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Weather-Adjusting Economic Data
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Weather-Adjusting Economic Data (2015)Weather-Adjusting Economic DataHandbook of Economic Forecasting (2013)Handbook of Economic Forecast…Temperature Shocks and Economic Growth: Evidence from the Last Half Century (2012)Temperature Shocks and Econom…Semiannual Monetary Policy Report to the Congress (2011)Semiannual Monetary Policy Re…There is a risk-return trade-off after all (2005)There is a risk-return trade-…There is a Risk-Return Tradeoff after All (2004)There is a Risk-Return Tradeo…The MIDAS Touch: Mixed Data Sampling Regression Models (2004)The MIDAS Touch: Mixed Data S…Economic Shocks and Civil Conflict: An Instrumental Variables Approach (2004)Economic Shocks and Civil Con…Seasonal Adjustment with the X-11 Method (2001)Seasonal Adjustment with the …Is it good to be bad or bad to be good? Assessing the aggregate impact of abnormal weather on consumer spending (2021)Is it good to be bad or bad t…Book Review: Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)25 years of time series forecasting (2006)Probabilistic Forecasts, Calibration and Sharpness (2007)Empirical Asset Pricing via Machine Learning (2020)Range‐Based Estimation of Stochastic Volatility Models (2002)Modeling and Forecasting Realized Volatility (2003)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)MIDAS Regressions: Further Results and New Directions (2007)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Real-Time Measurement of Business Conditions (2009)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)The Economics of Climate Change (2007)The Economics of Climate Change: The Stern Review (2007)Quantifying the Influence of Climate on Human Conflict (2013)What Do We Learn from the Weather? The New Climate-Economy Literature (2014)Global non-linear effect of temperature on economic production (2015)Foundations of social theory (1990)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)The Environment and Directed Technical Change (2009)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Deja Vol: Predictive Regressions for Aggregate Stock Market Volatility Using Macroeconomic Variables (2011)Explaining Cointegration Analysis: Part II (2001)The effect of weather on consumer spending (2009)The Psychological Effect of Weather on Car Purchases * (2014)Accounting for Climate When Determining the Impact of Weather on Retail Sales (2021)The Composition Matters: Capital Inflows and Liquidity Crunch During a Global Economic Crisis (2010)Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic (2010)Optimal Mortgage Refinancing: A Closed‐Form Solution (2013)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)Stock Market Volatility and Macroeconomic Fundamentals (2012)Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program (2004)Some Recent Developments and Directions in Seasonal Adjustment (2005)The Predictive Value of Accruals and Consequences for Market Anomalies (2012)
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References

  • 2004Economic Shocks and Civil Conflict: An Instrumental Variables Approach2,459 cited
  • 2012Temperature Shocks and Economic Growth: Evidence from the Last Half Century2,360 cited
  • 2013Handbook of Economic Forecasting1,290 cited
  • 2005There is a risk-return trade-off after all1,019 cited
  • 2004The MIDAS Touch: Mixed Data Sampling Regression Models563 cited
  • 2004There is a Risk-Return Tradeoff after All139 cited
  • 2001Seasonal Adjustment with the X-11 Method124 cited
  • 2011Semiannual Monetary Policy Report to the Congress121 cited

Cited by

  • 2021Is it good to be bad or bad to be good? Assessing the aggregate impact of abnormal weather on consumer spending9 cited

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