Ching-Wai (Jeremy) Chiu : Citation Profile


Are you Ching-Wai (Jeremy) Chiu?

Bank of England

3

H index

3

i10 index

78

Citations

RESEARCH PRODUCTION:

5

Articles

13

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 11
   Journals where Ching-Wai (Jeremy) Chiu has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 5 (6.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1449
   Updated: 2018-12-08    RAS profile: 2018-06-24    
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Relations with other researchers


Works with:

Pinter, Gabor (5)

mumtaz, haroon (5)

Cheng, Chak Hung Jack (3)

Hankins, William (2)

Hacioglu Hoke, Sinem (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:

GUPTA, RANGAN (13)

Marcellino, Massimiliano (11)

Wohar, Mark (9)

Guérin, Pierre (7)

Foroni, Claudia (7)

Kilian, Lutz (4)

Miranda-Agrippino, Silvia (4)

Baumeister, Christiane (4)

Ricco, Giovanni (4)

Mayer, Eric (3)

Rüth, Sebastian (3)

Cites to:

bloom, nicholas (14)

Baker, Scott (10)

Davis, Steven (10)

Zha, Tao (9)

Giannone, Domenico (9)

Sims, Christopher (8)

Zakrajsek, Egon (8)

mumtaz, haroon (7)

Gilchrist, Simon (7)

Reichlin, Lucrezia (7)

Azzimonti, Marina (6)

Main data


Where Ching-Wai (Jeremy) Chiu has published?


Recent works citing Ching-Wai (Jeremy) Chiu (2018 and 2017)


YearTitle of citing document
2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

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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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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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

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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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2018Mixed frequency models with MA components. (2018). Foroni, Claudia ; Stevanovi, Dalibor ; Marcellino, Massimiliano. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

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2018Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆. (2018). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:87-96.

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2018The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach. (2018). GUPTA, RANGAN ; Wohar, Mark E ; Muteba, John W. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:131-136.

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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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2018Using low frequency information for predicting high frequency variables. (2018). Guérin, Pierre ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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2018Current account dynamics and the housing cycle in Spain. (2018). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian K ; Maas, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:22-43.

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2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). GUPTA, RANGAN ; Wohar, Mark E ; Risse, Marian ; Ma, Jun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.

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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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2018UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model. (2018). Koop, Gary ; Mitchell, James ; McIntyre, Stuart . In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-07.

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2017Diving in the deep end of domestic deposits. (2017). Armstrong, Jed ; Mulligan, Nicholas. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2017/05.

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2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

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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 ; Lau, Chi Keung ; 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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2018The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Olasehinde-Williams, Godwin ; GUPTA, RANGAN ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:201857.

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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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2018UK regional nowcasting using a mixed frequency vector autoregressive model. (2018). Koop, Gary ; Mitchell, James ; McIntyre, Stuart . In: Working Papers. RePEc:str:wpaper:1805.

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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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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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2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Discussion Papers. RePEc:zbw:bubdps:022018.

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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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paper11
2017Forecasting with VAR models: Fat tails and stochastic volatility.(2017) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 11
article
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: 11
paper
2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation In: Bank of England working papers.
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paper1
2018The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation.(2018) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 1
article
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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paper1
2016Does partisan conflict impact the cash holdings of firms? A sign restrictions approach In: Bank of England working papers.
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paper0
2017A financial stress index for the United Kingdom In: Bank of England working papers.
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2018A new approach for detecting shifts in forecast accuracy In: Bank of England working papers.
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2016VAR Models with Non-Gaussian Shocks In: Discussion Papers.
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paper2
2016VAR models with non-Gaussian shocks.(2016) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 2
paper
0000VAR Models with Non-Gaussian Shocks.(0000) In: CReMFi Discussion Papers.
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This paper has another version. Agregated cites: 2
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2016Does US partisan conflict matter for the Euro area? In: Economics Letters.
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article13
2011Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach In: Research Working Paper.
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paper50
2015Bayesian Mixed Frequency VARs.(2015) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 50
article
2014A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States In: Applied Economics Letters.
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