Nathan Balke : Citation Profile


Are you Nathan Balke?

Southern Methodist University

17

H index

23

i10 index

1725

Citations

RESEARCH PRODUCTION:

34

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1986 - 2017). See details.
   Cites by year: 55
   Journals where Nathan Balke has often published
   Relations with other researchers
   Recent citing documents: 167.    Total self citations: 10 (0.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba121
   Updated: 2020-08-09    RAS profile: 2017-09-05    
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Relations with other researchers


Works with:

Yucel, Mine (3)

Plante, Michael (2)

Wohar, Mark (2)

Zeng, Zheng (2)

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

Is cited by:

Darné, Olivier (43)

Piger, Jeremy (24)

CHARLES, Amelie (21)

Bordo, Michael (19)

Kim, Chang-Jin (13)

Goodwin, Barry (11)

Kose, Ayhan (11)

mumtaz, haroon (11)

Brown, Stephen (10)

Manera, Matteo (10)

Nelson, Charles (10)

Cites to:

Campbell, John (18)

Shiller, Robert (14)

Eichenbaum, Martin (12)

Rebelo, Sergio (10)

Plosser, Charles (9)

Romer, Christina (9)

Mankiw, N. Gregory (8)

King, Robert (8)

Hamilton, James (8)

Wohar, Mark (8)

Cochrane, John (8)

Main data


Where Nathan Balke has published?


Journals with more than one article published# docs
Economic and Financial Policy Review8
The Review of Economics and Statistics3
Journal of Applied Econometrics2
The Energy Journal2
Journal of Macroeconomics2
International Economic Review2
Economics Letters2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Dallas21
Globalization Institute Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Nathan Balke (2020 and 2019)


YearTitle of citing document
2017THE PRICE TRANSMISSION RELATIONSHIP BETWEEN ETHANOL, WHOLESALE GASOLINE, AND BLENDED RETAIL GASOLINE. (2017). Morris, Daniel H ; Pruitt, Ross ; Tewari, Rachna ; Mehlhorn, Joey ; Parrott, Scott D. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266467.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; von Sachs, R ; Barigozzi, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019024.

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2017Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and Volatility. (2017). Cauvel, Michael ; Sonenshine, Ralph. In: Working Papers. RePEc:amu:wpaper:2017-01.

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2020Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries. (2020). Altunoz, Utku. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:41-54.

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2017Fiscal sustainability of the Visegrad Group countries in the aftermath of global economic crisis. (2017). Włodarczyk, Przemysław. In: Lodz Economics Working Papers. RePEc:ann:wpaper:2/2017.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2020Do Protectionist Trade Policies Integrate Domestic Markets? Evidence from the Canada-U.S. Softwood Lumber Dispute. (2020). , Craig ; Guo, Jinggang. In: Staff Working Papers. RePEc:bca:bocawp:20-10.

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2020The non-linear effects of the Feds asset purchases. (2020). Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1280_20.

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2020The effectiveness of monetary policy and output fluctuations: An asymmetric analysis. (2020). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:161-181.

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2019EFFECT OF OIL PRICES ON STOCK MARKETS: EVIDENCE FROM NEW GENERATION OF STAR MODEL. (2019). Abdelsalam, Mamdouh ; Abdelmoula, Mamdouh ; Harb, Nermeen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:466-482.

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2017DEEP RECESSIONS, FAST RECOVERIES, AND FINANCIAL CRISES: EVIDENCE FROM THE AMERICAN RECORD. (2017). Bordo, Michaeld ; Haubrich, Joseph G. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:527-541.

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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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2020UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. (2020). Chou, Yu-Hsi ; Yen, Chiayi. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1245-1278.

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2019Asymmetric price adjustment and the effects of structural reforms in a low income environment: the case of the gasoline market in Greece. (2019). Sideris, Dimitrios ; Bragoudakis, Zacharias. In: Working Papers. RePEc:bog:wpaper:274.

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2017The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach. (2017). Kim, Youngmin ; Lee, Seojin. In: Economic Analysis (Quarterly). RePEc:bok:journl:v:23:y:2017:i:3:p:1-22.

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2020What can be learned from the free destination option in the LNG imbroglio?. (2020). Massol, Olivier ; Cretti, Anna ; Baba, Amina. In: Working Papers. RePEc:cec:wpaper:2004.

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2017Heterogeneous Consumers, Segmented Asset Markets, and the Real Effects of Monetary Policy. (2017). Enders, Zeno. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6467.

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2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

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2019Nonlinear effects of the Chilean fiscal policy. (2019). Lemus, Antonio ; Allegret, Jean-Pierre. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:132-153.

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2017Determinantes de la Inflación de Servicios en Chile. (2017). Medel, Carlos A. ; MARCEL, MARIO ; Mena, Jessica . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:803.

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2019Wholesale fuel price adjustment in Poland: examination of competi-tive performance. (2019). Bejger, Sylwester. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:18:y:2019:i:4:p:385-412.

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2019Asset Pricing with Fading Memory. (2019). Nagel, Stefan ; Xu, Zhengyang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13973.

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2020Global Recessions. (2020). Sugawara, Naotaka ; Kose, Ayhan ; Terrones, Marco E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14397.

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2017Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market. (2017). Escribano, Alvaro ; Saez, Alvaro Escribano ; Torrado, Maria. In: UC3M Working papers. Economics. RePEc:cte:werepe:24984.

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2020European gasoline markets: price transmission asymmetries in mean and variance. (2020). Escribano, Alvaro ; Torrado, Maria. In: UC3M Working papers. Economics. RePEc:cte:werepe:29633.

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2017The threshold effect of oil-price shocks on economic growth. (2017). Alimi, Nabil ; Aflouk, Nabil. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00234.

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2017Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria. (2017). Ebechidi, Simeon ; Nduka, Eleanya K. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00518.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963.

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2020Why is it so difficult to beat the random walk forecast of exchange rates?. (2001). Taylor, Mark ; Kilian, Lutz. In: Working Paper Series. RePEc:ecb:ecbwps:20010088.

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2017Asymmetric and Dynamic Effects of Oil Price Shocks and Exchange Rate Fluctuations: Evidence from a Panel of Economic Community of West African States (ECOWAS). (2017). Gbatu, Abimelech Paye ; Repha, Isaac Yak ; Presley, J R ; Wang, Zhen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-01.

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2017The Long Run Effects of Oil Prices on Economic Growth: The Case of Saudi Arabia. (2017). Foudeh, Musa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-22.

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2018Economic Growth, Oil Consumption and Import Intensity: Factor Decomposition of Imported Crude Oil Model Approach. (2018). Hong, Cheng-Yih ; Hsu, Chen-Jung. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-20.

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2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

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2017Forecasting the diffusion of renewable electricity considering the impact of policy and oil prices: The case of South Korea. (2017). Lee, Chul-Yong ; Huh, Sung-Yoon. In: Applied Energy. RePEc:eee:appene:v:197:y:2017:i:c:p:29-39.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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2019Asymmetries in exchange rate pass-through and monetary policy principle: Some Caribbean empirical evidence. (2019). Ghartey, Edward E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:325-335.

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2019Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States. (2019). Goodwin, Barry ; Prestemon, Jeffrey P ; Holt, Matthew T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303802.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2019Returns spillovers between tourism ETFs. (2019). Lee, Yun-Huan ; Chang, Shu-Lien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305898.

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2019The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020Nonlinear dynamics of gold and the dollar. (2020). Yu, Jishuang ; Guo, Yongxiu ; He, Qing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300577.

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2020Threshold factor models for high-dimensional time series. (2020). Chen, Rong ; Liu, Xialu. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:53-70.

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2019What drives fluctuations in exchange rate growth in emerging markets – A multi-level dynamic factor approach. (2019). Wang, Ben ; Zhang, JI ; Liu, Clark. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:7.

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2017The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries. (2017). Mirzaei, Ali ; Al-Khazali, Osamah M. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:193-208.

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2019Limits to arbitrage and CDS–bond dynamics around the financial crisis. (2019). Chalamandaris, George ; Pagratis, Spyros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:213-235.

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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2017OPEC and demand response to crude oil prices. (2017). Genc, Talat. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:238-246.

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2017Dynamic fuel price pass-through: Evidence from a new global retail fuel price database. (2017). KPODAR, Kangni ; Abdallah, Chadi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:303-312.

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2017Oil consumption subsidy removal in OPEC and other Non-OECD countries: Oil market impacts and welfare effects. (2017). Rosendahl, Knut Einar ; Grimsrud, Kristine ; Aune, Finn Roar ; Storrosten, Halvor Briseid ; EinarRosendahl, Knut ; Lindholt, Lars ; RoarAune, Finn. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:395-409.

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2018Asymmetries, outliers and structural stability in the US gasoline market. (2018). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:250-260.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018The dynamics pattern of price dispersion in retail fuel markets. (2018). Ripollés, Jordi ; Balaguer, Jacint ; Ripolles, Jordi. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:546-564.

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2018The effects of oil price shocks in a federation; The case of interregional trade and labour migration. (2018). Moshiri, Saeed ; Moghaddam, Mohsen Bakhshi. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:206-221.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009.

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2019On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432.

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2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62.

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2019Towards a worldwide integrated market? New evidence on the dynamics of U.S., European and Asian natural gas prices. (2019). Chiappini, Raphaël ; Raymond, Paul ; Jegourel, Yves. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:545-565.

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2019El Niño, La Niña, and a cup of Joe. (2019). Sephton, Peter. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302841.

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2018New estimates of the security costs of U.S. oil consumption. (2018). Brown, Stephen ; Stephen, . In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:171-192.

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2018Gasoline demand, pricing policy, and social welfare in Saudi Arabia: A quantitative analysis. (2018). Hunt, Lester ; Gasim, Anwar A ; Atalla, Tarek N. In: Energy Policy. RePEc:eee:enepol:v:114:y:2018:i:c:p:123-133.

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2019The asymmetric role of shadow economy in the energy-growth nexus in Bolivia. (2019). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:405-417.

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2019Oil price shocks and U.S. economic activity. (2019). Karaki, Mohamad ; Herrera, Ana María ; Rangaraju, Sandeep Kumar . In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:89-99.

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2017The impacts of oil price shocks on small oil-importing economies: Time series evidence for Liberia. (2017). Repha, Isaac Yak ; Wesseh, Presley K ; Wang, Zhen ; Gbatu, Abimelech Paye. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:975-990.

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2018Testing for wavelet based time-frequency relationship between oil prices and US economic activity. (2018). Shah, Nida ; Shahbaz, Muhammad ; sbia, rashid ; Raza, Syed ; Amir-Ud, Rafi. In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:571-580.

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2019Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPI. (2019). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:900-916.

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2020Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries. (2020). Maghyereh, Aktham ; Awartani, Basel ; Ayton, Julie. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s036054422030150x.

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2020Regime switching in the present value models: A backward-solving method. (2020). Chung, Keunsuk ; Kim, Jan R. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830881x.

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2020Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model. (2020). Urban, Jorg ; Ters, Kristyna. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119300084.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2019Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

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2019The price effects of monetary shocks in a network economy. (2019). Veetil, Vipin P ; Taghawi-Nejad, Davoud ; Mandel, Antoine. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:164:y:2019:i:c:p:300-316.

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2017Asymmetric incidence of sales taxes: A short-run investigation of gasoline prices. (2017). YILMAZKUDAY, HAKAN. In: Journal of Economics and Business. RePEc:eee:jebusi:v:91:y:2017:i:c:p:16-23.

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2019Understanding fertilizer adoption and effectiveness on maize in Zambia. (2019). Jayne, Thomas ; Burke, William ; Kabwe, Stephen ; Frossard, Emmanuel. In: Food Policy. RePEc:eee:jfpoli:v:86:y:2019:i:c:12.

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2017Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2019Firm predicted exchange rates and nonlinearities in pricing-to-market. (2019). Sato, Kiyotaka ; Nguyen, Thi-Ngoc Anh. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:53:y:2019:i:c:8.

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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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2017Price co-movement and the crack spread in the US futures markets. (2017). Grigoriadis, Vasilis ; Fousekis, Panos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:57-71.

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2019On the relation between exchange rates and tourism demand: A nonlinear and asymmetric analysis. (2019). Irandoust, Manuchehr. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300131.

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2019Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:395-415.

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2019Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil. (2019). al Refai, Hisham ; Eissa, Mohamad Abdelaziz. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930460x.

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2019Foreign investors’ trading behavior and market conditions: Evidence from Taiwan. (2019). Tsai, Li-Ju ; Chiang, Sue-Jane ; Shu, Pei-Gi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300490.

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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2018The transmission of fluctuation among price indices based on Granger causality network. (2018). Sun, Qingru ; Hao, Xiaoqing ; Chen, Zhihua ; Wen, Shaobo ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:36-49.

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2020Weighted multiscale cumulative residual Rényi permutation entropy of financial time series. (2020). Zhou, Qin ; Shang, Pengjian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931742x.

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2017An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:34-49.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2018Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach. (2018). Chou, Yu-Hsi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:267-287.

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2017Oil vs. gasoline: The dark side of volatility and taxation. (2017). Chevallier, Julien ; Aboura, Sofiane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:976-989.

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2017Oil price shocks and American depositary receipt stock returns. (2017). Sharma, Shahil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1040-1056.

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

Works by Nathan Balke:


YearTitleTypeCited
2002Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate? In: The Energy Journal.
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article112
1999Oil price shocks and the U.S. economy: where does the asymmetry originate?.(1999) In: Working Papers.
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2015Fuel Subsidies, the Oil Market and the World Economy In: The Energy Journal.
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2014Fuel subsidies, the oil market and the world economy.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
1993Detecting Level Shifts in Time Series. In: Journal of Business & Economic Statistics.
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article33
2010Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations In: BIS Working Papers.
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paper2
2013Credit demand, credit supply, and economic activity In: The B.E. Journal of Macroeconomics.
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article4
2015A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS In: Macroeconomic Dynamics.
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article1
1991Infrequent permanent shocks and the finite-sample performance of unit root tests In: Economics Letters.
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article7
1992Are deep recessions followed by strong recoveries? In: Economics Letters.
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article31
1992Are deep recessions followed by strong recoveries?.(1992) In: Working Papers.
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This paper has another version. Agregated cites: 31
paper
2013The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics.
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article37
1994The algebra of price stability In: Journal of Macroeconomics.
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article7
1991The algebra of price stability.(1991) In: Working Papers.
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paper
1993The algebra of price stability.(1993) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2007The relative price effects of monetary shocks In: Journal of Macroeconomics.
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article26
2003The relative price effects of monetary shocks.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 26
paper
1991Shifting trends, segmented trends, and infrequent permanent shocks In: Journal of Monetary Economics.
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article69
2000An equilibrium analysis of relative price changes and aggregate inflation In: Journal of Monetary Economics.
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article41
1996An equilibrium analysis of relative price changes and aggregate inflation.(1996) In: Working Papers.
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paper
1991Modeling trends in macroeconomic time series In: Economic and Financial Policy Review.
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article5
1993Recessions and recoveries In: Economic and Financial Policy Review.
[Full Text][Citation analysis]
article6
1994The federal funds rate as an indicator of monetary policy: evidence from the 1980s In: Economic and Financial Policy Review.
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article6
1994Understanding the price puzzle In: Economic and Financial Policy Review.
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article16
1996Supply shocks and the distribution of price changes In: Economic and Financial Policy Review.
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article9
1998Crude oil and gasoline prices: an asymmetric relationship? In: Economic and Financial Policy Review.
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article98
2000Evaluating the Eleventh Districts Beige Book In: Economic and Financial Policy Review.
[Full Text][Citation analysis]
article4
2001Explaining stock price movements: is there a case for fundamentals? In: Economic and Financial Policy Review.
[Full Text][Citation analysis]
article14
2008An international perspective on oil price shocks and U.S. economic activity In: Globalization Institute Working Papers.
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paper2
2017Understanding the Aggregate Effects of Credit Frictions and Uncertainty In: Globalization Institute Working Papers.
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paper0
1995Inflation and monetary restraint: too little, too late? In: Southwest Economy.
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article0
2000Low frequency movements in stock prices: a state space decomposition In: Working Papers.
[Full Text][Citation analysis]
paper44
2002Low-Frequency Movements in Stock Prices: A State-Space Decomposition.(2002) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 44
article
2010Oil price shocks and U.S. economic activity: an international perspective In: Working Papers.
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paper13
2010Oil Price Shocks and U.S. Economic Activity: An International Perspective.(2010) In: Discussion Papers.
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paper
1988Augmented information in a theory of ambiguity, credibility and inflation In: Working Papers.
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paper0
2020The Shale Revolution and the Dynamics of the Oil Market In: Working Papers.
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paper0
1989Asymmetric information and the role of FED watching In: Working Papers.
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paper0
1991Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series In: Working Papers.
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paper86
1994Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series..(1994) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 86
article
1991Detecting level shifts in time series: misspecification and a proposed solution In: Working Papers.
[Full Text][Citation analysis]
paper0
1992Threshold cointegration In: Working Papers.
[Full Text][Citation analysis]
paper532
1997Threshold Cointegration..(1997) In: International Economic Review.
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This paper has another version. Agregated cites: 532
article
1993Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior? In: Working Papers.
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paper0
1994The dynamics of recoveries In: Working Papers.
[Full Text][Citation analysis]
paper1
1995Are deep recessions followed by strong recoveries? Results for the G-7 countries In: Working Papers.
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paper10
1995Credit and economic activity: shocks or propagation mechanism? In: Working Papers.
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paper1
1997Nonlinear dynamics and covered interest rate parity In: Working Papers.
[Full Text][Citation analysis]
paper58
1998Nonlinear dynamics and covered interest rate parity.(1998) In: Empirical Economics.
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This paper has another version. Agregated cites: 58
article
1998How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively In: Working Papers.
[Full Text][Citation analysis]
paper20
2002How Well Does the Beige Book Reflect Economic Activity? Evaluating Qualitative Information Quantitatively..(2002) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 20
article
1992A Theory of Fed Watching in a Macroeconomic Policy Game. In: International Economic Review.
[Full Text][Citation analysis]
article5
2009Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article6
1990The Rational Timing of Parliamentary Elections. In: Public Choice.
[Citation analysis]
article12
1986Appendix B: Historical Data In: NBER Chapters.
[Full Text][Citation analysis]
chapter59
1986The Estimation of Prewar GNP Volatility, 1869-1938 In: NBER Working Papers.
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paper11
1988The Estimation of Prewar GNP: Methodology and New Evidence In: NBER Working Papers.
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paper7
1995Recessions and Recoveries in Real Business Cycle Models. In: Economic Inquiry.
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article20
2006What Drives Stock Prices? Identifying the Determinants of Stock Price Movements In: Southern Economic Journal.
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article3
2006Sectoral Price Changes and Output Growth: Supply and Demand in General Equilibrium In: Working Papers.
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paper4
1993Poverty and Change in the Macroeconomy: A Dynamic Macroeconometric Model. In: The Review of Economics and Statistics.
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article7
2000Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks In: The Review of Economics and Statistics.
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article174
1989The Estimation of Prewar Gross National Product: Methodology and New Evidence. In: Journal of Political Economy.
[Full Text][Citation analysis]
article115

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