Natalia Bailey : Citation Profile


Are you Natalia Bailey?

Monash University

7

H index

5

i10 index

175

Citations

RESEARCH PRODUCTION:

5

Articles

17

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 25
   Journals where Natalia Bailey has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 7 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1417
   Updated: 2019-11-10    RAS profile: 2019-05-02    
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Relations with other researchers


Works with:

Pesaran, M (14)

Holly, Sean (2)

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

Is cited by:

Pesaran, M (46)

Chudik, Alexander (29)

Elhorst, J.Paul (16)

Rebucci, Alessandro (10)

Cesa-Bianchi, Ambrogio (10)

Yang, Cynthia Fan (7)

Mohaddes, Kamiar (7)

Debarsy, Nicolas (7)

LeSage, James (6)

LINTON, OLIVER (6)

Eberhardt, Markus (6)

Cites to:

Pesaran, M (71)

Lee, Lung-Fei (23)

Chudik, Alexander (15)

Prucha, Ingmar (15)

Yamagata, Takashi (13)

Phillips, Peter (12)

Tosetti, Elisa (12)

Fan, Jianqing (11)

Holly, Sean (11)

Yu, Jihai (9)

Ledoit, Olivier (8)

Main data


Where Natalia Bailey has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich6

Recent works citing Natalia Bailey (2019 and 2018)


YearTitle of citing document
2017Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology. (2017). Otero, Jesus ; Nuñez, Hector ; Nuez, Hector M. In: The Energy Journal. RePEc:aen:journl:ej38-2-nunez.

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2018The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Working Papers. RePEc:bde:wpaper:1705.

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2017THE EFFECT OF MINIMUM WAGES ON EMPLOYMENT: A FACTOR MODEL APPROACH. (2017). Totty, Evan. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1712-1737.

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2017A long-run analysis of push and pull factors of internal migration in Italy. Estimation of a gravity model with human capital using homogeneous and heterogeneous approaches. (2017). Piras, Romano. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i:3:p:571-602.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2018Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2018). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1874.

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2018Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, M ; Cesa-Bianchi, Ambrogio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6910.

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2018A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models. (2018). Pesaran, M ; Reese, Simon ; Kapetanios, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7401.

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2019Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2019). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7454.

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2017Dispersed Information and Sovereign Risk Premia. (2017). Becerra, Sebastian ; Margaretic, Paula. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808.

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2018Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, M ; Cesa-Bianchi, Ambrogio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12713.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Real, Guillermo Carlomagno ; Terrades, Antoni Espasa. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2019Estimation of Weak Factor Models. (2019). Yamagata, Takashi ; Uematsu, Yoshimasa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1053.

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2018Spillovers in space and time: where spatial econometrics and Global VAR models meet. (2018). Elhorst, J.Paul ; Tereanu, Eugen ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20182134.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2019Increasing linkages among European regions. The role of sectoral composition. (2019). Gómez-Loscos, Ana ; Gadea, María ; Leiva-Leon, Danilo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:222-243.

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2018Modelling market implied ratings using LASSO variable selection techniques. (2018). Sermpinis, Georgios ; Zhang, Ping ; Tsoukas, Serafeim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:19-35.

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2018The knotty interplay between credit and housing. (2018). Lastauskas, Povilas ; Constantinescu, Mihnea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:241-266.

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2017A simple randomization test for spatial correlation in the presence of common factors and serial correlation. (2017). Millo, Giovanni. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:28-38.

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2018Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter. (2018). Debarsy, Nicolas ; Yang, Zhenlin. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:1-5.

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2018A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy. (2018). Elhorst, J.Paul ; Ciccarelli, Carlo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:131-142.

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2018A Bayesian spatial panel model with heterogeneous coefficients. (2018). Lesage, James P ; Chih, Yao-Yu. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:58-73.

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2019Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR. (2019). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander. In: Working Papers. RePEc:erg:wpaper:1286.

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2017Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data. (2017). Chudik, Alexander ; Choi, Chi-Young. In: Globalization Institute Working Papers. RePEc:fip:feddgw:330.

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2018The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas. (2018). Wynne, Mark ; Koech, Janet ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:343.

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2018Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2018). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:351.

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2019Upstream, Downstream & Common Firm Shocks. (2019). Yung, Julieta ; Grant, Everett. In: Globalization Institute Working Papers. RePEc:fip:feddgw:360.

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2019Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns. (2019). Bhattacharjee, Arnab ; Roy, Sudipto. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:50-:d:218217.

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2018Further Widening or Bridging the Gap? A Cross-Regional Study of Unemployment across the EU Amid Economic Crisis. (2018). Grekousis, George . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1702-:d:148570.

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2018A heterogeneous coefficient approach to the knowledge production function. (2018). Autant-Bernard, Corinne ; Lesage, James P. In: Working Papers. RePEc:gat:wpaper:1814.

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2017A Spatio-temporal-similarity and Common Factor Approach of Individual Housing Prices. (2017). Elhorst, J.Paul ; Duran, Nicolas. In: Research Report. RePEc:gro:rugsom:2018007-eef.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Debarsy, Nicolas ; Ertur, Cem ; Dossougoin, Cyrille. In: Post-Print. RePEc:hal:journl:hal-01744629.

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2018A heterogeneous coefficient approach to the knowledge production function. (2018). Autant-Bernard, Corinne ; Lesage, James. In: Working Papers. RePEc:hal:wpaper:halshs-01872021.

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2017Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan. (2017). Hayashi, Masayoshi ; Yamamoto, Wataru . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:24:y:2017:i:1:d:10.1007_s10797-016-9413-4.

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2017European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis. (2017). Ramajo, Julian ; Marquez, Miguel Angel ; Cordero, Jose Manuel. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0249-y.

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2018Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model. (2018). Álvarez, Inmaculada ; Orea, Luis ; Gude, Alberto. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0540-z.

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2018Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, M ; Cesa-Bianchi, Ambrogio. In: NBER Working Papers. RePEc:nbr:nberwo:24325.

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2018Common Factors and Spatial Dependence: An Application to US House Prices. (2018). Yang, Cynthia Fan. In: MPRA Paper. RePEc:pra:mprapa:89032.

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2018Do public libraries impact local labor markets? Evidence from Appalachia. (2018). Borges Ferreira Neto, Amir. In: MPRA Paper. RePEc:pra:mprapa:89584.

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2018Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: MPRA Paper. RePEc:pra:mprapa:89998.

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2019Clustering space-time series: FSTAR as a flexible STAR approach. (2019). Otranto, Edoardo ; Mucciardi, Massimo. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0314-5.

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2017A continuous spatio-temporal model for house prices in the USA. (2017). Laurini, Márcio. In: The Annals of Regional Science. RePEc:spr:anresc:v:58:y:2017:i:1:d:10.1007_s00168-016-0801-6.

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2018The effects of gun control on crimes: a spatial interactive fixed effects approach. (2018). Lee, Lung-Fei ; Shi, Wei. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1415-2.

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2018Causal ordering and inference on acyclic networks. (2018). Bhattacharjee, Arnab ; Das, Samarjit ; Basak, Gopal K. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-018-1454-3.

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2018A frequency-domain test for long range dependence. (2018). Gromykov, Gennadi ; Philippe, Anne ; Haye, Mohamedou Ould. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9164-6.

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2017It’s not austerity. Or is it? Assessing the effect of austerity on growth in Europe, 2010-15. (2017). Tamborini, Roberto ; Fragetta, Matteo. In: DEM Working Papers. RePEc:trn:utwprg:2017/10.

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2017Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test. (2017). Reitz, Stefan ; Leppin, Julian ; Demetrescu, Matei. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2094.

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Works by Natalia Bailey:


YearTitleTypeCited
2012Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper72
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 72
paper
2016Exponent of Cross‐Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
article
2013A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence In: Cambridge Working Papers in Economics.
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paper36
2016A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
2014A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics.
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paper7
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2012Exponent of Cross-sectional Dependence: Estimation and Inference In: CESifo Working Paper Series.
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paper8
2014A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper18
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series.
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paper16
2018Exponent of Cross-sectional Dependence for Residuals In: CESifo Working Paper Series.
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paper0
2019Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices In: CESifo Working Paper Series.
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paper0
2016Spectral approach to parameter-free unit root testing In: Computational Statistics & Data Analysis.
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article1
2015Spectral Approach to Parameter-Free Unit Root Testing.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2015Spectral Approach to Parameter-Free Unit Root Testing.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Weak convergence in the near unit root setting In: Statistics & Probability Letters.
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article0
2018Exponent of cross-sectional dependence for residuals In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: Working Papers.
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paper15
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper

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