Chris Bloor : Citation Profile


Are you Chris Bloor?

Reserve Bank of New Zealand

4

H index

3

i10 index

85

Citations

RESEARCH PRODUCTION:

5

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 17
   Journals where Chris Bloor has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 3 (3.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbl90
   Updated: 2020-05-16    RAS profile: 2015-04-26    
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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 Chris Bloor.

Is cited by:

Giannone, Domenico (10)

GUPTA, RANGAN (10)

Lenza, Michele (8)

Miller, Stephen (7)

Kabundi, Alain (7)

Banbura, Marta (6)

Miranda-Agrippino, Silvia (4)

Ricco, Giovanni (4)

Primiceri, Giorgio (4)

Koop, Gary (3)

Ng, Tim (3)

Cites to:

Matheson, Troy (9)

Reichlin, Lucrezia (7)

Giannone, Domenico (7)

Zha, Tao (6)

Gertler, Mark (5)

Smith, Christie (4)

Stock, James (4)

Watson, Mark (4)

Tirole, Jean (4)

Perotti, Enrico (4)

Clarida, Richard (4)

Main data


Where Chris Bloor has published?


Journals with more than one article published# docs
Reserve Bank of New Zealand Bulletin3

Recent works citing Chris Bloor (2018 and 2017)


YearTitle of citing document
2019Nowcasting New Zealand GDP using machine learning algorithms. (2019). Vehbi, Tugrul ; van Florenstein, Thomas ; Richardson, Adam. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-15.

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2017Indicadores de estabilidad financiera: un nuevo índice para el sector financiero. (2017). Landaberry, Maria Victoria. In: Documentos de trabajo. RePEc:bku:doctra:2017010.

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2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2017A BVAR Model for Forecasting of Czech Inflation. (2017). Franta, Michal ; Brázdik, František ; Brazdik, Frantisek . In: Working Papers. RePEc:cnb:wpaper:2017/7.

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2019An agent-based model for the assessment of LTV caps. (2019). Buesa, Alejandro ; Poblacion, Francisco Javier ; Leber, Miha ; Laliotis, Dimitrios. In: Working Paper Series. RePEc:ecb:ecbwps:20192294.

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2017Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2017). Gross, Marco ; Poblacion, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:510-528.

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2018A prudential stable funding requirement and monetary policy in a small open economy. (2018). Jacob, Punnoose ; Munro, Anella. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:89-106.

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2019Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR. (2019). Auer, Simone. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:142-166.

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2019Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage. (2019). Koop, Gary ; Gefang, Deborah ; Poon, Aubrey. In: CAMA Working Papers. RePEc:een:camaaa:2019-08.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

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2018Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and “Coordinated” Macroprudential Policies. (2018). Choi, Seung M ; Lu, Jing ; Kodres, Laura E. In: IMF Working Papers. RePEc:imf:imfwpa:18/9.

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2018Forecasting using Bayesian VARs: A Benchmark for STREAM. (2018). Ruisi, Germano ; Borg, Ian. In: CBM Working Papers. RePEc:mlt:wpaper:0418.

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2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage. (2019). Koop, Gary ; Gefang, Deborah ; Poon, Aubrey. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-07.

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2019Have the LVR restrictions improved the resilience of the banking system?. (2019). Lu, Bruce ; Bloor, Chris . In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2019/07.

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2017Independence with accountability: financial system regulation and the Reserve Bank. (2017). Hunt, Chris . In: Reserve Bank of New Zealand Bulletin. RePEc:nzb:nzbbul:dec2017:11.

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2017Weather Shocks, Climate Change and Business Cycles. (2017). Vermandel, Gauthier ; Gallic, Ewen. In: MPRA Paper. RePEc:pra:mprapa:81230.

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2018МОДЕЛИРОВАНИЕ ЭФФЕКТА ПЕРЕНОСА ВАЛЮТНОГО КУРСА НА ЦЕНЫ В РОССИИ // MODELING THE TRANSFER EFFECT OF EXCHANGE RATE ON PRICES IN RUSSIA. (2018). Tiunova, Marina ; М. Тиунова Г., . In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2018:i:3:p:136-154.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

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2018Projecting impacts of carbon dioxide emission reductions in the US electric power sector: evidence from a data-rich approach. (2018). Binder, Kyle E ; Mjelde, James W. In: Climatic Change. RePEc:spr:climat:v:151:y:2018:i:2:d:10.1007_s10584-018-2297-9.

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2017GDP nowcasting: application and constraints in a small open developing economy. (2017). Madhou, Ashwin ; Ramiah, Vikash ; Moosa, Imad ; Sewak, Tayushma. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:38:p:3880-3890.

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2018Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility. (2018). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua ; Hou, Chenghan. In: Working Paper Series. RePEc:uts:ecowps:44.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

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Works by Chris Bloor:


YearTitleTypeCited
2011Real-time conditional forecasts with Bayesian VARs: An application to New Zealand In: The North American Journal of Economics and Finance.
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article34
2009Real-time conditional forecasts with Bayesian VARs: An application to New Zealand.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has another version. Agregated cites: 34
paper
2013Estimating the impacts of restrictions on high LVR lending In: Reserve Bank of New Zealand Analytical Notes series.
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paper10
2009The use of statistical forecasting models at the Reserve Bank of New Zealand In: Reserve Bank of New Zealand Bulletin.
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article4
2011Understanding financial system efficiency in New Zealand In: Reserve Bank of New Zealand Bulletin.
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article2
2008The use of money and credit measures in contemporary monetary policy In: Reserve Bank of New Zealand Bulletin.
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article2
2008Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand In: Reserve Bank of New Zealand Discussion Paper Series.
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paper30
2010Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand.(2010) In: Empirical Economics.
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This paper has another version. Agregated cites: 30
article
2009A cobweb model of financial stability in New Zealand In: Reserve Bank of New Zealand Discussion Paper Series.
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paper1
2012The macroeconomic effects of a stable funding requirement In: Reserve Bank of New Zealand Discussion Paper Series.
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paper2

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