Marcel ALOY : Citation Profile


Are you Marcel ALOY?

Aix-Marseille School of Economics (AMSE)

4

H index

0

i10 index

28

Citations

RESEARCH PRODUCTION:

7

Articles

17

Papers

RESEARCH ACTIVITY:

   23 years (1993 - 2016). See details.
   Cites by year: 1
   Journals where Marcel ALOY has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal602
   Updated: 2017-11-24    RAS profile: 2017-06-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

DE TRUCHIS, Gilles (8)

Dufrénot, Gilles (6)

PEGUIN-FEISSOLLE, Anne (5)

Keddad, Benjamin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcel ALOY.

Is cited by:

GUPTA, RANGAN (4)

Tyers, Rodney (4)

Miller, Stephen (3)

Gil-Alana, Luis (3)

Caporale, Guglielmo Maria (3)

Canarella, Giorgio (3)

Pekarski, Sergey (2)

Caporin, Massimiliano (2)

West, Kenneth (2)

Aldama, Pierre (2)

Creel, Jerome (2)

Cites to:

Nielsen, Morten (13)

Gil-Alana, Luis (11)

Taylor, Mark (10)

shin, yongcheol (7)

Cheung, Yin-Wong (7)

PEGUIN-FEISSOLLE, Anne (6)

Turnovsky, Stephen J (6)

Dufrénot, Gilles (6)

Velasco, Carlos (6)

Phillips, Peter (5)

Kanas, Angelos (5)

Main data


Where Marcel ALOY has published?


Journals with more than one article published# docs
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Papers / HAL7
AMSE Working Papers / Aix-Marseille School of Economics, Marseille, France4
Post-Print / HAL3

Recent works citing Marcel ALOY (2017 and 2016)


YearTitle of citing document
2017Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets. (2017). Ur, Mobeen ; Narayan, Seema . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:223-232.

Full description at Econpapers || Download paper

2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Canarella, Giorgio ; Miller, Stephen M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

Full description at Econpapers || Download paper

2016Why fiscal regimes matter for fiscal sustainability analysis : an application to France. (2016). Creel, Jerome ; Aldama, Pierre. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:16015.

Full description at Econpapers || Download paper

2016Long-Run Comovements in East Asian Stock Market Volatility. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9401-4.

Full description at Econpapers || Download paper

2016Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni . In: Working Papers. RePEc:pre:wpaper:201647.

Full description at Econpapers || Download paper

2016Why fiscal regimes matter for fiscal sustainability analysis: an application to France. (2016). Creel, Jerome ; Aldama, Pierre. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/8g1v863ou8ne8avs9kr75pav8.

Full description at Econpapers || Download paper

2017Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y.

Full description at Econpapers || Download paper

2016Does final energy demand in Portugal exhibit long memory? A fractional integration analysis. (2016). Pereira, Alfredo ; Belbute, José. In: Portuguese Economic Journal. RePEc:spr:portec:v:15:y:2016:i:2:d:10.1007_s10258-016-0118-5.

Full description at Econpapers || Download paper

2016Inflation Targeting: New Evidence from Fractional Integration and Cointegration. (2016). Miller, Stephen ; Canarella, Giorgio. In: Working papers. RePEc:uct:uconnp:2016-08.

Full description at Econpapers || Download paper

2016Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working papers. RePEc:uct:uconnp:2016-09.

Full description at Econpapers || Download paper

Works by Marcel ALOY:


YearTitleTypeCited
2012Estimation and Testing for Fractional Cointegration In: AMSE Working Papers.
[Full Text][Citation analysis]
paper2
2012Estimation and Testing for Fractional Cointegration.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012A Smooth Transition Long-Memory Model In: AMSE Working Papers.
[Full Text][Citation analysis]
paper4
2013A smooth transition long-memory model.(2013) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2012A Smooth Transition Long-Memory Model.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems In: AMSE Working Papers.
[Full Text][Citation analysis]
paper0
2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Shift-Volatility Transmission in East Asian Equity Markets In: AMSE Working Papers.
[Full Text][Citation analysis]
paper1
2013Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1993Cycles de change et choix dinvestissement en incertitude In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
paper0
2010Fractional integration and cointegration in stock prices and exchange rates In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2010Fractional integration and cointegration in stock prices and exchange rates.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? In: Economic Modelling.
[Full Text][Citation analysis]
article6
2011Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2009The role of demography in the long-run Yen/USD real exchange rate appreciation In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article6
2003Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina In: EcoMod2003.
[Full Text][Citation analysis]
paper1
2011Long-run relationships between international stock prices: further evidence from fractional cointegration tests In: Post-Print.
[Full Text][Citation analysis]
paper1
2011Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2015Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities In: Post-Print.
[Citation analysis]
paper0
2016Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities.(2016) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis In: Post-Print.
[Citation analysis]
paper0
2014Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II In: Applied Economics.
[Full Text][Citation analysis]
article5
2008Intertemporal adjustment and fiscal policy under a fixed exchange rate regime In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team