Luís Aguiar-Conraria : Citation Profile


Are you Luís Aguiar-Conraria?

Universidade do Minho

11

H index

13

i10 index

690

Citations

RESEARCH PRODUCTION:

24

Articles

57

Papers

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 38
   Journals where Luís Aguiar-Conraria has often published
   Relations with other researchers
   Recent citing documents: 153.    Total self citations: 41 (5.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pag24
   Updated: 2020-08-01    RAS profile: 2019-09-29    
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Relations with other researchers


Works with:

Martins, Manuel (8)

Sousa, Rita (5)

Brinca, Pedro (3)

Gudjonsson, Haukur (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 (55)

Verona, Fabio (28)

Masih, Abul (26)

Vacha, Lukas (20)

Chang, Tsangyao (18)

GUPTA, RANGAN (17)

Shahbaz, Muhammad (15)

Nguyen, Duc Khuong (13)

Rua, António (12)

Balcilar, Mehmet (12)

Hamori, Shigeyuki (11)

Cites to:

Hamilton, James (35)

Wen, Yi (27)

Rua, António (17)

Gallegati, Marco (16)

Crowley, Patrick (15)

Chevallier, Julien (14)

Kilian, Lutz (14)

Perez Quiros, Gabriel (14)

Benhabib, Jess (13)

Rudebusch, Glenn (13)

Martins, Manuel (13)

Main data


Where Luís Aguiar-Conraria has published?


Journals with more than one article published# docs
Journal of Macroeconomics2
Physica A: Statistical Mechanics and its Applications2
Public Choice2

Working Papers Series with more than one paper published# docs
CEF.UP Working Papers / Universidade do Porto, Faculdade de Economia do Porto4
Working Papers / Federal Reserve Bank of St. Louis4
Working Papers / Cornell University, Center for Analytic Economics4

Recent works citing Luís Aguiar-Conraria (2019 and 2018)


YearTitle of citing document
2019Mr Phillips and the medium-run: temporal instability vs. frequency stability. (2019). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:155.

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2019Emergence of Turbulent Epochs in Oil Prices. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1808.09382.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2019Revisiting Oil Prices, Producer Price Index (PPI), and the Purchasing Managers Index (PMI) Nexus: China and the USA. (2019). Chang, Tsangyao ; Wang, Mei-Chih. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:913-925.

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2020The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351.

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2019What are the best quorum rules? A laboratory Investigation. (2019). Vanberg, Christoph A ; Magalhes, Pedro C ; Aguiar-Conraria, Luis. In: Working Papers. RePEc:awi:wpaper:0671.

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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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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2019U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods. (2019). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_011.

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2020Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006.

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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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2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma. In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2017The windowed scalogram difference: A novel wavelet tool for comparing time series. (2017). Bolos, V J ; Jammazi, R ; Ferrer, R ; Benitez, R. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:312:y:2017:i:c:p:49-65.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2018Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang . In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:122-130.

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2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

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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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2018Macrofinancial imbalances in historical perspective: A global crisis index. (2018). Gallegati, Marco ; Delli Gatti, Domenico. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:190-205.

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2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

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2018Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:124-141.

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2019Persistence of prices in the Eurozone capital cities: Evidence from the Economist Intelligence Unit City Data. (2019). Ogrokhina, Olena. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:330-338.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis. (2019). Kong, Xianli ; Liu, Xi-Hua ; Si, Deng-Kui. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:17-30.

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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2019Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications. (2019). Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:283-294.

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2019Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:76-89.

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2019ECB’s unconventional monetary policy and cross-financial-market correlation dynamics. (2019). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Drakonaki, Emmanouela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304856.

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2020Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach. (2020). Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301499.

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2020How the ins and outs shape differently the U.S. unemployment over time and across frequencies. (2020). Portugal, Pedro ; Rua, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302089.

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2018Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

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2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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2018Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96.

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2018Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

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2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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2019A multiscale analysis for carbon price drivers. (2019). Wei, Yi-Ming ; Han, Dong ; Ye, Shunxin ; Zhu, Bangzhu ; Xie, Rui ; He, Kaijian ; Wang, Ping. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:202-216.

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2020Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

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2018A time-frequency analysis of trade openness and CO2 emissions in France. (2018). Mutascu, Mihai Ioan. In: Energy Policy. RePEc:eee:enepol:v:115:y:2018:i:c:p:443-455.

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2017U.S. shale oil production and WTI prices behaviour. (2017). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:12-19.

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2019Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Nicoleta-Claudia, MOLDOVAN ; Tao, Ran ; Khan, Khalid ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974.

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2020Will energy transitions impact financial systems?. (2020). Xu, Yingying. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544220300177.

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2020The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229.

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2017Real and complex wavelets in asset classification: An application to the US stock market. (2017). Bruzda, Joanna. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:115-125.

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2018The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis. (2018). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9.

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2019The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82.

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

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2019Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

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2020Forecasting election results by studying brand importance in online news. (2020). Colladon, Andrea Fronzetti. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:414-427.

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2019Quorum rules and shareholder voting. (2019). Souam, Said ; Fagart, Marie-Cecile ; Charlety, Patricia. In: International Review of Law and Economics. RePEc:eee:irlaec:v:60:y:2019:i:c:s0144818818301315.

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2020Money stock versus monetary base in time–frequency exchange rate determination. (2020). Funashima, Yoshito. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619304395.

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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2018The core‒periphery pattern of European business cycles: A fuzzy clustering approach. (2018). Ahlborn, Markus ; Wortmann, Marcus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:12-27.

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2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian ; Ma, Jun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.

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2018What causes business cycles to elongate, or recessions to intensify?. (2018). Hughes Hallett, Andrew ; Crowley, Patrick. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:338-349.

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2020Is the response of the bank of England to exchange rate movements frequency-dependent?. (2020). GUPTA, RANGAN ; Caraiani, Petre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302344.

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2020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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2018A menu on output gap estimation methods. (2018). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:827-850.

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2019A wavelet analysis of the relationship between oil and natural gas prices. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Balcilar, Mehmet ; Mukherjee, Zinnia. In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:118-124.

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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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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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2018A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets. (2018). Das, Debojyoti ; Jana, R K ; Bhowmik, Puja. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:379-393.

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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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2018Wavelet analysis of the co-movement and lead–lag effect among multi-markets. (2018). Sun, QI ; Xu, Weidong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:489-499.

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2019Growth volatility and inequality in the U.S.: A wavelet analysis. (2019). Miller, Stephen ; GUPTA, RANGAN ; Wohar, Mark E ; Chang, Shinhye. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:48-73.

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2020Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Hernandez, Jose Arreola ; Lahmiri, Salim ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321259.

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2019Evaluation of monetary policy: Evidence of the role of money from Malaysia. (2019). el Alaoui, Abdelkader O ; Hanifa, Mohamed Hisham ; Yussof, Sheila Ainon ; Jusoh, Hashim Bin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:119-128.

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2019Phillips curve in US: New insights in time and frequency. (2019). Mutascu, Mihai. In: Research in Economics. RePEc:eee:reecon:v:73:y:2019:i:1:p:85-96.

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2019The macroeconomic impact of renewable electricity power generation projects. (2019). Andini, Corrado ; Santos, Jose Eusebio ; Cabral, Ricardo . In: Renewable Energy. RePEc:eee:renene:v:131:y:2019:i:c:p:1047-1059.

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2019A revisited renewable consumption-growth nexus: A continuous wavelet approach through disaggregated data. (2019). Bilgili, Faik ; Tou, Nurhan ; Kukaya, Sevda ; Balita, Hilal H ; Bulut, Umit ; Koak, Emrah ; Mualolu, Erhan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:107:y:2019:i:c:p:1-19.

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2018The dynamic linkage effect between energy and emissions allowances price for regional emissions trading scheme pilots in China. (2018). Chang, Kai ; Wang, Weihong ; Zhang, Chao ; Ge, Fangping. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:98:y:2018:i:c:p:415-425.

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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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2018Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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2018Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:285-294.

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2018Do short-term international capital movements play a role in exchange rate and stock price transmission mechanism in China?. (2018). Li, Xin ; Ma, JI ; Chang, Hsu-Ling ; Su, Chi-Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:15-25.

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2018The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences. (2018). Shahbaz, Muhammad ; Hkiri, Besma ; Aloui, Chaker ; Hammoudeh, Shawkat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:237-257.

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2019Historical decoupling in the EU: Evidence from time-frequency analysis. (2019). Kapounek, Svatopluk ; Kuerova, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:265-280.

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2019Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

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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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2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

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2020Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test. (2020). Chou, Ray Y ; Chang, Tzu-Pu ; Torun, Erdost. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455.

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2018Intermittent transition between synchronization and desynchronization in multi-regional business cycles. (2018). Onozaki, Tamotsu ; Sato, Yuzuru ; Saiki, Yoshitaka ; Esashi, Kunihiko. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:44:y:2018:i:c:p:68-76.

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2019Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis. (2019). Tiwari, Aviral ; Hatemi-J, Abdulnasser ; GUPTA, RANGAN ; Cunado, Juncal. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:51-55.

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2018ON BUSINESS CYCLES SYNCHRONIZATION: SOME DIRECTIONS FOR THE EURASIA. (2018). Caleiro, António ; Caetano, Jose Manuel. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:6:y:2018:i:3:p:13-33.

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2019What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?. (2019). Živkov, Dejan ; Stankovic, Milica ; Njegic, Jovan. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:1:p:95-119.

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2019Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:2:p:211-235.

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2019Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1918.

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2018An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity. (2018). Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-40.

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2019Assessing U.S. Aggregate Fluctuations Across Time and Frequencies. (2019). Verona, Fabio ; Matthes, Christian ; Lubik, Thomas. In: Working Paper. RePEc:fip:fedrwp:19-06.

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2019Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. (2019). Skoura, Angeliki. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:28-:d:219048.

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2020Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets. (2020). Mujtaba, Ghulam ; Anas, Muhammad ; Ashfaq, Saira ; Nayyar, Sadaf. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:156-:d:385921.

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2018Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach. (2018). Jun, Wen ; Mahmood, Hamid ; Hussain, Syed Jawad ; Zakaria, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:3859-:d:177957.

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2018Evolutionary Analysis of a Three-Dimensional Carbon Price Dynamic System. (2018). Fan, Xinghua ; Yin, Jiuli ; Zhang, Ying. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:116-:d:193281.

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2020Time-frequency Connectedness between Coal Market Prices, New Energy Stock Prices and CO 2 Emissions Trading Prices in China. (2020). Li, Xin ; Wu, Yi-Fan ; Jiang, Chun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2823-:d:340537.

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2019Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2019-30.

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2019The transmission of business cycles: Lessons from the 2004 enlargement of the EU and the adoption of the euro. (2019). Rondeau, Fabien ; Nguyen, Hoang Sang. In: Post-Print. RePEc:hal:journl:hal-02440515.

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2020Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Hernandez, Jose Arreola ; Uddin, Gazi Salah ; Lahmiri, Salim ; Kang, Sang Hoon. In: Post-Print. RePEc:hal:journl:hal-02779489.

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More than 100 citations found, this list is not complete...

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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2013Convergence of the Economic Sentiment Cycles in the Eurozone: A Time-Frequency Analysis In: Journal of Common Market Studies.
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article7
2014THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS In: Journal of Economic Surveys.
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2019Transparency, Policy Outcomes, and Incumbent Support In: Kyklos.
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article0
2019The Phillips Curve at 60: time for time and frequency In: Research Discussion Papers.
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paper0
2019The Phillips Curve at 60: time for time and frequency.(2019) In: NIPE Working Papers.
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2019The Phillips Curve at 60: time for time and frequency.(2019) In: CEF.UP Working Papers.
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paper
2017Business cycle synchronization across U.S. states In: The B.E. Journal of Macroeconomics.
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article2
2008A NOTE ON OIL DEPENDENCE AND ECONOMIC INSTABILITY In: Macroeconomic Dynamics.
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article3
2007A note on oil dependence and economic instability.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 3
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
paper
2004Foreign Trade and Equilibrium Indeterminacy.(2004) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 5
paper
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
2005CAPITAL GAINS: BLUE MACHINES AND RED MACHINES.(2005) In: The Singapore Economic Review (SER).
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This paper has another version. Agregated cites: 0
article
2012The yield curve and the macro-economy across time and frequencies In: Journal of Economic Dynamics and Control.
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article51
2010The yield curve and the macro-economy across time and frequencies.(2010) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 51
paper
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: 51
paper
2012OPECs oil exporting strategy and macroeconomic (in)stability In: Energy Economics.
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article9
2011OPEC’s oil exporting strategy and macroeconomic (in)stability.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2011OPEC´s Oil Exporting Strategy and Macroeconomic (In)Stability.(2011) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 9
paper
2012Forecasting Spanish elections In: International Journal of Forecasting.
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article3
2011Forecasting Spanish Elections.(2011) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 3
paper
2011Business cycle synchronization and the Euro: A wavelet analysis In: Journal of Macroeconomics.
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article127
2010Business Cycle Synchronization and the Euro: a Wavelet Analysis.(2010) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 127
paper
2018Estimating the Taylor rule in the time-frequency domain In: Journal of Macroeconomics.
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article7
2018Estimating the Taylor Rule in the Time-Frequency Domain.(2018) In: NIPE Working Papers.
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paper
2016Estimating the Taylor Rule in the Time-Frequency Domain.(2016) In: CEF.UP Working Papers.
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paper
2008Using wavelets to decompose the time–frequency effects of monetary policy In: Physica A: Statistical Mechanics and its Applications.
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article108
2014Carbon financial markets: A time–frequency analysis of CO2 prices In: Physica A: Statistical Mechanics and its Applications.
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article10
2010How quorum rules distort referendum outcomes: Evidence from a pivotal voter model In: European Journal of Political Economy.
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article16
2009How quorum rules distort referendum outcomes: evidence from a pivotal voter model.(2009) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2006Understanding the large negative impact of oil shocks In: Working Papers.
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paper28
2007Understanding the Large Negative Impact of Oil Shocks.(2007) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 28
article
2003The adequacy of the traditional Econometric approach to non-linear Cycles In: Notas Económicas.
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article0
2001The Adequacy of the Traditional Econometric Approach to Nonlinear Cycles.(2001) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 0
paper
2011A Poupança em Portugal In: GEMF Working Papers.
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paper0
2016Experimental evidence that quorum rules discourage turnout and promote election boycotts In: Experimental Economics.
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article2
2013Experimental evidence that quorum rules discourage turnout and promote election boycotts.(2013) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 2
paper
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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This paper has another version. Agregated cites: 19
paper
2013The nationalization of electoral cycles in the United States: a wavelet analysis In: Public Choice.
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article8
2013Oil Shocks and the Euro as an Optimum Currency Area In: NIPE Working Papers.
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paper0
2012Oil Shocks and the Euro as an Optimum Currency Area.(2012) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014Dynamics of CO2 price drivers In: NIPE Working Papers.
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paper5
2014Carbon Financial Markets: a time-frequency analysis of CO2 price drivers In: NIPE Working Papers.
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paper10
2019What are the best quorum rules? A Laboratory Investigation In: NIPE Working Papers.
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paper0
2018Procedural Fairness, the Economy, and Support for Political Authorities (Forthcoming at Political Psychology (submitted pre-print version)) In: NIPE Working Papers.
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paper0
2017Procedural Fairness and Economic Voting In: NIPE Working Papers.
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paper0
2010On Waves in War and Elections Wavelet Analysis of Political Time-Series In: NIPE Working Papers.
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paper0
2015Optimum Currency Area and Business Cycle Synchronization Across U.S. States In: NIPE Working Papers.
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paper1
2015Optimal currency area and business cycle synchronization across U.S. states..(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2001The Stability Properties of Goodwins Growth Cycle Model In: NIPE Working Papers.
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paper1
2019A Time-Frequency Analysis of Sovereign Debt Contagion in Europe In: NIPE Working Papers.
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paper0
2017A time-frequency analysis of the Canadian macroeconomy and the yield curve In: NIPE Working Papers.
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paper0
2017California´s Carbon Market and Energy Prices: A Wavelet Analysis In: NIPE Working Papers.
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paper2
2007Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy In: NIPE Working Papers.
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paper0
2011The Continuous Wavelet Transform: A Primer In: NIPE Working Papers.
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paper20
2010The Continuous Wavelet Transform: A Primer.(2010) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 20
paper
2007Using Wavelets to decompose time-frequency economic relations In: NIPE Working Papers.
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paper15
2010Synchronism in Electoral Cycles: How United are the United States? In: NIPE Working Papers.
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paper0
2014Analyzing the Taylor Rule with Wavelet Lenses In: NIPE Working Papers.
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paper0
2014Carbon and Energy Prices: Surfing the Wavelets of California In: NIPE Working Papers.
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paper0
2008Growth, Centrism and Semi-Presidentialism: Forecasting the Portuguese General Elections In: NIPE Working Papers.
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paper1
2011Cycles in Politics: Wavelet Analysis of Political Time-Series In: NIPE Working Papers.
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paper4
2012Cycles in Politics: Wavelet Analysis of Political Time Series.(2012) In: American Journal of Political Science.
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This paper has another version. Agregated cites: 4
article
2007Oil Dependence and Economic Instability In: NIPE Working Papers.
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paper2
2007Oil dependence and Economic Instability.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 2
paper
2010O euro e o crescimento da economia portuguesa: uma análise contrafactual In: NIPE Working Papers.
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paper0
2002Predicting the Performance of a First Year Graduate Student In: NIPE Working Papers.
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paper0
2007A Note on the Stability Properties of Goodwins Predator-Prey Model In: NIPE Working Papers.
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paper1
2006Foreign Direct Investment in Brazil and Home Country Risk In: NIPE Working Papers.
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paper1
2009Business Cycle Synchronization Across the Euro-Area: a Wavelet Analysis In: NIPE Working Papers.
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paper12
2011Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis In: CEF.UP Working Papers.
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article1
2011Oil and the macroeconomy: using wavelets to analyze old issues In: Empirical Economics.
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