Ba Chu : Citation Profile

Are you Ba Chu?

Carleton University (50% share)
Carleton University (50% share)

4

H index

1

i10 index

52

Citations

RESEARCH PRODUCTION:

14

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 6
   Journals where Ba Chu has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 5 (8.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch959
   Updated: 2023-05-27    RAS profile: 2018-08-09    
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Relations with other researchers

Works with:

Jacho-Chávez, David (3)

Lavoie, Marc (2)

Bravo, Francesco (2)

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

Is cited by:

levrero, enrico (3)

Deleidi, Matteo (3)

Xu, Dinghai (2)

Carvalho, Carlos (2)

Flachaire, Emmanuel (2)

Rempel, Mark (2)

Canavire-Bacarreza, Gustavo (2)

Ning, Cathy (2)

faff, robert (2)

Bravo, Francesco (2)

Du, Zaichao (2)

Cites to:

Jacho-Chávez, David (13)

Lewbel, Arthur (13)

Newey, Whitney (12)

Andrews, Donald (11)

Dufour, Jean-Marie (8)

Smith, Richard (8)

Patton, Andrew (5)

Escanciano, Juan Carlos (5)

Golan, Amos (5)

LINTON, OLIVER (5)

Kryvtsov, Oleksiy (4)

Main data

Where Ba Chu has published?

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Post-Print / HAL2

Recent works citing Ba Chu (2022 and 2021)

YearTitle of citing document
2021The nonlinear causal relationship between short? and long?term interest rates: An empirical assessment of the United States, the United Kingdom, and Japan. (2021). Su, Yang ; Li, Huiqing. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:3:p:332-355.

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2022Misspecified semiparametric model selection with weakly dependent observations. (2022). Bravo, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:558-586.

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2021Monetary policy and long?term interest rates: Evidence from the U.S. economy. (2021). levrero, enrico ; Deleidi, Matteo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:1:p:121-147.

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2022Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Prices and inflation in the UK - A new dataset. (2021). Davies, Richard. In: CEP Occasional Papers. RePEc:cep:cepops:55.

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2021Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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2022Testing for risk aversion in first-price sealed-bid auctions. (2022). Zincenko, Federico ; Jun, Sung Jae. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:295-320.

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2021Price selection. (2021). Kryvtsov, Oleksiy ; Carvalho, Carlos. In: Journal of Monetary Economics. RePEc:eee:moneco:v:122:y:2021:i:c:p:56-75.

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2021Cross-correlations between the P2P interest rate, Shibor and treasury yields. (2021). Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s037843712100217x.

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2022Predicting tail events in a RIA-EVT-Copula framework. (2022). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003703.

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2021Multifactor Keynesian Models of the Long-Term Interest Rate. (2021). Akram, Tanweer. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_991.

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2022Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022.

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2021Modeling Economic Risk in the QISMUT Countries: Evidence From Nonlinear Cointegration Tests. (2021). Kirikkaleli, Dervis ; He, Xiaojuan ; Torun, Melike. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211052542.

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Works by Ba Chu:

YearTitleTypeCited
2018On the Evolution of the United Kingdom Price Distributions In: Staff Working Papers.
[Full Text][Citation analysis]		paper8
2012Limit theorems for the discount sums of moving averages In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2017Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy In: Metroeconomica.
[Full Text][Citation analysis]		article6
2017Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
2014Adaptive permutation tests for serial independence In: Statistica Neerlandica.
[Full Text][Citation analysis]		article3
2010Spurious Regressions of Stationary AR(p) Processes with Structural Breaks In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2017Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data In: Carleton Economic Papers.
[Full Text][Citation analysis]		paper2
2012k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA In: Econometric Theory.
[Full Text][Citation analysis]		article4
2017Generalized empirical likelihood M testing for semiparametric models with time series data In: Econometrics and Statistics.
[Full Text][Citation analysis]		article1
2011Large deviations theorems for optimal investment problems with large portfolios In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2010Modeling the contemporaneous duration dependence for high-frequency stock prices In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2011Recovering copulas from limited information and an application to asset allocation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2016Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence In: Econometrics.
[Full Text][Citation analysis]		article0
2016Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles In: Post-Print.
[Citation analysis]		paper4
2016Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles.(2016) In: International Review of Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2012Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios In: Annals of Finance.
[Full Text][Citation analysis]		article2
2012Approximation of Asymmetric Multivariate Return Distributions In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article0
2012Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2016Semiparametric estimation of moment condition models with weakly dependent data In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2017Semiparametric estimation of moment condition models with weakly dependent data.(2017) In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2017Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors In: MPRA Paper.
[Full Text][Citation analysis]		paper3

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