Jörg Breitung : Citation Profile


Are you Jörg Breitung?

Rheinische Friedrich-Wilhelms-Universität Bonn

19

H index

31

i10 index

1876

Citations

RESEARCH PRODUCTION:

48

Articles

74

Papers

2

Chapters

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 60
   Journals where Jörg Breitung has often published
   Relations with other researchers
   Recent citing documents: 145.    Total self citations: 28 (1.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr526
   Updated: 2020-05-16    RAS profile: 2020-04-05    
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Relations with other researchers


Works with:

Hafner, Christian (3)

Schreiber, Sven (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jörg Breitung.

Is cited by:

Marcellino, Massimiliano (37)

Rodrigues, Paulo (33)

Rault, Christophe (26)

Nielsen, Morten (25)

Schumacher, Christian (24)

Panagiotidis, Theodore (24)

Eickmeier, Sandra (24)

Panagiotidis, Theodore (23)

Tiwari, Aviral (23)

Hassler, Uwe (22)

Westerlund, Joakim (21)

Cites to:

Phillips, Peter (59)

Pesaran, M (40)

Reichlin, Lucrezia (33)

Watson, Mark (32)

Forni, Mario (27)

Bai, Jushan (26)

Ng, Serena (26)

Stock, James (25)

Marcellino, Massimiliano (25)

Moon, Hyungsik (24)

Lippi, Marco (20)

Main data


Where Jörg Breitung has published?


Journals with more than one article published# docs
Journal of Econometrics7
Econometric Theory5
Econometric Reviews4
Journal of Time Series Analysis3
Empirical Economics3
International Journal of Forecasting3
Economics Letters2
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes25
Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt11
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank7
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)4
Discussion Papers / Deutsche Bundesbank2

Recent works citing Jörg Breitung (2020 and 2019)


YearTitle of citing document
2019Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

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2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/016.

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2019Determinants of domestic saving rate in Turkey: A new generation econometric analysis. (2019). Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:135-150.

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2019Dynamic Factor Models in gretl. The DFM package. (2019). Venetis, Ioannis ; Lucchetti, Riccardo (Jack). In: gretl working papers. RePEc:anc:wgretl:7.

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2019An Empirical Examination on Trade Openness and Economic Growth Nexus in Africa. (2019). Mbogela, Cosmas S. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2019:p:1-15.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2019Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Estimating a Large Covariance Matrix in Time-varying Factor Models. (2019). Jung, Jaeheon. In: Papers. RePEc:arx:papers:1910.11965.

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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy. (2019). Affinito, Massimiliano. In: BIS Working Papers. RePEc:bis:biswps:821.

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2019Monetary policy shocks and peer-to-peer lending in China. (2019). Funke, Michael ; Tsang, Andrew ; Li, Xiang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_023.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2019Testing for Correlation in Error-Component Models. (2019). Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1910.

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2019Testing Correlation in Error-Component Models. (2019). Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1993.

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2019Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez. In: Tiempo y Economía. RePEc:col:000485:017226.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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2020Relationship Between Oil Revenues and Education in Gulf Cooperation Council Countries. (2020). Gedikli, Ayfer ; Ar, Durmu ; Erdoan, Seyfettin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-29.

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2019The effect of military spending on output: New evidence at the global and country group levels using panel data cointegration techniques. (2019). Alvarado, Rafael ; Ortiz, Cristian ; Salinas, Aldo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:402-414.

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2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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2019Periodic and seasonal (co-)integration in the state space framework. (2019). Bauer, Dietmar . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:165-168.

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2019Consistent estimation of time-varying loadings in high-dimensional factor models. (2019). Urga, Giovanni ; Hillebrand, Eric ; Mikkelsen, Jakob Guldbak . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:535-562.

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2019Exponential smoothing of realized portfolio weights. (2019). Seifert, Miriam Isabel ; Gribisch, Bastian ; Golosnoy, Vasyl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:222-237.

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2019Panel evidence on the ability of oil returns to predict stock returns in the G7 area. (2019). Sharma, Susan Sunila ; Westerlund, Joakim. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:3-12.

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2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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2019Can exchange rate pass-through explain the asymmetric gasoline puzzle? Evidence from a pooled panel threshold analysis of the EU. (2019). Stengos, Thanasis ; POLEMIS, MICHAEL ; Chen, Chaoyi. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1-12.

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2019Pollution and economic growth: Evidence from Central and Eastern European countries. (2019). Minea, Alexandru ; Lazr, Dorina ; Purcel, Alexandra-Anca. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1121-1131.

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2019CO2 emissions and economic activity: A short-to-medium run perspective. (2019). Fosten, Jack. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:415-429.

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2019Has Chinas coal consumption actually reached its peak? National and regional analysis considering cross-sectional dependence and heterogeneity. (2019). Dong, Kangyin ; Chen, Siyu ; Qiao, Hui. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302981.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Ferrer, Roman ; Hussain, Syed Jawad ; Alam, Md Samsul. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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2019Does energy price affect energy efficiency? Cross-country panel evidence. (2019). Fontini, Fulvio ; Antonietti, Roberto. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:896-906.

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2019Renewable and non-renewable electricity consumption, environmental degradation and economic development: Evidence from Mediterranean countries. (2019). Zrelli, Maha Harbaoui ; Belaid, Fateh. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519305166.

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2019The relationship between energy consumption, economic growth, and CO2 emission in MENA countries: Causality analysis in the frequency domain. (2019). Görüş, Muhammed ; Aydin, Mucahit ; Gorus, Muhammed Sehid. In: Energy. RePEc:eee:energy:v:168:y:2019:i:c:p:815-822.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2019The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82.

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2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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2019Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:948-966.

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2019Inflation expectations in India: Learning from household tendency surveys. (2019). Lahiri, Kajal ; Das, Abhiman ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:980-993.

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2019Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Rua, Antonio ; Hassani, Hossein. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1263-1272.

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2019Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2019). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1735-1747.

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2019US monetary policy and the euro area. (2019). Hanisch, Max. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:77-96.

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2019Characterizing the financial cycle: Evidence from a frequency domain analysis. (2019). Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:568-591.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2019Understanding real estate price dynamics: The case of housing prices in five major cities of China✰. (2019). Yavas, Abdullah ; Yang, Zan ; Fan, Ying. In: Journal of Housing Economics. RePEc:eee:jhouse:v:43:y:2019:i:c:p:37-55.

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2020Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

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2019The relationship between international trade and capital flow: A network perspective. (2019). Ding, Haoyuan ; Xie, Wenjing ; Liu, Ziyuan ; Jin, Yuying. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:1-11.

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2019Economic policy uncertainty and dollar-pound exchange rate return volatility. (2019). Bartsch, Zachary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:1.

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2019Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013. (2019). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:16.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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2019Health disparities and the socioeconomic gradient in elderly life-cycle consumption. (2019). Canning, David ; Bairoliya, Neha ; Miller, Ray. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:14:y:2019:i:c:s2212828x18300562.

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2019Impact of natural resource rents on human development: What is the role of globalization in Asia Pacific countries?. (2019). Sengupta, Tuhin ; Sinha, Avik. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:39.

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2019Hydrological natural inflow and climate variables: Time and frequency causality analysis. (2019). Huang, XU ; Dhesi, Gurjeet ; Cyrino, Fernando Luiz ; Hassani, Hossein ; Maaira, Paula Medina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:480-495.

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2019Where does economic growth in the Middle Eastern and North African countries come from?. (2019). ben Ali, Mohamed Sami ; Acikgoz, Senay . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:172-183.

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2019Empirical evidence on the long and short run determinants of health expenditure in the Arab world. (2019). sbia, rashid ; Maouchi, Youcef ; Barkat, Karim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:78-87.

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2019How small are small markets? Local market size for child care services. (2019). Pennerstorfer, Dieter. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:340-355.

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2019Renewable and non-renewable electricity consumption–economic growth nexus: Evidence from OECD countries. (2019). Aydin, Mucahit. In: Renewable Energy. RePEc:eee:renene:v:136:y:2019:i:c:p:599-606.

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2019Competition or complementarity ? The hydropower and thermal power nexus in China. (2019). Zhang, Qian ; Zhuang, Shangwen ; Yan, Weilong ; Wang, Yongpei. In: Renewable Energy. RePEc:eee:renene:v:138:y:2019:i:c:p:531-541.

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2019The dynamics of finance-growth nexus in advanced economies. (2019). Swamy, Vighneswara ; Dharani, Munusamy. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:122-146.

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2020A new mechanism for anticipating price exuberance. (2020). Martins, Luis F ; Moreira, Afonso M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221.

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2019Lopsided effects of telecom reforms on mobile markets in the enlarged EU: Evidence from dynamic quantile model. (2019). karamti, chiraz. In: Telecommunications Policy. RePEc:eee:telpol:v:43:y:2019:i:3:p:238-261.

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2019Forecasting Annual Inflation in Suriname. (2019). Franses, Philip Hans ; Bhaghoe, S ; Ooft, G. In: Econometric Institute Research Papers. RePEc:ems:eureir:120337.

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2019Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components. (2019). Lingauer, Michael ; Min, Aleksey ; Ramsauer, Franz . In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:31-:d:248593.

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2019Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis. (2019). Tiwari, Aviral ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:24-:d:217055.

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2019Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis. (2019). Çevik, Emrah ; Korkmaz, Turhan ; Atukeren, Erdal. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:41-:d:229339.

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2020Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hassani, Hossein ; Huang, XU. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:18-:d:329010.

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2019Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach. (2019). Olayungbo, D O. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:43-:d:213354.

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2019What Coins Lead in the Cryptocurrency Market: Using Copula and Neural Networks Models. (2019). Jun, Chulhee ; Kim, Jong-Min ; Lee, Jimin ; Hyun, Steve. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:132-:d:255984.

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2019Financial Development and Income Inequality in Emerging Markets: A New Approach. (2019). Vo, Duc ; Nguyen, Thang Cong ; Ha, Dao Thi-Thieu ; Vu, Tan Ngoc. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:173-:d:290215.

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2019Impact of CARB’s Tailpipe Emission Standard Policy on CO 2 Reduction among the U.S. States. (2019). Won, DooHwan ; Lim, Jaewon. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:4:p:1202-:d:208719.

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2020Climatic Impacts on Basic Human Needs in the United States of America: A Panel Data Analysis. (2020). Ali, Farhan ; Huang, Shaoan ; Cheo, Roland. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1508-:d:322050.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

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2019Low on Trust and High on Risks: Is Sidechain a Good Solution to Bitcoin Problems?. (2019). bouoiyour, jamal ; Hueber, Olivier ; Selmi, Refk. In: Working Papers. RePEc:hal:wpaper:hal-02348406.

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2020Unintended consequences of environmental policies: the case of set-aside and agricultural intensification. (2020). Thomas, Alban ; CHAKIR, RAJA. In: Working Papers. RePEc:hal:wpaper:hal-02482207.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02262202.

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2019A Comparison of Semiparametric Tests for Fractional Cointegration. (2019). Sibbertsen, Philipp ; Voges, Michelle ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-651.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

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2019An Empirical Analysis of the Link between Economic Growth and Exports in Côte d’Ivoire. (2019). Goueu, Fulgence Zran ; Coulibaly, Daouda. In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:9:p:94-104.

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2019Remittances, Governance and Economic Growth: Empirical Evidence from MENA Region. (2019). Ayoub, Hassan ; Saad, Wadad . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:11:y:2019:i:8:p:1.

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2020The Effect of Board Structure on Egyptian Mutual Fund Performance: A Structural Equation Model Analysis. (2020). Zhou, Peng ; Youssef, Nancy. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:3:p:1.

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2019Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168.

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2019Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory. (2019). Chikhi, Mohamed ; BENDOB, ALI ; Siagh, Ahmed Ramzi. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:221-248.

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2020A New Robust Inference for Asset Return Predictability Via Quantile Regression. (2020). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202002.

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2019The Interdependence Between Commodity-Price and GDP Cycles: A Frequency-Domain Approach. (2019). Ojeda-Joya, Jair ; Bustos-Pelaez, Juan C ; Jaulin-Mendez, Oscar. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:3:d:10.1007_s11293-019-09635-4.

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2019Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality. (2019). Habimana, Olivier. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9725-1.

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2019A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles. (2019). Huang, Meichi. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9822-9.

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2019Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model. (2019). Hueng, C. ; Yau, Ruey . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9697-1.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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2020Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother. (2020). Solberger, Martin ; Spnberg, Erik. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09912-z.

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2019Stock returns and inflation: a tale of two periods in India. (2019). Dar, Arif ; Bhanja, Niyati. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:4:d:10.1007_s10644-018-9231-z.

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2019Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1.

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2020The tipping point of financial development? – evidence from OECD countries. (2020). Swamy, Vighneswara. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-018-0420-z.

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2019Health care expenditures and GDP in Latin American and OECD countries: a comparison using a panel cointegration approach. (2019). Valdes, Nieves M ; Rodriguez, Alejandro F. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:19:y:2019:i:2:d:10.1007_s10754-018-9250-3.

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More than 100 citations found, this list is not complete...

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1999The Beveridge–Nelson Decomposition: A Different Perspective with New Results In: Journal of Time Series Analysis.
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