Robert-Paul Berben : Citation Profile


Are you Robert-Paul Berben?

de Nederlandsche Bank

7

H index

5

i10 index

284

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (1998 - 2016). See details.
   Cites by year: 15
   Journals where Robert-Paul Berben has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 3 (1.05 %)

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   Permalink: http://citec.repec.org/pbe967
   Updated: 2020-07-04    RAS profile: 2018-02-15    
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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 Robert-Paul Berben.

Is cited by:

Teräsvirta, Timo (13)

Silvennoinen, Annastiina (11)

Okimoto, Tatsuyoshi (10)

Savva, Christos (9)

Stokman, Ad (9)

Jansen, W. Jos (9)

Kilian, Lutz (6)

Berger, Helge (6)

Osborn, Denise (6)

Szafarz, Ariane (5)

Aslanidis, Nektarios (5)

Cites to:

Campbell, John (10)

Reinhart, Carmen (8)

Shiller, Robert (7)

Engle, Robert (7)

Eichenbaum, Martin (6)

Danthine, Jean-Pierre (6)

Christiano, Lawrence (6)

Rouwenhorst, K. (6)

Rogoff, Kenneth (6)

Goetzmann, William (6)

Hansen, Bruce (5)

Main data


Where Robert-Paul Berben has published?


Journals with more than one article published# docs
Applied Economics Letters2
Applied Economics2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Working Paper Series / European Central Bank2

Recent works citing Robert-Paul Berben (2018 and 2017)


YearTitle of citing document
2017Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2019Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2019). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2019-18.

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2019Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2019). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2019-19.

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2019Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation. (2019). Peiris, M. Udara ; Tsomocos, Dimitrios P ; Shirobokov, Aleksandr ; Andreev, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:3:p:3-37.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

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2018DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands. (2018). Vermeulen, Robert ; Kearney, Ide ; Berben, Robert-Paul. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1605.

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2019In-sample or out-of-sample tests of predictability: which one should we use?. (2002). Kilian, Lutz ; Inoue, Atsushi. In: Working Paper Series. RePEc:ecb:ecbwps:20020195.

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2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2017Dynamics of integration in East Asian equity markets. (2017). Okimoto, Tatsuyoshi ; Tatsumi, Ken-Ichi ; Komatsubara, Tadaaki . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:45:y:2017:i:c:p:37-50.

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2020A non-linear analysis of the sovereign bank nexus in the EU. (2020). Cifarelli, Giulio ; Paladino, Giovanna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x.

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2017Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains. (2017). ALAGIDEDE, PAUL ; Boako, Gideon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:359-380.

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2018Moneys causal role in exchange rate: Do divisia monetary aggregates explain more?. (2018). Ghosh, Taniya ; Bhadury, Soumya . In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:402-417.

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2018Financial liberalization and cross-border market integration: Evidence from Chinas stock market. (2018). Yao, Shujie ; Ou, Jinghua ; Chen, Shou. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:220-245.

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2019Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study. (2019). Ibhagui, Oyakhilome W. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:279-303.

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2018One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87182.

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2017.

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2017Comovements of Stock Markets between Turkey and Global Countries. (2017). Chiang, Thomas ; Bayraktar, Sema . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:250-275.

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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2017Asynchronous Signaling in Global Equity Markets:Based on Opening Times. (2017). Dong, Huijian . In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:8:p:173-191.

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2019What Drives the Strength of Monetary Policy Transmission?. (2019). Matj, Jakub. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2019:q:3:a:3.

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2017Moneys causal role in exchange rate: Do Divisia monetary aggregates explain more?. (2017). Ghosh, Taniya ; Bhadury, Soumya. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-010.

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2018.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

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2018Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach. (2018). Amado, Cristina ; Martins, Susana . In: NIPE Working Papers. RePEc:nip:nipewp:08/2018.

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2017Time-varying correlations and interrelations: Firm-level-based sector evidence. (2017). Evans, P ; McMillan, Fiona J. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0034-3.

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2018Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Prukumpai, Suthawan ; Manopimoke, Pym. In: PIER Discussion Papers. RePEc:pui:dpaper:82.

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2019Has Co-Movement Dynamics in Brazil, Russia, India, China and South Africa (BRICS) Markets Changed After Global Financial Crisis? New Evidence from Wavelet Analysis. (2019). Das, Debojyoti ; Kannadhasan, M. In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). RePEc:usm:journl:aamjaf01501_1-26.

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Works by Robert-Paul Berben:


YearTitleTypeCited
2005Cross-country differences in monetary policy transmission In: Working Papers.
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paper27
2004Cross-country differences in monetary policy transmission.(2004) In: Working Paper Series.
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This paper has another version. Agregated cites: 27
paper
2007Households response to wealth changes: do gins or losses make a difference? In: IFC Bulletins chapters.
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chapter15
2006Households Response to Wealth Changes: Do Gains or Losses make a Difference?.(2006) In: DNB Working Papers.
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This paper has another version. Agregated cites: 15
paper
2003Requirements for successful currency regimes: The Dutch and Thai experiences In: DNB Occasional Studies.
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paper1
2002Requirements for successful currency regimes: the Dutch and Thai experiences.(2002) In: MEB Series (discontinued).
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This paper has another version. Agregated cites: 1
paper
2010Macro-effects of higher capital and liquidity requirements for banks In: DNB Occasional Studies.
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paper7
2005The Impact of Government Debt on Private Consumption in OECD Countries In: DNB Working Papers.
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paper8
2007The impact of government debt on private consumption in OECD countries.(2007) In: Economics Letters.
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This paper has another version. Agregated cites: 8
article
2005Bond Market and Stock Market Integration in Europe In: DNB Working Papers.
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paper16
2001Comovement in International Equity Markets: a Sectoral View In: MEB Series (discontinued).
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paper144
2005Comovement in international equity markets: A sectoral view.(2005) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 144
article
2003Comovement in international equity markets: A sectoral view.(2003) In: Finance.
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This paper has another version. Agregated cites: 144
paper
2003The role of regional information in the optimal composition of a committee In: MEB Series (discontinued).
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paper9
2012The role of regional information in the optimal composition of a committee.(2012) In: Economics Bulletin.
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This paper has another version. Agregated cites: 9
article
2003The role of regional information in the optimal composition of a committee.(2003) In: Macroeconomics.
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This paper has another version. Agregated cites: 9
paper
2003Does stock market uncertainty impair the use of monetary indicators in the euro area? In: MEB Series (discontinued).
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paper0
2007Does stock market uncertainty impair the use of monetary indicators in the euro area?.(2007) In: Applied Economics.
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This paper has another version. Agregated cites: 0
article
2005Inflation persistence in structural macroeconomic models (RG10) In: Working Paper Series.
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paper6
1998Does the absence of cointegration explain the typical findings in long horizon regressions? In: Econometric Institute Research Papers.
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paper41
1999Unit root tests and assymmetric adjustment In: Econometric Institute Research Papers.
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paper0
2004Exchange rate pass-through in the Netherlands: has it changed? In: Applied Economics Letters.
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article3
2016Does deflation affect household spending? The case of the Netherlands In: Applied Economics Letters.
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article0
2009Bond market and stock market integration in Europe: a smooth transition approach In: Applied Economics.
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article7

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