Ching-Wai (Jeremy) Chiu : Citation Profile


Are you Ching-Wai (Jeremy) Chiu?

Bank of England

4

H index

2

i10 index

54

Citations

RESEARCH PRODUCTION:

3

Articles

10

Papers

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 10
   Journals where Ching-Wai (Jeremy) Chiu has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 3 (5.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1449
   Updated: 2017-11-18    RAS profile: 2017-07-19    
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Relations with other researchers


Works with:

mumtaz, haroon (3)

Pinter, Gabor (3)

Cheng, Chak Hung Jack (3)

Hankins, William (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ching-Wai (Jeremy) Chiu.

Is cited by:

Marcellino, Massimiliano (10)

GUPTA, RANGAN (9)

Wohar, Mark (8)

Foroni, Claudia (6)

Guérin, Pierre (6)

Baumeister, Christiane (4)

Kilian, Lutz (4)

Pfeifer, Johannes (3)

Born, Benjamin (3)

Song, Dongho (2)

Pierdzioch, Christian (2)

Cites to:

bloom, nicholas (14)

Baker, Scott (10)

Davis, Steven (10)

Zha, Tao (9)

Sims, Christopher (8)

Giannone, Domenico (8)

mumtaz, haroon (7)

Castelnuovo, Efrem (6)

Reichlin, Lucrezia (6)

Waggoner, Daniel (5)

Zakrajsek, Egon (5)

Main data


Where Ching-Wai (Jeremy) Chiu has published?


Recent works citing Ching-Wai (Jeremy) Chiu (2017 and 2016)


YearTitle of citing document
2016Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data.. (2016). Zadrozny, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5884.

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2017Uncertainty-driven Business Cycles: Assessing the Markup Channel. (2017). Pfeifer, Johannes ; Born, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6303.

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2017Uncertainty-driven business cycles: assessing the markup channel. (2017). Pfeifer, Johannes ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11745.

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2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables. (2016). Cross, Jamie ; Poon, Aubrey . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51.

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2016Testing for Granger causality with mixed frequency data. (2016). Ghysels, Eric ; Motegi, Kaiji ; Hill, Jonathan B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:207-230.

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2016Macroeconomics and the reality of mixed frequency data. (2016). Ghysels, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:294-314.

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2016Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs. (2016). Marcellino, Massimiliano. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:335-348.

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2016Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432.

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2016A computationally efficient method for vector autoregression with mixed frequency data. (2016). Qian, Hang. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:433-437.

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2016Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data. (2016). Zadrozny, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:438-446.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; Chiu, Ching-Wai ; Mumtaz, Haroon . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2016Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli . In: Working Papers. RePEc:pre:wpaper:201667.

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2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201681.

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2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach. (2016). Wohar, Mark ; Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201686.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; GUPTA, RANGAN ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201742.

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2017Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model. (2017). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201744.

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2016The Beveridge–Nelson decomposition of mixed-frequency series. (2016). Murasawa, Yasutomo. In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1061-5.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2017-10.

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2016Uncertainty-driven business cycles: assessing the markup channel. (2016). Pfeifer, Johannes ; Born, Benjamin. In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145608.

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2016Current Account Dynamics and the Housing Cycle in Spain. (2016). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian ; Maas, Daniel . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145824.

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Works by Ching-Wai (Jeremy) Chiu:


YearTitleTypeCited
2015Forecasting with VAR models: fat tails and stochastic volatility In: Bank of England working papers.
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paper4
2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility.(2015) In: CReMFi Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation In: Bank of England working papers.
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paper0
2016Financial market volatility, macroeconomic fundamentals and investor sentiment In: Bank of England working papers.
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paper0
2016Macroeconomic tail events with non-linear Bayesian VARs In: Bank of England working papers.
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2016Nonlinearities of mortgage spreads over the business cycles In: Bank of England working papers.
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paper0
2016Does partisan conflict impact the cash holdings of firms? A sign restrictions approach In: Bank of England working papers.
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paper0
2016VAR Models with Non-Gaussian Shocks In: Discussion Papers.
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paper1
0VAR Models with Non-Gaussian Shocks.(0) In: CReMFi Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2016Does US partisan conflict matter for the Euro area? In: Economics Letters.
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article9
2011Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach In: Research Working Paper.
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paper24
2015Bayesian Mixed Frequency VARs In: Journal of Financial Econometrics.
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article16
2014A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States In: Applied Economics Letters.
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article0

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