Natalia Bailey : Citation Profile


Are you Natalia Bailey?

Monash University

4

H index

4

i10 index

209

Citations

RESEARCH PRODUCTION:

9

Articles

20

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 23
   Journals where Natalia Bailey has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 10 (4.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1417
   Updated: 2021-11-28    RAS profile: 2021-09-23    
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Relations with other researchers


Works with:

Pesaran, M (12)

Kapetanios, George (7)

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 (53)

Chudik, Alexander (29)

Kapetanios, George (15)

Elhorst, J.Paul (14)

Rebucci, Alessandro (10)

Cesa-Bianchi, Ambrogio (9)

Bhattacharjee, Arnab (9)

Yang, Cynthia Fan (8)

Mohaddes, Kamiar (8)

Eberhardt, Markus (6)

LeSage, James (6)

Cites to:

Pesaran, M (51)

Lee, Lung-Fei (16)

Chudik, Alexander (12)

Phillips, Peter (11)

Yamagata, Takashi (10)

Prucha, Ingmar (10)

Kapetanios, George (9)

Tosetti, Elisa (8)

Yu, Jihai (7)

Baltagi, Badi (6)

Holly, Sean (6)

Main data


Where Natalia Bailey has published?


Journals with more than one article published# docs
Journal of Applied Econometrics4
Sankhya B: The Indian Journal of Statistics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo7
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3

Recent works citing Natalia Bailey (2021 and 2020)


YearTitle of citing document
2021The 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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2020Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206.

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2021Networking the Yield Curve: Implications for Monetary Policy. (2021). Dahlhaus, Tatjana ; Schaumburg, Julia ; Sekhposyan, Tatevik. In: Staff Working Papers. RePEc:bca:bocawp:21-4.

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2020Regional inequality in the U.S.: Evidence from city‐level purchasing power. (2020). Chudik, Alexander ; Choi, Horag. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:4:p:738-774.

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2021Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects. (2021). Holly, Sean ; Ditzen, Jan ; Bhattacharjee, Arnab. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps76.

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2021Estimating long run effects and the exponent of cross-sectional dependence: an update to xtdcce2. (2021). Ditzen, Jan. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps81.

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2020Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115.

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2020Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects. (2020). Holly, Sean ; Ditzen, Jan ; Bhattacharjee, Arnab. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2075.

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2021Factor Strengths, Pricing Errors, and Estimation of Risk Premia. (2021). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8947.

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2021Fragmentation in the European Monetary Union: Is it really over?. (2021). Luisi, Angelo ; Candelon, Bertrand ; Roccazzella, Francesco. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_016.

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2020Consistent Misspecification Testing in Spatial Autoregressive Models. (2020). Rossi, Francesca ; Lee, Jungyoon. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2256.

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2020Estimation of Weak Factor Models. (2020). Uematsu, Yoshimasa ; Yamagata, Takashi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1053r.

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2021Remittances at record highs in Latin America: Time to revisit the Dutch disease. (2021). Ventosa-Santaulària, Daniel ; Ventosa-Santaulria, Daniel ; Rodrguez-Caballero, Carlos Vladimir ; Lpez-Marmolejo, Arnoldo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00615.

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2021Networking the yield curve: implications for monetary policy. (2021). Dalhaus, Tatjana ; Sekhposyan, Tatevik ; Schaumburg, Julia. In: Working Paper Series. RePEc:ecb:ecbwps:20212532.

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2021Rethinking the Reasons of Greenhouse Gases Emission in ASEAN Countries: Finding Reasons in Urbanization, Industrialization and Population Growth. (2021). Mekhum, Witthaya ; Tarasawatpipat, Chaisri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-63.

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2020Financial crises and economic recovery: Cross-country heterogeneity and cross-sectional dependence. (2020). Mendieta-Muñoz, Ivan ; Bakas, Dimitrios ; Mendieta-Muoz, Ivan. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302718.

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2020Fixed effects spatial panel data models with time-varying spatial dependence. (2020). Qu, XI ; Guo, Juncong. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303220.

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2020Econometric analysis of production networks with dominant units. (2020). Yang, Cynthia Fan ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:507-541.

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2021Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure. (2021). shin, yongcheol ; Serlenga, Laura ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:504-531.

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2021Detection of units with pervasive effects in large panel data models. (2021). Pesaran, M ; Reese, S ; Kapetanios, G. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:510-541.

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2021Estimation and inference in spatial models with dominant units. (2021). Yang, Cynthia Fan ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:591-615.

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2021State-level wage Phillips curves. (2021). Price, Simon ; Kapetanios, George ; Ventouri, Alexia ; Tasiou, Menelaos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:18:y:2021:i:c:p:1-11.

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2020Productivity spillovers and human capital: A semiparametric varying coefficient approach. (2020). Kumbhakar, Subal ; Jin, Man ; Hou, Zhezhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:317-330.

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2020Do urbanization, income, and trade affect electricity consumption across Chinese provinces?. (2020). Tiwari, Aviral ; Gregori, Tullio. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301407.

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2020Asymmetric oil prices and trade imbalances: Does the source of the oil shock matter?. (2020). Mohaddes, Kamiar ; Chaudhuri, Kausik ; Jibril, Halima. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306871.

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2021How price-responsive is residential retail electricity demand in the US?. (2021). Cox, Kevin ; Woo, Chi-Keung ; Li, Raymond. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221011695.

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2020Adding space to the international business cycle. (2020). Servén, Luis ; Abate, Girum Dagnachew ; Serven, Luis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301373.

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2020Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects. (2020). Yang, Zhenlin ; Xu, Yuhong. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219300328.

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2021Banks’ interconnections and peer effects: Evidence from Chile. (2021). Carreo, Jose Gabriel ; Cifuentes, Rodrigo ; Margaretic, Paula. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000593.

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2020Energy intensity and green energy innovation: Checking heterogeneous country effects in the OECD. (2020). Mazzanti, Massimiliano ; Chakraborty, Saptorshee Kanto. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:328-343.

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2020Car traffic, habit persistence, cross-sectional dependence, and spatial heterogeneity: New insights using French departmental data. (2020). Pirotte, Alain ; Madre, Jean-Loup ; Elhorst, Paul J. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:132:y:2020:i:c:p:614-632.

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2021Air Pollution and Mobility, What Carries COVID-19?. (2021). Vera-Valdes, Eduardo J ; Rodriguez-Caballero, Carlos Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:37-:d:653517.

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2020Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6.

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2021The Effect of the Sex Buyer Law on the Market for Sex, Sexual Health and Sexual Violence. (2021). Nguyen, Thien ; Backus, Peter. In: Economics Discussion Paper Series. RePEc:man:sespap:2106.

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2020Global Business and Financial Cycles: A Tale of Two Capital Account Regimes. (2020). Rebucci, Alessandro ; Acalin, Julien. In: NBER Working Papers. RePEc:nbr:nberwo:27739.

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2021Foreward. (2021). Chadha, Jagjit S. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:y:2021:i:2:p:3.

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2021UK regional outlook. (2021). Pabst, Adrian ; Lisauskaite, Elena ; Bhattacharjee, Ahnab. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:y:2021:i:2:p:42-57.

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2021UK economic outlook: Brisk but not better growth. (2021). Lenoel, Cyrille ; Kucuk, Hande ; MacQueen, Rory. In: National Institute UK Economic Outlook. RePEc:nsr:niesra:v:a:y:2021:i:2:p:5-32.

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2021Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects. (2021). Ditzen, Jan ; Holly, Sean ; Bhattacharjee, Arnab. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:526.

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2020Exploring Brexit with dynamic spatial panel models: some possible outcomes for employment across the EU regions. (2020). Fingleton, Bernard. In: The Annals of Regional Science. RePEc:spr:anresc:v:64:y:2020:i:2:d:10.1007_s00168-019-00913-2.

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2021General diagnostic tests for cross-sectional dependence in panels. (2021). Pesaran, Hashem M. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01875-7.

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2021.

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2021Structural Factorization of Latent Adjacency Matrix, with an application to Auto Industry Networks. (2021). Maiti, Taps ; Bhattacharjee, Arnab ; Chakraborty, Sayan . In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-019-00202-0.

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2020An alternative semiparametric model for spatial panel data. (2020). Durban, Maria ; Basile, Roberto ; Minguez, Roman. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:4:d:10.1007_s10260-019-00492-8.

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2020Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination. (2020). Ullah, Aman ; Lee, Tae Hwy ; Yi, Millie. In: Working Papers. RePEc:ucr:wpaper:202012.

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2021Spatio-Temporal Patterns in Portuguese Regional Fertility Rates: A Bayesian Approach for Spatial Clustering of Curves. (2021). Tapabrata, Maiti ; Joo, Marques ; Arnab, Bhattacharjee ; Zhen, Zhang. In: Journal of Official Statistics. RePEc:vrs:offsta:v:37:y:2021:i:3:p:611-653:n:9.

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2021Recent Developments of the Autoregressive Distributed Lag Modelling Framework. (2021). Cho, Jin Seo ; Greenwood-Nimmo, Matthew ; Shin, Yongcheol. In: Working papers. RePEc:yon:wpaper:2021rwp-186.

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Works by Natalia Bailey:


YearTitleTypeCited
2012Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics.
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paper90
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 90
paper
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 90
paper
2016Exponent of Cross‐Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 90
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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paper63
2014A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence.(2014) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 63
paper
2016A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence.(2016) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 63
article
2014A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics.
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paper26
2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2014) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 26
paper
2019A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 26
article
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: 26
paper
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: 26
paper
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series.
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paper22
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
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: 22
paper
2018Exponent of Cross-sectional Dependence for Residuals In: CESifo Working Paper Series.
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paper3
2018Exponent of cross-sectional dependence for residuals.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 3
paper
2019Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
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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paper3
2021Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices.(2021) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 3
article
2020Measurement of Factor Strenght: Theory and Practice In: CESifo Working Paper Series.
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paper1
2020Measurement of Factor Strength: Theory and Practice.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 1
paper
2021Measurement of factor strength: Theory and practice.(2021) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 1
article
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
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2015Spectral Approach to Parameter-Free Unit Root Testing.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2013Weak convergence in the near unit root setting In: Statistics & Probability Letters.
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article0
2020Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria In: Monash Econometrics and Business Statistics Working Papers.
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2020Correction to: Exponent of Cross-sectional Dependence for Residuals In: Sankhya B: The Indian Journal of Statistics.
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article0

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