Cited by:
- Baker Shnekat & Ghazi Al-Assaf, 2020. "The Impact of Political Stability on the Effectiveness of the Early Warning Systems in Predicting the Financial Crises: The Case of Jordan and Qatar," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(4), pages 398-407, July.
- Alonso-Alvarez, Irma & Molina, Luis, 2023. "How to foresee crises? A new synthetic index of vulnerabilities for emerging economies," Economic Modelling, Elsevier, vol. 125(C).
- Michele Bertoni & Bruno De Rosa & Paola Rossi, 2021. ""Early Warnings": incremento nella capacit? di risposta o perdita di rilevanza?," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2021(1), pages 175-194.
- Filip Bašić & Tomislav Globan, 2023. "Early bird catches the worm: finding the most effective early warning indicators of recessions," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(1), pages 2120040-212, December.
- Nihat Tak & Adem Gök, 2022. "Dating currency crises and designing early warning systems: Meta‐possibilistic fuzzy index functions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3773-3790, July.
- Beltman, Jaap & Machado, Marcos R. & Osterrieder, Joerg R., 2025. "Predicting retail customers' distress in the finance industry: An early warning system approach," Journal of Retailing and Consumer Services, Elsevier, vol. 82(C).
- Alain Hecq & Jan P.A.M. Jacobs & Michalis P. Stamatogiannis, 2016.
"Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions,"
CIRANO Working Papers
2016s-01, CIRANO.
- Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
- Hecq, A.W. & Jacobs, J.P.A.M. & Stamatogiannis, M., 2016. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Research Memorandum 004, Maastricht University, Graduate School of Business and Economics (GSBE).
Cited by:
- M. Mogliani & Thomas Ferrière, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
- Jürgen Bierbaumer & Sandra Bilek-Steindl, 2025. "Die WIFO-Schnellschätzung: Revisionsanalyse und Kurzbeschreibung der Methode," WIFO Monatsberichte (monthly reports), WIFO, vol. 98(12), pages 667-679, December.
- Elkhuizen, Luuk & Hermes, Niels & Jacobs, Jan, 2016.
"Financial Development, Financial Liberalization and Social Capital,"
Research Report
16021-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Luuk Elkhuizen & Niels Hermes & Jan Jacobs & Aljar Meesters, 2018. "Financial development, financial liberalization and social capital," Applied Economics, Taylor & Francis Journals, vol. 50(11), pages 1268-1288, March.
Cited by:
- Adewosi, O. Adegoke & Manu Donga & Adamu Idi & Buba Abdullahi, 2018. "An Examination of Drivers of Financial development: Evidence in West African Countries," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 6(1), pages :132-143, June.
- Maryam Barzegar Marvasti & Somayeh Razzaghi, 2020. "Investigating the Determinants of Financial Development in OPEC Countries: An Application of Bayesian Model Averaging Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 342-352.
- Chien-Chiang Lee & Farzan Yahya & Asif Razzaq, 2023. "Greening South Asia with Financial Liberalization, Human Capital, and Militarization: Evidence from the CS-ARDL Approach," Energy & Environment, , vol. 34(6), pages 1957-1981, September.
- Slater, Giulia, 2024. "The effects of social capital deprivation for wellbeing: Evidence from the Covid-19 pandemic," Economics & Human Biology, Elsevier, vol. 54(C).
- Chenggang Li & Gang Zhao & Keumseok Peter Koh & Zhenci Xu & Mu Yue & Weiyan Wang & Yuanyuan Tan & Liang Wu, 2024. "Impact of China’s financial development on the sustainable development goals of the Belt and Road Initiative participating countries," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
- Humaira Raffat & Danish Ahmed Siddiqui, 2020. "Does Openness, and Productivity Matters for FDI: A Global Interactive Analysis Based on the Complementary Role of Institutions," Issues in Economics and Business, Macrothink Institute, vol. 6(2), pages 1-21, December.
- Chletsos, Michael & Sintos, Andreas, 2024. "Political stability and financial development: An empirical investigation," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 252-266.
- Muhammad Arshad Khan & Abdul Rahman & Rameez Tariq, 2025. "Modelling Trilogies Between Financial Liberalization, Human Capital and Financial Development: Evidence from Pakistan Using Threshold Model Approach," Journal of South Asian Development, , vol. 20(3), pages 364-394, December.
- Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2016.
"Towards a financial cycle for the US, 1973-2014,"
Research Report
16013-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019. "Towards a financial cycle for the U.S., 1973–2014," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
Cited by:
- Neilson, Ben Oakley & Lee, Steven J., 2024. "Identifying the properties and impact of education on misconduct: Evidence from Australian financial advisers," International Journal of Educational Development, Elsevier, vol. 105(C).
- Yavas, Volkan & Ozkan-Ozen, Yesim Deniz, 2020. "Logistics centers in the new industrial era: A proposed framework for logistics center 4.0," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 135(C).
- Hassan, Kamrul & Hoque, Ariful & Wali, Muammer & Gasbarro, Dominic, 2020. "Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS," Energy Economics, Elsevier, vol. 92(C).
- Rob Luginbuhl, 2020. "Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model," CPB Discussion Paper 409, CPB Netherlands Bureau for Economic Policy Analysis.
- Albuquerque, Bruno & Cerutti, Eugenio & Kido, Yosuke & Varghese, Richard, 2026.
"Not all housing cycles are created equal: Macroeconomic consequences of housing booms,"
Journal of International Money and Finance, Elsevier, vol. 161(C).
- Bruno Albuquerque & Mr. Eugenio M Cerutti & Yosuke Kido & Mr. Richard Varghese, 2025. "Not all Housing Cycles are Created Equal: Macroeconomic Consequences of Housing Booms," IMF Working Papers 2025/050, International Monetary Fund.
- Beladi, Hamid & Hu, May & Park, Jason & How, Janice, 2020. "Liquidity creation and funding ability during the interbank lending crunch," International Review of Financial Analysis, Elsevier, vol. 67(C).
- Confente, Ilenia & Scarpi, Daniele & Russo, Ivan, 2020. "Marketing a new generation of bio-plastics products for a circular economy: The role of green self-identity, self-congruity, and perceived value," Journal of Business Research, Elsevier, vol. 112(C), pages 431-439.
- Sajid, Muhammad & Mushtaq, Rizwan & Murtaza, Ghulam & Yahiaoui, Dorra & Pereira, Vijay, 2024. "Financial literacy, confidence and well-being: The mediating role of financial behavior," Journal of Business Research, Elsevier, vol. 182(C).
- Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing, 2016.
"Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks,"
Working Papers
2016-04, University of Tasmania, Tasmanian School of Business and Economics.
- Mardi Dungey & Jan P.A.M. Jacobs & Jing Tian, 2017. "Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4554-4566, September.
Cited by:
- Cremaschini, Alessandro & Maruotti, Antonello, 2023. "A finite mixture analysis of structural breaks in the G-7 gross domestic product series," Research in Economics, Elsevier, vol. 77(1), pages 76-90.
- Amy Y. Guisinger & Michael T. Owyang & Hannah Shell, 2018. "Comparing Measures of Potential Output," Review, Federal Reserve Bank of St. Louis, vol. 100(4), pages 297-316.
- Mark Mink & Jan Jacobs & Jakob de Haan & Jakob de Haan, 2016.
"Euro Area Imbalances,"
CESifo Working Paper Series
6291, CESifo.
Cited by:
- Cole, Alexandre Lucas & Guerello, Chiara & Traficante, Guido, 2020.
"One Emu Fiscal Policy For The Euro,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1437-1477, September.
- Cole, Alexandre Lucas & Guerello, Chiara & Traficante, Guido, 2018. "One EMU Fiscal Policy for the EURO," MPRA Paper 97380, University Library of Munich, Germany.
- Alexandre Lucas Cole & Chiara Guerello & Guido Traficante, 2016. "One EMU Fiscal Policy for the EURO," Working Papers CELEG 1602, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Cole, Alexandre Lucas & Guerello, Chiara & Traficante, Guido, 2020.
"One Emu Fiscal Policy For The Euro,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1437-1477, September.
- Barend Abeln & Jan P.A.M. Jacobs, 2015.
"Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET,"
CIRANO Working Papers
2015s-35, CIRANO.
- Barend Abeln & Jan P.A.M. Jacobs, 2015. "Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET," CAMA Working Papers 2015-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Sergey V. Smirnov & Nikolai V. Kondrashov & Anna V. Petronevich, 2016.
"Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices,"
HSE Working papers
WP BRP 122/EC/2016, National Research University Higher School of Economics.
- Sergey Smirnov & Nikolay Kondrashov & Anna Petronevich, 2017. "Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01692230, HAL.
- Sergey V. Smirnov & Nikolay V. Kondrashov & Anna V. Petronevich, 2017. "Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(1), pages 53-73, May.
- Sergey Smirnov & Nikolay Kondrashov & Anna Petronevich, 2017. "Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices," Post-Print hal-01692230, HAL.
- Alain Hecq & Sean Telg & Lenard Lieb, 2017.
"Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?,"
Econometrics, MDPI, vol. 5(4), pages 1-22, October.
- Hecq, Alain & Telg, Sean & Lieb, Lenard, 2016. "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," MPRA Paper 74922, University Library of Munich, Germany, revised 04 Nov 2016.
- Bhattacharya, Rudrani & Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2016. "Seasonal adjustment of Indian macroeconomic time-series," Working Papers 16/160, National Institute of Public Finance and Policy.
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
- Otter, Pieter W. & Jacobs, Jan P.A.M. & Reijer, Ard H.J. de, 2014.
"A criterion for the number of factors in a data-rich environment,"
Research Report
14008-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011.
"Information, Data Dimension and Factor Structure,"
CAMA Working Papers
2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012. "Information, data dimension and factor structure," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 80-91.
- Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper, 2011. "Why didn't the Global Financial Crisis hit Latin America?," CIRANO Working Papers 2011s-63, CIRANO.
- Tjeerd M. Boonman & Jan P. A. M. Jacobs & Gerard H. Kuper, 2017. "An Early Warning System for currency crises in Argentina and Brazil 1990-2009," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 14(2), pages 47-68, Julio-Dic.
- Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011.
"Information, Data Dimension and Factor Structure,"
CAMA Working Papers
2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Boonman, T.M. & Jacobs, J.P.A.M. & Kuper, G.H., 2013.
"Sovereign debt crises in Latin America,"
Research Report
13016-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Zhongbo Jing & Jakob de Haan & Jan P.A.M. Jacobs & Haizhen Yang, 2013.
"Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries,"
CIRANO Working Papers
2013s-41, CIRANO.
- Jing, Zhongbo & de Haan, Jakob & Jacobs, Jan & Yang, Haizhen, 2015. "Identifying banking crises using money market pressure: New evidence for a large set of countries," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 1-20.
Cited by:
- Anna Sznajderska, 2016. "Wpływ sposobu zarządzania płynnością, premii za ryzyko i oczekiwań na stopy rynku międzybankowego w Polsce," Bank i Kredyt, Narodowy Bank Polski, vol. 47(1), pages 61-90.
- Nguyen, Thanh Cong & Castro, Vítor & Wood, Justine, 2022. "A new comprehensive database of financial crises: Identification, frequency, and duration," Economic Modelling, Elsevier, vol. 108(C).
- Sana Zidi & Boutheina Regaieg & Nessrine Hamzaoui, 2021. "The Determinants of the European Banking Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 11(4), pages 115-122.
- Vincent BouvatierBy, 2017.
"The frequency of banking crises in a dynamic setting: a discrete-time duration approach,"
Oxford Economic Papers, Oxford University Press, vol. 69(4), pages 1078-1100.
- Vincent Bouvatier, 2017. "The frequency of banking crises in a dynamic setting: a discrete-time duration approach," Post-Print hal-01549788, HAL.
- Christopher Gandrud & Mark Hallerberg, 2015. "What is a Financial Crisis? Efficiently Measuring Real-Time Perceptions of Financial Market Stress with an Application to Financial Crisis Budget Cycles," CESifo Working Paper Series 5632, CESifo.
- Filip, Bogdan Florin, 2014. "Financial-Monetary Instability Factors within the Framework of the Recent Crisis in Romania," Working Papers of National Institute for Economic Research 141213, Institutul National de Cercetari Economice (INCE).
- Jing, Zhongbo, 2015. "On the relation between currency and banking crises in developing countries, 1980–2010," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 267-291.
- Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016.
"Dating Systemic Financial Stress Episodes in the EU Countries,"
Staff Working Papers
16-11, Bank of Canada.
- Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015. "Dating systemic financial stress episodes in the EU countries," Working Paper Series 1873, European Central Bank.
- Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017. "Dating systemic financial stress episodes in the EU countries," Journal of Financial Stability, Elsevier, vol. 32(C), pages 30-56.
- Shamshadali, Perumbalath & Gafoor, C.P. Abdul & Daimari, Phungkha, 2025. "Mapping the future of banking crisis research: Key contributors and emerging areas," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 6(4).
- Jon Frost & Hiro Ito & René van Stralen, 2020.
"The effectiveness of macroprudential policies and capital controls against volatile capital inflows,"
Working Papers
686, DNB.
- Jon Frost & Hiro Ito & René van Stralen, 2020. "The effectiveness of macroprudential policies and capital controls against volatile capital inflows," BIS Working Papers 867, Bank for International Settlements.
- Abildgren, Kim, 2014. "Far out in the tails – The historical distributions of macro-financial risk factors in Denmark," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2014(1), pages 1-31.
- Shijaku, Gerti, 2014. "Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach," MPRA Paper 79139, University Library of Munich, Germany.
- Somnath Chatterjee & Ching‐Wai (Jeremy) Chiu & Thibaut Duprey & Sinem Hacıoğlu‐Hoke, 2022. "Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 380-400, April.
- Kim Abildgren, 2017. "Determinants of banks’ capital structure in the Pre-Regulation Era," European Review of Economic History, European Historical Economics Society, vol. 21(1), pages 64-82.
- Heijnen, P. & Samarina, A.. & Jacobs, J.P.A.M. & Elhorst, J.P., 2013.
"State transfers at different moments in time,"
Research Report
13006-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Pim Heijnen & J. Paul Elhorst, 2018. "The Diffusion of Local Differentiated Waste Disposal Taxes in the Netherlands," De Economist, Springer, vol. 166(2), pages 239-258, June.
- Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Discussion Paper 2013-061, Tilburg University, Center for Economic Research.
- Jean-François Richard, 2015. "Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables," Working Paper 5778, Department of Economics, University of Pittsburgh.
- Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Other publications TiSEM d63bf400-7ff2-4a1c-8067-1, Tilburg University, School of Economics and Management.
- Diego E. Vacaflores & James P. LeSage, 2020. "Spillover effects in adoption of cash transfer programs by Latin American countries," Journal of Geographical Systems, Springer, vol. 22(2), pages 177-199, April.
- Raul Caruso & Ilaria Petrarca & Roberto Ricciuti, 2014. "Spatial Concentration of Military Dictatorships in Sub-Saharan Africa (1977-2007)," CESifo Working Paper Series 4802, CESifo.
- Tony Hall & Jan Jacobs & Adrian Pagan, 2013.
"Macro-Econometric System Modelling @75,"
CAMA Working Papers
2013-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tony Hall & Jan Jacobs & Adrian Pagan, "undated". "Macro-Econometric System Modelling @75," NCER Working Paper Series 95, National Centre for Econometric Research.
Cited by:
- Pagan, Adrian & Robinson, Tim, 2014. "Methods for assessing the impact of financial effects on business cycles in macroeconometric models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 94-106.
- Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.
- Miller, Marcus, 2014. "Macroeconomics after the crisis ? hedgehog or fox?," CEPR Discussion Papers 9974, Centre for Economic Policy Research.
- Warwick J McKibbin & Andrew Stoeckel, 2018.
"Modelling a complex world: improving macro-models,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 329-347.
- Warwick J. McKibbin & Andrew Stoeckel, 2017. "Modelling a Complex World: Improving Macromodels," CAMA Working Papers 2017-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacobs, Jan & Klein Goldewijk, Geertje, 2013.
"The relation between stature and long bone length in the Roman Empire,"
Research Report
13002-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Klein Goldewijk, Geertje & Jacobs, Jan, 2013. "The relation between stature and long bone length in the Roman Empire," Research Report EEF-13002, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Jongman, Willem M. & Jacobs, Jan P.A.M. & Klein Goldewijk, Geertje M., 2019. "Health and wealth in the Roman Empire," Economics & Human Biology, Elsevier, vol. 34(C), pages 138-150.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013.
"Modeling Multivariate Data Revisions,"
CIRANO Working Papers
2013s-44, CIRANO.
Cited by:
- Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz, 2015. "Forecasting with Bayesian multivariate vintage-based VARs," International Journal of Forecasting, Elsevier, vol. 31(3), pages 757-768.
- Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J., 2012.
"Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data),"
Research Memorandum
021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2014. "Combining distributions of real-time forecasts: An application to U.S. growth," Research Memorandum 027, Maastricht University, Graduate School of Business and Economics (GSBE).
- Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017.
"Measurement errors and monetary policy: Then and now,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2015. "Measurement Errors and Monetary Policy: Then and Now," Working Paper 15-13, Federal Reserve Bank of Richmond.
- Emilia Tomczyk, 2013. "End of sample vs. real time data: perspectives for analysis of expectations," Working Papers 68, Department of Applied Econometrics, Warsaw School of Economics.
- Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012.
"On the Correspondence Between Data Revision and Trend-Cycle Decomposition,"
CAMA Working Papers
2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013. "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 316-319, March.
- Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon, 2012. "On the correspondence between data revision and trend-cycle decomposition," Working Papers 12975, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Mar 2012.
Cited by:
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- Jing Tian & Jan P.A.M. Jacobs & Denise R. Osborn, 2024. "Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1260-1289, October.
- Dungey, Mardi & Jacobs, Jan & Tian, Jing & Norden, Simon van, 2012. "On trend-cycle decomposition and data revision," Research Report 12009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Dungey, Mardi & Jacobs, Jan & Tian, Jing & Norden, Simon van, 2012.
"On trend-cycle decomposition and data revision,"
Research Report
12009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Doko Tchatoka, Firmin, 2013.
"On bootstrap validity for specification tests with weak instruments,"
Working Papers
16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
- Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," MPRA Paper 47485, University Library of Munich, Germany.
- Firmin Doko Tchatoka, 2014. "On Bootstrap Validity for Specification Tests with Weak Instruments," Adelaide Economics Working Papers 2014-06, Adelaide University, School of Economics.
- Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
- Doko Tchatoka, Firmin, 2012.
"Specification tests with weak and invalid instruments,"
Working Papers
15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
- Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," Adelaide Economics Working Papers 2014-05, Adelaide University, School of Economics.
- Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
- Doko Tchatoka, Firmin, 2012.
"On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments,"
Working Papers
15061, University of Tasmania, Tasmanian School of Business and Economics, revised 06 Jul 2012.
- Doko Tchatoka, Firmin, 2012. "On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments," MPRA Paper 40184, University Library of Munich, Germany.
- Dungey, Mardi & Luciani, Matteo & Veredas, David, 2012.
"Ranking systemically important financial institutions,"
Working Papers
15473, University of Tasmania, Tasmanian School of Business and Economics, revised 21 Nov 2012.
- Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
- Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012.
"Identification-robust inference for endogeneity parameters in linear structural models,"
Working Papers
15064, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Aug 2012.
- Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper 40695, University Library of Munich, Germany.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2014. "Identification-robust inference for endogeneity parameters in linear structural models," CIRANO Working Papers 2014s-17, CIRANO.
- Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014. "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 165-187, February.
- Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2014. "Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models," Cahiers de recherche 03-2014, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Doko Tchatoka, Firmin, 2013.
"On bootstrap validity for specification tests with weak instruments,"
Working Papers
16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
- Boonman, Tjeerd M. & Jacobs, Jan P.A.M. & Kuper, Gerard H., 2012.
"The Global Financial Crisis and currency crises in Latin America,"
Research Report
12005-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Andrea Bonilla, 2014. "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region's Integration Projects," Working Papers halshs-01069353, HAL.
- Jing, Zhongbo, 2015. "On the relation between currency and banking crises in developing countries, 1980–2010," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 267-291.
- Andrea Bonilla Bolanos, 2014.
"External Vulnerabilities And Economic Integration: Is The Union Of South American Nations A Promising Project?,"
Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 39(2), pages 97-131, June.
- Andrea Bonilla Bolanos, 2012. "External vulnerabilities and economic integration. Is the Union of South American Nations a promising project?," Working Papers 1238, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon.
- Andrea Bonilla Bolanos, 2014. "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region’s Integration Projects," Working Papers 1424, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon.
- Andrea Bonilla BOLAÑOS, 2017. "Are South American Countries Really Converging?: The Influence of the Region's Integration Projects," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 130-149, September.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003),"
Discussion Paper
2011-134, Tilburg University, Center for Economic Research.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Other publications TiSEM b80cf367-c435-4f20-8e4c-8, Tilburg University, School of Economics and Management.
Cited by:
- Rodolfo Metulini, 2013. "Spatial gravity models for international trade: a panel analysis among OECD countries," ERSA conference papers ersa13p522, European Regional Science Association.
- Mr. Tamon Asonuma, 2016.
"Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics,"
IMF Working Papers
2016/037, International Monetary Fund.
- Asonuma, Tamon, 2014. "Sovereign defaults, external debt and real exchange rate dynamics," MPRA Paper 55133, University Library of Munich, Germany.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003),"
Other publications TiSEM
b80cf367-c435-4f20-8e4c-8, Tilburg University, School of Economics and Management.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Discussion Paper 2011-134, Tilburg University, Center for Economic Research.
- Yongfu Huang & M. G. Quibria, 2013. "Green Growth: Theory and Evidence," WIDER Working Paper Series wp-2013-056, World Institute for Development Economic Research (UNU-WIDER).
- Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011.
"Information, Data Dimension and Factor Structure,"
CAMA Working Papers
2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012. "Information, data dimension and factor structure," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 80-91.
Cited by:
- Klaus Abberger & Michael Graff & Boriss Siliverstovs & Jan-Egbert Sturm, 2014. "The KOF Economic Barometer, Version 2014," KOF Working papers 14-353, KOF Swiss Economic Institute, ETH Zurich.
- Ard Reijer, 2013. "Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets," Empirical Economics, Springer, vol. 44(2), pages 435-453, April.
- Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper, 2011.
"Why didn't the Global Financial Crisis hit Latin America?,"
CIRANO Working Papers
2011s-63, CIRANO.
Cited by:
- Alexis Esposto & Ricardo Pereyra, 2013. "Actual and Potential Trade Flows between Australia and Latin America," Economic Papers, The Economic Society of Australia, vol. 32(4), pages 477-495, December.
- Dungey, Mardi & Jacobs, Jan & Lestano, 2010.
"Financial crises in Asia: concordance by asset market or country?,"
Working Papers
10575, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Nov 2010.
Cited by:
- Mansur, Alfan, 2016. "The Impact of a Loss of Confidence in Emerging Market Economies to the World Economy: A Simulation with the G-Cubed Model," MPRA Paper 93870, University Library of Munich, Germany, revised 10 Nov 2017.
- Jan P.A.M. Jacobs & Jenny E. Ligthart & Hendrik Vrijburg, 2009.
"Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors,"
International Center for Public Policy Working Paper Series, at AYSPS, GSU
paper0915, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009. "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Other publications TiSEM d473cc67-03f6-4389-9a9f-3, Tilburg University, School of Economics and Management.
- Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009. "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Discussion Paper 2009-92, Tilburg University, Center for Economic Research.
Cited by:
- Youxing Huang & Meixia Dong & Yanping Zhao, 2024. "Sister‐city Ties and Chinese Outward Foreign Direct Investment: A Spatial Econometric Analysis," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 32(1), pages 231-258, January.
- Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134),"
Discussion Paper
2015-003, Tilburg University, Center for Economic Research.
- Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Other publications TiSEM b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018.
"A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors,"
MPRA Paper
86371, University Library of Munich, Germany.
- Badi Baltagi & Bernard Fingleton & Alain Pirotte, 2019. "A time-space dynamic panel data model with spatial moving average errors," Post-Print hal-04129306, HAL.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2019. "A time-space dynamic panel data model with spatial moving average errors," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 13-31.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018. "A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors," IZA Discussion Papers 11587, IZA Network @ LISER.
- Salima Bouayad-Agha & Nadine Turpin & Lionel V�drine, 2013.
"Fostering the Development of European Regions: A Spatial Dynamic Panel Data Analysis of the Impact of Cohesion Policy,"
Regional Studies, Taylor & Francis Journals, vol. 47(9), pages 1573-1593, October.
- Salima Bouayad Agha & Nadine N. Turpin & Lionel Vedrine, 2013. "Fostering the development of European regions: a spatial dynamic panel data analysis of the impact of cohesion policy," Post-Print hal-01000321, HAL.
- Zhonghua Cheng & Xiai Shi, 2018. "Can Industrial Structural Adjustment Improve the Total-Factor Carbon Emission Performance in China?," IJERPH, MDPI, vol. 15(10), pages 1-20, October.
- bouayad-agha-Hamouche, salima & turpin, nadine & védrine, lionel, 2012. "Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy," MPRA Paper 65470, University Library of Munich, Germany.
- Biswajit Mohanty & N.R. Bhanumurthy & Ananya Ghosh Dastidar, 2017. "What explains regional imbalances in public infrastructure expenditure? Evidence from Indian states," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 24(2), pages 113-139, December.
- Hua, Yue & Xie, Rui & Su, Yaqin, 2018. "Fiscal spending and air pollution in Chinese cities: Identifying composition and technique effects," China Economic Review, Elsevier, vol. 47(C), pages 156-169.
- David Bartolini & Raffaella Santolini, 2012. "Political yardstick competition among Italian municipalities on spending decisions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 213-235, August.
- Lin, Mi & Kwan, Yum K., 2016.
"FDI technology spillovers, geography, and spatial diffusion,"
International Review of Economics & Finance, Elsevier, vol. 43(C), pages 257-274.
- Mi Lin & Yum K. Kwan, "undated". "FDI Technology Spillovers, Geography, and Spatial Diffusion," GRU Working Paper Series GRU_2016_002, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Mi Lin & Yum K. Kwan, 2017. "FDI Spatial Spillovers in China," The World Economy, Wiley Blackwell, vol. 40(8), pages 1514-1530, August.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2014.
"Estimating and Forecasting with a Dynamic Spatial Panel Data Model,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 112-138, February.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2012. "Estimating and Forecasting With A Dynamic Spatial Panel Data Model," Center for Policy Research Working Papers 149, Center for Policy Research, Maxwell School, Syracuse University.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2011. "Estimating and forecasting with a dynamic spatial panel data model," LSE Research Online Documents on Economics 58322, London School of Economics and Political Science, LSE Library.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2011. "Estimating and Forecasting with a Dynamic Spatial Panel Data Model," SERC Discussion Papers 0095, Centre for Economic Performance, LSE.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003),"
Other publications TiSEM
b80cf367-c435-4f20-8e4c-8, Tilburg University, School of Economics and Management.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Discussion Paper 2011-134, Tilburg University, Center for Economic Research.
- Cheng, Zhonghua & Li, Xiang & Zhu, Yeman & Wang, Meixiao, 2023. "The effects of agglomeration externalities on urban green total-factor productivity in China," Economic Systems, Elsevier, vol. 47(2).
- Zheng, Xinye & Li, Fanghua & Song, Shunfeng & Yu, Yihua, 2013.
"Central government's infrastructure investment across Chinese regions: A dynamic spatial panel data approach,"
China Economic Review, Elsevier, vol. 27(C), pages 264-276.
- Zheng, Xinye & Li, Fanghua & Song, Shunfeng & Yu, Yihua, 2013. "Central Government's Infrastructure Investment across Chinese Regions: A Dynamic Spatial Panel Data Approach," MPRA Paper 50407, University Library of Munich, Germany.
- Seydou Coulibaly & Abdramane Camara, 2022. "The end of tax incentives in mining? Tax policy and mining foreign direct investment in Africa," African Development Review, African Development Bank, vol. 34(S1), pages 177-194, July.
- Seydou Coulibaly & Abdramane Camara, 2021. "Working Paper 354 - Taxation, Foreign Direct Investment and Spillover Effects in the Mining Sector," Working Paper Series 2480, African Development Bank.
- Zhonghua Cheng & Xiaowen Hu, 2023. "The effects of urbanization and urban sprawl on CO2 emissions in China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(2), pages 1792-1808, February.
- Hou, Li & Jin, Baisuo & Wu, Yuehua, 2024. "Estimation and variable selection for high-dimensional spatial dynamic panel data models," Journal of Econometrics, Elsevier, vol. 238(2).
- Cheng, Zhonghua & Li, Lianshui & Liu, Jun, 2018. "Industrial structure, technical progress and carbon intensity in China's provinces," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 2935-2946.
- Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran, 2014.
"Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects,"
Cambridge Working Papers in Economics
1412, Faculty of Economics, University of Cambridge.
- Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014. "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects," CESifo Working Paper Series 4822, CESifo.
- J. Elhorst, 2012.
"Dynamic spatial panels: models, methods, and inferences,"
Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
- J. Paul Elhorst, 2014. "Dynamic Spatial Panels: Models, Methods and Inferences," SpringerBriefs in Regional Science, in: Spatial Econometrics, edition 127, chapter 0, pages 95-119, Springer.
- Jianhuan Huang & Yue Hua, 2019. "Eco-efficiency Convergence and Green Urban Growth in China," International Regional Science Review, , vol. 42(3-4), pages 307-334, May.
- Taotao Deng & Yukun Hu, 2019. "Modelling China’s outbound tourist flow to the ‘Silk Road’: A spatial econometric approach," Tourism Economics, , vol. 25(8), pages 1167-1181, December.
- Salima Bouayad-Agha & Lionel Védrine, 2010. "Estimation Strategies for a Spatial Dynamic Panel using GMM. A New Approach to the Convergence Issue of European Regions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(2), pages 205-227.
- Zhonghua Cheng & Qingfei Xu & Ian Fraser Sanderson, 2021. "China's economic growth and haze pollution control," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 107(3), pages 2653-2669, July.
- Lin, Mi & Kwan, Yum K., 2014. "FDI Spatial Spillovers in China," MPRA Paper 60754, University Library of Munich, Germany.
- Mohanty, Biswajit & Bhanumurthy, N. R. & Dastidar, Ananya Ghosh, 2017. "What explains Regional Imbalances in Infrastructure?: Evidence from Indian States," Working Papers 17/197, National Institute of Public Finance and Policy.
- Zheng, Xinye & Yu, Yihua & Wang, Jing & Deng, Huihui, 2013. "Identifying the determinants and spatial nexus of provincial carbon intensity in China: A dynamic spatial panel approach," MPRA Paper 56088, University Library of Munich, Germany.
- BOONE, Christophe & BROUWER, Aleid & JACOBS, Jan & VAN WITTELOOSTUIJN, Arjen, 2009.
"Religious pluralism and organizational diversity: An empirical test for the city of Zwolle, the Netherlands, 1851-1914,"
ACED Working Papers
2009002, University of Antwerp, Faculty of Business and Economics.
- BOONE, Christophe & BROUWER, Aleid & JACOBS, Jan & VAN WITTELOOSTUIJN, Arjen, 2009. "Religious pluralism and organizational diversity: An empirical test for the city of Zwolle, the Netherlands, 1851-1914," Working Papers 2009003, University of Antwerp, Faculty of Business and Economics.
Cited by:
- Lapo Filistrucchi & Jens Prufer, 2014.
"Faithful Strategies: How Religion Shapes Nonprofit Management,"
Working Papers - Economics
wp2014_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Filistrucchi, L. & Prüfer, J., 2013. "Faithful Strategies : How Religion Shapes Nonprofit Management," Discussion Paper 2013-052, Tilburg University, Center for Economic Research.
- Filistrucchi, L. & Prüfer, J., 2013. "Faithful Strategies : How Religion Shapes Nonprofit Management," Other publications TiSEM 3d10d93c-8f8c-4429-9b06-2, Tilburg University, School of Economics and Management.
- Lapo Filistrucchi & Jens Prüfer, 2019. "Faithful Strategies: How Religion Shapes Nonprofit Management," Management Science, INFORMS, vol. 65(1), pages 188-208, January.
- Jan Jacobs & Jan-Egbert Sturm, 2008.
"The Information Content of KOF Indicators on Swiss Current Account Data Revisions,"
CESifo Working Paper Series
2370, CESifo.
- Jan Jacobs & Jan-Egbert Sturm, 2009. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
- Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers 08-202, KOF Swiss Economic Institute, ETH Zurich.
Cited by:
- Katharina Glass, 2018. "Predictability of Euro Area Revisions," Macroeconomics and Finance Series 201801, University of Hamburg, Department of Socioeconomics.
- Wohlrabe, Klaus & Bührig, Pascal, 2015.
"Forecasting Revisions of German Industrial Production,"
MPRA Paper
67513, University Library of Munich, Germany.
- Pascal Bührig & Klaus Wohlrabe, 2016. "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, vol. 23(15), pages 1062-1064, October.
- Bührig, Pascal & Wohlrabe, Klaus, 2016. "Forecasting revisions of German industrial production," Munich Reprints in Economics 43524, University of Munich, Department of Economics.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- Boriss Siliverstovs, 2010. "Assessing Predictive Content of the KOF Barometer in Real Time," KOF Working papers 10-249, KOF Swiss Economic Institute, ETH Zurich.
- Jan Jacobs & Jan-Egbert Sturm, 2007.
"A real-time analysis of the Swiss trade account,"
Money Macro and Finance (MMF) Research Group Conference 2006
167, Money Macro and Finance Research Group.
Cited by:
- Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007.
"A state space approach to extracting the signal from uncertain data,"
Bank of England working papers
336, Bank of England.
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal From Uncertain Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-180, March.
- Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007.
"A state space approach to extracting the signal from uncertain data,"
Bank of England working papers
336, Bank of England.
- Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007.
"Cointegration, Long-Run Structural Modelling and Weak Exogeneity: Two Models of the UK Economy,"
CAMA Working Papers
2007-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
Cited by:
- Batool, Irem & Goldmann, Kathrin, 2021. "The role of public and private transport infrastructure capital in economic growth. Evidence from Pakistan," Research in Transportation Economics, Elsevier, vol. 88(C).
- Ibrar Hussain & Jawad Hussain & Arshad Ali & Shabir Ahmad, 2021. "A Dynamic Analysis of the Impact of Fiscal Adjustment on Economic Growth: Evidence From Pakistan," SAGE Open, , vol. 11(2), pages 21582440211, June.
- Ghassan, Hassan B., 2011. "Public and Private Investment in Saudi Economy: Evidence from Weak Exogeneity and Bound Cointegration Tests," MPRA Paper 56537, University Library of Munich, Germany.
- Accolley, Delali, 2018. "Accounting for Busines Cycles in Canada: II. The Role of Money," MPRA Paper 85481, University Library of Munich, Germany.
- Leonardo Gambacorta & Adrian Van Rixtel & Stefano Schiaffi, 2017.
"Changing business models in international bank funding,"
BIS Working Papers
614, Bank for International Settlements.
- Leonardo Gambacorta & Adrian van Rixtel & Stefano Schiaffi, 2019. "Changing Business Models In International Bank Funding," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1038-1055, April.
- Gambacorta, Leonardo & van Rixtel, Adrian & Schiaffi, Stefano, 2017. "Changing business models in international bank funding," CEPR Discussion Papers 11957, Centre for Economic Policy Research.
- Leonardo Gambacorta & Stefano Schiaffi & Adrian Van Rixtel, 2017. "Changing business models in international bank funding," Working Papers 1736, Banco de España.
- Jimmy Lockwood & Larry Lockwood & Sie Ting Lau, 2016. "Lost In Translation: Which Stock Prices Bear The Burden To Adjust To Exchange Rates?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(3), pages 263-290, September.
- Cristina Badarau-Semenescu & Cheikh Tidiane Ndiaye, 2010. "Politique économique et transmission des chocs dans la zone euro," L'Actualité Economique, Société Canadienne de Science Economique, vol. 86(1), pages 35-77.
- Dungey, Mardi & Fry, Renée, 2009.
"The identification of fiscal and monetary policy in a structural VAR,"
Economic Modelling, Elsevier, vol. 26(6), pages 1147-1160, November.
- Mardi Dungey & Renee Fry, 2007. "The Identification of Fiscal and Monetary Policy in a Structural VAR," CAMA Working Papers 2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172, CPB Netherlands Bureau for Economic Policy Analysis.
- Mardi Dungey & Denise R Osborn, 2009.
"Modelling International Linkages for Large Open Economies: US and Euro Area,"
Centre for Growth and Business Cycle Research Discussion Paper Series
121, Economics, The University of Manchester.
- Mardi Dungey & Denise Osborn, 2009. "Modelling International Linkages for Large Open Economies: US and Euro Area," CAMA Working Papers 2009-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Zuzana LAJDOVÁ & Peter BIELIK, 2015. "The evidence of asymmetric price adjustments," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(3), pages 105-115.
- Vrijburg, H. & Jacobs, J.P.A.M. & Ligthart, J.E., 2007.
"Consumption tax competition among governments: Evidence from the United States,"
Research Report
07008, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Jan Jacobs & Jenny Ligthart & Hendrik Vrijburg, 2010. "Consumption tax competition among governments: Evidence from the United States," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 17(3), pages 271-294, June.
- Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2007. "Consumption Tax Competition Among Governments : Evidence from the United States," Other publications TiSEM e00f9e9d-60b4-4d2c-bced-7, Tilburg University, School of Economics and Management.
Cited by:
- Chiara Cavallero & Martin Zagler, 2025. "The beach: tourism tax competition along the Italian coasts," Journal of Economics, Springer, vol. 145(1), pages 77-96, June.
- Yongzheng Liu, 2014.
"Does competition for capital discipline governments? The role of fiscal equalization,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 21(3), pages 345-374, June.
- Yongzheng Liu, 2014. "Does Competition for Capital Discipline Governments? The Role of Fiscal Equalization," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1404, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Tao, Peng & Gong, Feng & Zhu, Kaiyue, 2023. "Tax competition among local governments: Evidence from the spillovers of location-based tax incentives in China," China Economic Review, Elsevier, vol. 82(C).
- Robert S. Chirinko & Daniel J. Wilson, 2017.
"Tax competition among U.S. States: racing to the bottom or riding on a seesaw?,"
Working Papers
3, Department of the Treasury, Ministry of the Economy and of Finance.
- Robert S. Chirinko & Daniel J. Wilson, 2007. "Tax competition among U.S. states: racing to the bottom or riding on a seesaw?," Working Paper Series 2008-03, Federal Reserve Bank of San Francisco.
- Robert S. Chirinko & Daniel J. Wilson, 2011. "Tax Competition Among U.S. States: Racing to the Bottom or Riding on a Seesaw?," CESifo Working Paper Series 3535, CESifo.
- Chirinko, Robert S. & Wilson, Daniel J., 2017. "Tax competition among U.S. states: Racing to the bottom or riding on a seesaw?," Journal of Public Economics, Elsevier, vol. 155(C), pages 147-163.
- Yongzheng Liu & Jorge Martinez-Vazquez, 2014.
"Inter-Jurisdictional Tax Competition In China,"
International Center for Public Policy Working Paper Series, at AYSPS, GSU
paper1403, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Anping Chen & Marlon Boarnet & Mark Partridge & Yongzheng Liu & Jorge Martinez-Vazquez, 2014. "Interjurisdictional Tax Competition In China," Journal of Regional Science, Wiley Blackwell, vol. 54(4), pages 606-628, September.
- Agrawal, David R., 2016. "Local fiscal competition: An application to sales taxation with multiple federations," Journal of Urban Economics, Elsevier, vol. 91(C), pages 122-138.
- Leonzio Rizzo & Alejandro Esteller - Moré, 2011. "US Excise Tax Horizontal Interdependence: Yardstick vs. Tax Competition," Working Papers 201116, University of Ferrara, Department of Economics.
- Michael Keen & Kai A. Konrad, 2012. "International Tax Competition and Coordination," Working Papers international_tax_competi, Max Planck Institute for Tax Law and Public Finance.
- Ricardo B. Politi & Enlinson Mattos & Eric Picin, 2021. "Public input and business tax competition in local communities in Brazil," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 67(3), pages 799-824, December.
- Laszlo Paizs, 2010. "Asymmetric Competition in the Setting of Diesel Excise Taxes in EU Countries," KRTK-KTI WORKING PAPERS 1012, Institute of Economics, Centre for Economic and Regional Studies.
- David R. Agrawal, 2015.
"The Tax Gradient: Spatial Aspects of Fiscal Competition,"
CESifo Working Paper Series
5292, CESifo.
- David R. Agrawal, 2015. "The Tax Gradient: Spatial Aspects of Fiscal Competition," American Economic Journal: Economic Policy, American Economic Association, vol. 7(2), pages 1-29, May.
- Alejandro Esteller-Moré & Leonzio Rizzo, 2014. "US excise tax horizontal interdependence: yardstick versus tax competition," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(3), pages 711-737, May.
- David Bartolini & Raffaella Santolini, 2012. "Political yardstick competition among Italian municipalities on spending decisions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 213-235, August.
- Keaton Miller & Boyoung Seo, 2021. "The Effect of Cannabis Legalization on Substance Demand and Tax Revenues," National Tax Journal, University of Chicago Press, vol. 74(1), pages 107-145.
- Sebastian G. Kessing & Bernhard Koldert, 2012.
"Cross-Border Shopping and the Atkinson-Stiglitz Theorem,"
Volkswirtschaftliche Diskussionsbeiträge
158-12, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
- Sebastian Kessing & Bernhard Koldert, 2013. "Cross-border shopping and the Atkinson–Stiglitz theorem," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 20(4), pages 618-630, August.
- Paizs, László, 2009. "Gázolaj-jövedékiadó verseny az Európai Unióban [Fiscal competition on the market for diesel fuel in the European Union]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 216-238.
- Bingjie Wang & Chong Xu & Ding Li & Yinyin Wu & Yaqi Zhang, 2023. "The Effects of Environmental Tax Revenue on Sustainable Development in China," IJERPH, MDPI, vol. 20(6), pages 1-17, March.
- Yongzheng Liu & Bingyang Lv & Hang Tai & Chenping Yang, 2018. "Fiscal Incentives and Local Tax Competition: Evidence from China," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1817, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Simone Moriconi & Pierre M. Picard & Skerdilajda Zanaj, 2015.
"Commodity taxation and regulatory competition,"
Working Papers
2015/26, Institut d'Economia de Barcelona (IEB).
- Simone Moriconi & Pierre M. Picard & Skerdilajda Zanaj, 2012. "Commodity taxation and regulatory competition," DEM Discussion Paper Series 12-15, Department of Economics at the University of Luxembourg.
- Simone Moriconi & Pierre M. Picard & Skerdilajda Zanaj, 2017. "Commodity Taxation and Regulatory Competition," CESifo Working Paper Series 6345, CESifo.
- Moriconi, Simone & Picard, Pierre M. & Zanaj, Skerdilajda, 2019. "Commodity taxation and regulatory competition," LIDAM Reprints CORE 3091, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- MORICONI, Simone & PICARD , Pierre M. & ZANAJ, Skerdilajda, 2012. "Commodity taxation and regulatory competition," LIDAM Discussion Papers CORE 2012057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Simone Moriconi & Pierre M. Picard & Skerdilajda Zanaj, 2015. "Commodity Taxation and Regulatory Competition," DISCE - Working Papers del Dipartimento di Economia e Finanza def034, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Simone Moriconi & Pierre Picard & Skerdilajda Zanaj, 2018. "Commodity taxation and regulatory competition," Post-Print hal-02110504, HAL.
- Simone Moriconi & Pierre M. Picard & Skerdilajda Zanaj, 2019. "Commodity taxation and regulatory competition," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(4), pages 919-965, August.
- Agrawal, David R., 2014.
"LOST in America: Evidence on local sales taxes from national panel data,"
Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 147-163.
- David Agrawal, 2014. "Lost in America: Evidence on Local Sales Taxes from National Panel Data," CESifo Working Paper Series 4943, CESifo.
- Enlinson Mattos & Ricardo Politi, 2014. "Pro-poor tax policy and yardstick competition: a spatial investigation for VAT relief on food in Brazil," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(1), pages 279-307, January.
- Jean-François Brun & Seydou Coulibaly, 2019. "Domestic and cross border spillover effects of corporate tax policy in Africa," CERDI Working papers halshs-02108168, HAL.
- Hansen, Benjamin & Miller, Keaton & Weber, Caroline, 2020.
"Federalism, partial prohibition, and cross-border sales: Evidence from recreational marijuana,"
Journal of Public Economics, Elsevier, vol. 187(C).
- Benjamin Hansen & Keaton Miller & Caroline Weber, 2017. "Federalism, Partial Prohibition, and Cross-Border Sales: Evidence from Recreational Marijuana," NBER Working Papers 23762, National Bureau of Economic Research, Inc.
- Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009.
"Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors,"
Discussion Paper
2009-92, Tilburg University, Center for Economic Research.
- Jan P.A.M. Jacobs & Jenny E. Ligthart & Hendrik Vrijburg, 2009. "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0915, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009. "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Other publications TiSEM d473cc67-03f6-4389-9a9f-3, Tilburg University, School of Economics and Management.
- Yongzheng Liu, 2014.
"Do Government Preferences Matter for Tax Competition?,"
International Center for Public Policy Working Paper Series, at AYSPS, GSU
paper1428, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Yongzheng Liu, 2016. "Do government preferences matter for tax competition?," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 23(2), pages 343-367, April.
- Metaxas, Theodore & Nikou, Rania, 2020. "Tax competition in EU and USA: A comparative analysis of the automotive and telecommunication industries," MPRA Paper 102214, University Library of Munich, Germany.
- Yongzheng Liu & Hang Tai & Chenping Yang, 2020. "Fiscal incentives and local tax competition: Evidence from China," The World Economy, Wiley Blackwell, vol. 43(12), pages 3340-3356, December.
- Longjin Chen, 2021. "Tax enforcement interactions among Chinese provinces: A frontier and spatial analysis," Growth and Change, Wiley Blackwell, vol. 52(1), pages 332-348, March.
- Saxon, Nicholas & Tosun, Mehmet S. & Yang, Jingjing, 2015. "State and Local Sales Taxes and Business Activity in the United States," IZA Discussion Papers 9413, IZA Network @ LISER.
- Jakob de Haan & Jan Jacobs & Mark Mink & Jakob de Haan, 2007.
"Measuring Synchronicity and Co-movement of Business Cycles with an Application to the Euro Area,"
CESifo Working Paper Series
2112, CESifo.
- Mark Mink & Jan P.A.M. Jacobs & Jakob de Haan, 2007. "Measuring Synchronicity and Co-Movement of Business Cycles with an Application to the Euro Area," CAMA Working Papers 2007-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Styliani Christodoulopoulou, 2014. "The effect of currency unions on business cycle correlations: the EMU case," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(2), pages 177-222, May.
- Julián Caballero & Michael Chui & Emanuel Kohlscheen & Christian Upper, 2023.
"Inflation and labour markets,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation and labour markets, volume 127, pages 1-19,
Bank for International Settlements.
- Bank for International Settlements, 2023. "Inflation and labour markets," BIS Papers, Bank for International Settlements, number 142.
- Joao Loureiro & Manuel M.f. Martins & Ana Paula Ribeiro, 2010.
"Cape Verde: The Case For Euroisation,"
South African Journal of Economics, Economic Society of South Africa, vol. 78(3), pages 248-268, September.
- João Loureiro & Manuel M. F. Martins & Ana Paula Ribeiro, 2009. "Cape Verde: The Case for Euroization," FEP Working Papers 317, Universidade do Porto, Faculdade de Economia do Porto.
- Yeyati, Eduardo Levy & Williams, Tomas, 2012.
"Emerging economies in the 2000s : real decoupling and financial recoupling,"
Policy Research Working Paper Series
5961, The World Bank.
- Levy Yeyati, Eduardo & Williams, Tomas, 2012. "Emerging economies in the 2000s: Real decoupling and financial recoupling," Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2102-2126.
- Eduardo Levy Yeyati & Tomas Williams, 2011. "Emerging economies in the 2000s:Real decoupling and financial recoupling," Business School Working Papers 2011-06_correccion, Universidad Torcuato Di Tella.
- Kappler Marcus, 2011. "Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(2), pages 247-265, April.
- Jason Jones & Nora Collins & Lauren Sribnick, 2012. "External Influences on Business Cycle Synchronization in the Euro Area," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(1), pages 28-39, February.
- Sorin Celea & Petre Brezeanu & Ana Petrina Păun, 2013. "Fiscal Discipline within the EU: Comparative Analysis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 13(2), pages 23-30.
- Jean-Sébastien Pentecôte & Marilyne Huchet, 2009. "Shock asymmetries and distance to the Euro Area," Post-Print hal-00730072, HAL.
- Mariarosaria Comunale, 2017.
"Synchronicity of real and financial cycles and structural characteristics in EU countries,"
Bank of Lithuania Occasional Paper Series
15, Bank of Lithuania.
- Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," CEIS Research Paper 414, Tor Vergata University, CEIS, revised 25 Sep 2017.
- Ionut Jianu, 2020. "Examining the drivers of business cycle divergence between Euro Area and Romania," Papers 2007.11407, arXiv.org.
- Taheri, Abouzar & Nessabian, Shahriyar & Moghaddasi, Reza & Arbabi, Farzin & Damankeshideh, Marjan, 2020. "Business Cycles in Some Selected Oil Producing Countries: Iran versus Three OECD Members," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 27(01).
- Jose Ramon Cancelo, 2012. "Cyclical synchronization in the EMU along the financial crisis: An interpretation of the conflicting signals," European Journal of Government and Economics, Europa Grande, vol. 1(1), pages 86-100, June.
- Moritz A. Roth, 2018. "International co-movements in recessions," Working Papers 1804, Banco de España.
- Fabio C. Bagliano & Claudio Morana, 2011.
"The Effects of the US Economic and Financial Crises on Euro Area Convergence,"
Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 7,
Edward Elgar Publishing.
- Fabio C. Bagliano & Claudio Morana, 2010. "The effects of US economic and financial crises on euro area convergence," Working papers 15, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Fabio Bagliano & Claudio Morana, 2010. "The effects of US economic and financial crises on euro area convergence," CeRP Working Papers 99, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Philip Arestis & Peter Phelps, 2016. "Endogeneity Analysis of Output Synchronization in the Current and Prospective EMU," Journal of Common Market Studies, Wiley Blackwell, vol. 54(3), pages 525-543, May.
- Alexandra Ferreira Lopes & Álvaro M. Pina, 2008.
"Business Cycles, Core and Periphery in Monetary Unions: Comparing Europe and North America,"
Working Papers Department of Economics
2008/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alexandra Ferreira-Lopes & Álvaro M. Pina, 2008. "Business Cycles, Core and Periphery in Monetary Unions: Comparing Europe and North America," Working Papers Series 1 ercwp1908, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Alexandra Ferreira-Lopes & Álvaro Pina, 2011. "Business Cycles, Core, and Periphery in Monetary Unions: Comparing Europe and North America," Open Economies Review, Springer, vol. 22(4), pages 565-592, September.
- Daniel Simons & Rosmy Jean Louis, 2018. "Monetary union in West Africa and business cycles synchronicity: New evidence," The World Economy, Wiley Blackwell, vol. 41(10), pages 2828-2848, October.
- Escañuela Romana, Ignacio, 2013. "¿Convergen los ciclos económicos de los estados de la zona euro?: evidencia empírica [Do Economic Cycles Converge In The Euro Zone?: Empirical Evidence]," MPRA Paper 48145, University Library of Munich, Germany.
- Fries, Claudia & Kappler, Marcus, 2015. "Does foreign direct investment synchronise business cycles? Results from a panel approach," ZEW Discussion Papers 15-031, ZEW - Leibniz Centre for European Economic Research.
- Mr. Serhan Cevik, 2011. "Desynchronized: The Comovement of Non-Hydrocarbon Business Cycles in the GCC," IMF Working Papers 2011/286, International Monetary Fund.
- Caleiro, António, 2011.
"Acerca da importância da sincronização do ciclo económico português no contexto europeu [Why and how must Portugal be synchronized with the European Union?],"
MPRA Paper
34993, University Library of Munich, Germany.
- António Caleiro, 2011. "Acerca da importância da sincronização do ciclo económico português no contexto europeu," Economics Working Papers 4_2011, University of Évora, Department of Economics (Portugal).
- Claudio Borio & Marco Jacopo Lombardi & James Yetman & Egon Zakrajsek, 2023. "The two-regime view of inflation," BIS Papers, Bank for International Settlements, number 133.
- Garcia, Márcio & Guillen, Diogo & Ribeiro, Bernardo & Velloso, João, 2024. "International macroeconomic vulnerability," Journal of International Money and Finance, Elsevier, vol. 146(C).
- Wälti, Sébastien, 2009. "Business cycle synchronicity, amplitude and the euro: one size does not yet fit all," MPRA Paper 21065, University Library of Munich, Germany.
- Basher, Syed Abul, 2010. "Has the non-oil sector decoupled from oil sector? A case study of Gulf Cooperation Council Countries," MPRA Paper 21059, University Library of Munich, Germany.
- Wälti, Sébastien, 2010. "No decoupling, more interdependence: business cycle comovements between advanced and emerging economies," MPRA Paper 20869, University Library of Munich, Germany.
- Wälti, Sébastien, 2009.
"The myth of decoupling,"
MPRA Paper
20870, University Library of Munich, Germany.
- S颡stien Wälti, 2012. "The myth of decoupling," Applied Economics, Taylor & Francis Journals, vol. 44(26), pages 3407-3419, September.
- Jim Lee, 2013. "Business Cycle Synchronization in Europe: Evidence from a Dynamic Factor Model," International Economic Journal, Taylor & Francis Journals, vol. 27(3), pages 347-364, September.
- He, Qing & Liu, Junyi & Xue, Chang & Zhou, Shaojie, 2020. "Bureaucratic integration and synchronization of regional economic growth: Evidence from China," China Economic Review, Elsevier, vol. 63(C).
- Chee-Heong Quah, 2014. "Clustering eurozone cycles," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(6), pages 3447-3462, November.
- Petz, Nico & Zörner, Thomas O., 2026. "How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe," Journal of International Money and Finance, Elsevier, vol. 161(C).
- Václav Adamec, 2018. "Synchronization of Economic Cycles in Countries of the Visegrad Group, Germany and Eurozone," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 66(3), pages 719-728.
- Degiannakis, Stavros & Duffy, David & Filis, George, 2013. "Time-varying Business Cycles Synchronisation in Europe," MPRA Paper 52925, University Library of Munich, Germany.
- Eleonora Cutrini & Giorgio Galeazzi, 2012. "Can emerging economies decouple from the US business cycle?," Working Papers 41-2012, Macerata University, Department of Studies on Economic Development (DiSSE), revised Jul 2014.
- Dinu. Marin & Marinas, Marius Corneliu & Socol Cristian & Socol, Aura Gabriela, 2012. "Clusterization, Persistence, Dependency and Volatility of Business Cycles in an Enlarged Euro Area," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-23, June.
- Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
- Makoto Muto & Tamotsu Onozaki & Yoshitaka Saiki, 2020.
"Regional Synchronization during Economic Contraction: The Case of the U.S. and Japan,"
Papers
2010.08835, arXiv.org, revised Aug 2022.
- Makoto Muto & Tamotsu Onozaki & Yoshitaka Saiki, 2023. "Regional Synchronization during Economic Contraction: The Case of the U.S. and Japan," Applied Economics, Taylor & Francis Journals, vol. 55(30), pages 3472-3486, June.
- Degiannakis, Stavros & Duffy, David & Filis, George, 2014.
"Business Cycle Synchronisation in EU: A time-varying approach,"
MPRA Paper
80437, University Library of Munich, Germany.
- Stavros Degiannakis & David Duffy & George Filis, 2014. "Business Cycle Synchronization in EU: A Time-Varying Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(4), pages 348-370, September.
- Claudia Busl & Marcus Kappler, 2013. "Does Foreign Direct Investment Synchronise Business Cycles? Results from a Panel Approach. WWWforEurope Working Paper No. 23," WIFO Studies, WIFO, number 46884.
- Gantiah Wuryandani & Indri Mardiani, 2015. "Surveys as leading information to support central bank policy formulation: the case of Indonesia," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
- Miles, William, 2017. "Has there actually been a sustained increase in the synchronization of house price (and business) cycles across countries?," Journal of Housing Economics, Elsevier, vol. 36(C), pages 25-43.
- Adrian Petre, 2016. "The Estimation of the Time Period Required to Achieve Real Economic Convergence between Romania and the Euro Area," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(4), pages 305-310, October.
- TRIANDAFIL, Cristina Maria, 2013. "Sustainability of convergence in the context of macro-prudential policies in the European Union," Working Papers of National Institute for Economic Research 130618, Institutul National de Cercetari Economice (INCE).
- Otter, Pieter W. & Jacobs, Jan P.A.M., 2006.
"On information in static and dynamic factor models,"
CCSO Working Papers
200605, University of Groningen, CCSO Centre for Economic Research.
Cited by:
- Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011.
"Information, Data Dimension and Factor Structure,"
CAMA Working Papers
2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012. "Information, data dimension and factor structure," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 80-91.
- Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011.
"Information, Data Dimension and Factor Structure,"
CAMA Working Papers
2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005.
"Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions,"
CCSO Working Papers
200505, University of Groningen, CCSO Centre for Economic Research.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011. "Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 784-792.
Cited by:
- Sailesh Bhaghoe & Gavin Ooft, 2021.
"Nowcasting Quarterly GDP Growth in Suriname with Factor-MIDAS and Mixed-Frequency VAR Models,"
Studies in Applied Economics
176, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- Sailesh BHAGHOE & Gavin OOFT, 2023. "Nowcasting quarterly GDP growth in Suriname with factor-MIDAS and mixed-frequency VAR models," Journal of Economics and Political Economy, EconSciences Journals, vol. 10(1), pages 1-18, March.
- Abo-Zaid, Salem, 2014. "Revisions to US labor market data and the public’s perception of the economy," Economics Letters, Elsevier, vol. 122(2), pages 119-124.
- Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010.
"Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 6-28.
- Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008. "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers 08-04, The Conference Board, Economics Program.
- Oestmann, Marco & Bennöhr, Lars, 2015.
"Determinants of house price dynamics. What can we learn from search engine data?,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
113198, Verein für Socialpolitik / German Economic Association.
- Lars Bennöhr & Marco Oestmann, 2014. "Determinants of house price dynamics. What can we learn from search engine data?," Working Paper 153/2014, Helmut Schmidt University, Hamburg.
- Oestmann Marco & Bennöhr Lars, 2015. "Determinants of house price dynamics. What can we learn from search engine data?," Review of Economics, De Gruyter, vol. 66(1), pages 99-127, April.
- Costantini, Mauro & Kunst, Robert M., 2021.
"On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 445-460.
- Costantini, Mauro & Kunst, Robert M., 2018. "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series 341, Institute for Advanced Studies.
- Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 724, Banco de la Republica de Colombia.
- Valentina Raponi & Cecilia Frale, 2014. "Revisions in official data and forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 451-472, August.
- Allan W. Gregory & Hui Zhu, 2014. "Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics," Applied Financial Economics, Taylor & Francis Journals, vol. 24(7), pages 505-514, April.
- Joao Tovar Jalles, 2015. "How Quickly is News Incorporated in Fiscal Forecasts?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2802-2812.
- Golinelli, Roberto & Parigi, Giuseppe, 2014.
"Tracking world trade and GDP in real time,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 847-862.
- Roberto Golinelli & Giuseppe Parigi, 2013. "Tracking world trade and GDP in real time," Temi di discussione (Economic working papers) 920, Bank of Italy, Economic Research and International Relations Area.
- Jan Jacobs & Jan-Egbert Sturm, 2007. "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006 167, Money Macro and Finance Research Group.
- Jacobs, Jan P.A.M. & Kuper, Gerard H. & Lestano, 2005.
"Currency crises in Asia: a multivariate logit approach,"
CCSO Working Papers
200506, University of Groningen, CCSO Centre for Economic Research.
- Jan P.A.M. Jacobs & Gerard H. Kuper & Lestano, 2004. "Currency crises in Asia: A multivariate logit approach," International Finance 0409005, University Library of Munich, Germany.
Cited by:
- Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2009.
"Asset price misalignments and the role of money and credit,"
Working Paper Series
1068, European Central Bank.
- Dieter Gerdesmeier & Hans‐Eggert Reimers & Barbara Roffia, 2010. "Asset Price Misalignments and the Role of Money and Credit," International Finance, Wiley Blackwell, vol. 13(3), pages 377-407, December.
- Herz, Bernhard & Bauer, Christian & Karb, Volker, 2006.
"Are twin currency and debt crises special?,"
Proceedings of the German Development Economics Conference, Berlin 2006
11, Verein für Socialpolitik, Research Committee Development Economics.
- Bauer, Christian & Herz, Bernhard & Karb, Volker, 2007. "Are twin currency and debt crises special?," Journal of Financial Stability, Elsevier, vol. 3(1), pages 59-84, April.
- Christian Bauer & Bernhard Herz & Volker Karb, 2006. "Are twin currency and debt crises special?," Working Papers 019, Bavarian Graduate Program in Economics (BGPE).
- Yanping Zhao & Jakob Haan & Bert Scholtens & Haizhen Yang, 2014. "Leading Indicators of Currency Crises: Are They the Same in Different Exchange Rate Regimes?," Open Economies Review, Springer, vol. 25(5), pages 937-957, November.
- Mete Feridun & Selami Sezgin, 2008.
"Regional Underdevelopment And Terrorism: The Case Of South Eastern Turkey,"
Defence and Peace Economics, Taylor & Francis Journals, vol. 19(3), pages 225-233.
- Feridun, Mete & Sezgin, Selami, 2008. "Regional underdevelopment and terrorism: The case of south eastern Turkey," Greenwich Papers in Political Economy 7921, University of Greenwich, Greenwich Political Economy Research Centre.
- Yanping Zhao & Jakob Haan & Bert Scholtens & Haizhen Yang, 2014. "Sudden Stops and Currency Crashes," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 660-685, September.
- Andrea Cipollini & George Kapetanios, 2008.
"Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis,"
Center for Economic Research (RECent)
014, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Cipollini, A. & Kapetanios, G., 2009. "Forecasting financial crises and contagion in Asia using dynamic factor analysis," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 188-200, March.
- Andrea Cipollini & George Kapetanios, 2006. "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Computing in Economics and Finance 2006 477, Society for Computational Economics.
- Andrea Cipollini & George Kapetanios, 2005. "Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis," Working Papers 538, Queen Mary University of London, School of Economics and Finance.
- Reza Siregar & Victor Pontines, 2004. "Successful and Unsuccessful Attacks: Evaluating the Stability of the East Asian Currencies," Centre for International Economic Studies Working Papers 2004-04, University of Adelaide, Centre for International Economic Studies.
- Dieter Gerdesmeier & Hans-Eggert Reimers & Barbara Roffia, 2011. "Early Warning Indicators for Asset Price Booms," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 1-19, June.
- Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper, 2011. "Why didn't the Global Financial Crisis hit Latin America?," CIRANO Working Papers 2011s-63, CIRANO.
- K. Batu Tunay, 2010. "Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 4(1), pages 9-46.
- Mete Feridun, 2006. "Impact of Liquidity on Speculative Pressure in the Exchange Market," Discussion Paper Series 2006_24, Department of Economics, Loughborough University, revised Dec 2006.
- Boonman, Tjeerd M. & Jacobs, Jan P.A.M. & Kuper, Gerard H., 2012. "The Global Financial Crisis and currency crises in Latin America," Research Report 12005-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Mete Feridun, 2007. "Determinants of Currency Crises in Emerging Markets: An Empirical Investigation on Turkey," Discussion Paper Series 2007_01, Department of Economics, Loughborough University, revised Jan 2007.
- San Martín Albizuri, Nerea & Rodríguez Castellanos, Arturo, 2008. "¿Reflejan los índices de riesgo país las variables relevantes en el desencadenamiento de las crisis externas? Un análisis sobre el periodo 1994-2001," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
- Lestano & Mardi Dungey & Jan Jacobs, 2004.
"On Synchronisation of Financial Crises,"
Econometric Society 2004 Australasian Meetings
226, Econometric Society.
Cited by:
- Zavkidjon Zavkiev, 2005. "Constructing A 2001 Social Accounting Matrix Of Tajikistan," CAMA Working Papers 2005-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lestano & Jacobs, Jan P.A.M., 2004.
"A comparison of currency crisis dating methods: East Asia 1970-2002,"
CCSO Working Papers
200412, University of Groningen, CCSO Centre for Economic Research.
Cited by:
- Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014.
"Currency crisis early warning systems: Why they should be dynamic,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 1016-1029.
- Bertrand Candelon & Christophe Hurlin & Elena Dumitnescu, 2014. "Currency Crisis Early Warning Systems: Why They should be Dynamic," Working Papers 2014-161, Department of Research, Ipag Business School.
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014. "Currency Crises Early Warning Systems: Why They Should Be Dynamic," Post-Print hal-01385975, HAL.
- Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN, 2010. "Currency Crises Early Warning Systems: why they should be Dynamic," LEO Working Papers / DR LEO 399, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010. "Currency crises early warning systems: why they should be dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Adrian Pagan & Don Harding, 2011.
"Econometric Analysis and Prediction of Recurrent Events,"
CREATES Research Papers
2011-33, Department of Economics and Business Economics, Aarhus University.
- Adrian Pagan & Don Harding, 2011. "Econometric Analysis and Prediction of Recurrent Events," NCER Working Paper Series 75, National Centre for Econometric Research.
- Nihat Tak & Adem Gök, 2022. "Dating currency crises and designing early warning systems: Meta‐possibilistic fuzzy index functions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3773-3790, July.
- Adem Gök & Nihat Tak, 2023. "Dating Currency Crisis and Assessing the Determinants Based on Meta Fuzzy Index Functions," Computational Economics, Springer;Society for Computational Economics, vol. 61(3), pages 1225-1250, March.
- Amira Dridi & Mohamed El Ghourabi & Mohamed Limam, 2012. "On monitoring financial stress index with extreme value theory," Quantitative Finance, Taylor & Francis Journals, vol. 12(3), pages 329-339, March.
- Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM, 2011. "Modelling Financial Crises Mutation," LEO Working Papers / DR LEO 1238, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Jan P. A. M. Lestano, 2007. "Dating currency crises with ad hoc and extreme value-based thresholds: East Asia 1970-2002 [Dating currency crises]," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(4), pages 371-388.
- Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010.
"How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods,"
Research Memorandum
046, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2012. "How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods," Post-Print hal-01385900, HAL.
- Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm, 2012.
"Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation,"
Working Papers
halshs-00630036, HAL.
- Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm, 2013. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 395-427, Emerald Group Publishing Limited.
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm, 2013. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Post-Print hal-01449943, HAL.
- Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014.
"Currency crisis early warning systems: Why they should be dynamic,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 1016-1029.
- Zhang, Jianhong & Jacobs, Jan & Witteloostuijn, Arjen van, 2004.
"Multinational enterprises, foreign direct investment and trade in China : A cointegration and Granger-causality approach,"
CCSO Working Papers
200413, University of Groningen, CCSO Centre for Economic Research.
Cited by:
- de Boyrie Maria E, 2010. "Structural Changes, Causality, and Foreign Direct Investments: Evidence from the Asian Crises of 1997," Global Economy Journal, De Gruyter, vol. 9(4), pages 1-40, January.
- Jan Jacobs & Jan-Egbert Sturm, 2004.
"Do Ifo Indicators Help Explain Revisions in German Industrial Production?,"
CESifo Working Paper Series
1205, CESifo.
- Jan Jacobs & Jan-Egbert Sturm, 2005. "Do Ifo Indicators Help Explain Revisions in German Industrial Production?," Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 93-114, Springer.
Cited by:
- Pichette, Lise & Robitaille, Marie-Noëlle & Salameh, Mohanad & St-Amant, Pierre, 2019. "Dismiss the output gaps? To use with caution given their limitations," Economic Modelling, Elsevier, vol. 76(C), pages 199-215.
- Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008.
"Forecasting stock market volatility with macroeconomic variables in real time,"
Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank.
- Dany Brouillette & Marie-Noëlle Robitaille & Laurence Savoie-Chabot & Pierre St-Amant & Bassirou Gueye & Elise Martin, 2019. "The Trend Unemployment Rate in Canada: Searching for the Unobservable," Staff Working Papers 19-13, Bank of Canada.
- Werner Hölzl & Gerhard Schwarz, 2014. "Der WIFO-Konjunkturtest: Methodik und Prognoseeigenschaften," WIFO Monatsberichte (monthly reports), WIFO, vol. 87(12), pages 835-850, December.
- Jan Jacobs & Jan-Egbert Sturm, 2008.
"The Information Content of KOF Indicators on Swiss Current Account Data Revisions,"
CESifo Working Paper Series
2370, CESifo.
- Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers 08-202, KOF Swiss Economic Institute, ETH Zurich.
- Jan Jacobs & Jan-Egbert Sturm, 2009. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
- Boysen-Hogrefe, Jens & Neuwirth, Stefan, 2012. "The impact of seasonal and price adjustments on the predictability of German GDP revisions," Kiel Working Papers 1753, Kiel Institute for the World Economy.
- Robert Lehmann, 2023.
"The Forecasting Power of the ifo Business Survey,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 43-94, March.
- Robert Lehmann, 2020. "The Forecasting Power of the ifo Business Survey," CESifo Working Paper Series 8291, CESifo.
- Roland Döhrn, 2023.
"Are German National Accounts informationally efficient?,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 23-42, March.
- Döhrn, Roland, 2020. "Are German national accounts informational efficient?," Ruhr Economic Papers 880, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Kai Carstensen & Steffen Henzel & Johannes Mayr & Klaus Wohlrabe, 2009. "IFOCAST: Methoden der ifo-Kurzfristprognose," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(23), pages 15-28, December.
- Stefan Sauer & Klaus Wohlrabe, 2020. "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88, April.
- Jan-Egbert Sturm & Michael Graff, 2009. "Schätzung der Outputlücke," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 3(2), pages 55-67, June.
- Wohlrabe, Klaus & Bührig, Pascal, 2015.
"Forecasting Revisions of German Industrial Production,"
MPRA Paper
67513, University Library of Munich, Germany.
- Pascal Bührig & Klaus Wohlrabe, 2016. "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, vol. 23(15), pages 1062-1064, October.
- Bührig, Pascal & Wohlrabe, Klaus, 2016. "Forecasting revisions of German industrial production," Munich Reprints in Economics 43524, University of Munich, Department of Economics.
- Heinisch, Katja, 2016. "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change 145864, Verein für Socialpolitik / German Economic Association.
- Pascal Bührig & Klaus Wohlrabe, 2015. "Revisionen der deutschen Industrieproduktion und die ifo Indikatoren," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(21), pages 27-31, November.
- Lise Pichette & Marie-Noëlle Robitaille, 2017. "Assessing the Business Outlook Survey Indicator Using Real-Time Data," Discussion Papers 17-5, Bank of Canada.
- Anna Sophia Ciesielski & Klaus Wohlrabe, 2011. "Sektorale Prognosen im Verarbeitenden Gewerbe," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(22), pages 27-35, November.
- Calista Cheung & Luke Frymire & Lise Pichette, 2020. "Can the Business Outlook Survey Help Improve Estimates of the Canadian Output Gap?," Discussion Papers 2020-14, Bank of Canada.
- Klaus Abberger & Klaus Wohlrabe, 2006. "Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(22), pages 19-26, November.
- Heinisch, Katja & Scheufele, Rolf, 2017.
"Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence,"
IWH Discussion Papers
5/2017, Halle Institute for Economic Research (IWH).
- Heinisch Katja & Scheufele Rolf, 2019. "Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
- Katja Heinisch & Rolf Scheufele, 2019. "Should Forecasters Use Real‐Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 170-200, November.
- Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do forecasters inform or reassure?," KOF Working papers 09-215, KOF Swiss Economic Institute, ETH Zurich.
- Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus, 2007. "ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 33.
- Gerit Vogt, 2009. "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36, April.
- Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
- Jan Jacobs & Jan-Egbert Sturm, 2007. "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006 167, Money Macro and Finance Research Group.
- Gerberding, Christina & Worms, Andreas & Seitz, Franz, 2004. "How the Bundesbank really conducted monetary policy: An analysis based on real-time data," Discussion Paper Series 1: Economic Studies 2004,25, Deutsche Bundesbank.
- Lise Pichette & Marie-Noëlle Robitaille & Mohanad Salameh & Pierre St-Amant, 2018. "Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation," Staff Working Papers 18-10, Bank of Canada.
- Timo Wollmershäuser, 2016. "Vorhersage der Revisionen der Vorratsveränderungen mit Hilfe der ifo Lagerbeurteilung," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(07), pages 26-32, April.
- Vogt Gerit, 2007. "Analyse der Prognoseeigenschaften von ifo-Konjunkturindikatoren unter Echtzeitbedingungen / The Forecasting Performance of ifo-indicators Under Real-time Conditions," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 227(1), pages 87-101, February.
- Jacobs, Jan & Katzur, Tomek & Tassenaar, Vincent, 2004.
"On the efficiency of estimators in truncated height samples,"
CCSO Working Papers
200408, University of Groningen, CCSO Centre for Economic Research.
Cited by:
- Yoko Akachi & David Canning, 2007. "The Height of Women in Sub-Saharan Africa: the Role of Health, Nutrition, and Income in Childhood," PGDA Working Papers 2207, Program on the Global Demography of Aging.
- Inklaar, Robert & Jacobs, Jan & Romp, Ward, 2003.
"Business cycle indexes: does a heap of data help?,"
CCSO Working Papers
200312, University of Groningen, CCSO Centre for Economic Research.
- Robert Inklaar & Jan Jacobs & Ward Romp, 2005. "Business Cycle Indexes: Does a Heap of Data Help?," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(3), pages 309-336.
Cited by:
- Harun Alp & Yusuf Soner Baskaya & Mustafa Kilinc & Canan Yuksel, 2011. "Turkiye Icin Hodrick-Prescott Filtresi Duzgunlestirme Parametresi Tahmini," CBT Research Notes in Economics 1103, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011.
"Information, Data Dimension and Factor Structure,"
CAMA Working Papers
2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012. "Information, data dimension and factor structure," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 80-91.
- Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010.
"Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 6-28.
- Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008. "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers 08-04, The Conference Board, Economics Program.
- Harun Alp & Yusuf Soner Baskaya & Mustafa Kilinc & Canan Yuksel, 2012. "Stylized Facts for Business Cycles in Turkey," Working Papers 1202, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Everts, Martin, 2006. "Duration of Business Cycles," MPRA Paper 1219, University Library of Munich, Germany.
- Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005.
"The Australian Business Cycle: A Coincident Indicator Approach,"
RBA Research Discussion Papers
rdp2005-07, Reserve Bank of Australia.
- Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005. "The Australian Business Cycle: A Coincident Indicator Approach," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & David Norman (ed.),The Changing Nature of the Business Cycle, Reserve Bank of Australia.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009.
"Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth,"
CEPR Discussion Papers
7343, Centre for Economic Policy Research.
- Maximo Camacho & Gabriel Perez-Quiros, 2010. "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
- Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España.
- Otter, Pieter W. & Jacobs, Jan P.A.M., 2006. "On information in static and dynamic factor models," CCSO Working Papers 200605, University of Groningen, CCSO Centre for Economic Research.
- Levanon, Gad & Manini, Jean-Claude & Ozyildirim, Ataman & Schaitkin, Brian & Tanchua, Jennelyn, 2015. "Using financial indicators to predict turning points in the business cycle: The case of the leading economic index for the United States," International Journal of Forecasting, Elsevier, vol. 31(2), pages 426-445.
- Boivin, Jean & Ng, Serena, 2006.
"Are more data always better for factor analysis?,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 169-194, May.
- Jean Boivin & Serena Ng, 2003. "Are More Data Always Better for Factor Analysis?," NBER Working Papers 9829, National Bureau of Economic Research, Inc.
- Nyberg, Henri, 2013. "Predicting bear and bull stock markets with dynamic binary time series models," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3351-3363.
- Lestano & Jacobs, Jan & Kuper, Gerard H., 2003.
"Indicators of financial crises do work! : an early-warning system for six Asian countries,"
CCSO Working Papers
200313, University of Groningen, CCSO Centre for Economic Research.
- Lestano & Jan Jacobs & Gerard H. Kuper, 2004. "Indicators of financial crises do work! An early-warning system for six Asian countries," International Finance 0409001, University Library of Munich, Germany.
- Lestano & Jan Jacobs & Gerard H. Kuper, 2004. "Indicators of financial crises do work! An early-warning system for six Asian countries," International Finance 0409004, University Library of Munich, Germany.
Cited by:
- Mirjana Jemović & Srđan Marinković, 2021. "Determinants of financial crises—An early warning system based on panel logit regression," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 103-117, January.
- Dawood, Mary & Horsewood, Nicholas & Strobel, Frank, 2017. "Predicting sovereign debt crises: An Early Warning System approach," Journal of Financial Stability, Elsevier, vol. 28(C), pages 16-28.
- Guellil, Mohammed Seghir & Sari-Hassoun, Salah Eddine & Chica-Olmo, Jorge & Saraç, Mehmet, 2022. "What are the main factors driving behind the MENA countries current account deficit? A panel logit approach analysis [¿Cuáles son los principales factores que impulsan el déficit de cuenta corriente de los países MENA? Un análisis de enfoque de pa," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 33(1), pages 134-153, June.
- Musdholifah Musdholifah & Ulil Hartono & Yulita Wulandari, 2020. "Banking Crisis Prediction: Emerging Crisis Determinants in Indonesian Banks," International Journal of Economics and Financial Issues, Econjournals, vol. 10(2), pages 124-131.
- Matkovskyy, Roman, 2012. "The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model," MPRA Paper 42173, University Library of Munich, Germany.
- COCIUG, Victoria & POSTOLACHE (DOGOTARI), Victoria, 2014. "Impact Of Systemic Banking Crises On Macroeconomic Policy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 31-37.
- Unggul Heriqbaldi & Munawar Ismail & David Kaluge & Dwi Budi Santoso, 2014. "A Regime Switching Analysis Of Indonesia'S Exchange Market Pressure," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(02), pages 1-17.
- Mekki Hamdaoui & Saif Eddine Ayouni & Samir Maktouf, 2022. "Capital Account Liberalization, Political Stability, and Economic Growth," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(1), pages 723-772, March.
- Matthew S. Yiu & Alex Ho & Lu Jin, 2009. "Econometric Approach to Early Warnings of Vulnerability in the Banking System and Currency Markets for Hong Kong and Other EMEAP Economies," Working Papers 0908, Hong Kong Monetary Authority.
- Alonso-Alvarez, Irma & Molina, Luis, 2023. "How to foresee crises? A new synthetic index of vulnerabilities for emerging economies," Economic Modelling, Elsevier, vol. 125(C).
- Karatas, B., 2014. "Financial crisis and monetary policy," Other publications TiSEM 41e463f0-e122-4379-8db5-6, Tilburg University, School of Economics and Management.
- Jianping Shi & Yu Gao, 2010. "A study on KLR financial crisis early-warning model," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(2), pages 254-275, June.
- Eijffinger, Sylvester & Karatas, Bilge, 2013.
"Three Sisters: The Interlinkage between Sovereign Debt, Currency and Banking Crises,"
CEPR Discussion Papers
9369, Centre for Economic Policy Research.
- Eijffinger, Sylvester C.W. & Karataş, Bilge, 2023. "Three sisters: The interlinkage between sovereign debt, currency, and banking crises," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Wang, Peiwan & Zong, Lu, 2023. "Does machine learning help private sectors to alarm crises? Evidence from China’s currency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
- Matkovskyy, Roman, 2013. "To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey," MPRA Paper 47673, University Library of Munich, Germany.
- Audit, Dooneshsingh & Alam, Nafis, 2022. "Why have credit variables taken centre stage in predicting systemic banking crises?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
- Blix Grimaldi, Marianna, 2010. "Detecting and interpreting financial stress in the euro area," Working Paper Series 1214, European Central Bank.
- Kamila Tomczak, 2023. "Transmission of the 2007–2008 financial crisis in advanced countries of the European Union," Bulletin of Economic Research, Wiley Blackwell, vol. 75(1), pages 40-64, January.
- Filip Bašić & Tomislav Globan, 2023. "Early bird catches the worm: finding the most effective early warning indicators of recessions," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(1), pages 2120040-212, December.
- Byungun Yoon & Taeyeoun Roh & Hyejin Jang & Dooseob Yun, 2019. "Developing an Risk Signal Detection System Based on Opinion Mining for Financial Decision Support," Sustainability, MDPI, vol. 11(16), pages 1-26, August.
- Eijffinger, Sylvester C.W. & Karataş, Bilge, 2020. "Together or apart? The relationship between currency and banking crises," Journal of Banking & Finance, Elsevier, vol. 119(C).
- Bucevska, Vesna, 2011. "An anaylsis of financial crisis by an early warning system model: The Case of the EU candidate countries," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 4(01), pages 1-14, January.
- Dungey, Mardi & Jacobs, Jan & Lestano, 2010. "Financial crises in Asia: concordance by asset market or country?," Working Papers 10575, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Nov 2010.
- Ari, Ali, 2012. "Early warning systems for currency crises: The Turkish case," Economic Systems, Elsevier, vol. 36(3), pages 391-410.
- Yucel, Eray, 2011. "A Review and Bibliography of Early Warning Models," MPRA Paper 32893, University Library of Munich, Germany.
- Martin Melecky, 2007. "Compounded Effects of External Crises on GDP Growth," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 49(4), pages 642-659, December.
- Ari Tjahjawandita & Tito Dimas Pradono & Rullan Rinaldi, 2009. "Spatial Contagion of Global Financial Crisis," Working Papers in Economics and Development Studies (WoPEDS) 200906, Department of Economics, Padjadjaran University, revised Aug 2009.
- Reza Siregar & Victor Pontines, 2004. "Successful and Unsuccessful Attacks: Evaluating the Stability of the East Asian Currencies," Centre for International Economic Studies Working Papers 2004-04, University of Adelaide, Centre for International Economic Studies.
- Jan P.A.M. Jacobs & Gerard H. Kuper & Lestano, 2004.
"Currency crises in Asia: A multivariate logit approach,"
International Finance
0409005, University Library of Munich, Germany.
- Jacobs, Jan P.A.M. & Kuper, Gerard H. & Lestano, 2005. "Currency crises in Asia: a multivariate logit approach," CCSO Working Papers 200506, University of Groningen, CCSO Centre for Economic Research.
- Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011. "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper 37043, University Library of Munich, Germany.
- Rezaei, Pooria & Ebrahimi, Seyed Babak & Azin, Pejman, 2019. "Evaluating the Application of a Financial Early Warning System in the Iranian Banking System," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 14(2), pages 177-204, April.
- van den Berg, Jeroen & Candelon, Bertrand & Urbain, Jean-Pierre, 2008. "A cautious note on the use of panel models to predict financial crises," Economics Letters, Elsevier, vol. 101(1), pages 80-83, October.
- Vesna Bucevska, 2011. "Growth effect of aid and its volatility: An individual country study in South Asian economies," Business and Economic Horizons (BEH), Prague Development Center, vol. 4(1), pages 13-26, January.
- Goderis, Benedikt & Ioannidou, Vasso P., 2008.
"Do high interest rates defend currencies during speculative attacks New evidence,"
Journal of International Economics, Elsevier, vol. 74(1), pages 158-169, January.
- Benedikt Goderis & Vasso P. Ioannidou, 2006. "Do High Interest Rates Defend Currencies During Speculative Attacks? New evidence," CSAE Working Paper Series 2006-11, Centre for the Study of African Economies, University of Oxford.
- Kim, Teakdong & Koo, Bonwoo & Park, Minsoo, 2013. "Role of financial regulation and innovation in the financial crisis," Journal of Financial Stability, Elsevier, vol. 9(4), pages 662-672.
- Shuhua Liu & Christer K. Lindholm, 2006. "Assessing early warning signals of currency crises: a fuzzy clustering approach," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 14(4), pages 179-202, October.
- Jo-Hui Chen & Chih-Sean Chen, 2012. "The study of contagious paces of financial crises," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1825-1846, October.
- Ari, Ali, 2008.
"An Early Warning Signals Approach for Currency Crises: The Turkish Case,"
MPRA Paper
25858, University Library of Munich, Germany, revised 2009.
- Ali ARI, 2009. "An Early Warning Signals Approach to the Currency Crises: The Turkish Case," 2009 Meeting Papers 1045, Society for Economic Dynamics.
- Muhammad Handry Imansyah & Armin J. Kammel, 2009. "Forecasting Financial Crises by Applying the “Temple Model of Financial Crises” Against the Background of the Indonesian Experience," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 57, pages 277-306, December.
- Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM, 2011. "Modelling Financial Crises Mutation," LEO Working Papers / DR LEO 1238, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Peiwan Wang & Lu Zong, 2020. "Are Crises Predictable? A Review of the Early Warning Systems in Currency and Stock Markets," Papers 2010.10132, arXiv.org.
- Jianping Shi & Yu Gao, 2010. "A Study on KLR Financial Crisis Early-Warning Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 5(2), pages 254-275, June.
- Irma Alonso & Luis Molina, 2019. "The SHERLOC: an EWS-based index of vulnerability for emerging economies," Working Papers 1946, Banco de España.
- Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010.
"How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods,"
Research Memorandum
046, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2012. "How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods," Post-Print hal-01385900, HAL.
- Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm, 2012.
"Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation,"
Working Papers
halshs-00630036, HAL.
- Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm, 2013. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 395-427, Emerald Group Publishing Limited.
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm, 2013. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Post-Print hal-01449943, HAL.
- Eric Tymoigne, 2012. "Financial fragility," Chapters, in: Jan Toporowski & Jo Michell (ed.), Handbook of Critical Issues in Finance, chapter 14, pages i-ii, Edward Elgar Publishing.
- Eric Tymoigne, 2010. "Detecting Ponzi Finance: An Evolutionary Approach to the Measure of Financial Fragility," Economics Working Paper Archive wp_605, Levy Economics Institute.
- Jacobs, Jan & Tassenaar, Vincent, 2003.
"Height, income, and nutrition in the Netherlands: the second half of the 19th century,"
Research Report
03C35, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Jacobs, Jan & Tassenaar, Vincent, 2004. "Height, income, and nutrition in the Netherlands: the second half of the 19th century," Economics & Human Biology, Elsevier, vol. 2(2), pages 181-195, June.
Cited by:
- Adolfo Meisel-Roca & María Teresa Ramírez-Giraldo & Daniela Santos-Cárdenas, 2019.
"Long run relationship between biological well being, and economic development in Colombia,"
Borradores de Economia
1096, Banco de la Republica de Colombia.
- Meisel-Roca, Adolfo & Ramírez-Giraldo, María Teresa & Santos-Cárdenas, Daniela, 2019. "Long run relationship between biological well being, and economic development in Colombia," Working papers 24, Red Investigadores de Economía.
- Thompson, Kristina & Lindeboom, Maarten & Portrait, France, 2019. "Adult body height as a mediator between early-life conditions and socio-economic status: the case of the Dutch Potato Famine, 1846–1847," Economics & Human Biology, Elsevier, vol. 34(C), pages 103-114.
- Sunder, Marco & Woitek, Ulrich, 2005. "Boom, bust, and the human body: Further evidence on the relationship between height and business cycles," Economics & Human Biology, Elsevier, vol. 3(3), pages 450-466, December.
- Martinez-Carrion, Jose-Miguel & Moreno-Lazaro, Javier, 2007. "Was there an urban height penalty in Spain, 1840-1913?," Economics & Human Biology, Elsevier, vol. 5(1), pages 144-164, March.
- Dinda, Soumyananda & Gangopadhyay, P.K. & Chattopadhyay, B.P. & Saiyed, H.N. & Pal, M. & Bharati, P., 2006. "Height, weight and earnings among coalminers in India," Economics & Human Biology, Elsevier, vol. 4(3), pages 342-350, December.
- Koepke, Nikola & Floris, Joël & Pfister, Christian & Rühli, Frank J. & Staub, Kaspar, 2018. "Ladies first: Female and male adult height in Switzerland, 1770–1930," Economics & Human Biology, Elsevier, vol. 29(C), pages 76-87.
- Tassenaar, Vincent, 2019. "Development of regional variety of the biological standard of living in the Netherlands, 1812–1913," Economics & Human Biology, Elsevier, vol. 34(C), pages 151-161.
- Dora L. Costa, 2015.
"Health and the Economy in the United States from 1750 to the Present,"
Journal of Economic Literature, American Economic Association, vol. 53(3), pages 503-570, September.
- Dora Costa, 2013. "Health and the Economy in the United States, from 1750 to the Present," NBER Working Papers 19685, National Bureau of Economic Research, Inc.
- Bassino, Jean-Pascal & Lagoarde-Segot, Thomas & Woitek, Ulrich, 2020. "The irreversible welfare cost of climate anomalies. Evidence from Japan (1872-1917)," Discussion Paper Series 704, Institute of Economic Research, Hitotsubashi University.
- Lång, Elisabeth & Nystedt, Paul, 2018. "Two by two, inch by inch: Height as an indicator of environmental conditions during childhood and its influence on earnings over the life cycle among twins," Economics & Human Biology, Elsevier, vol. 28(C), pages 53-66.
- Khasnobis, Poulomi & Dinda, Soumyananda, 2017. "Height differentiated Wage Premium in West Bengal, India: An Empirical Study," MPRA Paper 89600, University Library of Munich, Germany, revised Mar 2017.
- Maria-Dolores, Ramon & Martínez Carrion, José Miguel, 2012. "The comovement between height and some economic development indicators in Spain," UMUFAE Economics Working Papers 26464, DIGITUM. Universidad de Murcia.
- Zong, Xin-Nan & Li, Hui & Wu, Hua-Hong & Zhang, Ya-Qin, 2015. "Socioeconomic development and secular trend in height in China," Economics & Human Biology, Elsevier, vol. 19(C), pages 258-264.
- Howard Bodenhorn & Timothy Guinnane & Thomas Mroz, 2014. "Caveat Lector: Sample Selection in Historical Heights and the Interpretation of Early Industrializing Economies," NBER Working Papers 19955, National Bureau of Economic Research, Inc.
- Lintsi, Mart & Kaarma, Helje, 2006. "Growth of Estonian seventeen-year-old boys during the last two centuries," Economics & Human Biology, Elsevier, vol. 4(1), pages 89-103, January.
- Cvrcek, Tomas, 2006. "Seasonal anthropometric cycles in a command economy: The case of Czechoslovakia, 1946-1966," Economics & Human Biology, Elsevier, vol. 4(3), pages 317-341, December.
- Richard H. Steckel, 2008.
"Heights and Human Welfare: Recent Developments and New Directions,"
NBER Working Papers
14536, National Bureau of Economic Research, Inc.
- Steckel, Richard H., 2009. "Heights and human welfare: Recent developments and new directions," Explorations in Economic History, Elsevier, vol. 46(1), pages 1-23, January.
- María-Dolores, Ramón & Martínez-Carrión, José Miguel, 2011. "The relationship between height and economic development in Spain, 1850-1958," Economics & Human Biology, Elsevier, vol. 9(1), pages 30-44, January.
- Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J., 2010. "Long-run effects on longevity of a nutritional shock early in life: The Dutch Potato famine of 1846-1847," Journal of Health Economics, Elsevier, vol. 29(5), pages 617-629, September.
- Bassino, Jean-Pascal & Lagoarde-Segot, Thomas & Woitek, Ulrich, 2022. "Prenatal climate shocks and adult height in developing countries. Evidence from Japan (1872–1917)," Economics & Human Biology, Elsevier, vol. 45(C).
- Schoch, Tobias & Staub, Kaspar & Pfister, Christian, 2012. "Social inequality and the biological standard of living: An anthropometric analysis of Swiss conscription data, 1875–1950," Economics & Human Biology, Elsevier, vol. 10(2), pages 154-173.
- Jacobs, Jan & Wallis, Kenneth F., 2002.
"Comparing SVARs and SEMs: more shocking stories,"
Research Report
02C56, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Willem J.H. van Groenendaal, 2011. "Energy Model and Policy Advice: The Effect of Model Choice," Chapters, in: Raymond J.G.M. Florax & Henri L.F. de Groot & Peter Mulder (ed.), Improving Energy Efficiency through Technology, chapter 11, Edward Elgar Publishing.
- Jacobs, Jan & Tassenaar, Vincent, 2002.
"Height, income, nutrition, and smallpox in the Netherlands: the (second half of the) 19th century,"
CCSO Working Papers
200218, University of Groningen, CCSO Centre for Economic Research.
Cited by:
- Adolfo Meisel R. & Margarita Vega A., 2006.
"Los orígenes de la antropometría histórica y su estado actual,"
Cuadernos de Historia Económica
3175, Banco de la República, Economía Regional.
- Adolfo Meisel-Roca. & Margarita Vega A., 2006. "Los orígenes de la antropometría histórica y su estado actual," Cuadernos de Historia Económica 18, Banco de la Republica de Colombia.
- Adolfo Meisel R. & Margarita Vega A., 2006.
"Los orígenes de la antropometría histórica y su estado actual,"
Cuadernos de Historia Económica
3175, Banco de la República, Economía Regional.
- Jacobs, Jan & Smits, Jan-Pieter, 2001.
"Business cycles in the Netherlands, 1815-1913,"
CCSO Working Papers
200110, University of Groningen, CCSO Centre for Economic Research.
- Jacobs, Jan & Smits, Jan-Pieter, 2001. "Business cycles in the Netherlands, 1815-1913," Research Report 01C52, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Škare, Marinko & Mošnja-Škare, Lorena, 2019. "Economic policy implications of the Gibson Law in the Netherlands (1800–2012)," Journal of Policy Modeling, Elsevier, vol. 41(5), pages 926-942.
- van den Berg, Gerard J. & Gupta, Sumedha, 2011.
"The role of marriage in the causal pathway from economic conditions early in life to mortality,"
Working Paper Series
2011:23, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- van den Berg, Gerard J. & Gupta, Sumedha, 2015. "The role of marriage in the causal pathway from economic conditions early in life to mortality," Journal of Health Economics, Elsevier, vol. 40(C), pages 141-158.
- van den Berg, Gerard J. & Gupta, Sumedha, 2011. "The Role of Marriage in the Causal Pathway from Economic Conditions Early in Life to Mortality," IZA Discussion Papers 5454, IZA Network @ LISER.
- Marinko Škare & Lorena Mošnja-Škare, 2015. "Gibson paradox revisited - liquidity chain effect," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(3), pages 510-528, June.
- Jitka POMĚNKOVÁ & Roman MARŠÁLEK, 2012. "Time and frequency domain in the business cycle structure," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 58(7), pages 332-346.
- Jacobs, Jan & Smits, Jan-Pieter, 2001.
"Business cycles in the Netherlands, 1815-1913,"
Research Report
01C52, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Jacobs, Jan & Smits, Jan-Pieter, 2001. "Business cycles in the Netherlands, 1815-1913," CCSO Working Papers 200110, University of Groningen, CCSO Centre for Economic Research.
- Bonenkamp, Jan & Jacobs, Jan & Kuper, Gerard H., 2001.
"Measuring business cycles in The Netherlands, 1815-1913: a comparison of business cycle dating methods,"
Research Report
01C25, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Jitka POMĚNKOVÁ & Roman MARŠÁLEK, 2012. "Time and frequency domain in the business cycle structure," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 58(7), pages 332-346.
- Jacobs, Jan & Smits, Jan-Pieter, 2001.
"Business cycles in the Netherlands, 1815-1913,"
Research Report
01C52, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Jacobs, Jan & Smits, Jan-Pieter, 2001. "Business cycles in the Netherlands, 1815-1913," CCSO Working Papers 200110, University of Groningen, CCSO Centre for Economic Research.
- Toolsema, Linda A. & Jacobs, Jan, 2001.
"Why do prices rise faster than they fall? : with an application to mortgage rates,"
CCSO Working Papers
200106, University of Groningen, CCSO Centre for Economic Research.
- Linda A. Toolsema & Jan P. A. M. Jacobs, 2007. "Why do prices rise faster than they fall? With an application to mortgage rates," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 701-712.
Cited by:
- Abbas Valadkhani & Sajid Anwar, 2012. "Interest Rate Pass-Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 341-350, September.
- Wolter Hassink & Michiel Leuvensteijn, 2007. "Measuring Transparency in the Dutch Mortgage Market," De Economist, Springer, vol. 155(1), pages 23-47, March.
- Michiel van Leuvensteijn & Wolter Hassink, 2003.
"Price-setting and price dispersion in the Dutch mortgage market,"
CPB Discussion Paper
21, CPB Netherlands Bureau for Economic Policy Analysis.
- W.H.J. Hassink & M. van Leuvensteijn, 2003. "Price-settings and Price Dispersion in the Dutch Mortgage Market," Working Papers 03-07, Utrecht School of Economics.
- Jason Allen & Darcey McVanel, 2009. "Price Movements in the Canadian Residential Mortgage Market," Staff Working Papers 09-13, Bank of Canada.
- Quynh Chau Pham Holland & Benjamin Liu & Eduardo Roca, 2019. "International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis," Empirical Economics, Springer, vol. 57(4), pages 1255-1289, October.
- Valadkhani, Abbas & O'Mahony, Barry, 2024. "The pass-through effect of the Reserve Bank of Australia's cash rate on deposit and lending rates," Finance Research Letters, Elsevier, vol. 70(C).
- Leo Haan & Elmer Sterken, 2011. "Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 39(3), pages 145-159, June.
- Elmer Sterken, 2006. "Competition in the Dutch Mortgage Market," De Economist, Springer, vol. 154(4), pages 587-600, December.
- Abbas Valadkhani & Sajid Anwar & Amir Arjonandi, 2012. "How to capture the full extent of price stickiness in credit card interest rates?," Economics Working Papers wp12-02, School of Economics, University of Wollongong, NSW, Australia.
- Sjölander, Pär, 2013. "A ridge bootstrap method for analyzing APT effects on the mortgage loan market," Economic Modelling, Elsevier, vol. 30(C), pages 844-855.
- Craigwell, Roland & Moore, Winston & Worrell, DeLisle, 2011. "Does Consumer Price Rigidity Exist in Barbados?," MPRA Paper 40928, University Library of Munich, Germany.
- Escobari, Diego, 2012.
"Asymmetric Price Adjustments in Airlines,"
MPRA Paper
42115, University Library of Munich, Germany.
- Diego Escobari, 2013. "Asymmetric Price Adjustments in Airlines," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 34(2), pages 74-85, March.
- Katarina Lukacsy, 2009. "Price Rigidity in Slovakia: Some Facts and Causes," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 1(2).
- Daniel Levy, 2007.
"Price rigidity and flexibility: new empirical evidence,"
Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 639-647.
- Levy, Daniel, 2007. "Price Rigidity and Flexibility: New Empirical Evidence," MPRA Paper 2762, University Library of Munich, Germany.
- Abbas Valadkhani & Sajid Anwar & Amir Arjomandi, 2014. "Downward stickiness of interest rates in the Australian credit card market," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 19(1), pages 52-65, January.
- Fitri Ami Handayani & Febrio Nathan Kacaribu, 2019. "Asymmetric Transmission of the Monetary Policy: Empirical Evidence from the Consumer Credit Rates in Indonesia," LPEM FEBUI Working Papers 201938, LPEM, Faculty of Economics and Business, University of Indonesia, revised 2019.
- Mark Dijkstra & Maarten Pieter Schinkel, 2019. "State-aided Price Coordination in the Dutch Mortgage Market," Tinbergen Institute Discussion Papers 19-014/VII, Tinbergen Institute, revised 13 Jul 2019.
- Abbas Valadkhani & Amir Arjomandi & Martin O'Brien, 2013. "Does the interest rate for business loans respond asymmetrically to changes in the cash rate?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(9), pages 869-874, June.
- Valadkhani, Abbas & Worthington, Andrew, 2014. "Asymmetric behavior of Australia's Big-4 banks in the mortgage market," Economic Modelling, Elsevier, vol. 43(C), pages 57-66.
- Daniel Levy, 2007.
"Price rigidity and flexibility: new empirical evidence - Introduction to the Special Issue,"
Post-Print
hal-02387441, HAL.
- Levy, Daniel, 2007. "Price Rigidity and Flexibility: New Empirical Evidence - Introduction to the Special Issue," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(7 (Specia), pages 639-647.
- Valadkhani, Abbas, 2013. "The pricing behaviour of Australian banks and building societies in the residential mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 133-151.
- Jan Jacobs & Gerard H. Kuper & Daan P. van Soest, 2000.
"Threshold Effects of Energy Price Changes,"
Econometric Society World Congress 2000 Contributed Papers
0339, Econometric Society.
- Soest, Daan P. van & Kuper, Gerard H. & Jacobs, Jan, 2000. "Threshold effects of energy price changes," CCSO Working Papers 200007, University of Groningen, CCSO Centre for Economic Research.
- Soest, D.P. van & Kuper, G.H. & Jacobs, J., 2000. "Threshold effects of energy price changes," Research Report 00C31, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Cologni, Alessandro & Manera, Matteo, 2008.
"Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries,"
Energy Economics, Elsevier, vol. 30(3), pages 856-888, May.
- Matteo Manera & Alessandro Cologni, 2005. "Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries," Working Papers 2005.101, Fondazione Eni Enrico Mattei.
- Cologni, Alessandro & Manera, Matteo, 2005. "Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries," International Energy Markets Working Papers 12110, Fondazione Eni Enrico Mattei (FEEM).
- Groote, Peter & Jacobs, Jan & Sturm, Jan-Egbert, 1995.
"Output responses to infrastructure investment in the Netherlands, 1850-1913,"
GGDC Research Memorandum
199524, Groningen Growth and Development Centre, University of Groningen.
Cited by:
- Hill, Robert J., 2003.
"Constructing price indexes across space and time: the case of the European Union,"
GGDC Research Memorandum
200362, Groningen Growth and Development Centre, University of Groningen.
- Robert J. Hill, 2004. "Constructing Price Indexes across Space and Time: The Case of the European Union," American Economic Review, American Economic Association, vol. 94(5), pages 1379-1410, December.
- Hill, Robert J., 2003. "Constructing price indexes across space and time: the case of the European Union," Research Report 03C20, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Castaldi, Carolina & Sapio, Sandro, 2006. "The Properties of Sectoral Growth: Evidence from Four Large European Economies," GGDC Research Memorandum GD-88, Groningen Growth and Development Centre, University of Groningen.
- Hill, Robert J., 2003.
"Constructing price indexes across space and time: the case of the European Union,"
GGDC Research Memorandum
200362, Groningen Growth and Development Centre, University of Groningen.
- Sturm, Jan-Egbert & Jacobs, Jan & Groote, Peter, 1995.
"Productivity impacts of infrastructure investment in the Netherlands 1853-1913,"
Research Report
95D30, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Sturm, Jan-egbert & Jacobs, Jan & Groote, Peter, 1999. "Output Effects of Infrastructure Investment in the Netherlands, 1853-1913," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 355-380, April.
- Musisi, A.A., 2006. "Physical public infrastructure and private sector output/productivity in Uganda: a firm level analysis," ISS Working Papers - General Series 19182, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
- Jan Jacobs,, 1994.
""Dividing by 4": A feasible quarterly forecasting method?,"
Working Papers
22, Centre for Economic Research, University of Groningen and University of Twente.
Cited by:
- Christian Seiler, 2009. "Prediction Qualities of the Ifo Indicators on a Temporal Disaggregated German GDP," ifo Working Paper Series 67, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
Articles
- Haan, Jakob de & Jacobs, Jan P.A.M. & Zijm, Renske, 2024.
"Coherence of the business cycles of prospective members of the euro area and the euro area business cycle,"
Economic Systems, Elsevier, vol. 48(4).
Cited by:
- Petz, Nico & Zörner, Thomas O., 2026. "How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe," Journal of International Money and Finance, Elsevier, vol. 161(C).
- de Haan, Jakob & Jacobs, Jan P.A.M. & Zijm, Renske, 2024.
"Coherence of output gaps in the euro area: The impact of the COVID-19 shock,"
European Journal of Political Economy, Elsevier, vol. 84(C).
See citations under working paper version above.
- Jakob de Haan & Jan P.A.M. Jacobs & Renske Zijm, 2022. "Coherence of Output Gaps in the Euro Area: The Impact of the Covid-19 Shock," CESifo Working Paper Series 9654, CESifo.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023.
"Employment reconciliation and nowcasting,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
See citations under working paper version above.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, The Center for Economic Research.
- Barend Abeln & Jan P. A. M. Jacobs, 2022.
"COVID-19 and Seasonal Adjustment,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 159-169, July.
- Barend Abeln & Jan P. A. M. Jacobs, 2023. "COVID-19 and Seasonal Adjustment," SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 53-61, Springer.
See citations under working paper version above.- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID-19 and seasonal adjustment," CAMA Working Papers 2021-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID19 and Seasonal Adjustment," CIRANO Working Papers 2021s-05, CIRANO.
- Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2022.
"Can GDP Measurement Be Further Improved? Data Revision and Reconciliation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 423-431, January.
See citations under working paper version above.
- Jan P.A.M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018. "Can GDP measurement be further improved? Data revision and reconciliation," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-15, Economic Statistics Centre of Excellence (ESCoE).
- Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018. "Can GDP measurement be further improved? Data revision and reconciliation," Papers 1808.04970, arXiv.org.
- Ard H. J. den Reijer & Jan P. A. M. Jacobs & Pieter W. Otter, 2021.
"A criterion for the number of factors,"
Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(18), pages 4293-4299, August.
Cited by:
- Ahmed Badawy & Jesus A. Fisteus & Tarek M. Mahmoud & Tarek Abd El-Hafeez, 2021. "Topic Extraction and Interactive Knowledge Graphs for Learning Resources," Sustainability, MDPI, vol. 14(1), pages 1-21, December.
- Liliana Forzani & Daniela Rodriguez & Mariela Sued, 2025. "A penalization method to estimate the intrinsic dimensionality of data," Statistical Papers, Springer, vol. 66(2), pages 1-20, February.
- Nikki Panjer & Leo Haan & Jan P. A. M. Jacobs, 2020.
"Is fiscal policy in the euro area Ricardian?,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 411-429, May.
Cited by:
- Serena Ionta & António Afonso & José Alves, 2025. "Monetary policy surprises and fiscal sustainability: the case of the Euro Area," Economic Change and Restructuring, Springer, vol. 58(3), pages 1-20, June.
- António Afonso & José Alves & Serena Ionta, 2023.
"The effects of monetary policy surprises and fiscal sustainability regimes in the Euro Area,"
Working Papers REM
2023/0281, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & Serena Ionta, 2023. "The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area," CESifo Working Paper Series 10558, CESifo.
- Vese Qehaja-Kekae & Driton Qehaja & Arber Hoti, 2023. "The Effect of Fiscal Deficits on Economic Growth: Evidence from Eurozone Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 3-18.
- Staffa, Ruben Marek & von Schweinitz, Gregor, 2023. "Fiscal policy under the eyes of wary bondholders," IWH Discussion Papers 26/2023, Halle Institute for Economic Research (IWH).
- Emilio Congregado & Carmen Díaz-Roldán & Vicente Esteve, 2023.
"Deficit sustainability and fiscal theory of price level: the case of Italy, 1861–2020,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(3), pages 755-782, August.
- Emilio Congregado & Silviano Carmen Díaz-Roldán & Vicente Esteve, 2023. "Deficit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020," Working Papers 2301, Department of Applied Economics II, Universidad de Valencia.
- Jan Jacobs & Kazuo Ogawa & Elmer Sterken & Ichiro Tokutsu, 2020.
"Public Debt, Economic Growth and the Real Interest Rate: A Panel VAR Approach to EU and OECD Countries,"
Applied Economics, Taylor & Francis Journals, vol. 52(12), pages 1377-1394, March.
- Kazuo Ogawa & Elmer Sterken & Ichiro Tokutsu, 2016. "Public Debt, Economic Growth and the Real Interest Rate:A Panel VAR Approach to EU and OECD Countries," ISER Discussion Paper 0955, Institute of Social and Economic Research, The University of Osaka.
Cited by:
- Yu HSING, 2020. "On the relationship between economic growth and government debt for Bulgaria. Test of the Reinhart-Rogoff hypothesis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(625), W), pages 187-194, Winter.
- Helder Ferreira de Mendonça & Ytallo Brito, 2021. "The link between public debt and investment: an empirical assessment from emerging markets," Applied Economics, Taylor & Francis Journals, vol. 53(50), pages 5864-5876, October.
- Mihaela Onofrei & Ionel Bostan & Bogdan Narcis Firtescu & Angela Roman & Valentina Diana Rusu, 2022. "Public Debt and Economic Growth in EU Countries," Economies, MDPI, vol. 10(10), pages 1-23, October.
- Oguzhan Bozatli & Seref Can Serin & Murat Demir, 2024. "The causal relationship between public debt and economic growth in G7 countries: new evidence from time and frequency domain approaches," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-27, June.
- Pedrosa, Ítalo & Brochier, Lídia & Freitas, Fabio, 2023. "Debt hierarchy: Autonomous demand composition, growth and indebtedness in a Supermultiplier model," Economic Modelling, Elsevier, vol. 126(C).
- Alessandro Bellocchi & Giuseppe Travaglini, 2024. "Nonlinearity, Endogeneity, and Interaction: Implications for European Reform of Budgetary Rules," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(2), pages 519-550, July.
- Kazi Musa & Marijn Janssen & Jamaliah Said & Nor Balkish Zakaria & Naila Erum, 2025. "The Impact of Public Debt and Quality of Governance on Economic Growth in High-Income Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(1), pages 2817-2843, March.
- Yixuan Duan & Min Guo & Yixuan Huang, 2022. "Leverage of Local State-Owned Enterprises, Implicit Contingent Liabilities of Government and Economic Growth," Sustainability, MDPI, vol. 14(6), pages 1-23, March.
- Nikolaos Filippakis & Theodoros V. Stamatopoulos, 2021. "Public Debt and Economic Growth: A Review of Contemporary Literature," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 19(1), pages 33-50.
- Westerhout, Ed, 2022. "30 Years of Generational Accounting : A Critical Review," Discussion Paper 2022-021, Tilburg University, Center for Economic Research.
- Westerhout, Ed, 2022. "30 Years of Generational Accounting : A Critical Review," Other publications TiSEM 252a02fe-7374-499e-97c5-0, Tilburg University, School of Economics and Management.
- Montes, Gabriel Caldas & Bastos, Júlio Cesar Albuquerque & de Oliveira, Ana Jordânia, 2019. "Fiscal transparency, government effectiveness and government spending efficiency: Some international evidence based on panel data approach," Economic Modelling, Elsevier, vol. 79(C), pages 211-225.
- Patrik Žihala & Barbara Brixová & Marianna Siničáková & Veronika Šuliková, 2025. "Heterogeneous macroeconomic effects of interplay in recent fiscal and monetary policies," Economic Change and Restructuring, Springer, vol. 58(6), pages 1-41, December.
- Jongman, Willem M. & Jacobs, Jan P.A.M. & Klein Goldewijk, Geertje M., 2019.
"Health and wealth in the Roman Empire,"
Economics & Human Biology, Elsevier, vol. 34(C), pages 138-150.
Cited by:
- Terpstra, Taco, 2020. "Roman technological progress in comparative context: The Roman Empire, Medieval Europe and Imperial China," Explorations in Economic History, Elsevier, vol. 75(C).
- Charles Norman & Lothar Schwinden & Paul Krusic & Andreas Rzepecki & Tatiana Bebchuk & Ulf Büntgen, 2025. "Droughts and conflicts during the late Roman period," Climatic Change, Springer, vol. 178(5), pages 1-17, May.
- G.-Fivos Sargentis & Panos Defteraios & Nikos D. Lagaros & Nikοs Mamassis, 2022. "Values and Costs in History: A Case Study on Estimating the Cost of Hadrianic Aqueduct’s Construction," World, MDPI, vol. 3(2), pages 1-27, April.
- Omar Karlsson, 2019. "Religion and Child Health in West and Central Africa," Population and Development Review, The Population Council, Inc., vol. 45(4), pages 707-738, December.
- G.-Fivos Sargentis & Demetris Koutsoyiannis, 2023. "The Function of Money in Water–Energy–Food and Land Nexus," Land, MDPI, vol. 12(3), pages 1-18, March.
- Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019.
"Testing for news and noise in non-stationary time series subject to multiple historical revisions,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
See citations under working paper version above.
- Hecq, A.W. & Jacobs, J.P.A.M. & Stamatogiannis, M., 2016. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Research Memorandum 004, Maastricht University, Graduate School of Business and Economics (GSBE).
- Alain Hecq & Jan P.A.M. Jacobs & Michalis P. Stamatogiannis, 2016. "Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions," CIRANO Working Papers 2016s-01, CIRANO.
- Tjeerd M. Boonman & Jan P. A. M. Jacobs & Gerard H. Kuper & Alberto Romero, 2019.
"Early Warning Systems for Currency Crises with Real-Time Data,"
Open Economies Review, Springer, vol. 30(4), pages 813-835, September.
See citations under working paper version above.
- Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper & Alberto Romero, 2017. "Early Warning Systems for Currency Crises with Real-Time Data," CIRANO Working Papers 2017s-18, CIRANO.
- Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019.
"Towards a financial cycle for the U.S., 1973–2014,"
The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
See citations under working paper version above.
- Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2016. "Towards a financial cycle for the US, 1973-2014," Research Report 16013-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Barend Abeln & Jan P. A. M. Jacobs & Pim Ouwehand, 2019.
"CAMPLET: Seasonal Adjustment Without Revisions,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 15(1), pages 73-95, April.
- Barend Abeln & Jan P. A. M. Jacobs, 2023. "CAMPLET: Seasonal Adjustment Without Revisions," SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 7-29, Springer.
Cited by:
- Barend Abeln & Jan P. A. M. Jacobs, 2022.
"COVID-19 and Seasonal Adjustment,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 159-169, July.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID-19 and seasonal adjustment," CAMA Working Papers 2021-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Barend Abeln & Jan P. A. M. Jacobs, 2023. "COVID-19 and Seasonal Adjustment," SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 53-61, Springer.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID19 and Seasonal Adjustment," CIRANO Working Papers 2021s-05, CIRANO.
- Barend Abeln & Jan P.A.M. Jacobs & Machiel Mulder, 2022.
"Seasonal adjustment of daily data with CAMPLET,"
CIRANO Working Papers
2022s-06, CIRANO.
- Barend Abeln & Jan P. A. M. Jacobs, 2023. "Seasonal Adjustment of Daily Data with CAMPLET," SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 63-78, Springer.
- Fleury, Afonso & Fleury, Maria Tereza Leme & Oliveira, Luis & Leao, Pablo, 2024. "Going digital EMNEs: The role of digital maturity capability," International Business Review, Elsevier, vol. 33(4).
- Jing Tian & Jan P.A.M. Jacobs & Denise R. Osborn, 2024. "Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1260-1289, October.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023.
"Employment reconciliation and nowcasting,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, The Center for Economic Research.
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
- Hindrayanto, Irma & Jacobs, Jan P.A.M. & Osborn, Denise R. & Tian, Jing, 2019.
"Trend–Cycle–Seasonal Interactions: Identification And Estimation,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3163-3188, December.
See citations under working paper version above.
- Irma Hindrayanto & Jan P.A.M. Jacobs & Denise R. Osborn & Jing Tian, 2017. "Trend-Cycle-Seasonal Interactions: Identification and Estimation," CAMA Working Papers 2017-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Zhongbo Jing & J. Paul Elhorst & Jan P. A. M. Jacobs & Jakob Haan, 2018.
"The propagation of financial turbulence: interdependence, spillovers, and direct and indirect effects,"
Empirical Economics, Springer, vol. 55(1), pages 169-192, August.
Cited by:
- Myovella, Godwin & Karacuka, Mehmet & Haucap, Justus, 2021. "Determinants of digitalization and digital divide in Sub-Saharan African economies: A spatial Durbin analysis," Telecommunications Policy, Elsevier, vol. 45(10).
- Carmela D'Avino & Mimoza Shabani, 2025.
"Spatial Dependence via the Internal Capital Markets of U.S. Global Banks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(1), pages 69-105, February.
- Carmela d'Avino & Mimoza Shabani, 2023. "Spatial Dependence via the Internal Capital Markets of U.S. Global Banks," Post-Print hal-04942412, HAL.
- Begüm Yurteri Kösedağlı & A. Özlem Önder, 2021. "Determinants of financial stress in emerging market economies: Are spatial effects important?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4653-4669, July.
- Chen, Jia & Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2025.
"IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects,"
MPRA Paper
123497, University Library of Munich, Germany.
- Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2025. "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," Papers 2501.18467, arXiv.org.
- Zhang, Yan & Xu, Yushi & Zhu, Xintong & Huang, Jionghao, 2024. "Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis," Journal of Commodity Markets, Elsevier, vol. 34(C).
- Andres Jauregui & Kirk C. Heriot & David T. Mitchell, 2021. "Corruption and formal-sector entrepreneurship in a middle-income country: spatial analysis of firm births in the Mexican states," Small Business Economics, Springer, vol. 57(4), pages 1957-1972, December.
- Nan, Shijing & Huo, Yuchen & You, Wanhai & Guo, Yawei, 2022. "Globalization spatial spillover effects and carbon emissions: What is the role of economic complexity?," Energy Economics, Elsevier, vol. 112(C).
- Sophie Béreau & Nicolas Debarsy & Cyrille Dossougoin & Jean-Yves Gnabo, 2022. "Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis," Working Papers halshs-03513049, HAL.
- Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023.
"IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk,"
The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
- Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk," MPRA Paper 102488, University Library of Munich, Germany.
- Jung, Samuel Moon & Vijverberg, Chu-Ping C., 2019. "Financial development and income inequality in China – A spatial data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 295-320.
- Jiang, Hai & Tang, Shenfeng & Li, Lifang & Xu, Fangming & Di, Qian, 2022. "Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis," Research in International Business and Finance, Elsevier, vol. 60(C).
- Luuk Elkhuizen & Niels Hermes & Jan Jacobs & Aljar Meesters, 2018.
"Financial development, financial liberalization and social capital,"
Applied Economics, Taylor & Francis Journals, vol. 50(11), pages 1268-1288, March.
See citations under working paper version above.
- Elkhuizen, Luuk & Hermes, Niels & Jacobs, Jan, 2016. "Financial Development, Financial Liberalization and Social Capital," Research Report 16021-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Tjeerd M. Boonman & Jan P. A. M. Jacobs & Gerard H. Kuper, 2017.
"An Early Warning System for currency crises in Argentina and Brazil 1990-2009,"
EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 14(2), pages 47-68, Julio-Dic.
Cited by:
- Baker Shnekat & Ghazi Al-Assaf, 2020. "The Impact of Political Stability on the Effectiveness of the Early Warning Systems in Predicting the Financial Crises: The Case of Jordan and Qatar," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(4), pages 398-407, July.
- J. Paul Elhorst & Pim Heijnen & Anna Samarina & Jan P. A. M. Jacobs, 2017.
"Transitions at Different Moments in Time: A Spatial Probit Approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 422-439, March.
Cited by:
- Marbuah, George & Gren, Ing-Marie & Mckie, Brendan G. & Buisson, Laëtitia, 2021. "Economic activity and distribution of an invasive species: Evidence from night-time lights satellite imagery data," Ecological Economics, Elsevier, vol. 185(C).
- Bhat, Chandra R. & Astroza, Sebastian & Hamdi, Amin S., 2017. "A spatial generalized ordered-response model with skew normal kernel error terms with an application to bicycling frequency," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 126-148.
- Min Xiong & Shaoming Cheng & Jerry Zhirong Zhao, 2025. "Policy Imitation Based on Similarities: The Diffusion of Public–Private Partnerships," Public Administration & Development, Blackwell Publishing, vol. 45(2), pages 130-145, May.
- Wei Cheng, 2022. "Consistent EM algorithm for a spatial autoregressive probit model," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-23, December.
- Kei Kabaya, 2022. "Examining spatially heterogeneous preferences for coastal ecosystem restoration with Bayesian spatial probit approaches," Letters in Spatial and Resource Sciences, Springer, vol. 15(1), pages 99-112, April.
- Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2018. "Generalized spatial autocorrelation in a panel-probit model with an application to exporting in China," Empirical Economics, Springer, vol. 55(1), pages 193-211, August.
- Raul Caruso & Nicola Pontarollo & Roberto Ricciuti, 2020. "Regional diffusion of military regimes in sub‐Saharan Africa," Papers in Regional Science, Wiley Blackwell, vol. 99(1), pages 225-244, February.
- Mardi Dungey & Jan P.A.M. Jacobs & Jing Tian, 2017.
"Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks,"
Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4554-4566, September.
See citations under working paper version above.
- Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing, 2016. "Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks," Working Papers 2016-04, University of Tasmania, Tasmanian School of Business and Economics.
- Jacobs, Jan P.A.M. & van Norden, Simon, 2016.
"Why are initial estimates of productivity growth so unreliable?,"
Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.
Cited by:
- Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019.
"Testing for news and noise in non-stationary time series subject to multiple historical revisions,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
- Hecq, A.W. & Jacobs, J.P.A.M. & Stamatogiannis, M., 2016. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Research Memorandum 004, Maastricht University, Graduate School of Business and Economics (GSBE).
- Alain Hecq & Jan P.A.M. Jacobs & Michalis P. Stamatogiannis, 2016. "Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions," CIRANO Working Papers 2016s-01, CIRANO.
- Sayag, Doron & Ben-hur, Dano & Pfeffermann, Danny, 2022. "Reducing revisions in hedonic house price indices by the use of nowcasts," International Journal of Forecasting, Elsevier, vol. 38(1), pages 253-266.
- Croushore, Dean & Del Monaco Santos, Pedro, 2022. "The personal saving rate: Data revisions and forecasts," Economics Letters, Elsevier, vol. 219(C).
- Jonas Dovern & Christopher Zuber, 2020. "Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(4), pages 1431-1466, October.
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025.
"Data-Driven Learning About Trend Productivity Growth,"
CIRANO Working Papers
2025s-29, CIRANO.
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025. "Data-Driven Learning About Trend Productivity Growth," CAMA Working Papers 2025-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23R2, Federal Reserve Bank of Cleveland, revised 31 May 2024.
- Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019.
"Testing for news and noise in non-stationary time series subject to multiple historical revisions,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
- Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper, 2015.
"Sovereign Debt Crises in Latin America: A Market Pressure Approach,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(S6), pages 80-93, November.
Cited by:
- Rani Wijayanti & Sagita Rachmanira, 2020. "Early Warning System for Government Debt Crisis in Developing Countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 103-124.
- Xing Li & Xiangyu Ge & Wei Fan & Hao Zheng, 2021. "Research on Spatial Correlation Characteristics and Their Spatial Spillover Effect of Local Government Debt Risks in China," Sustainability, MDPI, vol. 13(5), pages 1-32, March.
- Jing, Zhongbo & de Haan, Jakob & Jacobs, Jan & Yang, Haizhen, 2015.
"Identifying banking crises using money market pressure: New evidence for a large set of countries,"
Journal of Macroeconomics, Elsevier, vol. 43(C), pages 1-20.
See citations under working paper version above.
- Zhongbo Jing & Jakob de Haan & Jan P.A.M. Jacobs & Haizhen Yang, 2013. "Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries," CIRANO Working Papers 2013s-41, CIRANO.
- Pool, Sebastiaan & de Haan, Leo & Jacobs, Jan P.A.M., 2015.
"Loan loss provisioning, bank credit and the real economy,"
Journal of Macroeconomics, Elsevier, vol. 45(C), pages 124-136.
Cited by:
- Pfeifer, Lukáš & Hodula, Martin, 2021. "A profit-to-provisioning approach to setting the countercyclical capital buffer," Economic Systems, Elsevier, vol. 45(1).
- Hristov, Nikolay & Hülsewig, Oliver, 2017.
"Unexpected loan losses and bank capital in an estimated DSGE model of the euro area,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 161-186.
- Nikolay Hristov & Oliver Hülsewig, 2016. "Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area," CESifo Working Paper Series 6160, CESifo.
- Pfeifer, Lukáš & Hodula, Martin, 2018.
"A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example,"
ESRB Working Paper Series
82, European Systemic Risk Board.
- Lukas Pfeifer & Martin Hodula, 2018. "A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example," Working Papers 2018/5, Czech National Bank, Research and Statistics Department.
- Mahmoud Fatouh & Simone Giansante, 2023. "The cyclicality of bank credit losses and capital ratios under expected loss model," Annals of Operations Research, Springer, vol. 330(1), pages 807-840, November.
- Montes, Gabriel Caldas & Valladares, Matheus & de Moraes, Claudio Oliveira, 2021. "Impacts of the sovereign risk perception on financial stability: Evidence from Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 358-369.
- Swain, Pankaj & Misra, Arun Kumar & Kumar, Satish & Madhavan, Vinodh, 2026. "Banking on the brink: An incremental cost-based view of financial stress," Research in International Business and Finance, Elsevier, vol. 81(C).
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2019.
"The intertwining of credit and banking fragility,"
Sciences Po Economics Publications (main)
hal-02894259, HAL.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2021. "The intertwining of credit and banking fragility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 459-475, January.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The intertwining of credit and banking fragility," Post-Print hal-02894259, HAL.
- Pierre-Richard Agénor & L. Pereira da Silva, 2015.
"Cyclically Adjusted Provisions and Financial Stability,"
Centre for Growth and Business Cycle Research Discussion Paper Series
216, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz, 2017. "Cyclically adjusted provisions and financial stability," Journal of Financial Stability, Elsevier, vol. 28(C), pages 143-162.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2016. "Cyclically Adjusted Provisions and Financial Stability," IDB Publications (Working Papers) 7619, Inter-American Development Bank.
- Margherita Bottero & Antonio M. Conti, 2023. "In the thick of it: an interim assessment of monetary policy transmission to credit conditions," Questioni di Economia e Finanza (Occasional Papers) 810, Bank of Italy, Economic Research and International Relations Area.
- Serhat Yuksel & Mustafa Ozsari, 2016. "Impact of Consumer Loans on Inflation and Current Account Deficit: A Toda Yamamoto Causality Test for Turkey," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 2(2), pages 3-14, December.
- de Mendonça, Helder Ferreira & de Moraes, Claudio Oliveira, 2018. "Central bank disclosure as a macroprudential tool for financial stability," Economic Systems, Elsevier, vol. 42(4), pages 625-636.
- Changjun Zheng & Shumaila Meer Perhiar & Naeem Gul Gilal & Faheem Gul Gilal, 2019. "Loan Loss Provision and Risk-Taking Behavior of Commercial Banks in Pakistan: A Dynamic GMM Approach," Sustainability, MDPI, vol. 11(19), pages 1-17, September.
- Mahmoud Fatouh & Simone Giansante, 2023. "The cyclicality of bank credit losses and capital ratios under expected loss model," Bank of England working papers 1013, Bank of England.
- Mohd Afandi Abu Bakar* & Noormahayu Mohd Nasir & Farrah Dina Abd Razak & Nor Samsinar Kamsi & Asmalia Che Ahmad, 2018. "Provision for Bad & Doubtful Financing and Contingency Reserve Management: Assessing Resilient and Stable Islamic Banks," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 621-627:6.
- Walter Amedzro St-Hilaire & Patrick Boisselier, 2018. "Evaluating profitability strategies and the determinants of the risk performance of sectoral and banking institutions," Post-Print hal-03220229, HAL.
- Lukasz Prorokowski, 2018. "IFRS 9 in credit risk modelling Evidence from SLOOS for Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 49(6), pages 639-670.
- Samuel GUÉRINEAU & Florian LÉON, 2016.
"Information sharing, credit booms, and financial stability,"
Working Papers
P159, FERDI.
- Samuel GUÉRINEAU & Florian LÉON, 2016. "Information sharing, credit booms, and financial stability," Working Papers P159, FERDI.
- Peterson, Ozili K. & Arun, Thankom G., 2018. "Income smoothing among European systemic and non-systemic banks," The British Accounting Review, Elsevier, vol. 50(5), pages 539-558.
- Luminita-Georgiana ACHIM & Elena MITOI & Marian Valentin MOLDOVEANU & Codrut-Ioan TURLEA, 2021. "Credit Scoring – General Approach in the IFRS 9 Context," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 19(162), pages 384-384, May.
- Ozili, Peterson K, 2018.
"Bank Loan Loss Provisions, Investor Protection and the Macroeconomy,"
MPRA Paper
80281, University Library of Munich, Germany.
- Peterson K. Ozili, 2018. "Bank loan loss provisions, investor protection and the macroeconomy," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 13(1), pages 45-65, January.
- José Alejandro Fernández Fernández & Virginia Bejarano Vázquez & Juan Antonio Vicente Virseda, 2021. "New Approach to Financial and Economic Stability in the United States from a Banking Perspective," Economic Papers, The Economic Society of Australia, vol. 40(1), pages 54-72, March.
- Montes, Gabriel Caldas & do Nascimento Valladares, Matheus, 2024. "The effects of economic uncertainty and economic policy uncertainty on banks’ loan loss provision in Brazil," Journal of Economics and Business, Elsevier, vol. 131(C).
- de Haan, Leo & van Oordt, Maarten R.C., 2018.
"Timing of banks’ loan loss provisioning during the crisis,"
Journal of Banking & Finance, Elsevier, vol. 87(C), pages 293-303.
- Leo de Haan & Maarten van Oordt, 2016. "Timing of Banks’ Loan Loss Provisioning During the Crisis," Staff Working Papers 16-27, Bank of Canada.
- Swain, Pankaj & Poddar, Abhishek & Misra, Arun Kumar, 2025. "How stressed are the banks? An inter-temporal network analysis," Emerging Markets Review, Elsevier, vol. 69(C).
- Hassan Mazengera, 2017. "Derivation Of A Stochastic Loan Repayment Model For Valuing A Revenue-Based Loan Contract," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-29, September.
- Achim Luminita-Georgiana & Mitoi Elena & Turlea Ioan-Codrut, 2021. "A methodological approach to developing and validating IFRS 9 -LGD parameters," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 15(1), pages 683-694, December.
- Guérineau, Samuel & Léon, Florian, 2019.
"Information sharing, credit booms and financial stability: Do developing economies differ from advanced countries?,"
Journal of Financial Stability, Elsevier, vol. 40(C), pages 64-76.
- Samuel Guérineau & Florian Leon, 2018. "Information sharing, credit booms and financial stability: Do developing economies differ from advanced countries?," Post-Print hal-02009188, HAL.
- Sánchez Serrano, Antonio, 2021. "The impact of non-performing loans on bank lending in Europe: An empirical analysis," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Dungey, Mardi & Jacobs, Jan P.A.M. & Lestano,, 2015.
"The internationalisation of financial crises: Banking and currency crises 1883–2008,"
The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 29-47.
Cited by:
- Süer, Ömür & Levent, Haluk & Şen, Süleyman, 2016. "Foreign entry and the Turkish banking system in 2000s," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 420-435.
- Dungey, Mardi & Gajurel, Dinesh, 2015.
"Contagion and banking crisis – International evidence for 2007–2009,"
Journal of Banking & Finance, Elsevier, vol. 60(C), pages 271-283.
- Dungey, Mardi & Gajurel, Dinesh, 2014. "Contagion and banking crisis — internatonal evidence for 2007-2009," Working Papers 2014-10, University of Tasmania, Tasmanian School of Business and Economics.
- Jing, Zhongbo, 2015. "On the relation between currency and banking crises in developing countries, 1980–2010," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 267-291.
- Aaditya Kumar Bagri, 2025. "A Bibliometric Analysis of Global Publications on Financial Crisis," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 9(4), pages 7108-7124, April.
- Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015.
"Temporal causality between house prices and output in the US: A bootstrap rolling-window approach,"
The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 55-73.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach," Working papers 2013-14, University of Connecticut, Department of Economics.
- Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski, 2018.
"Depositors Discipline through Interest Costs during Good and Bad Times: the Role of the Guarantor of Last Resort1,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(2), pages 179-205, October.
- Oskar Kowalewski & Krzysztof Jackowicz & Łukasz Kozłowski, 2018. "Depositor discipline through interest costs during good and bad times : The role of the guarantor of last resort," Post-Print hal-01913992, HAL.
- Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing & van Norden, Simon, 2015.
"Trend In Cycle Or Cycle In Trend? New Structural Identifications For Unobserved-Components Models Of U.S. Real Gdp,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 776-790, June.
Cited by:
- Luis Uzeda, 2018.
"State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models,"
Staff Working Papers
18-14, Bank of Canada.
- Luis Uzeda, 2022. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 25-53, Emerald Group Publishing Limited.
- Luis Uzeda, 2016. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics 2016-632, Australian National University, College of Business and Economics, School of Economics.
- Ivan Mendieta-Munoz & Mengheng Li, 2019.
"The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity,"
Working Paper Series, Department of Economics, University of Utah
2019_06, University of Utah, Department of Economics.
- Mengheng Li & Ivan Mendieta-Munoz, 2019. "The multivariate simultaneous unobserved components model and identification via heteroskedasticity," Working Paper Series 2019/08, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Li, Mengheng & Mendieta-Muñoz, Ivan, 2024.
"Dynamic hysteresis effects,"
Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Ivan Mendieta-Muñoz, 2024. "Time-varying investment dynamics in the USA," Working Paper Series, Department of Economics, University of Utah 2024_01, University of Utah, Department of Economics.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- Andrew E. Evans, 2020. "Average labour productivity dynamics over the business cycle," Empirical Economics, Springer, vol. 59(4), pages 1833-1863, October.
- Sadaba, Barbara & Vujić, Sunčica & Maier, Sofia, 2024.
"Characterizing the schooling cycle,"
Economic Modelling, Elsevier, vol. 132(C).
- Sadaba, Barbara & Vujic, Suncica & Maier, Sofia, 2022. "Characterizing the Schooling Cycle," IZA Discussion Papers 15237, IZA Network @ LISER.
- Bruno Feunou & Jean-Sébastien Fontaine, 2021. "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers 21-14, Bank of Canada.
- Jing Tian & Jan P.A.M. Jacobs & Denise R. Osborn, 2024. "Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1260-1289, October.
- Matteo Barigozzi & Matteo Luciani, 2017. "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series 2017-111, Board of Governors of the Federal Reserve System (U.S.).
- Luis Uzeda, 2018.
"State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models,"
Staff Working Papers
18-14, Bank of Canada.
- M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013.
"On the correspondence between data revision and trend-cycle decomposition,"
Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 316-319, March.
See citations under working paper version above.
- Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon, 2012. "On the correspondence between data revision and trend-cycle decomposition," Working Papers 12975, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Mar 2012.
- Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012. "On the Correspondence Between Data Revision and Trend-Cycle Decomposition," CAMA Working Papers 2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mark Mink & Jan P.A.M. Jacobs & Jakob de Haan, 2012.
"Measuring coherence of output gaps with an application to the euro area,"
Oxford Economic Papers, Oxford University Press, vol. 64(2), pages 217-236, April.
- Mark Mink & Jan P.A.M. Jacobs & Jakob de Haan, 2007. "Measuring Synchronicity and Co-Movement of Business Cycles with an Application to the Euro Area," CAMA Working Papers 2007-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- William Miles, 2021. "Scottish home prices: compatible with Euro membership?," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 18(1), pages 3-22, June.
- Styliani Christodoulopoulou, 2014. "The effect of currency unions on business cycle correlations: the EMU case," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(2), pages 177-222, May.
- William Miles, 2015. "Did the Classical Gold Standard Lead to Greater Price Level Convergence? A New Approach," Open Economies Review, Springer, vol. 26(2), pages 351-377, April.
- Julián Caballero & Michael Chui & Emanuel Kohlscheen & Christian Upper, 2023.
"Inflation and labour markets,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation and labour markets, volume 127, pages 1-19,
Bank for International Settlements.
- Bank for International Settlements, 2023. "Inflation and labour markets," BIS Papers, Bank for International Settlements, number 142.
- Joao Loureiro & Manuel M.f. Martins & Ana Paula Ribeiro, 2010.
"Cape Verde: The Case For Euroisation,"
South African Journal of Economics, Economic Society of South Africa, vol. 78(3), pages 248-268, September.
- João Loureiro & Manuel M. F. Martins & Ana Paula Ribeiro, 2009. "Cape Verde: The Case for Euroization," FEP Working Papers 317, Universidade do Porto, Faculdade de Economia do Porto.
- Yeyati, Eduardo Levy & Williams, Tomas, 2012.
"Emerging economies in the 2000s : real decoupling and financial recoupling,"
Policy Research Working Paper Series
5961, The World Bank.
- Levy Yeyati, Eduardo & Williams, Tomas, 2012. "Emerging economies in the 2000s: Real decoupling and financial recoupling," Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2102-2126.
- Eduardo Levy Yeyati & Tomas Williams, 2011. "Emerging economies in the 2000s:Real decoupling and financial recoupling," Business School Working Papers 2011-06_correccion, Universidad Torcuato Di Tella.
- Jakob de Haan & Rasmus Wiese, 2022.
"The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 746-770, June.
- Jakob de Haan & Rasmus Wiese, 2020. "The Impact of Product and Labour Market Reform on Growth: Evidence for OECD Countries Based on Local Projections," CESifo Working Paper Series 8393, CESifo.
- Kappler Marcus, 2011. "Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(2), pages 247-265, April.
- William Miles, 2023. "Regional house price co-movement in the USA: the medium cycle is not the business cycle," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 71(2), pages 437-462, October.
- Meller, Barbara & Metiu, Norbert, 2017. "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 98-111.
- Uctum Merih & Uctum Remzi & Vijverberg Chu-Ping C., 2021.
"The European growth synchronization through crises and structural changes,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-17, February.
- Merih Uctum & Remzi Uctum & Chu-Ping C Vijverberg, 2021. "The European growth synchronization through crises and structural changes," Post-Print hal-03319011, HAL.
- Zeeshan Nezami Ansari & Md Mustafa & Rajendra Narayan Paramanik, 2024. "Linkages of International Business Cycle: An Euclidean Distance-Based Network Approach," Economic Research Guardian, Mutascu Publishing, vol. 14(2), pages 163-175, December.
- Jason Jones & Nora Collins & Lauren Sribnick, 2012. "External Influences on Business Cycle Synchronization in the Euro Area," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(1), pages 28-39, February.
- Kunovac, Davor & Mandler, Martin & Scharnagl, Michael, 2018.
"Financial cycles in euro area economies: A cross-country perspective,"
Discussion Papers
04/2018, Deutsche Bundesbank.
- Davor Kunovac & Martin Mandler & Michael Scharnagl, 2018. "Financial cycles in euro area economies: a cross-country perspective," Working Papers 55, The Croatian National Bank, Croatia.
- Sorin Celea & Petre Brezeanu & Ana Petrina Păun, 2013. "Fiscal Discipline within the EU: Comparative Analysis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 13(2), pages 23-30.
- Jean-Sébastien Pentecôte & Marilyne Huchet, 2009. "Shock asymmetries and distance to the Euro Area," Post-Print hal-00730072, HAL.
- Nikola Najman & Petr Rozmahel & Ludek Kouba & Ladislava Grochová, 2013. "Integration of Central and Eastern European Countries: Increasing EU Heterogeneity? WWWforEurope Working Paper No. 9," WIFO Studies, WIFO, number 46856.
- Mariarosaria Comunale, 2017.
"Synchronicity of real and financial cycles and structural characteristics in EU countries,"
Bank of Lithuania Occasional Paper Series
15, Bank of Lithuania.
- Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," CEIS Research Paper 414, Tor Vergata University, CEIS, revised 25 Sep 2017.
- Amalia Repele & Sébastien Waelti, 2021. "Mapping the Global Business Cycle Network," Open Economies Review, Springer, vol. 32(4), pages 739-760, September.
- Ionut Jianu, 2020. "Examining the drivers of business cycle divergence between Euro Area and Romania," Papers 2007.11407, arXiv.org.
- Taheri, Abouzar & Nessabian, Shahriyar & Moghaddasi, Reza & Arbabi, Farzin & Damankeshideh, Marjan, 2020. "Business Cycles in Some Selected Oil Producing Countries: Iran versus Three OECD Members," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 27(01).
- Valentina Flamini & Pierluigi Bologna & Fabio Di Vittorio & Rasool Zandvakil, 2019. "Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic," IMF Working Papers 2019/039, International Monetary Fund.
- Jose Ramon Cancelo, 2012. "Cyclical synchronization in the EMU along the financial crisis: An interpretation of the conflicting signals," European Journal of Government and Economics, Europa Grande, vol. 1(1), pages 86-100, June.
- Moritz A. Roth, 2018. "International co-movements in recessions," Working Papers 1804, Banco de España.
- Fabio C. Bagliano & Claudio Morana, 2011.
"The Effects of the US Economic and Financial Crises on Euro Area Convergence,"
Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 7,
Edward Elgar Publishing.
- Fabio C. Bagliano & Claudio Morana, 2010. "The effects of US economic and financial crises on euro area convergence," Working papers 15, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Fabio Bagliano & Claudio Morana, 2010. "The effects of US economic and financial crises on euro area convergence," CeRP Working Papers 99, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- William Miles & Chu‐Ping C. Vijverberg, 2018. "Did the Euro Common Currency Increase or Decrease Business Cycle Synchronization for its Member Countries?," Economica, London School of Economics and Political Science, vol. 85(339), pages 558-580, July.
- Philip Arestis & Peter Phelps, 2016. "Endogeneity Analysis of Output Synchronization in the Current and Prospective EMU," Journal of Common Market Studies, Wiley Blackwell, vol. 54(3), pages 525-543, May.
- Alexandra Ferreira Lopes & Álvaro M. Pina, 2008.
"Business Cycles, Core and Periphery in Monetary Unions: Comparing Europe and North America,"
Working Papers Department of Economics
2008/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alexandra Ferreira-Lopes & Álvaro M. Pina, 2008. "Business Cycles, Core and Periphery in Monetary Unions: Comparing Europe and North America," Working Papers Series 1 ercwp1908, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Alexandra Ferreira-Lopes & Álvaro Pina, 2011. "Business Cycles, Core, and Periphery in Monetary Unions: Comparing Europe and North America," Open Economies Review, Springer, vol. 22(4), pages 565-592, September.
- Daniel Simons & Rosmy Jean Louis, 2018. "Monetary union in West Africa and business cycles synchronicity: New evidence," The World Economy, Wiley Blackwell, vol. 41(10), pages 2828-2848, October.
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"Coherence of output gaps in the euro area: The impact of the COVID-19 shock,"
European Journal of Political Economy, Elsevier, vol. 84(C).
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- Mariarosaria Comunale & Francesco Paolo Mongelli, 2019.
"Who did it? A European Detective Story. Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool,"
Bank of Lithuania Working Paper Series
70, Bank of Lithuania.
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"Measuring credit procyclicality: A new database,"
Emerging Markets Review, Elsevier, vol. 52(C).
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"Tracking growth in the euro area subject to a dimensionality problem,"
Working Paper Series
2591, European Central Bank.
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"Characterizing the schooling cycle,"
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26, Bank of Lithuania.
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"Regional Synchronization during Economic Contraction: The Case of the U.S. and Japan,"
Papers
2010.08835, arXiv.org, revised Aug 2022.
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"Business Cycle Synchronisation in EU: A time-varying approach,"
MPRA Paper
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- William Miles, 2015. "Regional House Price Segmentation and Convergence in the US: A New Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 50(1), pages 113-128, January.
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- Vijay Kumar Vishwakarma, 2021. "Long-run drivers and integration in interprovincial Canadian housing price relations," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(1), pages 22-40, November.
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- Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
- Adrian Petre, 2016. "The Estimation of the Time Period Required to Achieve Real Economic Convergence between Romania and the Euro Area," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(4), pages 305-310, October.
- Petar Jolakoski & Viktor Stojkoski & Dragan Tevdovski, 2026. "Business cycle synchronization between the EU and Western Balkan candidate economies: A Wavelet Analysis," Papers 2603.28951, arXiv.org.
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- Carlo Ciccarelli & Anna Missiaia, 2018. "The fall and rise of business cycle co-movements in Imperial Austria’s regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(1), pages 171-193, January.
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- Mark Mink & Jan Jacobs & Jakob de Haan & Jakob de Haan, 2016. "Euro Area Imbalances," CESifo Working Paper Series 6291, CESifo.
- Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012.
"Information, data dimension and factor structure,"
Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 80-91.
See citations under working paper version above.
- Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011. "Information, Data Dimension and Factor Structure," CAMA Working Papers 2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacobs, Jan P.A.M. & van Norden, Simon, 2011.
"Modeling data revisions: Measurement error and dynamics of "true" values,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 101-109, April.
Cited by:
- Andreas Dibiasi & Samad Sarferaz, 2020. "Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty from a Cross-Country Perspective," Papers 2006.09007, arXiv.org, revised Dec 2020.
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"Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available,"
CEPR Discussion Papers
7426, Centre for Economic Policy Research.
- Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2008. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available," Discussion Papers in Economics 08/17, Division of Economics, School of Business, University of Leicester.
- Carlo Altavilla & Matteo Ciccarelli, 2011.
"Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset,"
CESifo Working Paper Series
3372, CESifo.
- Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset," CSEF Working Papers 274, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Boriss Siliverstovs, 2012.
"Are GDP Revisions Predictable? Evidence for Switzerland,"
EcoMod2012
4219, EcoMod.
- Boriss Siliverstovs, 2012. "Are GDP Revisions Predictable? Evidence for Switzerland," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(4), pages 299-326.
- Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007.
"A state space approach to extracting the signal from uncertain data,"
Bank of England working papers
336, Bank of England.
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal From Uncertain Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-180, March.
- Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012.
"On the Correspondence Between Data Revision and Trend-Cycle Decomposition,"
CAMA Working Papers
2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon, 2012. "On the correspondence between data revision and trend-cycle decomposition," Working Papers 12975, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Mar 2012.
- M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013. "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 316-319, March.
- Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019.
"Testing for news and noise in non-stationary time series subject to multiple historical revisions,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
- Hecq, A.W. & Jacobs, J.P.A.M. & Stamatogiannis, M., 2016. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Research Memorandum 004, Maastricht University, Graduate School of Business and Economics (GSBE).
- Alain Hecq & Jan P.A.M. Jacobs & Michalis P. Stamatogiannis, 2016. "Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions," CIRANO Working Papers 2016s-01, CIRANO.
- Goodwin, Thomas & Tian, Jing, 2017. "A state space approach to evaluate multi-horizon forecasts," Working Papers 2017-15, University of Tasmania, Tasmanian School of Business and Economics.
- Nikoleta Anesti & Ana Galvão & Silvia Miranda-Agrippino, 2018.
"Uncertain Kingdom: nowcasting GDP and its revisions,"
Bank of England working papers
764, Bank of England.
- Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018. "Uncertain kingdom: nowcasting GDP and its revisions," LSE Research Online Documents on Economics 90382, London School of Economics and Political Science, LSE Library.
- Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018. "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers 1824, Centre for Macroeconomics (CFM).
- Travis J. Berge, 2020.
"Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate,"
Finance and Economics Discussion Series
2020-012r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Apr 2021.
- Travis J. Berge, 2023. "Time-Varying Uncertainty of the Federal Reserve's Output Gap Estimate," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1191-1206, September.
- Buccheri, Giuseppe & Renò, Roberto & Vocalelli, Giorgio, 2025. "Taking advantage of biased proxies for forecast evaluation," Journal of Econometrics, Elsevier, vol. 251(C).
- Adrian Chiu & Tomasz Wieladek, 2012. "Did output gap measurement improve over time?," Discussion Papers 36, Monetary Policy Committee Unit, Bank of England.
- Jan Jacobs & Jan-Egbert Sturm, 2008.
"The Information Content of KOF Indicators on Swiss Current Account Data Revisions,"
CESifo Working Paper Series
2370, CESifo.
- Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers 08-202, KOF Swiss Economic Institute, ETH Zurich.
- Jan Jacobs & Jan-Egbert Sturm, 2009. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
- Yuliya Rychalovska & Sergey Slobodyan & Rafael Wouters, 2023.
"Professional Survey Forecasts and Expectations in DSGE Models,"
CERGE-EI Working Papers
wp766, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Rychalovska, Yuliya & Slobodyan, Sergey & Wouters, Rafael, 2026. "Professional survey forecasts and expectations in DSGE models," Journal of Monetary Economics, Elsevier, vol. 158(C).
- Hännikäinen Jari, 2017.
"Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks,"
Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
- Hännikäinen, Jari, 2015. "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper 66759, University Library of Munich, Germany.
- Jari Hännikäinen, 2016. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Working Papers 1692, Tampere University, Faculty of Management and Business, Economics.
- Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz, 2015. "Forecasting with Bayesian multivariate vintage-based VARs," International Journal of Forecasting, Elsevier, vol. 31(3), pages 757-768.
- Dante Amengual & Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2022.
"GDP Solera: The Ideal Vintage Mix,"
Staff Reports
1027, Federal Reserve Bank of New York.
- Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "GDP Solera. The Ideal Vintage Mix," Working Papers wp2022_2204, CEMFI.
- Almuzara, Martin & Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2022. "GDP Solera: The Ideal Vintage Mix," CEPR Discussion Papers 17196, Centre for Economic Policy Research.
- Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "GDP Solera: The Ideal Vintage Mix," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 984-997, July.
- Roland Döhrn, 2023.
"Are German National Accounts informationally efficient?,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 23-42, March.
- Döhrn, Roland, 2020. "Are German national accounts informational efficient?," Ruhr Economic Papers 880, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Nikoleta Anesti & Ana Beatriz Galvão & Silvia Miranda‐Agrippino, 2022. "Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 42-62, January.
- Peter A. Zadrozny, 2016. "Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI," CESifo Working Paper Series 5897, CESifo.
- Maximo Camacho & Gabriel Perez-Quiros, 2010.
"Introducing the euro-sting: Short-term indicator of euro area growth,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, Centre for Economic Policy Research.
- Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España.
- Götz, Thomas B. & Hecq, Alain & Urbain, Jean-Pierre, 2016. "Combining forecasts from successive data vintages: An application to U.S. growth," International Journal of Forecasting, Elsevier, vol. 32(1), pages 61-74.
- Juan Manuel Julio, 2011.
"Modeling Data Revisions,"
Borradores de Economia
641, Banco de la Republica de Colombia.
- Juan Manuel Julio Rom�n, 2011. "Modeling Data Revisions," Borradores de Economia 7929, Banco de la Republica.
- Juan Bógalo & Pilar Poncela & Eva Senra, 2021. "Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time," Mathematics, MDPI, vol. 9(11), pages 1-17, May.
- Tian, Jing & Goodwin, Thomas, 2018. "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers 2018-04, University of Tasmania, Tasmanian School of Business and Economics.
- Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017.
"Measurement errors and monetary policy: Then and now,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2015. "Measurement Errors and Monetary Policy: Then and Now," Working Paper 15-13, Federal Reserve Bank of Richmond.
- Clements, Michael P. & Beatriz Galvao, Ana, "undated".
"Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions,"
Economic Research Papers
270771, University of Warwick - Department of Economics.
- Clements, Michael P. & Galvão, Ana Beatriz, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS) 953, University of Warwick, Department of Economics.
- Dean Croushore, 2009. "Commentary on Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 371-382.
- Jan P.A.M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018.
"Can GDP measurement be further improved? Data revision and reconciliation,"
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers
ESCoE DP-2018-15, Economic Statistics Centre of Excellence (ESCoE).
- Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018. "Can GDP measurement be further improved? Data revision and reconciliation," Papers 1808.04970, arXiv.org.
- Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2022. "Can GDP Measurement Be Further Improved? Data Revision and Reconciliation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 423-431, January.
- Jan P. A. M. Jacobs & Simon van Norden, 2010.
"Lessons from the latest data on U.S. productivity,"
Working Papers
11-1, Federal Reserve Bank of Philadelphia.
- Jan P.A.M. Jacobs & Simon van Norden, 2010. "Lessons From the Latest Data on U.S. Productivity," CAMA Working Papers 2010-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jan P.A.M. Jacobs & Simon van Norden, 2010. "Lessons From the Latest Data on U.S. Productivity," CIRANO Working Papers 2010s-46, CIRANO.
- Richard G. Anderson & Charles S. Gascon, 2009. "Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 349-370.
- Clements, Michael P. & Galvão, Ana Beatriz, 2013. "Forecasting with vector autoregressive models of data vintages: US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 29(4), pages 698-714.
- Michael P Clements & Ana Beatriz Galvao, 2017. "Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables," ICMA Centre Discussion Papers in Finance icma-dp2017-01, Henley Business School, University of Reading.
- Demetrescu, Matei & Kruse-Becher, Robinson, 2025. "Is U.S. real output growth non-normal? A tale of time-varying location and scale," Journal of Economic Dynamics and Control, Elsevier, vol. 171(C).
- Croushore, Dean & Del Monaco Santos, Pedro, 2022. "The personal saving rate: Data revisions and forecasts," Economics Letters, Elsevier, vol. 219(C).
- Ana Beatriz Galvão & James Mitchell, 2019. "Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-08, Economic Statistics Centre of Excellence (ESCoE).
- Dibiasi, Andreas & Sarferaz, Samad, 2023.
"Measuring macroeconomic uncertainty: A cross-country analysis,"
European Economic Review, Elsevier, vol. 153(C).
- Samad Sarferaz & Andreas Dibiasi, 2020. "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers 20-479, KOF Swiss Economic Institute, ETH Zurich.
- Andreas Dibiasi & Samad Sarferaz, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," Post-Print hal-04167343, HAL.
- Michael P. Clements & Ana Beatriz Galvão, 2023. "Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 164-185, March.
- Strohsal, Till & Wolf, Elias, 2019.
"Data revisions to German national accounts: Are initial releases good nowcasts?,"
Discussion Papers
2019/11, Free University Berlin, School of Business & Economics.
- Strohsal, Till & Wolf, Elias, 2020. "Data revisions to German national accounts: Are initial releases good nowcasts?," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1252-1259.
- Michael Clements, 2017.
"Do forecasters target first or later releases of national accounts data?,"
ICMA Centre Discussion Papers in Finance
icma-dp2017-03, Henley Business School, University of Reading.
- Clements, Michael P., 2019. "Do forecasters target first or later releases of national accounts data?," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1240-1249.
- David de Antonio Liedo, 2014. "Nowcasting Belgium," Working Paper Research 256, National Bank of Belgium.
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016.
"Improving GDP measurement: A measurement-error perspective,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden, 2013.
"Trend-cycle decomposition: implications from an exact structural identification,"
Working Papers
13-22, Federal Reserve Bank of Philadelphia.
- Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden, 2013. "Trend-Cycle Decomposition: Implications from an Exact Structural Identification," CIRANO Working Papers 2013s-23, CIRANO.
- Beetsma, Roel & Giuliodori, Massimo & Wierts, Peter & Walschot, Mark, 2010.
"Fifty Years of Fiscal Planning and Implementation in the Netherlands,"
CEPR Discussion Papers
7969, Centre for Economic Policy Research.
- Beetsma, Roel & Giuliodori, Massimo & Walschot, Mark & Wierts, Peter, 2013. "Fifty years of fiscal planning and implementation in the Netherlands," European Journal of Political Economy, Elsevier, vol. 31(C), pages 119-138.
- Ana Beatriz Galvão & James Mitchell & Johnny Runge, 2019. "Communicating Data Uncertainty: Experimental Evidence for U.K. GDP," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-20, Economic Statistics Centre of Excellence (ESCoE).
- Peter A.G. van Bergeijk, 2017. "Making Data Measurement Errors Transparent: The Case of the IMF," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 18(3), pages 133-154, July.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Emilia Tomczyk, 2013. "End of sample vs. real time data: perspectives for analysis of expectations," Working Papers 68, Department of Applied Econometrics, Warsaw School of Economics.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011.
"Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions,"
Journal of Macroeconomics, Elsevier, vol. 33(4), pages 784-792.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005. "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers 200505, University of Groningen, CCSO Centre for Economic Research.
- Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 724, Banco de la Republica de Colombia.
- Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields, 2015. "Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US," Discussion Papers 2015/13, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Clements, Michael P. & Beatriz Galvao, Ana, "undated".
"First Announcements and Real Economic Activity,"
Economic Research Papers
271314, University of Warwick - Department of Economics.
- Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
- Clements, Michael P. & Beatriz Galvão, Ana, 2010. "First announcements and real economic activity," European Economic Review, Elsevier, vol. 54(6), pages 803-817, August.
- Michael P. Clements, 2014. "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance icma-dp2014-06, Henley Business School, University of Reading.
- Juan Manuel Julio, 2011.
"Data Revisions and the Output Gap,"
Borradores de Economia
7956, Banco de la Republica.
- Juan Manuel Julio, 2011. "Data Revisions and the Output Gap," Borradores de Economia 642, Banco de la Republica de Colombia.
- Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
- Michael P. Clements, 2015.
"Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision,"
ICMA Centre Discussion Papers in Finance
icma-dp2015-02, Henley Business School, University of Reading.
- Michael P. Clements, 2017. "Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 420-433, July.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- Natalia Makeeva, 2025. "The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 79, pages 27-49.
- Adrian Chiu & Tomasz Wieladek, 2015.
"Is the ‘Great Recession’ really so different from the past?,"
Discussion Papers
40, Monetary Policy Committee Unit, Bank of England.
- Chiu Adrian & Wieladek Tomasz, 2013. "Is the “Great Recession” really so different from the past?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1037-1084, October.
- Schanne, Norbert, 2015. "A Global Vector Autoregression (GVAR) model for regional labour markets and its forecasting performance with leading indicators in Germany," IAB-Discussion Paper 201513, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Ana Beatriz Galvão & James Mitchell, 2023. "Real‐Time Perceptions of Historical GDP Data Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 457-481, June.
- Valentina Raponi & Cecilia Frale, 2014. "Revisions in official data and forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 451-472, August.
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025.
"Data-Driven Learning About Trend Productivity Growth,"
CIRANO Working Papers
2025s-29, CIRANO.
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025. "Data-Driven Learning About Trend Productivity Growth," CAMA Working Papers 2025-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Marek RUSNAK, 2013. "Revisions to the Czech National Accounts: Properties and Predictability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(3), pages 244-261, July.
- Bob Krebs, 2019. "Revisions to Quarterly National Accounts data in Luxembourg," BCL working papers 136, Central Bank of Luxembourg.
- Joao Tovar Jalles, 2015. "How Quickly is News Incorporated in Fiscal Forecasts?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2802-2812.
- Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2014.
"Combining distributions of real-time forecasts: An application to U.S. growth,"
Research Memorandum
027, Maastricht University, Graduate School of Business and Economics (GSBE).
- Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J., 2012. "Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data)," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.
- van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Nilss Olekalns & Kalvinder Shields, 2008. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available," Department of Economics - Working Papers Series 1040, The University of Melbourne.
- Hännikäinen, Jari, 2014.
"Multi-step forecasting in the presence of breaks,"
MPRA Paper
55816, University Library of Munich, Germany.
- Jari Hännikäinen, 2014. "Multi-step forecasting in the presence of breaks," Working Papers 1494, Tampere University, Faculty of Management and Business, Economics.
- M. Mogliani & Thomas Ferrière, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
- Kurz, Malte S., 2018. "A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation," Economics Letters, Elsevier, vol. 168(C), pages 42-45.
- Matei Demetrescu & Robinson Kruse-Becher, 2021. "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers 2021-07, Department of Economics and Business Economics, Aarhus University.
- Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
- David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers 484, University of Oxford, Department of Economics.
- Cecilia Frale & Valentina Raponi, 2011. "Revisions in ocial data and forecasting," Working Papers LuissLab 1194, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Baetje, Fabian & Friedrici, Karola, 2016. "Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence," Economics Letters, Elsevier, vol. 143(C), pages 38-43.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011.
"Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions,"
Journal of Macroeconomics, Elsevier, vol. 33(4), pages 784-792.
See citations under working paper version above.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005. "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers 200505, University of Groningen, CCSO Centre for Economic Research.
- Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010.
"Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
See citations under working paper version above.
- Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007. "Cointegration, Long-Run Structural Modelling and Weak Exogeneity: Two Models of the UK Economy," CAMA Working Papers 2007-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jan Jacobs & Jenny Ligthart & Hendrik Vrijburg, 2010.
"Consumption tax competition among governments: Evidence from the United States,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 17(3), pages 271-294, June.
See citations under working paper version above.
- Vrijburg, H. & Jacobs, J.P.A.M. & Ligthart, J.E., 2007. "Consumption tax competition among governments: Evidence from the United States," Research Report 07008, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2007. "Consumption Tax Competition Among Governments : Evidence from the United States," Other publications TiSEM e00f9e9d-60b4-4d2c-bced-7, Tilburg University, School of Economics and Management.
- Jan Jacobs & Gerard Kuper & Daan van Soest, 2009.
"On the effect of high energy prices on investment,"
Applied Economics, Taylor & Francis Journals, vol. 41(27), pages 3483-3490.
Cited by:
- Martin Woerter & Tobias Stucki, 2016. "Intra-Firm Diffusion of Green Energy Technologies and the Choice of Policy Instruments," KOF Working papers 16-401, KOF Swiss Economic Institute, ETH Zurich.
- Spyros Arvanitis & Marius Ley, 2013. "Factors Determining the Adoption of Energy-Saving Technologies in Swiss Firms: An Analysis Based on Micro Data," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 54(3), pages 389-417, March.
- Spyros Arvanitis & Marius Christian Ley, 2010. "Factors Determining the Adoption of Energy-saving Technologies in Swiss Firms," KOF Working papers 10-257, KOF Swiss Economic Institute, ETH Zurich.
- Spyros Arvanitis & Michael Peneder & Christian Rammer & Tobias Stucki & Martin Wörter, 2016. "The adoption of green energy technologies: The role of policies in an international comparison," KOF Working papers 16-411, KOF Swiss Economic Institute, ETH Zurich.
- Dhaoui, Abderrazak & Khraief, Naceur, 2014. "Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets," Economics Discussion Papers 2014-12, Kiel Institute for the World Economy.
- Jan Jacobs & Jan-Egbert Sturm, 2009.
"The information content of KOF indicators on Swiss current account data revisions,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
See citations under working paper version above.
- Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers 08-202, KOF Swiss Economic Institute, ETH Zurich.
- Jan Jacobs & Jan-Egbert Sturm, 2008. "The Information Content of KOF Indicators on Swiss Current Account Data Revisions," CESifo Working Paper Series 2370, CESifo.
- Jacobs, Jan & Katzur, Tomek & Tassenaar, Vincent, 2008.
"On estimators for truncated height samples,"
Economics & Human Biology, Elsevier, vol. 6(1), pages 43-56, March.
Cited by:
- Koepke, Nikola & Floris, Joël & Pfister, Christian & Rühli, Frank J. & Staub, Kaspar, 2018. "Ladies first: Female and male adult height in Switzerland, 1770–1930," Economics & Human Biology, Elsevier, vol. 29(C), pages 76-87.
- Tassenaar, Vincent, 2019. "Development of regional variety of the biological standard of living in the Netherlands, 1812–1913," Economics & Human Biology, Elsevier, vol. 34(C), pages 151-161.
- Antonio Fidalgo, 2018. "Testing for normality in truncated anthropometric samples," Working Papers 0142, European Historical Economics Society (EHES).
- Richard H. Steckel, 2008.
"Heights and Human Welfare: Recent Developments and New Directions,"
NBER Working Papers
14536, National Bureau of Economic Research, Inc.
- Steckel, Richard H., 2009. "Heights and human welfare: Recent developments and new directions," Explorations in Economic History, Elsevier, vol. 46(1), pages 1-23, January.
- Akachi, Yoko & Canning, David, 2010. "Health trends in Sub-Saharan Africa: Conflicting evidence from infant mortality rates and adult heights," Economics & Human Biology, Elsevier, vol. 8(2), pages 273-288, July.
- Jan Jacobs & Pieter Otter, 2008.
"Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach,"
Econometric Reviews, Taylor & Francis Journals, vol. 27(4-6), pages 385-397.
Cited by:
- Helmut Lütkepohl, 2014.
"Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey,"
Discussion Papers of DIW Berlin
1351, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut, 2014. "Structural vector autoregressive analysis in a data rich environment: A survey," SFB 649 Discussion Papers 2014-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- André Nunes Maranhão, 2024. "Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(1), pages 1-58, August.
- Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011.
"Information, Data Dimension and Factor Structure,"
CAMA Working Papers
2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012. "Information, data dimension and factor structure," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 80-91.
- Francisco Corona & Pilar Poncela & Esther Ruiz, 2017.
"Determining the number of factors after stationary univariate transformations,"
Empirical Economics, Springer, vol. 53(1), pages 351-372, August.
- Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther, 2016. "Determining the number of factors after stationary univariate transformations," DES - Working Papers. Statistics and Econometrics. WS ws1602, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- André Nunes Maranhão & Nicole Rennó Castro, 2023. "Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts," Empirical Economics, Springer, vol. 65(4), pages 1543-1578, October.
- Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016.
"A diagnostic criterion for approximate factor structure,"
Papers
1612.04990, arXiv.org, revised Aug 2017.
- Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2016. "A Diagnostic Criterion for Approximate Factor Structure," Swiss Finance Institute Research Paper Series 16-51, Swiss Finance Institute, revised Dec 2016.
- Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019. "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, vol. 212(2), pages 503-521.
- Otter, Pieter W. & Jacobs, Jan P.A.M. & Reijer, Ard H.J. de, 2014. "A criterion for the number of factors in a data-rich environment," Research Report 14008-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper, 2011. "Why didn't the Global Financial Crisis hit Latin America?," CIRANO Working Papers 2011s-63, CIRANO.
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013.
"Dynamic factor models: A review of the literature,"
Post-Print
hal-01385974, HAL.
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014. "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 73-107.
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Dynamic Factor Models: A review of the Literature ," Working papers 430, Banque de France.
- Zhao Zhao & Guowei Cui & Shaoping Wang, 2017. "A Monte Carlo comparison of estimating the number of dynamic factors," Empirical Economics, Springer, vol. 53(3), pages 1217-1241, November.
- Heaton, Chris & Solo, Victor, 2012. "Estimation of high-dimensional linear factor models with grouped variables," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 348-367.
- Helmut Lütkepohl, 2014.
"Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey,"
Discussion Papers of DIW Berlin
1351, DIW Berlin, German Institute for Economic Research.
- J. Jacobs, 2008.
"Book Review,"
De Economist, Springer, vol. 156(2), pages 215-217, June.
Cited by:
- Steffen Otterbach & Alfonso Sousa-Poza, 2010. "How Accurate are German Work-time Data? A Comparison of Time-diary Reports and Stylized Estimates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 97(3), pages 325-339, July.
- Schettkat, Ronald, 2002.
"Differences in US-German time-allocation: Why do Americans work longer hours than Germans?,"
Discussion Papers, Research Unit: Labor Market Policy and Employment
FS I 02-212, WZB Berlin Social Science Center.
- Schettkat, Ronald, 2003. "Differences in US-German Time-Allocation: Why Do Americans Work Longer Hours than Germans?," IZA Discussion Papers 697, IZA Network @ LISER.
- Larrivee, John & Shaffer, Ron E., 2007. "Understanding the Local Unrecorded Economy: Informal Work and Home Production in Non-Metropolitan Wisconsin," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 37(2), pages 1-17.
- James P. Miller, 1989. "The Product Cycle and High Technology Industry in Nonmetropolitan Areas, 1976-1980," The Review of Regional Studies, Southern Regional Science Association, vol. 19(1), pages 1-12, Winter.
- Man Kan & Jonathan Gershuny, 2009. "Calibrating Stylised Time Estimates Using UK Diary Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 93(1), pages 239-243, August.
- Janko Gorter & Jan Jacobs & Jakob De Haan, 2008.
"Taylor Rules for the ECB using Expectations Data,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(3), pages 473-488, September.
Cited by:
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- Victor Pontines & Reza Siregar, 2012. "Episodes of Large Exchange Rate Appreciations and Reserves Accumulations in Selected Asian Economies: Is Fear of Appreciations Justified?," CAMA Working Papers 2012-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Anuradha Guru & Mandira Sarma, "undated". "Exchange Market Pressure in India," Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi Discussion Papers 12-04, Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi, India.
- Ping Wang & Tomoe Moore, 2014. "The determinants of vulnerability to currency crises: country-specific factors versus regional factors," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 619-640, November.
- Linda A. Toolsema & Jan P. A. M. Jacobs, 2007.
"Why do prices rise faster than they fall? With an application to mortgage rates,"
Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 701-712.
See citations under working paper version above.
- Toolsema, Linda A. & Jacobs, Jan, 2001. "Why do prices rise faster than they fall? : with an application to mortgage rates," CCSO Working Papers 200106, University of Groningen, CCSO Centre for Economic Research.
- Hong Bo & Jan Jacobs & Elmer Sterken, 2006.
"A threshold uncertainty investment model for the Netherlands,"
Applied Financial Economics, Taylor & Francis Journals, vol. 16(9), pages 665-673.
Cited by:
- Ekaterina Kuzmicheva & Kirill Kuzmichev, 2013. "The influence of financial constraints and real options on corporate investment decisions," HSE Working papers WP BRP 17/FE/2013, National Research University Higher School of Economics.
- Ekaterina E. Kuzmicheva, 2014. "The Influence Of Financial Constraints And Attitude Towards Risk In Corporate Investment Decisions," HSE Working papers WP BRP 36/FE/2014, National Research University Higher School of Economics.
- Jan Jacobs & Gerard Kuper & Daan van Soest, 2009. "On the effect of high energy prices on investment," Applied Economics, Taylor & Francis Journals, vol. 41(27), pages 3483-3490.
- Robert Inklaar & Jan Jacobs & Ward Romp, 2005.
"Business Cycle Indexes: Does a Heap of Data Help?,"
Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(3), pages 309-336.
See citations under working paper version above.
- Inklaar, Robert & Jacobs, Jan & Romp, Ward, 2003. "Business cycle indexes: does a heap of data help?," CCSO Working Papers 200312, University of Groningen, CCSO Centre for Economic Research.
- Kenneth F. Wallis & Jan P. A. M. Jacobs, 2005.
"Comparing SVARs and SEMs: two models of the UK economy,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
- Jan P. A. M. Jacobs & Kenneth F. Wallis, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
Cited by:
- Andrew Mountford, 2005. "Leaning into the Wind: A Structural VAR Investigation of UK Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 597-621, October.
- Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010.
"Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
- Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007. "Cointegration, Long-Run Structural Modelling and Weak Exogeneity: Two Models of the UK Economy," CAMA Working Papers 2007-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- David Fielding & Anja Shortland, 2010. "What Explains Changes in the Level of Abuse Against Civilians during the Peruvian Civil War?," Working Papers 1003, University of Otago, Department of Economics, revised May 2010.
- Pool, Sebastiaan & de Haan, Leo & Jacobs, Jan P.A.M., 2015. "Loan loss provisioning, bank credit and the real economy," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 124-136.
- Tafirenyika Sunde & Olusegun A. Akanbi, 2016.
"Sources of unemployment in Namibia: an application of the structural VAR approach,"
International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 8(2), pages 125-143.
- Sunde, Tafirenyika & Akanbi, Olusegun Ayodele, 2015. "Sources of unemployment in Namibia: an application of the structural VAR approach," MPRA Paper 86578, University Library of Munich, Germany.
- Mehmood, Sultan, 2013.
"Terrorism and the macroeconomy: Evidence from Pakistan,"
MPRA Paper
44546, University Library of Munich, Germany.
- Sultan Mehmood, 2014. "Terrorism and the macroeconomy: Evidence from Pakistan," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(5), pages 509-534, October.
- Hyeon-Seung Huh, 2013. "A Monte Carlo test for the identifying assumptions of the Blanchard and Quah (1989) model," Applied Economics Letters, Taylor & Francis Journals, vol. 20(6), pages 601-605, April.
- Wallis, Kenneth F., 2008. "Macroeconomic modelling in central banks in Latin America," Documentos de Proyectos 3627, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Simon Wren-Lewis & Marcus Keogh-Brown & W. John Edmunds & Philippe Beutels and Richard D. Smith, 2009.
"The possible macroeconomic impact on the UK of an influenza pandemic,"
Economics Series Working Papers
431, University of Oxford, Department of Economics.
- Marcus R. Keogh‐Brown & Simon Wren‐Lewis & W. John Edmunds & Philippe Beutels & Richard D. Smith, 2010. "The possible macroeconomic impact on the UK of an influenza pandemic," Health Economics, John Wiley & Sons, Ltd., vol. 19(11), pages 1345-1360, November.
- Jacobs, Jan & Tassenaar, Vincent, 2004.
"Height, income, and nutrition in the Netherlands: the second half of the 19th century,"
Economics & Human Biology, Elsevier, vol. 2(2), pages 181-195, June.
See citations under working paper version above.
- Jacobs, Jan & Tassenaar, Vincent, 2003. "Height, income, and nutrition in the Netherlands: the second half of the 19th century," Research Report 03C35, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Sturm, Jan-egbert & Jacobs, Jan & Groote, Peter, 1999.
"Output Effects of Infrastructure Investment in the Netherlands, 1853-1913,"
Journal of Macroeconomics, Elsevier, vol. 21(2), pages 355-380, April.
Cited by:
- AfDB AfDB, 2016. "North Africa - Working paper – Public Investment and Growth in the Maghreb Countries," Working Paper Series 2335, African Development Bank.
- Kamps, Christophe, 2004.
"The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries,"
Kiel Working Papers
1224, Kiel Institute for the World Economy.
- Christophe Kamps, 2005. "The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 12(4), pages 533-558, August.
- Jérôme Creel & Paola Veroni & Francesco Saraceno, 2007.
"Has the Golden Rule of Public Finance Made a difference in the UK,"
Working Papers
hal-00972843, HAL.
- Jérôme Creel & Paola Veroni & Francesco Saraceno, 2007. "Has the Golden Rule of Public Finance Made a difference in the UK," Sciences Po Economics Publications (main) hal-00972843, HAL.
- Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno, 2007. "Has the Golden Rule of Public Finance Made a Difference in the UK ?," Documents de Travail de l'OFCE 2007-13, Observatoire Francais des Conjonctures Economiques (OFCE).
- Nakayama, Yuji & 中山, 雄司 & ナカヤマ, ユウジ, 2001. "Spatial Competition and Accumulation of Public Capital," Discussion Paper 34, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Balazs Egert & Tomasz Kozluk & Douglas Sutherland, 2009.
"Infrastructure and Growth: Empirical Evidence,"
William Davidson Institute Working Papers Series
wp957, William Davidson Institute at the University of Michigan.
- Balázs Égert & Tomasz Koźluk & Douglas Sutherland, 2009. "Infrastructure and Growth: Empirical Evidence," OECD Economics Department Working Papers 685, OECD Publishing.
- Balazs Egert & Tomasz Kozluk & Douglas Sutherland, 2009. "Infrastructure and Growth: Empirical Evidence," CESifo Working Paper Series 2700, CESifo.
- Saidi, Samir & Mani, Venkatesh & Mefteh, Haifa & Shahbaz, Muhammad & Akhtar, Pervaiz, 2020. "Dynamic linkages between transport, logistics, foreign direct Investment, and economic growth: Empirical evidence from developing countries," Transportation Research Part A: Policy and Practice, Elsevier, vol. 141(C), pages 277-293.
- Wehrle, Rebecca & Wiens, Marcus & Schultmann, Frank, 2024. "Evaluation of the potential of infrastructure funds: The case of inland waterways in Germany," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
- António Afonso & Eduardo de Sá Fortes Leitão Rodrigues, 2022.
"Is public investment in construction and in R&D, growth enhancing? A PVAR Approach,"
Working Papers REM
2022/0249, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & Eduardo de Sá Fortes Leitao Rodrigues, 2022. "Is Public Investment in Construction and in R&D, Growth Enhancing? A PVAR Approach," CESifo Working Paper Series 10048, CESifo.
- António Afonso & Eduardo Rodrigues, 2024. "Is public investment in construction and in R&D, growth enhancing? A PVAR approach," Applied Economics, Taylor & Francis Journals, vol. 56(24), pages 2875-2899, May.
- Erasmo Papagni & Amedeo Lepore & Emanuele Felice & Anna Laura Baraldi & Maria Rosaria Alfano, 2018. "Public Investment and Growth Accelerations: The Case of Southern Italy, 1951-1995," EERI Research Paper Series EERI RP 2018/10, Economics and Econometrics Research Institute (EERI), Brussels.
- Holmgren, Johan & Merkel, Axel, 2017. "Much ado about nothing? – A meta-analysis of the relationship between infrastructure and economic growth," Research in Transportation Economics, Elsevier, vol. 63(C), pages 13-26.
- Maier, Philipp & Sturm, Jan-Egbert & de Haan, Jakob, 2002. "Political pressure on the Bundesbank: an empirical investigation using the Havrilesky approach," Journal of Macroeconomics, Elsevier, vol. 24(1), pages 103-123, March.
- Papagni, Erasmo & Lepore, Amedeo & Felice, Emanuele & Baraldi, Anna Laura & Alfano, Maria Rosaria, 2021. "Public investment and growth: Lessons learned from 60-years experience in Southern Italy," Journal of Policy Modeling, Elsevier, vol. 43(2), pages 376-393.
- Ward Romp & Jakob De Haan, 2007.
"Public Capital and Economic Growth: A Critical Survey,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 8(S1), pages 6-52, April.
- Ward Romp & Jakob de Haan, 2005. "Public capital and economic growth: a critical survey," EIB Papers 2/2005, European Investment Bank, Economics Department.
- Sanwei He & Shan Yu & Lei Wang, 2021. "The nexus of transport infrastructure and economic output in city-level China: a heterogeneous panel causality analysis," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(1), pages 113-135, February.
- Rokicki, Bartlomiej & Stępniak, Marcin, 2018. "Major transport infrastructure investment and regional economic development – An accessibility-based approach," Journal of Transport Geography, Elsevier, vol. 72(C), pages 36-49.
- Pedro R.D. Bom & Jenny E. Ligthart, 2014. "What Have We Learned From Three Decades Of Research On The Productivity Of Public Capital?," Journal of Economic Surveys, Wiley Blackwell, vol. 28(5), pages 889-916, December.
- Farhadi, Minoo, 2015. "Transport infrastructure and long-run economic growth in OECD countries," Transportation Research Part A: Policy and Practice, Elsevier, vol. 74(C), pages 73-90.
- Kappeler, Andreas & Solé-Ollé, Albert & Stephan, Andreas & Välilä, Timo, 2013.
"Does fiscal decentralization foster regional investment in productive infrastructure?,"
European Journal of Political Economy, Elsevier, vol. 31(C), pages 15-25.
- Andreas Kappeler & Albert Solé-Ollé & Andreas Stephan & Timo Välilä, 2012. "Does Fiscal Decentralisation Foster Regional Investment in Productive Infrastructure?," Discussion Papers of DIW Berlin 1204, DIW Berlin, German Institute for Economic Research.
- Kappeler, Andreas & Solé-Ollé, Albert & Stephan, Andreas & Välilä, Timo, 2012. "Does fiscal decentralisation foster regional investment in productive infrastructure?," Ratio Working Papers 199, The Ratio Institute.
- Andreas Kappeler & Albert Solé-Ollé & Andreas Stephan & Timo Välilä, 2012. "Does fiscal decentralization foster regional investment in productive infrastructure?," ERSA conference papers ersa12p60, European Regional Science Association.
- Kappeler , Andreas & Solé-Ollé, Albert & Stephan, Andreas & Välilä, Timo, 2012. "Does fiscal decentralization foster regional investment in productive infrastructure?," Working Paper Series in Economics and Institutions of Innovation 273, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Andreas Kappeler & Albert Solé-Ollé & Andreas Stephan & Timo Välilä, 2012. "Does fiscal decentralization foster regional investment in productive infrastructure?," Working Papers 2012/32, Institut d'Economia de Barcelona (IEB).
- Zhenhua Chen & Kingsley B. Haynes, 2014. "Regional Economic Output and Public Surface Transportation Infrastructure: A Spatial Granger Approach," The Review of Regional Studies, Southern Regional Science Association, vol. 44(3), pages 263-279, Winter.
- Duarte Bom, P.R., 2011. "The macroeconomics of fiscal policy and public capital," Other publications TiSEM f8cdfc62-df06-45ab-9282-9, Tilburg University, School of Economics and Management.
- Edward Nketiah-Amponsah & Bernard Sarpong, 2019. "Effect of Infrastructure and Foreign Direct Investment on Economic Growth in Sub-Saharan Africa," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 11(3), pages 183-201, September.
- Mehmet Aldonat Beyzatlar & Müge Karacal & Ý. Hakan Yetkiner, 2012. "The Granger-Causality between Transportation and GDP: A Panel Data Approach," Working Papers 1203, Izmir University of Economics.
- Melo, Patricia C. & Graham, Daniel J. & Brage-Ardao, Ruben, 2013. "The productivity of transport infrastructure investment: A meta-analysis of empirical evidence," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 695-706.
- Federici, Andrea, 2018. "Il rapporto tra capitale pubblico e altre variabili macroeconomiche: un'applicazione empirica [The relationship between public capital and other macroeconomic variables: an empirical application]," MPRA Paper 88516, University Library of Munich, Germany.
- Alessandro Turrini, 2004. "Public investment and the EU fiscal framework," European Economy - Economic Papers 2008 - 2015 202, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Sevgi Sezer & Tezcan Abasiz, 2017. "The Impact Of Logistics Industry On Economic Growth: An Application In Oecd Countries," Eurasian Journal of Social Sciences, Eurasian Publications, vol. 5(1), pages 11-23.
- Peterson, Steven K. & Jessup, Eric L., 2008. "Evaluating the Relationship Between Transportation Infrastructure and Economic Activity: Evidence from Washington State," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 47(2).
- A. J. Khadaroo & B. Seetanah, 2007. "Assessing the contribution of land, sea and air transport capital to the economic performance of the small island state of Mauritius," Applied Economics Letters, Taylor & Francis Journals, vol. 14(15), pages 1151-1155.
- Hooi Lean, Hooi & Huang, Wei & Hong, Junjie, 2014. "Logistics and economic development: Experience from China," Transport Policy, Elsevier, vol. 32(C), pages 96-104.
- Duarte Bom, P.R. & Ligthart, J.E., 2008.
"How Productive is Public Capital? A Meta-Analysis,"
Discussion Paper
2008-10, Tilburg University, Center for Economic Research.
- Duarte Bom, P.R. & Ligthart, J.E., 2008. "How Productive is Public Capital? A Meta-Analysis," Other publications TiSEM e841076c-c1df-4617-a1bd-9, Tilburg University, School of Economics and Management.
- Duarte Bom, P.R. & Ligthart, J.E., 2008. "How Productive is Public Capital? A Meta-Analysis," Other publications TiSEM d047a0f9-233d-4d1e-b5b5-d, Tilburg University, School of Economics and Management.
- Pedro R. D. Bom & Jenny Ligthart, 2008. "How Productive is Public Capital? A Meta-Analysis," CESifo Working Paper Series 2206, CESifo.
- Andrew R. Goetz, 2011. "The Global Economic Crisis, Investment in Transport Infrastructure, and Economic Development," Chapters, in: Kenneth Button & Aura Reggiani (ed.), Transportation and Economic Development Challenges, chapter 3, Edward Elgar Publishing.
- Valter Di Giacinto & Giacinto Micucci & Pasqualino Montanaro, 2012. "The Macroeconomic Impact of Infrastructures: A Literature Review and Empirical Analysis on the Case of Italy," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 1, March.
- Pedro R.D. Bom & Jenny E. Ligthart, 2009. "How Productive is Public Capital? A Meta-Regression Analysis," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0912, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Groote, Peter & Jacobs, Jan & Sturm, Jan-Egbert, 1999.
"Infrastructure and economic development in the Netherlands, 1853–1913,"
European Review of Economic History, Cambridge University Press, vol. 3(2), pages 233-251, August.
Cited by:
- Rui Manuel Pereira, Alfredo Marvao Pereira and William J. Hausman, 2017.
"Railroad Infrastructure Investments and Economic Development in the Antebellum United States,"
Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 42(3), pages 1-16, September.
- Rui M. Pereira & William J. Hausman & Alfredo Marvão Pereira, 2016. "Railroad Infrastructure Investments and Economic Development in the Antebellum United States," Working Papers 153, Economics Department, William & Mary.
- Timilsina,Govinda R. & Hochman,Gal & Song,Ze, 2020. "Infrastructure, Economic Growth, and Poverty : A Review," Policy Research Working Paper Series 9258, The World Bank.
- Koopmans, Carl & Rietveld, Piet & Huijg, Aart, 2012. "An accessibility approach to railways and municipal population growth, 1840–1930," Journal of Transport Geography, Elsevier, vol. 25(C), pages 98-104.
- Farhadi, Minoo, 2015. "Transport infrastructure and long-run economic growth in OECD countries," Transportation Research Part A: Policy and Practice, Elsevier, vol. 74(C), pages 73-90.
- Gao, Deng & Li, Shicheng, 2022. "Spatiotemporal impact of railway network in the Qinghai-Tibet Plateau on accessibility and economic linkages during 1984–2030," Journal of Transport Geography, Elsevier, vol. 100(C).
- Majumder, Rajarshi & Ghosh, Subhadip & Chatterjee, Bidisha, 2022. "Energy infrastructure in India: challenges and opportunities," MPRA Paper 120106, University Library of Munich, Germany.
- Rui Manuel Pereira, Alfredo Marvao Pereira and William J. Hausman, 2017.
"Railroad Infrastructure Investments and Economic Development in the Antebellum United States,"
Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 42(3), pages 1-16, September.
- Jacobs, Jan & Sterken, Elmer, 1995.
"The IBS-CCSO quarterly model of the Netherlands Specification, simulation and analysis,"
Economic Modelling, Elsevier, vol. 12(2), pages 111-163, April.
Cited by:
- Morris A. Davis & Michael G. Palumbo, 2001. "A primer on the economics and time series econometrics of wealth effects," Finance and Economics Discussion Series 2001-09, Board of Governors of the Federal Reserve System (U.S.).
- Naastepad, C. W. M. & Kleinknecht, Alfred, 2004. "The Dutch productivity slowdown: the culprit at last?," Structural Change and Economic Dynamics, Elsevier, vol. 15(2), pages 137-163, June.
- Jan Jacobs & Albert van der Horst,, 1996. "VAR-ing the economy of the Netherlands," Working Papers 24, Centre for Economic Research, University of Groningen and University of Twente.
- Chen, Linda H. & Jiang, George J., 2001. "The financing behavior of Dutch firms," Research Report 01E54, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Chapters
- Barend Abeln & Jan P. A. M. Jacobs, 2023.
"COVID-19 and Seasonal Adjustment,"
SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 53-61,
Springer.
- Barend Abeln & Jan P. A. M. Jacobs, 2022. "COVID-19 and Seasonal Adjustment," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 159-169, July.
See citations under working paper version above.- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID-19 and seasonal adjustment," CAMA Working Papers 2021-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Barend Abeln & Jan P.A.M. Jacobs, 2021. "COVID19 and Seasonal Adjustment," CIRANO Working Papers 2021s-05, CIRANO.
- Barend Abeln & Jan P. A. M. Jacobs, 2023.
"CAMPLET: Seasonal Adjustment Without Revisions,"
SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 7-29,
Springer.
See citations under working paper version above.
- Barend Abeln & Jan P. A. M. Jacobs & Pim Ouwehand, 2019. "CAMPLET: Seasonal Adjustment Without Revisions," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 15(1), pages 73-95, April.
- Barend Abeln & Jan P. A. M. Jacobs, 2023.
"Seasonal Adjustment of Daily Data with CAMPLET,"
SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 63-78,
Springer.
See citations under working paper version above.
- Barend Abeln & Jan P.A.M. Jacobs & Machiel Mulder, 2022. "Seasonal adjustment of daily data with CAMPLET," CIRANO Working Papers 2022s-06, CIRANO.
- Jan Jacobs & Jan-Egbert Sturm, 2005.
"Do Ifo Indicators Help Explain Revisions in German Industrial Production?,"
Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 93-114,
Springer.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Jan Jacobs & Jan-Egbert Sturm, 2004. "Do Ifo Indicators Help Explain Revisions in German Industrial Production?," CESifo Working Paper Series 1205, CESifo.
Books
- Barend Abeln & Jan P. A. M. Jacobs, 2023.
"Seasonal Adjustment Without Revisions,"
SpringerBriefs in Economics,
Springer, number 978-3-031-22845-2, January.
Cited by:
- Fleury, Afonso & Fleury, Maria Tereza Leme & Oliveira, Luis & Leao, Pablo, 2024. "Going digital EMNEs: The role of digital maturity capability," International Business Review, Elsevier, vol. 33(4).
- Jing Tian & Jan P.A.M. Jacobs & Denise R. Osborn, 2024. "Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1260-1289, October.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023.
"Employment reconciliation and nowcasting,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, The Center for Economic Research.
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