Arabinda Basistha : Citation Profile


Are you Arabinda Basistha?

West Virginia University

7

H index

7

i10 index

302

Citations

RESEARCH PRODUCTION:

12

Articles

8

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 17
   Journals where Arabinda Basistha has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 4 (1.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba220
   Updated: 2022-05-14    RAS profile: 2022-03-06    
   Missing citations? Add them    Incorrect content? Let us know

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)

Guillén, Osmani (9)

Berger, Tino (8)

Smales, Lee (8)

Kontonikas, Alexandros (7)

Sinclair, Tara (6)

Eijffinger, Sylvester (6)

Mahieu, Ronald (6)

Kurov, Alexander (6)

GUPTA, RANGAN (6)

KOSTAKIS, ALEXANDROS (6)

Cites to:

Watson, Mark (14)

Nelson, Charles (10)

Stock, James (10)

Gordon, Robert (8)

Bollerslev, Tim (8)

Roberts, John (7)

Andersen, Torben (7)

Swanson, Eric (7)

Diebold, Francis (7)

Gertler, Mark (7)

Clark, Peter (6)

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 (2022 and 2021)


YearTitle of citing document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Nonlinear transmission of U.S. monetary policy shocks to international financial markets. (2020). Ha, Jongrim. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:3:p:350-369.

Full description at Econpapers || Download paper

2021Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy. (2021). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:4:p:1261-1291.

Full description at Econpapers || Download paper

2022Do stock markets play a role in determining COVID?19 economic stimulus? A cross?country analysis. (2022). Chaudhry, Sajid M ; Khalid, Usman ; Shafiullah, Muhammad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:386-408.

Full description at Econpapers || Download paper

2020Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity. (2020). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Working Paper. RePEc:bno:worpap:2020_07.

Full description at Econpapers || Download paper

2022Supply or Demand? Policy Makers Confusion in the Presence of Hysteresis. (2022). Singh, Sanjay R ; Fatas, Antonio. In: Working Papers. RePEc:cda:wpaper:347.

Full description at Econpapers || Download paper

2022Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application. (2022). Takacs, Tibor ; Gyurkovics, Eva. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:420:y:2022:i:c:s0096300321008110.

Full description at Econpapers || Download paper

2020Growth cycles and business cycles of the Chinese economy through the lens of the unobserved components model. (2020). Liu, Zehao ; Han, Yang ; Ma, Jun. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x19300781.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

Full description at Econpapers || Download paper

2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment. (2021). GUPTA, RANGAN ; Cepni, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001601.

Full description at Econpapers || Download paper

2020Do credit squeezes influence firm survival? An empirical investigation of China. (2020). Zhang, Dongyang. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362518304588.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

Full description at Econpapers || Download paper

2021Policy implications of remittances, trade liberalization and Dutch disease – A comparative analysis based on income categorization. (2021). Sadiq, Ramla ; Zhang, Wei-Wei ; Khan, Muhammad Mohsan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001033.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Natural gas price, market fundamentals and hedging effectiveness. (2020). Zhu, Zhen ; Chen, Sheng-Hung ; Chiou-Wei, Song-Zan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:321-337.

Full description at Econpapers || Download paper

2021Dynamic impact of the U.S. monetary policy on oil market returns and volatility. (2021). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:159-169.

Full description at Econpapers || Download paper

2021Monetary policy surprises, stock returns, and financial and liquidity constraints, in an exchange rate monetary policy system. (2021). Sequeira, John M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:226-236.

Full description at Econpapers || Download paper

2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

Full description at Econpapers || Download paper

2020How different aid flows affect different trade flows: Evidence from Africa and its largest donors. (2020). Savin, Ivan ; Sutormina, Marina ; Marson, Marta. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:119-136.

Full description at Econpapers || Download paper

2021A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166.

Full description at Econpapers || Download paper

2020Estimating the Output Gap for Emerging Countries: Evidence from Five Southeast Asia Countries. (2020). Pham, Hang. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:2020:p:61-73.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Estimating business and financial cycles in Slovenia. (2021). Lenarčič, Črt ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:109977.

Full description at Econpapers || Download paper

2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202113.

Full description at Econpapers || Download paper

2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202126.

Full description at Econpapers || Download paper

2020Predicting Recessions with a Frontier Measure of Output Gap: An Application to Italian Economy. (2020). Zelenyuk, Valentin ; Mastromarco, Camilla ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:153.

Full description at Econpapers || Download paper

2021Involuntary Unemployment and the Business Cycle. (). Walentin, Karl ; Trabandt, Mathias ; Christiano, Lawrence. In: Review of Economic Dynamics. RePEc:red:issued:18-447.

Full description at Econpapers || Download paper

2021The importance of modeling structural breaks in forecasting Russian GDP. (2021). Fokin, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0424.

Full description at Econpapers || Download paper

2020The effect of currency crisis on GDP dynamics: PGLS approach. (2020). Fallahi, Firouz ; Asgharpour, Hossein ; Salmani, Behzad ; Aslani, Nassim Mehin. In: Quarterly Journal of Applied Theories of Economics. RePEc:ris:qjatoe:0182.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2021Predicting recessions with a frontier measure of output gap: an application to Italian economy. (2021). Zelenyuk, Valentin ; Simar, Leopold ; Mastromarco, Camilla. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:6:d:10.1007_s00181-021-02029-z.

Full description at Econpapers || Download paper

2021Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output. (2021). Weber, Enzo ; Soloschenko, Max . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00058-2.

Full description at Econpapers || Download paper

2020A Model of Potential GDP and Output Gap for the Russian Economy. (2020). Orlova, E A ; Galimov, D I ; Belousov, D R. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:31:y:2020:i:2:d:10.1134_s1075700720020070.

Full description at Econpapers || Download paper

2021Does economic uncertainty matter in international commodity futures markets?. (2021). Kim, Sunyoung ; Kwon, Kyung Yoon. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:849-869.

Full description at Econpapers || Download paper

2021The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty. (2021). Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1897-1916.

Full description at Econpapers || Download paper

2022Financial crises and institutional quality. (2022). Sever, Can. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1510-1525.

Full description at Econpapers || Download paper

2020A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Pfarrhofer, Michael ; Huber, Florian ; Piribauer, Philipp. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:6:p:911-926.

Full description at Econpapers || Download paper

2020Intermediary asset pricing in commodity futures returns. (2020). Han, Liyan ; Nie, Jing ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1711-1730.

Full description at Econpapers || Download paper

2021Forty years of the Journal of Futures Markets: A bibliometric overview. (2021). Kumar, Satish ; Baker, Kent H ; Pandey, Nitesh. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1027-1054.

Full description at Econpapers || Download paper

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]
article21
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: 21
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: 21
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]
article105
2007New measures of the output gap based on the forward-looking new Keynesian Phillips curve In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article62
2007Foreign aid and export performance: a panel data analysis of developing countries In: Working Papers.
[Full Text][Citation analysis]
paper19
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: 19
paper
2004Why were changes in the federal funds rate smaller in the 1990s? In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article6
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: 6
paper
2015Currency Crises and Output Dynamics In: Open Economies Review.
[Full Text][Citation analysis]
article5
2019Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2005Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2008Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article42
2015The Impact of Monetary Policy Surprises on Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]
article30
2022Monetary shock measurement and stock markets In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team