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Luís Aguiar-Conraria : Citation Profile


Are you Luís Aguiar-Conraria?

Universidade do Minho
Universidade do Minho

9

H index

8

i10 index

399

Citations

RESEARCH PRODUCTION:

16

Articles

27

Papers

RESEARCH ACTIVITY:

   12 years (2002 - 2014). See details.
   Cites by year: 33
   Journals where Luís Aguiar-Conraria has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 15 (3.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pag24
   Updated: 2018-02-17    RAS profile: 2014-07-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Sousa, Rita (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luís Aguiar-Conraria.

Is cited by:

Tiwari, Aviral (35)

Masih, Abul (20)

Vacha, Lukas (13)

Chang, Tsangyao (12)

Verona, Fabio (12)

Brinca, Pedro (10)

Balcilar, Mehmet (9)

Baruník, Jozef (9)

Albulescu, Claudiu (8)

Flor, Michael (8)

Nguyen, Duc Khuong (8)

Cites to:

Hamilton, James (26)

Wen, Yi (24)

Benhabib, Jess (13)

Rudebusch, Glenn (12)

Diebold, Francis (10)

Kilian, Lutz (9)

Perez Quiros, Gabriel (9)

Farmer, Roger (9)

Blanchard, Olivier (9)

Gallegati, Marco (8)

Meng, Qinglai (7)

Main data


Where Luís Aguiar-Conraria has published?


Journals with more than one article published# docs
Public Choice2

Working Papers Series with more than one paper published# docs
Working Papers / Cornell University, Center for Analytic Economics4
Working Papers / Federal Reserve Bank of St. Louis4
CEF.UP Working Papers / Universidade do Porto, Faculdade de Economia do Porto2

Recent works citing Luís Aguiar-Conraria (2018 and 2017)


YearTitle of citing document
2017Wavelets based multiscale analysis of select global equity returns. (2017). Bhandari, Avishek . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:75-88.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Modelling a small open economy using a wavelet-based control model. (2017). Crowley, Patrick ; Hudgins, David . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_032.

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2017Business cycle synchronization across U.S. states. (2017). Brinca, Pedro ; Joana, Soares Maria ; Viar, Gujonsson Haukur ; Pedro, Brinca ; Luis, Aguiar-Conraria . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:15:n:4.

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2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach. (2017). Bekiros, Stelios ; Javier, Vidal-Garcia ; Gazi, Uddin ; Ahmed, Muzaffar ; Stelios, Bekiros . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:12:n:3.

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2017Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis.. (2017). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:805.

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2017Quorum Rules and Shareholder Power. (2017). Souam, Saïd ; Fagart, Marie-Cecile ; Charlety, Patricia . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-35.

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2017A Pooled Mean Group Approach to the Joint Effects of Oil Price Changes and Environmental Risks on Non-Performing Loans: Evidence from Organisation of the Petroleum Exporting the Countries. (2017). Idris, Ismail Tijjani ; Nayan, Sabri . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-42.

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2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas. (2017). Flor, Michael ; Klarl, Torben . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:134-156.

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2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

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2017Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar . In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen ; Zeitun, Rami. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis. (2017). Hamori, Shigeyuki ; Yuan, Nannan ; Tian, Shuairu ; Cai, Xiaojing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:206-223.

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2017Forecasting elections at the constituency level: A correction–combination procedure. (2017). Munzert, Simon . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:467-481.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2017Has global warming modified the relationship between sunspot numbers and global temperatures?. (2017). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:351-358.

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2017Outward foreign direct investments and home country’s economic growth. (2017). Ciesielska, Dorota ; Kotuniak, Marcin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:127-146.

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2017Frequency aspects of information transmission in a network of three western equity markets. (2017). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:933-946.

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2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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2017Energy consumption synchronization between Europe, United States and Japan: A spectral analysis assessment. (2017). Dima, Bogdan . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:77:y:2017:i:c:p:1261-1271.

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2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses. (2017). Chen, Mei-Ping ; Tseng, Tseng-Chan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:484-498.

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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

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2017A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

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2017Oil Price and Economic Resilience. Romania’s Case. (2017). Dudian, Monica ; Birova, Stefanija ; Mosora, Cosmin . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:273-:d:90389.

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2017Yield curve in India and its interactions with the US bond market. (2017). Prasanna, Krishna ; Sowmya, Subramaniam . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:2:d:10.1007_s10368-016-0340-8.

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2017Business Cycle Synchronization in the EMU: Core vs. Periphery. (2017). Belke, Ansgar ; Gros, Daniel ; Domnick, Clemens. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9465-9.

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2017Economic Costs and Benefits of EMU Membership from the Perspective of a Non-member. (2017). Gyoerk, Emilia. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9466-8.

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2018Linear voting rules. (2018). Gruner, Hans Peter ; Troger, Thomas. In: Working Papers. RePEc:mnh:wpaper:43628.

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2017A time-frequency analysis of the Canadian macroeconomy and the yield curve. (2017). Ojo, Marianne ; Soares, Maria Joana ; Aguiar-Conraria, Luis. In: NIPE Working Papers. RePEc:nip:nipewp:12/2017.

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2017Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates. (2017). Jammazi, Rania ; Nguyen, Duc Khuong. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:11:d:10.1057_s41274-016-0133-z.

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2017Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752.

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2017Assessing European business cycles synchronization. (2017). Kovačić, Zlatko ; Viloti, Milo ; Kovai, Zlatko. In: MPRA Paper. RePEc:pra:mprapa:79990.

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2017Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries. (2017). Pipień, Mateusz ; Lenart, Ukasz . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:201-241.

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2017Measuring Financial Cycle Length and Assessing Synchronization using Wavelets. (2017). Altr, Mois ; Barnea, Dinu ; Kubinschi, Matei . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:18-36.

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2017On the influence of US monetary policy on crude oil price volatility. (2017). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1069-5.

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2017Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

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2017Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market. (2017). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1145-x.

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2017The Potential of Direct Democracy: A Global Measure (1900–2014). (2017). ALTMAN, David. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:3:d:10.1007_s11205-016-1408-0.

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2017Co-movement and Forecasting Analysis of Major Real Estate Markets by Wavelet Coherence and Multiple Wavelet Coherence. (2017). Karatas, Cengiz ; Yilmaz, Adil ; Unal, Gazanfer . In: Chinese Journal of Urban and Environmental Studies (CJUES). RePEc:wsi:cjuesx:v:05:y:2017:i:02:n:s2345748117500105.

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2017Spectral analysis of business cycles in Poland and its major trading partners. (2017). Kijek, Arkadiusz . In: Operations Research and Decisions. RePEc:wut:journl:v:1:y:2017:p:57-75:id:1269.

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2017Output gap similarities in Europe: Detecting country groups. (2017). Ahlborn, Markus ; Wortmann, Marcus . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:305.

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2017Business Cycle Synchronization in the EMU: Core vs. Periphery. (2017). Gros, Daniel ; Domnick, Clemens ; Belke, Ansgar. In: GLO Discussion Paper Series. RePEc:zbw:glodps:38.

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Works by Luís Aguiar-Conraria:


YearTitleTypeCited
2006Capital gains In: International Journal of Economic Theory.
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article6
2006Capital Gains.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2013Convergence of the Economic Sentiment Cycles in the Eurozone: A Time-Frequency Analysis In: Journal of Common Market Studies.
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article8
2008A NOTE ON OIL DEPENDENCE AND ECONOMIC INSTABILITY In: Macroeconomic Dynamics.
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article4
2007A note on oil dependence and economic instability.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2005Public vs private schooling in an endogenous growth model In: Economics Bulletin.
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article1
2004Public vs Private Schooling in an Endogenous Growth Model.(2004) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 1
paper
2004Foreign Trade and Equilibrium Indeterminacy In: Working Papers.
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paper5
2005Foreign trade and equilibrium indeterminacy.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 5
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2004Foreign Trade and Equilibrium Indeterminacy.(2004) In: NIPE Working Papers.
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2005Understanding the Impact of Oil Shocks In: Working Papers.
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paper0
2005Understanding the Impact of Oil Shocks.(2005) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 0
paper
2005Capital Gains: Blue Machines and Red Machines In: Working Papers.
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paper0
2012The yield curve and the macro-economy across time and frequencies In: Journal of Economic Dynamics and Control.
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article39
2010The yield curve and the macro-economy across time and frequencies.(2010) In: CEF.UP Working Papers.
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This paper has another version. Agregated cites: 39
paper
2012OPECs oil exporting strategy and macroeconomic (in)stability In: Energy Economics.
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article7
2011OPEC’s oil exporting strategy and macroeconomic (in)stability.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 7
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2012Forecasting Spanish elections In: International Journal of Forecasting.
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article2
2011Business cycle synchronization and the Euro: A wavelet analysis In: Journal of Macroeconomics.
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article80
2008Using wavelets to decompose the time–frequency effects of monetary policy In: Physica A: Statistical Mechanics and its Applications.
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article68
2010How quorum rules distort referendum outcomes: Evidence from a pivotal voter model In: European Journal of Political Economy.
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article13
2006Understanding the large negative impact of oil shocks In: Working Papers.
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paper26
2007Understanding the Large Negative Impact of Oil Shocks.(2007) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 26
article
2003The adequacy of the traditional Econometric approach to non-linear Cycles In: Notas Económicas.
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article0
2011A Poupança em Portugal In: GEMF Working Papers.
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2010Referendum design, quorum rules and turnout In: Public Choice.
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article19
2008Referendum Design, Quorum Rules and Turnout.(2008) In: NIPE Working Papers.
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2013The nationalization of electoral cycles in the United States: a wavelet analysis In: Public Choice.
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2013Oil Shocks and the Euro as an Optimum Currency Area In: NIPE Working Papers.
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2014Dynamics of CO2 price drivers In: NIPE Working Papers.
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2014Carbon Financial Markets: a time-frequency analysis of CO2 price drivers In: NIPE Working Papers.
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2013Experimental evidence that quorum rules discourage turnout and promote election boycotts In: NIPE Working Papers.
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2007Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy In: NIPE Working Papers.
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2007Using Wavelets to decompose time-frequency economic relations In: NIPE Working Papers.
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2008Growth, Centrism and Semi-Presidentialism: Forecasting the Portuguese General Elections In: NIPE Working Papers.
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2007Oil Dependence and Economic Instability In: NIPE Working Papers.
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2007Oil dependence and Economic Instability.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 2
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2002Predicting the Performance of a First Year Graduate Student In: NIPE Working Papers.
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2007A Note on the Stability Properties of Goodwins Predator-Prey Model In: NIPE Working Papers.
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2006Foreign Direct Investment in Brazil and Home Country Risk In: NIPE Working Papers.
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2011Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis In: CEF.UP Working Papers.
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2008A Note on the Stability Properties of Goodwins Predator—Prey Model In: Review of Radical Political Economics.
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article1
2011Oil and the macroeconomy: using wavelets to analyze old issues In: Empirical Economics.
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article78

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