4
H index
0
i10 index
27
Citations
Basma Bekdache : Citation Profile
| RESEARCH PRODUCTION: 3 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (1994 - 2001). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Basma Bekdache. | Is cited by:
| Cites to:
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Main data
Where Basma Bekdache has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Boston College Working Papers in Economics / Boston College Department of Economics | 5 |
| Computing in Economics and Finance 1997 / Society for Computational Economics | 2 |
Recent works citing Basma Bekdache (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750. Full description at Econpapers || Download paper |
| 2021 | Half Century of Gold Price: Regime-Switching and Forecasting Framework. (2021). Zhao, Yiqiang Q ; Anh, Nguyen Bao. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:3:p:1-18. Full description at Econpapers || Download paper |
| 2022 | A Bayesian time?varying autoregressive model for improved short?term and long?term prediction. (2022). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:181-200. Full description at Econpapers || Download paper |
Works by Basma Bekdache:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1994 | Comparing Alternative Models of the Term Structure of Interest Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 1995 | Modeling Returns on the Term Structure of Treasury Interest Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 1997 | The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates.() In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
| 2000 | Modeling fixed income excess returns In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2000 | A re-evaluation of empirical tests of the Fisher hypothesis In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 2000 | A re-evaluation of empirical tests of the Fisher hypothesis.(2000) In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1999 | The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2001 | Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates. In: Journal of Forecasting. [Citation analysis] | article | 6 |
| 1998 | Alternative Approaches to Modeling Time Variation in the Case of the U.S. Real Interest Rate. In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| On the Long-Run Stability of Term Premia In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team