5
H index
4
i10 index
461
Citations
Northwestern University | 5 H index 4 i10 index 461 Citations RESEARCH PRODUCTION: 3 Articles 3 Papers 1 Chapters RESEARCH ACTIVITY: 6 years (1989 - 1995). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbr232 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Phillip A. Braun. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Year | Title of citing document |
---|---|
2023 | Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance. (2023). Umlandt, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001641. Full description at Econpapers || Download paper |
2023 | Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557. Full description at Econpapers || Download paper |
2024 | Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287. Full description at Econpapers || Download paper |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper |
2023 | The power of narrative sentiment in economic forecasts. (2023). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1097-1121. Full description at Econpapers || Download paper |
2023 | On the concavity of consumption function under habit formation. (2023). Li, Lun ; Liu, Haoyu. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000228. Full description at Econpapers || Download paper |
2023 | Identification with External Instruments in Structural VARs. (2023). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:1-19. Full description at Econpapers || Download paper |
2023 | Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management. (2023). Wang, Guannan ; Meng, Juan ; Mo, Bin. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2141-:d:1077108. Full description at Econpapers || Download paper |
2023 | Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6. Full description at Econpapers || Download paper |
2023 | Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
1995 | Good News, Bad News, Volatility, and Betas. In: Journal of Finance. [Full Text][Citation analysis] | article | 197 |
1993 | Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 73 |
1993 | Time nonseparability in aggregate consumption : International evidence In: European Economic Review. [Full Text][Citation analysis] | article | 60 |
1992 | Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
1993 | Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance In: NBER Chapters. [Full Text][Citation analysis] | chapter | 126 |
1992 | Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
1989 | Major Macroeconomic Variables and Leading Indexes: Some Estimates of Their Interrelations, 1886-1982 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team