11
H index
11
i10 index
466
Citations
Allan D. Brunner : Citation Profile
Regis University | RESEARCH PRODUCTION: 17 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (1990 - 2003). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Allan D. Brunner. | Is cited by:
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Main data
Where Allan D. Brunner has published?
| Journals with more than one article published | # docs |
|---|---|
| Federal Reserve Bulletin | 4 |
| Journal of Money, Credit and Banking | 2 |
| The Review of Economics and Statistics | 2 |
| Journal of Business & Economic Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.) | 9 |
| IMF Working Papers / International Monetary Fund | 3 |
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 2 |
Recent works citing Allan D. Brunner (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | The Changing Drivers of Food Inflation – Macroeconomics, Inflation, and War. (2024). von Braun, Joachim ; Kornher, Lukas ; Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:340561. Full description at Econpapers || Download paper |
| 2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308. Full description at Econpapers || Download paper |
| 2023 | Drought shocks and price adjustments in local food markets in Chile: Do product quality and marketing channel matter?. (2023). Gil, Jose Maria ; Acuaduarte, Andres ; Salazar, Cesar. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:3:p:349-363. Full description at Econpapers || Download paper |
| 2023 | Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642. Full description at Econpapers || Download paper |
| 2023 | Central bank independence and inflation volatility in developing countries. (2023). Rodriguez, Cesar ; Garriga, Ana Carolina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1320-1341. Full description at Econpapers || Download paper |
| 2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper |
| 2024 | Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603. Full description at Econpapers || Download paper |
| 2023 | Rebundling Institutions: How property rights and contracting institutions combine for growth. (2023). Kalkschmied, Katja. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:51:y:2023:i:2:p:477-500. Full description at Econpapers || Download paper |
| 2024 | Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques. (2024). Ding, Qian ; Zhang, Shishi ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002666. Full description at Econpapers || Download paper |
| 2023 | Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309. Full description at Econpapers || Download paper |
| 2024 | Co-movements between heterogeneous crude oil and food markets: Does temperature change really matter?. (2024). Li, Xinran ; Cheng, Sheng ; Cao, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002398. Full description at Econpapers || Download paper |
| 2024 | Climate and sovereign risk: The Latin American experience with strong ENSO events. (2024). Thavard, Julien ; Mathonnat, Clement ; Damette, Olivier. In: World Development. RePEc:eee:wdevel:v:178:y:2024:i:c:s0305750x24000603. Full description at Econpapers || Download paper |
| 2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:hal-04064759. Full description at Econpapers || Download paper |
| 2023 | Analysis of the dynamic of inflation process in Nigeria: An application of GARCH modelling. (2023). Ekpeyong, Paul. In: MPRA Paper. RePEc:pra:mprapa:118128. Full description at Econpapers || Download paper |
| 2023 | A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231153855. Full description at Econpapers || Download paper |
| 2023 | A new quadratic asymmetric error correction model: does size matter?. (2023). Alsamara, Mouyad ; Mrabet, Zouhair ; Mnasri, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02323-4. Full description at Econpapers || Download paper |
| 2023 | Inflation, inflation volatility and terrorism in Africa. (2023). Alimi, Olorunfemi Yasiru ; Ajide, Kazeem Bello. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:493-509. Full description at Econpapers || Download paper |
| 2023 | El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Epni, Ouzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801. Full description at Econpapers || Download paper |
Works by Allan D. Brunner:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1993 | The Effects of Lower Reserve Requirements on Money Market Volatility. In: American Economic Review. [Full Text][Citation analysis] | article | 12 |
| 1992 | Conditional Asymmetries in Real GNP: A Seminonparametric Approach. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 34 |
| 1990 | Conditional asymmetries in real GNP: a semi-nonparametric approach.(1990) In: Finance and Economics Discussion Series. [Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 1993 | Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 141 |
| 1990 | Are higher levels of inflation less predictable? A state-dependent conditional heteroskedasticity approach.(1990) In: Finance and Economics Discussion Series. [Citation analysis] This paper has nother version. Agregated cites: 141 | paper | |
| 1996 | EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH-M APPROACH In: Journal of Financial Research. [Full Text][Citation analysis] | article | 13 |
| 1995 | Excess returns and risk at the long end of the Treasury market: an EGARCH-M approach.(1995) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1995 | Potential problems in estimating bilinear time-series models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 1997 | Are banks market timers or market makers? Explaining foreign exchange trading profits In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 11 |
| 1994 | Are banks market timers or market makers? Explaining foreign exchange trading profits.(1994) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1996 | Determinants of the 1991-1993 Japanese recession: Evidence from a structural model of the Japanese economy In: Japan and the World Economy. [Full Text][Citation analysis] | article | 2 |
| 1994 | The federal funds rate and the implementation of monetary policy: estimating the Federal Reserves reaction function In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 1994 | Determinants of the 1991-93 Japanese recession: evidence from a structural model of the Japanese economy In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | On the dynamic properties of asymmetric models of real GNP In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 1997 | On The Dynamic Properties Of Asymmetric Models Of Real GNP.(1997) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 1995 | Bank lending and economic activity in Japan: did \financial factors\ contribute to the recent downturn? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 1998 | Bank Lending and Economic Activity in Japan: Did Financial Factors Contribute to the Recent Downturn?.(1998) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 1995 | When is monetary policy effective? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 1996 | Using measures of expectations to identify the effects of a monetary policy shock In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 1998 | El Nino and world primary commodity prices: warm water or hot air? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 111 |
| 2000 | El Nino and World Primary Commodity Prices: Warm Water or Hot Air?.(2000) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
| 2002 | El Niño and World Primary Commodity Prices: Warm Water or Hot Air?.(2002) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | article | |
| 1993 | Implementing short-run monetary policy with lower reserve requirements In: Proceedings. [Full Text][Citation analysis] | article | 3 |
| 1991 | Recent developments affecting the profitability and practices of commercial banks In: Federal Reserve Bulletin. [Citation analysis] | article | 3 |
| 1992 | Recent developments affecting the profitability and practices of commercial banks.(1992) In: Federal Reserve Bulletin. [Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 1993 | Profits and balance sheet developments at U.S. commercial banks in 1992 In: Federal Reserve Bulletin. [Citation analysis] | article | 0 |
| 1996 | U.S. international transactions in 1995 In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2003 | The Long-Run Effects of Tradeon Income and Income Growth In: IMF Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2003 | Trade Costs, Market Integration, and Macroeconomic Volatility In: IMF Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1993 | Inflation Regimes and the In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 13 |
| 2000 | On the Derivation of Monetary Policy Shocks: Should We Throw the VAR Out with the Bath Water? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 37 |
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