Bruno De Backer : Citation Profile


Are you Bruno De Backer?

European Central Bank

3

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 3
   Journals where Bruno De Backer has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 2 (7.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde1230
   Updated: 2019-12-07    RAS profile: 2019-10-10    
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Relations with other researchers


Works with:

Dewachter, Hans (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bruno De Backer.

Is cited by:

Dufays, Arnaud (5)

Du Caju, Philip (2)

Caporale, Guglielmo Maria (2)

Comunale, Mariarosaria (2)

HALKOS, GEORGE (2)

Lejeune, Thomas (1)

de Walque, Grégory (1)

Ardia, David (1)

Lang, Jan Hannes (1)

Boudt, Kris (1)

Kaufmann, Sylvia (1)

Cites to:

Comunale, Mariarosaria (8)

Drehmann, Mathias (7)

Abel, Andrew (6)

BORIO, Claudio (6)

Laubach, Thomas (4)

Engle, Robert (4)

Gourinchas, Pierre-Olivier (4)

Dewachter, Hans (4)

Bekaert, Geert (4)

Bauwens, Luc (4)

Estrella, Arturo (4)

Main data


Where Bruno De Backer has published?


Journals with more than one article published# docs
Economic Review5

Recent works citing Bruno De Backer (2019 and 2018)


YearTitle of citing document
2019Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series. (2019). Cripps, Sally ; Gerlach, Richard ; Marchant, Roman ; James, Nick . In: Papers. RePEc:arx:papers:1902.03350.

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2017Pockets of risk in the Belgian mortgage market - Evidence from the Household Finance and Consumption survey. (2017). du Caju, Philip. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-11.

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2018Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models. (2018). Caporale, Guglielmo Maria ; Zekokh, Timur. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7167.

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2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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2019Effective energy commodity risk management: Econometric modeling of price volatility. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:234-250.

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2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747.

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2019Modelling volatility of cryptocurrencies using Markov-Switching GARCH models. (2019). Caporale, Guglielmo Maria ; Zekokh, Timur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:143-155.

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2017Towards a new policy mix in the euro area ?. (2017). Butzen, P ; van Parys, S ; van Meensel, L ; Melyn, W ; de Prest, E ; Cordemans, N ; Cheliout, S. In: Economic Review. RePEc:nbb:ecrart:y:2017:m:december:i:iii:p:63-91.

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2018What will happen when interest rates go up?. (2018). de Walque, Grégory ; Deroose, M ; de Sola, M ; Boeckx, J ; van Nieuwenhuyse, CH ; Lejeune, TH. In: Economic Review. RePEc:nbb:ecrart:y:2017:m:september:i:iii:p:35-56.

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2017Pockets of risk in the Belgian mortgage market : Evidence from the Household Finance and Consumption Survey (HFCS). (2017). Du Caju, Philip. In: Working Paper Research. RePEc:nbb:reswpp:201712-332.

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2018Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models. (2018). Chappell, Daniel. In: MPRA Paper. RePEc:pra:mprapa:90682.

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2018Effective energy commodities’ risk management: Econometric modeling of price volatility. (2018). HALKOS, GEORGE ; Tzirivis, Apostolos. In: MPRA Paper. RePEc:pra:mprapa:90781.

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Works by Bruno De Backer:


YearTitleTypeCited
2011Estimating and forecasting structural breaks in financial time series In: CORE Discussion Papers.
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paper6
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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paper1
2014A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models In: Journal of Empirical Finance.
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article9
2015Macroeconomic determinants of non-performing loans In: Economic Review.
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article4
2015Decomposition of the dynamics of sovereign yield spreads in the euro area In: Economic Review.
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article0
2017The cyclical and structural determinants of the low interest rate environment In: Economic Review.
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article2
2018Does financial market volatility influence the real economy? In: Economic Review.
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article0
2019Is a recession imminent? The signal of the yield curve In: Economic Review.
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article0
2016Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy In: Financial Stability Review.
[Full Text][Citation analysis]
article3

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