Arabinda Basistha : Citation Profile


Are you Arabinda Basistha?

West Virginia University

7

H index

7

i10 index

240

Citations

RESEARCH PRODUCTION:

11

Articles

7

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 16
   Journals where Arabinda Basistha has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 3 (1.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba220
   Updated: 2020-08-01    RAS profile: 2020-04-10    
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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 Arabinda Basistha.

Is cited by:

Kempa, Bernd (9)

Berger, Tino (8)

Kontonikas, Alexandros (7)

KOSTAKIS, ALEXANDROS (6)

Guillén, Osmani (6)

Walentin, Karl (5)

Christiano, Lawrence (5)

Sévi, Benoît (5)

Trabandt, Mathias (5)

Reichlin, Lucrezia (5)

Ricco, Giovanni (5)

Cites to:

Watson, Mark (14)

Stock, James (10)

Nelson, Charles (10)

Gordon, Robert (8)

Gertler, Mark (7)

Swanson, Eric (7)

Roberts, John (7)

Clark, Peter (6)

Gürkaynak, Refet (5)

Morley, James (5)

Rose, Andrew (5)

Main data


Where Arabinda Basistha has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, West Virginia University3
Working Papers / University of Washington, Department of Economics2

Recent works citing Arabinda Basistha (2018 and 2017)


YearTitle of citing document
2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087.

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2019Predicting Recessions: A New Measure of Output Gap as Predictor. (2019). Simar, Leopold ; Mastromarco, Camilla ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019023.

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2019Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru. (2019). Florián, David ; Castillo, Luis ; Hoyle, David Florian. In: Working Papers. RePEc:apc:wpaper:159.

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2020Effects of Paperless Trade Policy and Aid for Trade on Export Performance: Evidence from SASEC And CAREC Countries. (2020). Xiaoling, Huang ; Roy, Chandan Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:61-74.

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2018Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884.

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2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

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2019What measures of real economic activity slack are helpful for forecasting Russian inflation?. (2019). Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps50.

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2017Fear of floating. (2017). Valev, Neven. In: The Economics of Transition. RePEc:bla:etrans:v:25:y:2017:i:1:p:77-90.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2018Why is there so much Inertia in Inflation and Output? A Behavioral Explanation. (2018). Ji, Yuemei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7181.

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2018A Model of the Feds View on Inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12564.

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2017The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059.

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2018The natural rate of interest and the financial cycle. (2018). Krustev, Georgi. In: Working Paper Series. RePEc:ecb:ecbwps:20182168.

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2017How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39.

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2019The Response of European Energy Prices to ECB Monetary Policy. (2019). Torro, Hipolit. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-1.

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2018US and China aid to Africa: Impact on the donor-recipient trade relations. (2018). Tang, Bo ; Liu, Ailan. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:46-65.

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2017The time varying effect of monetary policy on stock returns. (2017). Jansen, Dennis ; Zervou, Anastasia . In: Economics Letters. RePEc:eee:ecolet:v:160:y:2017:i:c:p:54-58.

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2019Structural changes, competition and bank stability in Malaysia’s dual banking system. (2019). Ibrahim, Mansor ; Abojeib, Moutaz ; Salim, Kinan ; Yeap, Lau Wee. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:111-129.

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2019An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity. (2019). Gonzalez-Astudillo, Manuel. In: European Economic Review. RePEc:eee:eecrev:v:120:y:2019:i:c:s0014292119301539.

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2017When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Fernandez-Perez, Adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

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2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18.

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2019The effects of credit policy and financial constraints on tangible and research & development investment: Firm-level evidence from Chinas renewable energy industry. (2019). Wu, Xin ; Wang, Weihong ; Zeng, Yonghong ; Chang, Kai. In: Energy Policy. RePEc:eee:enepol:v:130:y:2019:i:c:p:438-447.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2018The January sentiment effect in the U.S. stock market. (2018). Chen, Zhongdong ; Daves, Phillip R. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:94-104.

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2020Monetary policy rate expectation and energy prices during the FOMC announcement period. (2020). Ki, Byoung ; Jang, Hyeonung. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305725.

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2017Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

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2019The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets. (2019). lucey, brian ; Smales, L A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:19-38.

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2018Monetary policy uncertainty and the market reaction to macroeconomic news. (2018). Kurov, Alexander ; Stan, Raluca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142.

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2019The natural rate of interest and the financial cycle. (2019). Krustev, Georgi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:193-210.

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2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

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2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

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2018The impact of ECB monetary policy surprises on the German stock market. (2018). Fausch, Jurg ; Sigonius, Markus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:46-63.

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2018Disagreement between FOMC members and the Fed’s staff: New insights based on a counterfactual interest rate. (2018). Neuenkirch, Matthias ; Kranz, Tobias ; Bennani, Hamza. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:139-153.

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2017Cross-correlations between the US monetary policy, US dollar index and crude oil market. (2017). Li, Jianfeng ; Sun, Xinxin ; Yue, Gongzheng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:326-344.

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2018Evidence of infinite and finite jump processes in commodity futures prices: Crude oil and natural gas. (2018). Linn, Scott ; Guernsey, Scott B ; Cao, Wenbin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:629-641.

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2019Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market. (2019). Smales, L A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:234-252.

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2017Impact of FOMC announcement on stock price index in Southeast Asian countries. (2017). Mateus, Cesario ; Bao, Trung Hoang. In: China Finance Review International. RePEc:eme:cfripp:cfri-06-2016-0051.

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2018A model of FEDS view on inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1803.

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2018The Response of European Energy Prices to ECB Monetary Policy. (2018). Torro, Hipolit. In: Working Papers. RePEc:fem:femwpa:2018.09.

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2017GDP Trend-cycle Decompositions Using State-level Data. (2017). Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-51.

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2018An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity. (2018). Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-40.

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2018Comparing Measures of Potential Output. (2018). Owyang, Michael ; Guisinger, Amy ; Shell, Hannah. In: Review. RePEc:fip:fedlrv:00107.

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2018Does the Designation of Least Developed Country Status Promote Exports?. (2018). Martínez-Zarzoso, Inmaculada ; Bruckner, Matthias ; Nowak-Lehmann, Felicitas ; Martinez-Zarzoso, Inmaculada ; Klasen, Stephan. In: Ibero America Institute for Econ. Research (IAI) Discussion Papers. RePEc:got:iaidps:235.

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2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

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2017A Re-Examination of the Asymmetry between Interest Rates and Stock Returns. (2017). Kalu, Kenneth. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:6:p:23-30.

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2018Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Zhao, LU ; Stein, Michael ; Mager, Ferdinand ; Fuss, Roland ; ROLAND FSS, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

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2019Asymmetric Effects of Exchange Rates on Stock Prices in G7 Countries. (2019). Lee, Chin ; Habibi, Arash. In: Capital Markets Review. RePEc:mfa:journl:v:27:y:2019:i:1:p:19-33.

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2017Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1709.

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2017The potential growth of the Belgian economy. (2017). Basselier, R ; Reusens, P ; Langenus, G. In: Economic Review. RePEc:nbb:ecrart:y:2017:m:september:i:ii:p:37-53.

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2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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2019Output Costs of Currency Crisis and Banking Crisis: Shocks, Policies and Cycles. (2019). Nakatani, Ryota. In: Comparative Economic Studies. RePEc:pal:compes:v:61:y:2019:i:1:d:10.1057_s41294-018-0069-1.

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2017Econophysics and Capital Asset Pricing. (2017). Chen, James Ming. In: Quantitative Perspectives on Behavioral Economics and Finance. RePEc:pal:qpobef:978-3-319-63465-4.

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2017Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:76542.

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2017The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures. (2017). GUPTA, RANGAN ; Bahloul, Walid. In: Working Papers. RePEc:pre:wpaper:201715.

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2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201916.

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2019Predicting Recessions: A New Measure of Output Gap as Predictor. (2019). Zelenyuk, Valentin ; Simar, Leopold ; Mastromarco, Camilla. In: CEPA Working Papers Series. RePEc:qld:uqcepa:141.

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2019Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru.. (2019). Florián, David ; Castillo, Luis. In: Working Papers. RePEc:rbp:wpaper:2019-012.

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2018A model of the FEDs view on inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/784ilbkihi9tkblnh7q2514823.

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2019Monetary Policy Announcements and Stock Returns: Some Further Evidence from India. (2019). Hiremath, Gourishankar S ; Khuntia, Sashikanta. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00158-y.

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2019The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_06.

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2019The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series. RePEc:uts:ecowps:2019/08.

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2017Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?. (2017). Chan, Kam Fong ; Gray, Philip. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:37:y:2017:i:1:p:71-89.

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2018Volatility jumps and macroeconomic news announcements. (2018). Gray, Philip ; Chan, Kam F. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:8:p:881-897.

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2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1145.

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Works by Arabinda Basistha:


YearTitleTypeCited
2007Trend-cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP In: Canadian Journal of Economics.
[Citation analysis]
article16
2007Trend‐cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP.(2007) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2005Trend-Cycle Correlation, Drift Break and the Estimation of Trend and Cycle in Canadian GDP.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2010Estimating earnings trend using unobserved components framework In: Economics Letters.
[Full Text][Citation analysis]
article0
2008Macroeconomic cycles and the stock markets reaction to monetary policy In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article82
2007New measures of the output gap based on the forward-looking new Keynesian Phillips curve In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article49
2007Foreign aid and export performance: a panel data analysis of developing countries In: Working Papers.
[Full Text][Citation analysis]
paper15
2006Foreign Aid and Export Performance: A Panel Data Analysis of Developing Countries.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2004Why were changes in the federal funds rate smaller in the 1990s? In: Journal of Applied Econometrics.
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article2
2002Why Were Changes in the Federal Funds Rate Smaller in the 1990s?.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009Hours per capita and productivity: evidence from correlated unobserved components models In: Journal of Applied Econometrics.
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article4
2006Hours per Capita and Productivity: Evidence from Correlated Unobserved Components Models.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2015Currency Crises and Output Dynamics In: Open Economies Review.
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article3
2005Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach In: Computing in Economics and Finance 2005.
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paper10
2004Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2017The role of spatial GDP spillovers in state-level Okun’s law In: Letters in Spatial and Resource Sciences.
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article0
2008Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach In: The Review of Economics and Statistics.
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article36
2015The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]
article23

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