Christophe Hurlin : Citation Profile


Are you Christophe Hurlin?

Université d'Orléans

20

H index

33

i10 index

2525

Citations

RESEARCH PRODUCTION:

44

Articles

185

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 97
   Journals where Christophe Hurlin has often published
   Relations with other researchers
   Recent citing documents: 636.    Total self citations: 31 (1.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch177
   Updated: 2023-01-08    RAS profile: 2022-11-03    
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Relations with other researchers


Works with:

Perignon, Christophe (13)

Scaillet, Olivier (6)

Harris, Jeffrey (4)

Colliard, Jean-Edouard (4)

Dumitrescu, Elena Ivona (4)

Leymarie, Jérémy (3)

Holzmeister, Felix (3)

Rinne, Kalle (2)

Ranaldo, Angelo (2)

Wilhelmsson, Anders (2)

Putnins, Talis (2)

Jurkatis, Simon (2)

Pastor, Lubos (2)

Verousis, Thanos (2)

Bohorquez Correa, Santiago (2)

Walther, Thomas (2)

Rakowski, David (2)

Gerritsen, Dirk (2)

Davies, Ryan (2)

He, Xuezhong (Tony) (2)

Park, Andreas (2)

Kassner, Bernhard (2)

Gorbenko, Arseny (2)

Johannesson, Magnus (2)

van Kervel, Vincent (2)

Liew, Chee (2)

Pasquariello, Paolo (2)

Pelizzon, Loriana (2)

PASCUAL, ROBERTO (2)

Heath, Davidson (2)

Mihet, Roxana (2)

Ait-Sahalia, Yacine (2)

Vilkov, Grigory (2)

Alexeev, Vitali (2)

Lof, Matthijs (2)

Xiu, Dacheng (2)

Talavera, Oleksandr (2)

Hautsch, Nikolaus (2)

Jalkh, Naji (2)

Gehrig, Thomas (2)

Dimpfl, Thomas (2)

Dreber, Anna (2)

Foucault, Thierry (2)

Dumitrescu, Ariadna (2)

Palan, Stefan (2)

Wolff, Christian (2)

Stefanova, Denitsa (2)

FERROUHI, EL MEHDI (2)

Zhou, Chen (2)

LINTON, OLIVER (2)

Jones, Charles (2)

Reitz, Stefan (2)

Smales, Lee (2)

Moinas, Sophie (2)

Quaedvlieg, Rogier (2)

Sojli, Elvira (2)

Chow, Nikolai Sheung-Chi (2)

Kearney, Fearghal (2)

Roy, Saurabh (2)

Bos, Charles (2)

Laurent, Sébastien (2)

Frijns, Bart (2)

Regis, Luca (2)

Patton, Andrew (2)

Lopez-Lira, Alejandro (2)

CAPELLE-BLANCARD, Gunther (2)

Bouri, Elie (2)

Deku, Solomon (2)

Lajaunie, Quentin (2)

Tonks, Ian (2)

Vogel, Sebastian (2)

Horenstein, Alex (2)

Caporin, Massimiliano (2)

Deev, Oleg (2)

Schwarz, Marco (2)

Breton, Régis (2)

Xia, Shuo (2)

Ferrara, Gerardo (2)

Abudy, Menachem (2)

Smeekes, Stephan (2)

Theissen, Erik (2)

Wong, Wing-Keung (2)

Taylor, Nick (2)

Menkveld, Albert (2)

Brownlees, Christian (2)

Nielsson, Ulf (2)

Galanti, Sébastien (2)

Sarno, Lucio (2)

Adrian, Tobias (2)

Chernov, Mikhail (2)

Patel, Vinay (2)

Schenk-Hoppé, Klaus (2)

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

Is cited by:

Shahbaz, Muhammad (32)

Asongu, Simplice (20)

Lee, Chien-Chiang (20)

Sinha, Avik (20)

Coulibaly, Dramane (19)

Mignon, Valérie (18)

Fouquau, Julien (18)

Raffinot, Marc (16)

Danielsson, Jon (16)

Hasse, Jean-Baptiste (15)

Ketenci, Natalya (14)

Cites to:

Bollerslev, Tim (19)

Candelon, Bertrand (18)

Hansen, Peter (15)

Lunde, Asger (14)

Andersen, Torben (14)

Engle, Robert (13)

Reinhart, Carmen (12)

Perignon, Christophe (12)

Pesaran, M (12)

Drost, Feike C. (12)

Laurent, Sébastien (12)

Main data


Where Christophe Hurlin has published?


Journals with more than one article published# docs
conomie et Prvision4
European Journal of Operational Research3
Economic Modelling3
Finance3
Revue conomique3
Applied Economics Letters3
Journal of Banking & Finance2
Annals of Economics and Statistics2
Economie & Prvision2
Journal of Forecasting2
Review of Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL97
Working Papers / HAL45
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans17
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)5
Policy Research Working Paper Series / The World Bank3

Recent works citing Christophe Hurlin (2022 and 2021)


YearTitle of citing document
2021Does Economic Growth, International Trade and Urbanization uphold Environmental Sustainability in sub-Saharan Africa? Insights from Quantile and Causality Procedures. (2021). Odo, Obinna K ; Anyanwu, Ogochukwu C ; Iheonu, Chimere O ; Nathaniel, Solomon Prince. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/003.

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2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/042.

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2022Examining the impact of cargo and ancillary revenues on net profit for full service carrier airlines. (2022). Aksoy, Tamer ; Bas, Onur. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:4:y:2022:i:3:p:48-72.

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2021Foreign Direct Investment and poverty in Sub-Saharan African countries: the role of host absorptive capacity. (2021). Eita, Joel ; Biyase, Mduduzi ; Arogundade, Sodiq. In: Economic Development and Well-being Research Group Working Paper Series. RePEc:ady:wpaper:edwrg-04-2021.

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2022Analysis of Non-tax Revenue: Evidence from the European Union. (2022). Bozatli, Oguzhan ; Albayrak, Murat ; Karadag, Neslihan Coskun ; Yurdadog, Volkan. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:60:p:485.

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2022An Empirical Assessment of the Financial Development – Environmental Quality Nexus in the European Union. (2022). Belascu, Lucian ; Curea, Stefania Cristina ; Dumitrescu, Dan Gabriel ; Mnohoghitnei, Irina ; Horobet, Alexandra. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:613.

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2021Does Economic Growth, International Trade and Urbanization uphold Environmental Sustainability in sub-Saharan Africa? Insights from Quantile and Causality Procedures. (2021). Nathaniel, Solomon Prince ; Odo, Obinna K ; Anyanwu, Ogochukwu C ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/003.

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2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/042.

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2022The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006.

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2022Can Information and Communication Technology and Institutional Quality help mitigate climate change in E7 economies? An Environmental Kuznets Curve extension. (2022). Asongu, Simplice A ; Bekun, Festus V ; Ampomah, Asiedu B ; Gyamfi, Bright A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/052.

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2021Public expenditure and economic development: New evidence from the BRICS-SAARC-ASEAN region. (2021). Khan, Faraz ; Ansari, Mohd Arshad ; Singh, Manish Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:155-174.

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2022A comparative analysis of export-led and domestic demand-led growth hypotheses in BRICS economies. (2022). Jain, Neha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:125-138.

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2021Effect of Trade Openness on Ecological Footprint in Sub-Saharan Africa. (2021). Ruhinduka, Remidius Denis ; Lokina, Razack ; Okelele, Daniel Ochudi. In: African Journal of Economic Review. RePEc:ags:afjecr:320575.

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2021.

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2021The Relationship between Non-Renewable Energy Consumption and Economic Growth: A Regional Analysis of European Continent. (2021). Komuryakan, Fulden ; Korkmaz, Suna ; Yilgor, Metehan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:587-607.

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2021Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013.

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2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2021Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87.

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2021An Investigation into the Nexus Between Human Development and Carbon Dioxide Emissions? A Global Panel Analysis. (2021). Adom, Dsir A. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:155-162.

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2022Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2104.10673.

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2021Using social network and semantic analysis to analyze online travel forums and forecast tourism demand. (2021). Colladon, Fronzetti A ; Innarella, R ; Guardabascio, B. In: Papers. RePEc:arx:papers:2105.07727.

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2022Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022Trade Facilitation and Economic Growth Among Middle-Income Countries. (2022). Ijirshar, Victor. In: Papers. RePEc:arx:papers:2204.11088.

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2022Machine learning techniques in joint default assessment. (2022). luciano, elisa ; Semeraro, Patrizia ; Doria, Margherita. In: Papers. RePEc:arx:papers:2205.01524.

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2022Systemic Risk of Optioned Portfolios: Controllability and Optimization. (2022). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Papers. RePEc:arx:papers:2209.04685.

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2022Monotonic Neural Additive Models: Pursuing Regulated Machine Learning Models for Credit Scoring. (2022). Ye, Weicheng ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.10070.

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2022Generalized Gloves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance. (2022). Ye, Weicheng ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.10082.

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2022Interpretable Selective Learning in Credit Risk. (2022). Ye, Jiahui ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.10127.

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2022Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

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2021.

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2021.

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2021.

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2022Evaluation of the factors influencing household lending in Bulgaria. (2022). Lazarov, Nikolai. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:2:p:221-238.

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2022Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp161.

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2022Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning. (2022). Parlapiano, Fabio ; Moscatelli, Mirko ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_674_22.

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2022DOES FOREIGN DIRECT INVESTMENT SPUR ECONOMIC GROWTH? NEW EMPIRICAL EVIDENCE FROM SUB-SAHARAN AFRICAN COUNTRIES. (2022). Odhiambo, Nicholas M. In: Economic Annals. RePEc:beo:journl:v:67:y:2022:i:233:p:61-84.

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2022Demographic Changes and Asset Prices in an Overlapping Generations Model. (2022). Demeze-Jouatsa, Ghislain-Herman ; Riedel, Frank ; Simo-Kengne, Beatrice D ; simo -Kengne, Beatrice D. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:672.

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2021Improved Tests for Granger Non-Causality in Panel Data. (2021). Karavias, Yiannis ; Sarafidis, Vasilis ; Juodis, Arturas ; Xiao, Jiaqi. In: Discussion Papers. RePEc:bir:birmec:21-06.

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2021Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

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2022The determinants of Asian banking crises—Application of the panel threshold logit model. (2022). Hsu, Hsinghua ; Shen, Chunghua. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:248-277.

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2022Generalized binary vector autoregressive processes. (2022). Reichmann, Lena ; Jentsch, Carsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:285-311.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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2022Enhancing rural income through public agricultural R&D: Spatial spillover and infrastructure thresholds. (2022). Hu, Wuyang ; Ma, Yubei ; Zhan, Jintao ; Lu, Qinan ; Chen, Chao. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:1083-1107.

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2022Structural change and trade openness in sub?Saharan African countries. (2022). Renard, Maryfranoise ; Lin, Justin Yifu ; Kaba, Kabinet. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:7:p:2101-2134.

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2022.

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2021On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906.

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2021Association between Economic Growth, Mortality, and Healthcare Spending in 31 High-Income Countries. (2021). Fabrizio, Toscano ; Andrea, Bucci ; Davide, Golinelli ; Francesco, Esposito. In: Forum for Health Economics & Policy. RePEc:bpj:fhecpo:v:24:y:2021:i:2:p:101-118:n:3.

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2021Will Tax Burden Be a Stumbling Block to Carbon-Emission Reduction? Evidence from OECD Countries. (2021). Jing, Chen ; Jianglong, Liu ; Chaoqun, MA ; Yong, Jiang ; Yishuai, Ren. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:4:p:335-355:n:7.

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2021On the Causality Between Household and Government Spending on Education: A Panel Analysis Across Countries. (2021). Pourpourides, Panayiotis ; Naurin, Abida . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/27.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

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2022Investing in Care for Old Age? An Examination of Long-Term Care Expenditure Dynamics and Its Spillovers. (2022). Costa-Font, Joan ; Vilaplana-Prieto, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9553.

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2022Fiscal Sustainability, Fiscal Reactions, Pitfalls and Determinants. (2022). Afonso, Antonio ; Coelho, Jose Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9635.

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2021Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/03.

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2021Deconstructing systemic risk: A reverse stress testing approach.. (2021). Ojea-Ferreiro, Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_74en.

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2021Efecto de la banda ancha sobre el valor agregado en los municipios de Colombia. (2021). Gomez, Jose ; Gmez, Jos Santiago. In: Documentos CEDE. RePEc:col:000089:019559.

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2022Estimating dynamic systemic risk measures. (2022). Zakoian, Jean-Michel ; Francq, Christian ; Cantin, Loic. In: Working Papers. RePEc:crs:wpaper:2022-11.

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2021Invest?gation of the Effect of R&D Expenditures on Economic Growth in OECD Countries by Panel Cointegration. (2021). Omuk, Pinar. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2021:i:2:p:21-25.

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2021Scaling up SMEs credit scoring scope with LightGBM. (2021). Lextrait, Bastien. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-25.

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2021Urbanization, Governance and Informal Economy: an African Tale. (2021). Ndoya, Hermann ; Dongmo, Aristophane Djeufack. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00876.

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2021How useful is market information for the identification of G-SIBs?. (2021). Cappelletti, Giuseppe ; Busch, Pascal ; Wildmann, Nadya ; Meller, Barbara ; Marincas, Vlad. In: Occasional Paper Series. RePEc:ecb:ecbops:2021260.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2022Contagion from market price impact: a price-at-risk perspective. (2022). Mingarelli, Luca ; Sydow, Matthias ; Kaijser, Michiel ; Fukker, Gabor. In: Working Paper Series. RePEc:ecb:ecbwps:20222692.

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2022Latent fragility: conditioning banks joint probability of default on the financial cycle. (2022). Segoviano, Miguel ; Schuler, Yves S ; Hiebert, Paul ; Bochmann, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222698.

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2022On the Effectiveness of Stock Index Futures for Tail Risk Protection. (2022). Zouari, Hammadi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-5.

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2021Analysis of the Relationship Between Renewable Energy and Economic Growth in Selected Developing Countries. (2021). Abubakirova, Aktolkin ; Syzdykova, Aziza ; Zhetibayev, Zhanture ; Saparova, Ainura ; Erdal, Fehmi Bugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-15.

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2021Financial Development and Energy Consumption Nexus in 32 Belt and Road Economies. (2021). Khachaturov, Anastas ; Odilova, Shoirahon ; Janpolat, Kudaybergenov ; Salahodjaev, Raufhon ; Nodira, Abdusalomova. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-44.

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2022Remittances and Energy Consumption: APanel Data Analysis for MENA Countries. (2022). Ari, Ayse. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-15.

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2021Assessment of accessible, clean and efficient energy systems: A statistical analysis of composite energy performance indices. (2021). Shi, Xunpeng ; Phoumin, Han ; Yang, Muyi ; Sandu, Suwin ; Aghdam, Reza Fathollahzadeh . In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921010795.

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2022Modeling the effect of disaggregated renewable energies on ecological footprint in E5 economies: Do economic growth and R&D matter?. (2022). Yang, Ling ; Raza, Syed Ale ; Zhang, Qianxiao. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261922000113.

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2021The dynamic linkages between current account deficit and budget balance deficit in the South Asian region. (2021). Suardi, Sandy ; Rajakaruna, Iwanthika. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001226.

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2022The causative factors of environmental degradation in South Asia. (2022). Zahidul, K M ; Khanam, Rasheda ; Rahman, Mohammad Mafizur ; Sultana, Nahid. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000124.

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2021Commonality and contrarian trading among algorithmic traders. (2021). Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000393.

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2022A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087.

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2021Forgive me all my sins: How penalties imposed on banks travel through markets. (2021). Degryse, Hans ; Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s092911992100033x.

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2022Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510.

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2021Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609.

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2021Regulatory reform and the relative efficacy of government versus private investment on energy consumption in South Asia. (2021). Nepal, Rabindra ; Jamasb, Tooraj ; Amin, Sakib. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:421-433.

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2021Heterogeneous impact of natural resources on income inequality: The role of the shadow economy and human capital index. (2021). Tillaguango, Brayan ; Alvarado, Rafael ; Iik, Cem ; Ponce, Pablo ; Lopez-Sanchez, Michelle. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:690-704.

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2021Does deeper financial integration lead to macroeconomic and financial instability in Asia?. (2021). Fatemifar, Neda ; Eslamloueyan, Karim. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:437-451.

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2021Financial inclusion and economic growth in India amid demonetization: A case study based on panel cointegration and causality. (2021). Ghosh, Sajal ; Singh, Vinay Kumar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:674-693.

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2021The effect of remittances and FDI inflows on income distribution in developing economies. (2021). Ummalla, Mallesh ; Paramati, Sudharshan Reddy ; Kummitha, Harshavardhan Reddy ; Zakari, Abdulrasheed ; Song, Yuegang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:255-267.

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2022The dynamic impact of economic growth and economic complexity on CO2 emissions: An advanced panel data estimation. (2022). Lee, Chien-Chiang ; Zhang, Yue ; You, Wanhai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:112-128.

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2022Does economic complexity matter for the shadow economy?. (2022). Nguyen, Canh Phuc. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:210-227.

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2022Being an emerging economy: To what extent do geopolitical risks hamper technology and FDI inflows?. (2022). Sala, Hector ; Pham, Binh Thai ; Thuy, Trang Thi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:728-746.

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2022Impact of the informal economy on the ecological footprint: The role of urban concentration and globalization. (2022). Alvarado-Espejo, Johana ; Iik, Cem ; Rehman, Abdul ; Ochoa-Moreno, Santiago ; Murshed, Muntasir ; Tillaguango, Brayan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:750-767.

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2021International capital mobility and corporate tax revenues: How do controlled foreign company rules and innovation shape this relationship?. (2021). de Pascale, Gianluigi ; Amendolagine, Vito ; Faccilongo, Nicola. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001322.

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2021How does producer services’ agglomeration promote carbon reduction?: The case of China. (2021). Dong, Kangyin ; Zhao, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002133.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022FDI, corruption and financial development around the world: A panel non-linear approach. (2022). Matei, Iuliana ; Sattar, Abdul ; Krifa-Schneider, Hadjila. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000554.

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2022Exchange rates and the global transmission of equity market shocks. (2022). Reboredo, Juan C ; Ojea-Ferreiro, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001602.

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2021Symbolic transfer entropy test for causality in longitudinal data. (2021). Camacho, Maximo ; Ruiz-Marin, Manuel ; Romeu, Andres. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:649-661.

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2021Does the composition of government spending matter for government bond spreads?. (2021). Sawadogo, Pegdewende ; Minea, Alexandru ; Combes, Jean-Louis. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:409-420.

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2021Uncertainty, financial development, and FDI inflows: Global evidence. (2021). Lee, Gabriel ; Nguyen, Canh Phuc. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000481.

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2021Systemic financial risk early warning of financial market in China using Attention-LSTM model. (2021). Lai, Yongzeng ; Yang, Xi-Te ; Ouyang, Zi-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082100019x.

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2021TrAffic LIght system for systemic Stress: TALIS3. (2021). Caporin, Massimiliano ; Jimenez-Martin, Juan-angel ; Garcia-Jorcano, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000772.

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2021Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2022Provincial environmental inequality in China: Measurement, influence, and policy instrument choice. (2022). Zou, KE ; Yao, Rongrong ; Zheng, Shiming . In: Ecological Economics. RePEc:eee:ecolec:v:200:y:2022:i:c:s0921800922001999.

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2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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

Works by Christophe Hurlin:


YearTitleTypeCited
1999Taux dactualisation public, distorsions fiscales et croissance endogène In: Annals of Economics and Statistics.
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1999Testing Convergence: A Panel Data Approach In: Annals of Economics and Statistics.
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1999Testing Convergence: A Panel Data Approach.(1999) In: Post-Print.
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2022The Fairness of Credit Scoring Models In: Papers.
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2021The Fairness of Credit Scoring Models.(2021) In: Working Papers.
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2021The Fairness of Credit Scoring Models.(2021) In: LEO Working Papers / DR LEO.
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2013Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics.
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2013Network Effects and Infrastructure Productivity in Developing Countries.(2013) In: NCID Working Papers.
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2009Network effects and infrastructure productivity in developing countries.(2009) In: Research Memorandum.
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2014Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs In: Working Papers.
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2010Un MEDAF à plusieurs moments réalisés In: Brussels Economic Review.
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2010Un MEDAF à plusieurs moments réalisés.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Un MEDAF à plusieurs moments réalisés.(2010) In: Post-Print.
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paper
2010Un MEDAF à plusieurs moments réalisés.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2005Une synthèse des tests de racine unitaire sur données de panel In: Economie & Prévision.
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2006Une Synthèse des Tests de Racine Unitaire sur Données de Panel.(2006) In: Post-Print.
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2005Une Synthèse des Tests de Racine Unitaire en sur Données de Panel.(2005) In: Post-Print.
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paper
2005Une synthèse des tests de racine unitaire sur données de panel.(2005) In: Économie et Prévision.
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2007Une synthèse des tests de cointégration sur données de Panel In: Economie & Prévision.
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2007Une Synthèse des Tests de Cointégration sur Données de Panel.(2007) In: Post-Print.
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2006Une synthèse des tests de cointégration sur données de panel.(2006) In: Working Papers.
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2006Une synthèse des tests de co-intégration sur données de panel.(2006) In: LEO Working Papers / DR LEO.
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paper
2007Une synthèse des tests de cointégration sur données de panel.(2007) In: Économie et Prévision.
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2008Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » In: Finance.
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2005Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2005) In: Post-Print.
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2007Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 3
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2007Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2007) In: Post-Print.
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2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests In: Finance.
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2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests.(2012) In: Post-Print.
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2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests.(2012) In: Working Papers.
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2015A DARE for VaR In: Finance.
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2015A DARE for VaR.(2015) In: Post-Print.
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2005Un test simple de lhypothèse de non-causalité dans un modèle de panel hétérogène In: Revue économique.
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2005Un Test Simple de lHypothèse de Non Causalité dans un Modèle de Panel Hétérogène.(2005) In: Post-Print.
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2004Un test simple de lhypothèse de non causalité dans un modèle de panel hétérogène.(2004) In: Post-Print.
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2007Un test de validité de la Value at Risk In: Revue économique.
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2007Un Test de Validité de la Value-at-Risk.(2007) In: Post-Print.
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2007Un test de Validité de la Value-at-risk.(2007) In: Post-Print.
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2017La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? In: Revue économique.
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2017La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?.(2017) In: Post-Print.
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paper
2019Machine learning et nouvelles sources de données pour le scoring de crédit In: Revue d'économie financière.
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2019Machine learning et nouvelles sources de données pour le scoring de crédit.(2019) In: Post-Print.
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2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: Working Papers.
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2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: LEO Working Papers / DR LEO.
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2012Extreme Financial cycles In: Revue d'économie politique.
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2012Extreme Financial Cycles.(2012) In: Working Papers.
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2019Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures In: Swiss Finance Institute Research Paper Series.
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2020Backtesting marginal expected shortfalland related systemic risk measures.(2020) In: Working Papers.
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2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Post-Print.
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2020Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2020) In: Working Papers.
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2003The heterogeneity of employment adjustment across Japanese firms. A study using panel data In: CEPREMAP Working Papers (Couverture Orange).
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paper3
2005The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data.(2005) In: Post-Print.
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This paper has another version. Agregated cites: 3
paper
1997Taux dactualisation public, distorsions fiscales et croissance In: CEPREMAP Working Papers (Couverture Orange).
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2017CoMargin In: Journal of Financial and Quantitative Analysis.
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2017CoMargin.(2017) In: Post-Print.
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2015CoMargin.(2015) In: Working Papers.
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2013Systemic Risk Score: A Suggestion In: HEC Research Papers Series.
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2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
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paper
2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
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2014The Collateral Risk of ETFs In: HEC Research Papers Series.
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2010Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? In: Economics Bulletin.
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2008The Feldstein-Horioka puzzle: A panel smooth transition regression approach In: Economic Modelling.
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article169
2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2006The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2007The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2007) In: Post-Print.
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
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2007The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach.(2007) In: Working Papers.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: LEO Working Papers / DR LEO.
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2012Testing for Granger non-causality in heterogeneous panels In: Economic Modelling.
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2012Testing for Granger Non-causality in Heterogeneous Panels.(2012) In: Post-Print.
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2012Testing for Granger Non-causality in Heterogeneous Panels.(2012) In: Working Papers.
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2013Why dont banks lend to Egypts private sector? In: Economic Modelling.
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2012Why dont banks lend to Egypts private sector ?.(2012) In: Policy Research Working Paper Series.
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2007Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule In: Economic Systems.
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2007Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule.(2007) In: Post-Print.
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2013Is public capital really productive? A methodological reappraisal In: European Journal of Operational Research.
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2013Is public capital really productive? A methodological reappraisal.(2013) In: Post-Print.
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2012Is Public Capital Really Productive? A Methodological Reappraisal.(2012) In: Working Papers.
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2018Loss functions for Loss Given Default model comparison In: European Journal of Operational Research.
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article9
2022Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects In: European Journal of Operational Research.
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article9
2022Machine Learning for Credit Scoring: Improving Logistic Regression with Non-Linear Decision-Tree Effects.(2022) In: Post-Print.
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2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
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2012Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print.
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2011Sampling error and double shrinkage estimation of minimum variance portfolios.(2011) In: Research Memorandum.
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2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
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2014Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print.
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2014Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers.
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2010Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: LEO Working Papers / DR LEO.
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2010Currency crises early warning systems: why they should be dynamic.(2010) In: Research Memorandum.
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2019The counterparty risk exposure of ETF investors In: Journal of Banking & Finance.
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2014The Counterparty Risk Exposure of ETF Investors.(2014) In: Working Papers.
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2019Pitfalls in systemic-risk scoring In: Journal of Financial Intermediation.
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2013Testing Interval Forecasts: a GMM-Based Approach In: Post-Print.
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2013Testing Interval Forecasts: A GMM?Based Approach.(2013) In: Journal of Forecasting.
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2012How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods In: Post-Print.
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2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review.
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2010How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods.(2010) In: Research Memorandum.
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2015Statistique et probabilités en économie-gestion In: Post-Print.
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2016Do We Need High Frequency Data to Forecast Variances? In: Post-Print.
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2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Post-Print.
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2017Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics.
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2017Where the Risks Lie: A Survey on Systemic Risk In: Post-Print.
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