Nathan Balke : Citation Profile


Are you Nathan Balke?

Southern Methodist University

17

H index

23

i10 index

1876

Citations

RESEARCH PRODUCTION:

34

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 55
   Journals where Nathan Balke has often published
   Relations with other researchers
   Recent citing documents: 140.    Total self citations: 8 (0.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba121
   Updated: 2021-10-16    RAS profile: 2017-09-05    
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Relations with other researchers


Works with:

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 (49)

Piger, Jeremy (24)

CHARLES, Amelie (21)

Bordo, Michael (19)

Kapetanios, George (15)

Kim, Chang-Jin (13)

Manera, Matteo (13)

Goodwin, Barry (11)

mumtaz, haroon (11)

Terrones, Marco (11)

Kose, Ayhan (11)

Cites to:

Campbell, John (18)

Shiller, Robert (14)

Eichenbaum, Martin (12)

Rebelo, Sergio (10)

Plosser, Charles (9)

Mankiw, N. Gregory (8)

Romer, Christina (8)

Hamilton, James (8)

Cochrane, John (8)

Wohar, Mark (8)

King, Robert (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
Economics Letters2
Journal of Applied Econometrics2
International Economic Review2
Journal of Monetary Economics2
Journal of Macroeconomics2
The Energy Journal2

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 (2021 and 2020)


YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2021Macro-Economic Variables and Stock Market: are they Co-integrated? - A Study on NSE India. (2021). Sahoo, Aditya Prasad. In: ComFin Research. RePEc:acg:comfin:v:9:y:2021:i:2:p:25-30.

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2021Oil Price Shocks and Economic Growth in Oil-Exporting Countries. (2021). Manera, Matteo ; Ahmadi, Maryam. In: FEEM Working Papers. RePEc:ags:feemwp:311052.

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2020Spatial Integration of Agricultural Commodity Markets – Methodological Problems. (2020). Hamulczuk, Mariusz. In: Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej. RePEc:ags:iafepa:311225.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115.

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

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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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2021Estimating the causal effect of an intervention in a time series setting: the C-ARIMA approach. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2103.06740.

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2021A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2021Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2109.15052.

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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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2021Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina. In: Borradores de Economia. RePEc:bdr:borrec:1165.

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2020Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model. (2020). Ska, Emilia Gosini ; Welfe, Aleksander ; Leszkiewicz-Keidzior, Katarzyna. In: Baltic Journal of Economics. RePEc:bic:journl:v:20:y:2020:i:1:p:59-73.

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2020An in?depth examination of maize yield response to fertilizer in Central Malawi reveals low profits and too many weeds. (2020). Jayne, Thomas ; Burke, William ; Snapp, Sieglinde S. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:6:p:923-940.

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2021Impacts of COVID?19 and Price Transmission in U.S. Meat Markets. (2021). Ramsey, Austin ; Hahn, William ; Holt, Matthew T ; Goodwin, Barry K. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:3:p:441-458.

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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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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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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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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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2021Electoral Cycles in Macroeconomic Forecasts. (2021). Reslow, Andre ; Cipullo, Davide. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9088.

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2021Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan. In: Working Papers. RePEc:cnb:wpaper:2021/3.

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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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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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2020Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach. (2020). Shahbaz, Muhammad ; Czudaj, Robert ; Khraief, Naceur. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00291.

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2021Nonlinear Cointegration and Asymmetric Adjustement between Economic policy uncertainty and Gold price: Evidence from the United States. (2021). Mighri, Zouheir ; el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00151.

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2021What influences aggregate inflation expectations of households in India?. (2021). Goyal, Ashima ; Parab, Prashant. In: Journal of Asian Economics. RePEc:eee:asieco:v:72:y:2021:i:c:s1049007820301408.

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2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

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2020Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out. (2020). Wagner, Niklas ; Perras, Patrizia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301779.

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2021Monetary dynamics in a network economy. (2021). Veetil, Vipin P ; Mandel, Antoine. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000191.

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2021Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach. (2021). Santi, Caterina ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000361.

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2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

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2021Capturing the nonlinear impact in distress state: Enhancing scenario design of stress test. (2021). Harun, Cicilia ; Taruna, Aditya Anta. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:265-288.

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2021In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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2020Purchasing power parity vs. uncovered interest rate parity for NAFTA countries: The value of incorporating time-varying parameter model. (2020). Jei, Sang Young ; Min, Dai Hong ; Yoon, Jong Cheol. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:494-500.

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2020Changing transmission of monetary policy on disaggregate inflation in India. (2020). Dash, Pradyumna ; Kumar, Ankit. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:109-125.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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2021Assessing India’s productivity trends and endogenous growth: New evidence from technology, human capital and foreign direct investment. (2021). Ghosh, Taniya ; Parab, Prashant Mehul. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:182-195.

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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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2021Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach. (2021). Zhang, Ren ; Zeng, Zheng ; Balke, Nathan S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000140.

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2020Targeted disclosure and monetary policy flexibility: A simple model. (2020). Wu, Sherry X ; Lou, Edmund ; Gai, Prasanna. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302354.

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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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2021Inferential theory for heterogeneity and cointegration in large panels. (2021). Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:474-503.

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2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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2020Measuring Chinas monetary policy uncertainty and its impact on the real economy. (2020). Tang, Yao ; Xiang, Jingjie ; Li, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014119306077.

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2020Oil and pump prices: Testing their asymmetric relationship in a robust way. (2020). Filis, George ; Degiannakis, Stavros ; Bragoudakis, Zacharias. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300943.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020What can be learned from the free destination option in the LNG imbroglio?. (2020). Massol, Olivier ; Creti, Anna ; Baba, Amina. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301043.

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2020Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

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2021International crude oil price, regulation and asymmetric response of Chinas gasoline price. (2021). Sun, Zesheng ; Chen, Hao. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303893.

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2021Asymmetric responses of consumer spending to energy prices: A threshold VAR approach. (2021). Knotek, Edward ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000323.

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2021The opportunity cost of domestic oil consumption for an oil exporter: Illustration for Saudi Arabia. (2021). Pierru, Axel ; Karanfil, Fatih. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000669.

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2021Pass-through of oil supply shocks to domestic gasoline prices: evidence from daily data. (2021). Shioji, Etsuro. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001195.

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2021Energy price reform in Saudi Arabia: Modeling the economic and environmental impacts and understanding the demand response. (2021). Gasim, Anwar ; Aldubyan, Mohammad ; al Dubyan, Mohammad. In: Energy Policy. RePEc:eee:enepol:v:148:y:2021:i:pb:s0301421520306522.

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2021To pass (or not to pass) through international fuel price changes to domestic fuel prices in developing countries: What are the drivers?. (2021). KPODAR, Kangni ; Imam, Patrick Amir. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307102.

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2021Research on imbalance between supply and demand in Chinas natural gas market under the double-track price system. (2021). Wang, Yabo ; Zhang, Xuejun ; Lu, Quanying ; Chai, Jian. In: Energy Policy. RePEc:eee:enepol:v:155:y:2021:i:c:s0301421521002500.

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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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2020Spatial and cross-product price linkages in the Brazilian pine timber markets. (2020). Parajuli, Rajan ; Cubbage, Frederick W ; Schons, Stella Z ; da Silva, Bruno Kanieski. In: Forest Policy and Economics. RePEc:eee:forpol:v:117:y:2020:i:c:s1389934119302667.

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2020Have Chinas regulations on imported waste paper improved its quality. (2020). Zhao, Xiaodi ; Diao, Gang ; Shang, DI. In: Forest Policy and Economics. RePEc:eee:forpol:v:119:y:2020:i:c:s1389934120305268.

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2021Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute. (2021). , Craig ; Guo, Jinggang. In: Forest Policy and Economics. RePEc:eee:forpol:v:130:y:2021:i:c:s1389934121001313.

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2020The bank lending channel in the Malaysian Islamic and conventional banking system. (2020). Caporale, Guglielmo Maria ; Helmi, Mohamad Husam ; Atik, Abdurrahman Nazif ; Tajik, Mohammad ; Ali, Faek Menla. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318301790.

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2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates. (2021). Kouwenberg, Roy ; Cumperayot, Phornchanok. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:167-176.

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2020GDP forecasts: Informational asymmetry of the SPF and FOMC minutes. (2020). Bespalova, Olga. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1531-1540.

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2021Forecasting temporal world recovery in air transport markets in the presence of large economic shocks: The case of COVID-19. (2021). Redondi, R ; Cattaneo, M ; Gudmundsson, S V. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:91:y:2021:i:c:s0969699720305871.

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2020Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

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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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2020Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

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2020Liquid fuel price adjustment in Greece: A two-stage, threshold cointegration approach. (2020). Fountas, Stilianos ; Malkidis, Stavros. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300189.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2021Pass-through of commodity price to Mongolian stock price: Symmetric or asymmetric?. (2021). Kakinaka, Makoto ; Islam, Moinul ; Badamvaanchig, Mungunzul. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309843.

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2021Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein–Horioka puzzle. (2021). Neto, David. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:179:y:2021:i:c:p:253-264.

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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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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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2020Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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2021Economic prediction with the FOMC minutes: An application of text mining. (2021). Kuan, Chung-Ming ; Huang, Yu-Lieh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:751-761.

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2021Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:1-15.

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2020Evaluation of import substitution strategy in Indian telecom sector: Empirical evidence of non-linear dynamics. (2020). Ghosh, Sajal ; Kanjilal, Kakali ; Mishra, Brajesh. In: Telecommunications Policy. RePEc:eee:telpol:v:44:y:2020:i:7:s0308596120300902.

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2020Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey. (2020). Osinska, Magdalena ; Galecki, Maciej ; Faldzinski, Marcin ; Boehlke, Jerzy. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:1:p:292-304.

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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

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2021Oil Price Shocks and Economic Growth in Oil-Exporting Countries. (2021). Manera, Matteo ; Ahmadi, Maryam. In: Working Papers. RePEc:fem:femwpa:2021.13.

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2020Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88169.

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2020Intermediary Asset Pricing during the National Banking Era. (2020). Weiss, Colin. In: International Finance Discussion Papers. RePEc:fip:fedgif:1302.

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2020A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index. (2020). McAleer, Michael ; Allen, David. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:4011-:d:394147.

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2020The Effect of Renewable and Nuclear Energy Consumption on Decoupling Economic Growth from CO 2 Emissions in Spain. (2020). Pilatowska, Mariola ; Wodarczyk, Aneta ; Geise, Andrzej ; Piatowska, Mariola . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2124-:d:350222.

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2020Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors. (2020). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:70-:d:344446.

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2021Investigating the Impact of Trade Disruptions on Price Transmission in Commodity Markets: An Application of Threshold Cointegration. (2021). Brewin, Derek ; Mann, Janelle. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:450-:d:639594.

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2021Monetary dynamics in a network economy. (2021). Mandel, Antoine ; Veetil, Vipin. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03165773.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03186891.

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2021Monetary dynamics in a network economy. (2021). Mandel, Antoine ; Veetil, Vipin. In: Post-Print. RePEc:hal:journl:halshs-03165773.

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2021Monetary dynamics in a network economy. (2021). Mandel, Antoine ; Veetil, Vipin. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-03165773.

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2021The Contribution of Food Subsidy Policy to Monetary Policy. (2020). Pourroy, Marc ; Ginn, William. In: Working Papers. RePEc:hal:wpaper:hal-02944209.

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2020What can we Learn from the Free Destination Option in the LNG Imbroglio ?. (2020). Massol, Olivier ; Creti, Anna ; Baba, Amina. In: Working Papers. RePEc:hal:wpaper:hal-03181028.

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2020What can be learned from the free destination option in the LNG Imbroglio ?. (2020). Baba, Amina ; Massol, Olivier ; Creti, Anna. In: Working Papers. RePEc:hal:wpaper:hal-03192881.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: Working Papers. RePEc:hal:wpaper:halshs-03160370.

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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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article116
1999Oil price shocks and the U.S. economy: where does the asymmetry originate?.(1999) In: Working Papers.
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This paper has another version. Agregated cites: 116
paper
2015Fuel Subsidies, the Oil Market and the World Economy In: The Energy Journal.
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article10
2014Fuel subsidies, the oil market and the world economy.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
1993Detecting Level Shifts in Time Series. In: Journal of Business & Economic Statistics.
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article34
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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article5
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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article32
1992Are deep recessions followed by strong recoveries?.(1992) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2013The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics.
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article44
1994The algebra of price stability In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article7
1991The algebra of price stability.(1991) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1993The algebra of price stability.(1993) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2007The relative price effects of monetary shocks In: Journal of Macroeconomics.
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article34
2003The relative price effects of monetary shocks.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
1991Shifting trends, segmented trends, and infrequent permanent shocks In: Journal of Monetary Economics.
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article75
2000An equilibrium analysis of relative price changes and aggregate inflation In: Journal of Monetary Economics.
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article47
1996An equilibrium analysis of relative price changes and aggregate inflation.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
1991Modeling trends in macroeconomic time series In: Economic and Financial Policy Review.
[Citation analysis]
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.
[Full Text][Citation analysis]
article5
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.
[Full Text][Citation analysis]
article9
1998Crude oil and gasoline prices: an asymmetric relationship? In: Economic and Financial Policy Review.
[Full Text][Citation analysis]
article102
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.
[Full Text][Citation analysis]
paper2
2017Understanding the Aggregate Effects of Credit Frictions and Uncertainty In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
paper3
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]
paper53
2002Low-Frequency Movements in Stock Prices: A State-Space Decomposition.(2002) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
article
2010Oil price shocks and U.S. economic activity: an international perspective In: Working Papers.
[Full Text][Citation analysis]
paper13
2010Oil Price Shocks and U.S. Economic Activity: An International Perspective.(2010) In: Discussion Papers.
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This paper has another version. Agregated cites: 13
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.
[Full Text][Citation analysis]
paper0
1989Asymmetric information and the role of FED watching In: Working Papers.
[Full Text][Citation analysis]
paper0
1991Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series In: Working Papers.
[Full Text][Citation analysis]
paper95
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: 95
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]
paper572
1997Threshold Cointegration..(1997) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 572
article
1993Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior? In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper9
1995Credit and economic activity: shocks or propagation mechanism? In: Working Papers.
[Full Text][Citation analysis]
paper2
1997Nonlinear dynamics and covered interest rate parity In: Working Papers.
[Full Text][Citation analysis]
paper61
1998Nonlinear dynamics and covered interest rate parity.(1998) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
article
1998How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively In: Working Papers.
[Full Text][Citation analysis]
paper24
2002How Well Does the Beige Book Reflect Economic Activity? Evaluating Qualitative Information Quantitatively..(2002) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 24
article
1992A Theory of Fed Watching in a Macroeconomic Policy Game. In: International Economic Review.
[Full Text][Citation analysis]
article7
2009Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article8
1990The Rational Timing of Parliamentary Elections. In: Public Choice.
[Citation analysis]
article14
1986Appendix B: Historical Data In: NBER Chapters.
[Full Text][Citation analysis]
chapter60
1986The Estimation of Prewar GNP Volatility, 1869-1938 In: NBER Working Papers.
[Full Text][Citation analysis]
paper11
1988The Estimation of Prewar GNP: Methodology and New Evidence In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
1995Recessions and Recoveries in Real Business Cycle Models. In: Economic Inquiry.
[Citation analysis]
article21
2006What Drives Stock Prices? Identifying the Determinants of Stock Price Movements In: Southern Economic Journal.
[Citation analysis]
article5
2006Sectoral Price Changes and Output Growth: Supply and Demand in General Equilibrium In: Working Papers.
[Full Text][Citation analysis]
paper4
1993Poverty and Change in the Macroeconomy: A Dynamic Macroeconometric Model. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article8
2000Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article203
1989The Estimation of Prewar Gross National Product: Methodology and New Evidence. In: Journal of Political Economy.
[Full Text][Citation analysis]
article119

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team