Thomas F. Cosimano : Citation Profile


Are you Thomas F. Cosimano?

University of Notre Dame (89% share)
University of Notre Dame (11% share)

12

H index

17

i10 index

579

Citations

RESEARCH PRODUCTION:

31

Articles

15

Papers

RESEARCH ACTIVITY:

   35 years (1979 - 2014). See details.
   Cites by year: 16
   Journals where Thomas F. Cosimano has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 12 (2.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco247
   Updated: 2020-09-14    RAS profile: 2015-02-26    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas F. Cosimano.

Is cited by:

Dia, Enzo (27)

VanHoose, David (14)

Wong, Wing-Keung (9)

Chami, Ralph (9)

Amman, Hans (8)

Santugini, Marc (7)

Kumar, Ronald (7)

Kendrick, David (7)

mirman, leonard (7)

McAleer, Michael (6)

Vermandel, Gauthier (6)

Cites to:

Kehoe, Patrick (19)

Christiano, Lawrence (18)

Chari, Varadarajan (18)

Hansen, Gary (15)

Campbell, John (13)

Barro, Robert (13)

Abel, Andrew (13)

Chami, Ralph (12)

Cooley, Thomas (11)

Berger, Allen (10)

Prescott, Edward (9)

Main data


Where Thomas F. Cosimano has published?


Journals with more than one article published# docs
Journal of Monetary Economics3
Journal of Banking & Finance3
Journal of Money, Credit and Banking3
Journal of Macroeconomics3
Journal of Economic Dynamics and Control3
Review of Economic Dynamics2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund8
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Thomas F. Cosimano (2020 and 2019)


YearTitle of citing document
2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Remittances, Foreign Direct Investment, Imports and Economic Growth: Empirical Evidence from Vietnam. (2020). Minh, Cao Hong. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2020:p:133-140.

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2020International migrant remittances and labour force participation in Nigeria. (2020). Dimnwobi, Stephen Kelechi ; Igbanugo, Clement Izuchukwu ; Nwokoye, Ebele Stella. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:2:p:125-137.

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2019The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis. (2019). Kong, Xianli ; Liu, Xi-Hua ; Si, Deng-Kui. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:17-30.

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2019Financial flows and economic growth in developing countries. (2019). Plane, Patrick ; Ouedraogo, Rasmane ; Kinda, Tidiane ; Combes, Jean-Louis. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:195-209.

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2019Explaining the appearance of open-mouth operations in the 1990s U.S.. (2019). Hanes, Christopher. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:682-701.

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2019Domestic or foreign currency? Remittances and the composition of deposits and loans. (2019). Neanidis, Kyriakos ; Capasso, Salvatore. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:160:y:2019:i:c:p:168-183.

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2019Regulation & oligopoly in banking: The role of banking cost structure. (2019). varelas, erotokritos ; Dalla, Eleni. In: Journal of Economics and Business. RePEc:eee:jebusi:v:104:y:2019:i:c:4.

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2020GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

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2019Listing strategies and housing busts: Cutting loss or cutting list price?. (2019). van der Vlist, Arno J ; Liu, Xiaolong. In: Journal of Housing Economics. RePEc:eee:jhouse:v:43:y:2019:i:c:p:102-117.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2019Time-Varying Casual Nexuses Between Remittances and Financial Development in Some MENA Countries. (2019). Shahzad, Syed Jawad Hussain ; Khraief, Naceur ; Cooray, Arusha ; Hussain, Syed Jawad ; Haouas, Ilham. In: Working Papers. RePEc:erg:wpaper:1294.

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2019The Good and Bad News about the New Liquidity Rules of Basel III in Islamic Banking of Malaysia. (2019). Hassan, Rohail ; Omar, Rosmini ; Abdul, Siti Zaleha ; Zainudin, Shazleena Mohamed. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:120-:d:249016.

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2019The Threshold Effect of China’s Financial Development on Green Total Factor Productivity. (2019). He, Mingzhao ; Fu, Xinyue ; Fang, Zhuoqing ; Liu, Chuanzhe ; Xu, Yaru ; Zhou, Yingying . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3776-:d:247103.

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2020Examining the Coordination Between Green Finance and Green Economy Aiming for Sustainable Development: A Case Study of China. (2020). Liu, Chuanzhe ; Liang, Jinzhi ; Ren, YI ; Xia, Yufei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3717-:d:353805.

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2020Portfolio creation using artificial neural networks and classification probabilities: a Canadian study. (2020). Comeau, Jules ; Morris, Tania. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00350-8.

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2020Multinational lending retrenchment after the global financial crisis: The impact of policy interventions. (2020). Muting, Miriam. In: Discussion Papers in Economics. RePEc:lmu:muenec:72612.

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2019The Impact of Remittances on Exchange Rate and Money Supply: Does “Openness†Matter in Developing Countries?. (2019). Kim, Jounghyeon. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:55:y:2019:i:15:p:3682-3707.

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2019Pricing Better. (2019). Bergen, Mark ; Levy, Daniel ; Wang, LI ; Ray, Sourav . In: MPRA Paper. RePEc:pra:mprapa:95596.

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2019Pricing Better. (2019). Bergen, Mark ; Levy, Daniel ; Wang, LI ; Ray, Sourav . In: MPRA Paper. RePEc:pra:mprapa:95654.

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2019Technology Shocks and Hours Revisited: Evidence from Household Data. (). Saijo, Hikaru. In: Review of Economic Dynamics. RePEc:red:issued:18-247.

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2020Financial Development Thresholds and the Remittances-Growth Nexus. (2020). Bangake, Chrysost ; Eggoh, Jude. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:2:d:10.1007_s40953-019-00188-6.

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2019Can green financial development promote regional ecological efficiency? A case study of China. (2019). Zhang, Lihong ; Wang, Deqing ; Liu, Rongyan. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3502-x.

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2019Do remittances spur economic growth? Evidence from developing countries. (2019). EGGOH, Jude ; Bangaké, Chrysost ; Semedo, Gervasio ; Bangake, Chrysost. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:28:y:2019:i:4:p:391-418.

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Works by Thomas F. Cosimano:


YearTitleTypeCited
1990 Predicting Stock Returns in an Efficient Market. In: Journal of Finance.
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article140
2005Solving Ramsey Problems with Nonlinear Projection Methods In: Studies in Nonlinear Dynamics & Econometrics.
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article4
1986A Comment on Market Structure and the Durability of Goods In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
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paper0
2004Did the Basel Accord Cause a Credit Slowdown in Latin America? In: Economía Journal.
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article7
1990Actively Learning about Demand and the Dynamics of Price Adjustment. In: Economic Journal.
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article33
2005Solving Asset Pricing Models when the Price-Dividend Function Is Analytic In: Econometrica.
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article5
1993Periodic learning about a hidden state variable In: Journal of Economic Dynamics and Control.
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article11
2008Analytic solving of asset pricing models: The by force of habit case In: Journal of Economic Dynamics and Control.
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article2
2008Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem In: Journal of Economic Dynamics and Control.
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article10
1987The relation between money growth variability and the variability of money about target In: Economics Letters.
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article1
1988The banking industry under uncertain monetary policy In: Journal of Banking & Finance.
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article20
1992DIDMCA and bank market risk: Theory and evidence In: Journal of Banking & Finance.
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article14
2002Managing ethical risk: How investing in ethics adds value In: Journal of Banking & Finance.
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article13
2010Monetary policy with a touch of Basel In: Journal of Economics and Business.
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article65
2001Monetary Policy with a touch of Basel.(2001) In: IMF Working Papers.
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This paper has another version. Agregated cites: 65
paper
1988Federal Reserve Policy, 1975-1985: An empirical analysis In: Journal of Macroeconomics.
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article1
1985Erratic monetary policy and price variability In: Journal of Macroeconomics.
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article0
1986Erratic monetary policy and the dispersion of commodity prices In: Journal of Macroeconomics.
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article0
1989Spatial competition with free entry, Chamberlinian tangencies, and social efficiency: A reevaluation In: Journal of Urban Economics.
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article0
1989Dynamic monetary control and interest rate stabilization In: Journal of Monetary Economics.
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article9
1998Whats different among banks? In: Journal of Monetary Economics.
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article16
1979Money and biased technical progress In: Journal of Monetary Economics.
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article1
2010Sumru Altug and Pamela Labadie, Asset pricing for dynamic economies , Cambridge University Press (2008). In: International Review of Economics & Finance.
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article0
2003Capital trading, stock trading, and the inflation tax on equity: a note In: Working Papers (Old Series).
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paper1
2003Capital Trading, Stock Trading, and the Inflation Tax on Equity: A Note.(2003) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 1
article
2008Macroeconomic Consequences of Remittances In: IMF Occasional Papers.
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paper53
2003Optimal Fiscal and Monetary Policy with Nominal and Indexed Debt In: IMF Working Papers.
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paper2
2005Did the Basel Accord Cause a Credit Slowdown in Latin America? In: IMF Working Papers.
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paper8
2006Beware of Emigrants Bearing Gifts; Optimal Fiscal and Monetary Policy in the Presence of Remittances In: IMF Working Papers.
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paper31
2010U.S. Bank Behavior in the Wake of the 2007–2009 Financial Crisis In: IMF Working Papers.
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paper3
2011Bank Behavior in Response to Basel Iii; A Cross-Country Analysis In: IMF Working Papers.
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paper25
1999Ownership of Capital in Monetary Economies and the Inflation Tax on Equity In: IMF Working Papers.
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paper0
1999The Stock Market Channel of Monetary Policy In: IMF Working Papers.
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paper10
2008Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks In: Annals of Finance.
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article4
2014An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies In: Computational Economics.
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article0
1987Reserve Accounting and Variability in the Federal Funds Market. In: Journal of Money, Credit and Banking.
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article0
1987The Federal Funds Market under Bank Deregulation. In: Journal of Money, Credit and Banking.
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article13
1988Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment. In: Journal of Money, Credit and Banking.
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article43
1993Central Bank Secrecy, Interest Rates, and Monetary Control. In: Economic Inquiry.
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article10
2001Capital Trading, Stock Trading, and the Inflation Tax on Equity In: Review of Economic Dynamics.
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article2
2003Optimal Experimentation and the Perturbation Method. In: Computing in Economics and Finance 2003.
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paper4
2005Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms In: Computing in Economics and Finance 2005.
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paper0
2006Robustness of computer algorithms to simulate optimal experimentation problems. In: Computing in Economics and Finance 2006.
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paper0
2006Optimal Fiscal and Monetary Policy in the Presence of Remittances In: Computing in Economics and Finance 2006.
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paper10
2010Continuous time one-dimensional asset-pricing models with analytic price–dividend functions In: Economic Theory.
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article0
1994Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks? In: The Review of Economics and Statistics.
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article8

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