Michelle L. Barnes : Citation Profile


Are you Michelle L. Barnes?

Federal Reserve Bank of Boston (50% share)
Australian National University (50% share)

7

H index

6

i10 index

230

Citations

RESEARCH PRODUCTION:

11

Articles

22

Papers

RESEARCH ACTIVITY:

   27 years (1990 - 2017). See details.
   Cites by year: 8
   Journals where Michelle L. Barnes has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (0.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1483
   Updated: 2022-10-01    RAS profile: 2017-02-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Olivei, Giovanni (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michelle L. Barnes.

Is cited by:

Panagiotidis, Theodore (6)

Mavroeidis, Sophocles (5)

Panagiotidis, Theodore (5)

Ducoudré, Bruno (5)

Hubert, Paul (5)

Plagborg-Moller, Mikkel (5)

Ascari, Guido (5)

Allen, David (4)

Ball, Laurence (4)

Fallick, Bruce (4)

Ho, Sin-Yu (4)

Cites to:

Campbell, John (10)

Fuhrer, Jeffrey (10)

Bollerslev, Tim (8)

Smith, Bruce (7)

Levine, Ross (7)

Gürkaynak, Refet (7)

Fama, Eugene (7)

Carroll, Christopher (6)

Schwert, G. (6)

Harvey, Campbell (5)

Swanson, Eric (5)

Main data


Where Michelle L. Barnes has published?


Journals with more than one article published# docs
Public Policy Brief3

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Boston10
School of Economics Working Papers / University of Adelaide, School of Economics5
Public Policy Discussion Paper / Federal Reserve Bank of Boston2
Current Policy Perspectives / Federal Reserve Bank of Boston2

Recent works citing Michelle L. Barnes (2022 and 2021)


YearTitle of citing document
2021Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Cristiano-Botia, Deicy J ; Hernandez-Bejarano, Manuel Dario. In: Borradores de Economia. RePEc:bdr:borrec:1152.

Full description at Econpapers || Download paper

2022The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects. (2022). Zarzecki, Dariusz ; Urbaski, Stanisaw. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000224.

Full description at Econpapers || Download paper

2022What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?. (2022). Tsouknidis, Dimitris ; Clerides, Sofronis ; Lambertides, Neophytos ; Krokida, Styliani-Iris. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005880.

Full description at Econpapers || Download paper

2021Stock returns, quantile autocorrelation, and volatility forecasting. (2021). Cai, Yuzhi ; Upreti, Vineet ; Zhao, Yixiu. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302428.

Full description at Econpapers || Download paper

2021Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933.

Full description at Econpapers || Download paper

2021Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191.

Full description at Econpapers || Download paper

2021Predicting growth in US durables spending using consumer durables-buying attitudes. (2021). Baghestani, Hamid. In: Journal of Business Research. RePEc:eee:jbrese:v:131:y:2021:i:c:p:327-336.

Full description at Econpapers || Download paper

2021Estimating the uncertainty of traffic forecasts from their historical accuracy. (2021). Erhardt, Gregory D ; Hoque, Jawad Mahmud ; Wachs, Martin ; Chen, Mei ; Eichen, M ; Schmitt, David. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:147:y:2021:i:c:p:339-349.

Full description at Econpapers || Download paper

2021The Divergent Signals about Labor Market Slack. (2021). Hobijn, Bart ; Gilchrist, Troy. In: FRBSF Economic Letter. RePEc:fip:fedfel:92358.

Full description at Econpapers || Download paper

2021The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone. (2021). Mansilla-Fernandez, Jose Manuel ; Chiesa, Gabriella. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09475-5.

Full description at Econpapers || Download paper

2021Growth in US Durables Spending: Assessing the Impact of Consumer Ability and Willingness to Buy. (2021). Fatima, Sehar ; Baghestani, Hamid. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-021-00053-7.

Full description at Econpapers || Download paper

2021Nonlinear models of the Phillips curve. (2021). Cristini, Annalisa ; Ferri, Piero. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00736-5.

Full description at Econpapers || Download paper

2021What Does Really Drive Consumer Confidence?. (2021). Malovana, Simona ; Hodula, Martin ; Frait, Jan. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:155:y:2021:i:3:d:10.1007_s11205-021-02626-6.

Full description at Econpapers || Download paper

2021The Cost of Capital for Investment in the Warsaw Stock Exchange Indexes – Versus Djia. (2021). Stanisaw, Urbaski . In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:21:y:2021:i:1:p:122-143:n:4.

Full description at Econpapers || Download paper

2021How Do People Interpret Macroeconomic Shocks? Evidence from U.S. Survey Data. (2021). Scharler, Johann ; Geiger, Martin. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:4:p:813-843.

Full description at Econpapers || Download paper

Works by Michelle L. Barnes:


YearTitleTypeCited
1998Aggregation of Short-Memory Processes, the Volatility of Stock Market Return Indices and Long Memory In: School of Economics Working Papers.
[Full Text][Citation analysis]
paper0
1998Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries In: School of Economics Working Papers.
[Full Text][Citation analysis]
paper0
1998On the Nature of Dependence in the Volatility of US Stock Returns In: School of Economics Working Papers.
[Full Text][Citation analysis]
paper0
2000Threshold Relationships among Inflation, Financial Market Development and Growth In: School of Economics Working Papers.
[Full Text][Citation analysis]
paper2
2000Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities In: School of Economics Working Papers.
[Full Text][Citation analysis]
paper0
2004Inside and Outside Bounds: Threshold Estimates of the Phillips Curve In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper36
2003Inside and outside bounds: threshold estimates of the Phillips curve.(2003) In: New England Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
1999Inflation and asset returns In: European Economic Review.
[Full Text][Citation analysis]
article61
1990Recommendations for control and prevention of human immunodeficiency virus (HIV) infection in intravenous drug users In: Health Policy.
[Full Text][Citation analysis]
article1
2006Alternative measures of the Federal Reserve Banks cost of equity capital In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article16
2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Public Policy Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
1999Inflation and returns revisited: a TAR approach In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article7
2014Lets talk about it: what policy tools should the Fed \\normally\\ use? In: Current Policy Perspectives.
[Full Text][Citation analysis]
paper1
2015A post-mortem of the life insurance industrys bid for capital during the financial crisis In: Current Policy Perspectives.
[Full Text][Citation analysis]
paper1
2013The Michigan Surveys of Consumers and consumer spending In: Public Policy Brief.
[Full Text][Citation analysis]
article0
2007A principal components approach to estimating labor market pressure and its implications for inflation In: Public Policy Brief.
[Full Text][Citation analysis]
article5
2013Cyclical versus secular: decomposing the recent decline in U.S. labor force participation In: Public Policy Brief.
[Full Text][Citation analysis]
article4
2009TIPS scorecard: are TIPS accomplishing what they were supposed to accomplish?: can they be improved? In: Public Policy Discussion Paper.
[Full Text][Citation analysis]
paper1
2002The behavior of Chinas stock prices in response to the proposal and approval of bonus issues In: Working Papers.
[Full Text][Citation analysis]
paper4
2002A quantile regression analysis of the cross section of stock market returns In: Working Papers.
[Full Text][Citation analysis]
paper45
2009Closed-form estimates of the New Keynesian Phillips curve with time-varying trend inflation In: Working Papers.
[Full Text][Citation analysis]
paper12
2010Internal sources of finance and the Great Recession In: Working Papers.
[Full Text][Citation analysis]
paper1
2010The sensitivity of long-term interest rates to economic news: comment In: Working Papers.
[Full Text][Citation analysis]
paper1
2011Estimation of forward-looking relationships in closed form: an application to the New Keynesian Phillips curve In: Working Papers.
[Full Text][Citation analysis]
paper9
2011Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2013Do real-time Okuns law errors predict GDP data revisions? In: Working Papers.
[Full Text][Citation analysis]
paper10
2014The forecasting power of consumer attitudes for consumer spending In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Did life insurers benefit from TARP or regulatory forbearance during the financial crisis of 2008–2009? In: Working Papers.
[Full Text][Citation analysis]
paper1
2017Financial variables and macroeconomic forecast errors In: Working Papers.
[Full Text][Citation analysis]
paper1
2006What is the Federal Reserve banks imputed cost of equity capital? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2006Threshold relationships among inflation, financial development, and growth In: Journal of Financial Transformation.
[Citation analysis]
article4
2017Consumer Attitudes and Their Forecasting Power for Consumer Spending In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team