David N. DeJong : Citation Profile


Are you David N. DeJong?

University of Pittsburgh

19

H index

23

i10 index

1252

Citations

RESEARCH PRODUCTION:

30

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (1991 - 2009). See details.
   Cites by year: 69
   Journals where David N. DeJong has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 11 (0.87 %)

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   Permalink: http://citec.repec.org/pde3
   Updated: 2021-03-01    RAS profile: 2010-01-08    
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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 David N. DeJong.

Is cited by:

Gluschenko, Konstantin (35)

Malley, Jim (28)

Schorfheide, Frank (26)

Woitek, Ulrich (26)

Shahbaz, Muhammad (23)

Gil-Alana, Luis (21)

Meenagh, David (18)

Fernandez-Villaverde, Jesus (17)

Minford, A. Patrick (17)

Rubio-Ramirez, Juan F (15)

Smets, Frank (15)

Cites to:

Ingram, Beth (12)

Shleifer, Andrei (11)

Whiteman, Charles (11)

Parsley, David (10)

Berkowitz, Daniel (9)

Wei, Shang-Jin (8)

White, Halbert (7)

Prescott, Edward (6)

Koen, Vincent (6)

Rogerson, Richard (5)

Greenwood, Jeremy (5)

Main data


Where David N. DeJong has published?


Journals with more than one article published# docs
Journal of Applied Econometrics4
The Review of Economics and Statistics3
Journal of Monetary Economics3
Journal of Econometrics3
Regional Science and Urban Economics3
Journal of Business & Economic Statistics2
Econometric Theory2

Working Papers Series with more than one paper published# docs
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan8
Macroeconomics / University Library of Munich, Germany2
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics2

Recent works citing David N. DeJong (2021 and 2020)


YearTitle of citing document
2020Cyclicality of Schooling: New Evidence from Unobserved Components Models. (2020). Vujić, Sunčica ; Sadaba, Barbara ; Maier, Sofia ; Vujia, Suna Ica. In: Staff Working Papers. RePEc:bca:bocawp:20-38.

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2020Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Kátay, Gábor ; Matthieu, Lequien ; Lisa, Kerdelhue. In: Working papers. RePEc:bfr:banfra:791.

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2020Modern sector development: The role of exports and institutions in developing countries. (2020). Gries, Thomas ; Grundmann, Rainer. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:644-667.

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2020Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates. (2020). Hirata, Wataru ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e05.

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2020Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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2021Evaluating multiplicative error models: A residual-based approach. (2021). Lu, Wanbo ; Ke, Rui ; Jia, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301778.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Temptation and forward-guidance. (2020). Airaudo, Marco. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053118303569.

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2020New Urbanization paths in mineral resource abundant regions in China: A three-dimensional cube framework. (2020). Cui, Wei ; Lv, Jun ; Jun Lv, ; Zhang, Jinshuo ; Wang, Jinfeng ; Zeng, Lijun. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301239.

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2020Governance quality, remittances and their implications for food and nutrition security in Sub-Saharan Africa. (2020). Ogunniyi, Adebayo Isaiah ; Adedoyin, Rufai ; Fadare, Olusegun ; Olagunju, Kehinde Oluseyi ; Mavrotas, George. In: World Development. RePEc:eee:wdevel:v:127:y:2020:i:c:s0305750x19304012.

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2020Balanced Growth Approach to Tracking Recessions. (2020). Richard, Jean-Francois ; Boczo, Marta. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:14-:d:349491.

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2020Caveat Emptor: Foreign Aid and Entrepreneurship. (2020). Ovaska, Tomi ; Takashima, Ryo. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:4-:d:305578.

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2020Does Monetary Policy Influence the Profitability of Banks in New Zealand?. (2020). , Ly ; Acharya, Sanjeev ; Kumar, Vijay. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:35-:d:369148.

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2020Macroeconomic Fluctuations Under Natural Disaster Shocks in Central America and he Caribbean. (2020). Borda, Patrice ; Wright, Allan. In: Working Papers. RePEc:hal:wpaper:hal-02532193.

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2020Does Exchange Rate Volatility Affect Economic Growth in Nigeria?. (2020). Nathaniel, Gbadebo ; Fumilade, Onipede Samuel ; Uwawunkonye, Ebuh Godday ; Victor, Oboh Ugbem ; Moses, Tule Kpughur. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:7:p:54.

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2020Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhu, Lisa. In: Working Papers. RePEc:jrs:wpaper:202011.

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2020Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters. (2020). Noh, Sanha. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09944-5.

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2020Does Sex Imbalance Affect Family Businesses? Evidence from Rural China. (2020). YUAN, Yan ; Xu, Lihe ; Rong, Zhao. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:41:y:2020:i:1:d:10.1007_s10834-019-09644-0.

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2020Long-Term Evolution of Russia’s Market Integration. (2020). Gluschenko, Konstantin. In: MPRA Paper. RePEc:pra:mprapa:100118.

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2020Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9.

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2020Do political relations affect international trade? Evidence from China’s twelve trading partners. (2020). Pang, YU ; Fan, Simon ; Dai, Xiaoyi ; Whitten, Gregory. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:5:y:2020:i:1:d:10.1186_s41072-020-00076-w.

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2020Time-Series Based Empirical Assessment of Random Urban Growth: New Evidence from France. (2020). Zumpe, Martin ; Lalanne, Aurelie. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:4:d:10.1007_s40953-020-00204-0.

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2020Business Environment and Dual-Track Private Sector Development : Chinas Experience in Two Crucial Decades. (2020). Long, Cheryl Xiaoning ; Xu, Colin L ; Yang, Jin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9161.

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2020Structural Reforms to Set the Growth Ambition. (2020). Rovo, Natasha. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9175.

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2020Beyond the Unit Root Question: Uncertainty and Inference. (2020). Webb, Clayton ; Lebo, Matthew J ; Linn, Suzanna. In: American Journal of Political Science. RePEc:wly:amposc:v:64:y:2020:i:2:p:275-292.

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2020Harmful Procompetitive Effects of Trade in Presence of Credit Market Frictions. (2020). Foellmi, Reto ; Oechslin, Manuel. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:6:p:1493-1525.

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2020Delayed Adjustment and Persistence in Macroeconomic Models. (2020). Vukotic, Marija ; van Rens, Thijs. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1245.

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Works by David N. DeJong:


YearTitleTypeCited
1991The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function. In: American Economic Review.
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article27
1993Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors. In: Journal of Business & Economic Statistics.
[Citation analysis]
article11
1996A Bayesian Approach to Calibration. In: Journal of Business & Economic Statistics.
[Citation analysis]
article70
2005Entrepreneurship and Post‐socialist Growth In: Oxford Bulletin of Economics and Statistics.
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article55
2001Entrepreneurship and Post-Socialist Growth.(2001) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 55
paper
2002Divergence In: The B.E. Journal of Macroeconomics.
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article1
1994Modeling Stock Prices without Knowing How to Induce Stationarity In: Econometric Theory.
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article1
1996Modeling Stock Prices without Knowing How to Induce Stationarity.(1996) In: Econometric Theory.
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This paper has another version. Agregated cites: 1
article
1992Integration versus Trend Stationarity in Time Series. In: Econometrica.
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article229
1992Co-integration and trend-stationarity in macroeconomic time series : Evidence from the likelihood function In: Journal of Econometrics.
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article27
1992The power problems of unit root test in time series with autoregressive errors In: Journal of Econometrics.
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article136
2000A Bayesian approach to dynamic macroeconomics In: Journal of Econometrics.
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article131
2003Policy reform and growth in post-Soviet Russia In: European Economic Review.
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article56
2001Policy Reform and Growth in Post-Soviet Russia.(2001) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 56
paper
1998Quantifying Price Liberalization in Russia In: Journal of Comparative Economics.
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article18
2003Regional integration: an empirical assessment of Russia In: Journal of Urban Economics.
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article26
1991Reconsidering trends and random walks in macroeconomic time series In: Journal of Monetary Economics.
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article61
1991On robustness In: Journal of Monetary Economics.
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article1
2007Do self-control preferences help explain the puzzling behavior of asset prices? In: Journal of Monetary Economics.
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article22
1999Russias internal border In: Regional Science and Urban Economics.
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article30
1998Russias Internal Border.(1998) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 30
paper
2001Population growth in U.S. counties, 1840-1990 In: Regional Science and Urban Economics.
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article22
2002Accounting for growth in post-Soviet Russia In: Regional Science and Urban Economics.
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article23
1998Accounting for Growth in Post-Soviet Russia.(1998) In: William Davidson Institute Working Papers Series.
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paper
1999Accounting for Growth in Post-Soviet Russia.(1999) In: William Davidson Institute Working Papers Series.
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paper
1992More unsettling evidence on the perfect markets hypothesis In: Economic Review.
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article0
2000Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations In: Journal of Applied Econometrics.
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article42
2006Timing structural change: a conditional probabilistic approach In: Journal of Applied Econometrics.
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article3
1991The Case for Trend-Stationarity Is Stronger Than We Thought. In: Journal of Applied Econometrics.
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article23
1991The Case for Trend-Stationarity is Stronger than we Thought..(1991) In: Working Papers.
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This paper has another version. Agregated cites: 23
paper
1993Bayesian Inference in Limited Dependent Variable Models: An Application to Measuring Strike Duration. In: Journal of Applied Econometrics.
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article0
2007Introduction to Structural Macroeconometrics In: Introductory Chapters.
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chapter86
2007Implementing Nonlinear Appoximations Empirically, from Structural Macroeconometrics In: Introductory Chapters.
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chapter4
2001The Cyclical Behavior of Skill Acquisition In: Review of Economic Dynamics.
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article53
2005Economic fragmentation in Russia: The influence of international trade and initial conditions In: Economics of Governance.
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article4
1993Towards a Reconciliation of the Empirical Evidence on the Monetary Approach to Exchange Rate Determination. In: The Review of Economics and Statistics.
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article0
2005A Nonlinear Forecasting Model of GDP Growth In: The Review of Economics and Statistics.
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article7
2006Tariffs and Growth: An Empirical Exploration of Contingent Relationships In: The Review of Economics and Statistics.
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article52
1994Beyond Calibration In: Working Papers.
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paper1
1995Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations. In: Working Papers.
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paper2
1995Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations.(1995) In: Macroeconomics.
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1996Cyclical Implications of the Variable Utilization of Physical and Human Capital. In: Working Papers.
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paper10
1996Cyclical Implications of the Variable Utilization of Physical and Human Capital.(1996) In: Macroeconomics.
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This paper has another version. Agregated cites: 10
paper
1997Transition in Russia: Its Happening In: William Davidson Institute Working Papers Series.
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paper1
2000The Evolution of Market Integration in Russia In: William Davidson Institute Working Papers Series.
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paper1
2002Integration: An Empirical Assessment of Russia In: William Davidson Institute Working Papers Series.
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paper2
2009Efficient likelihood evaluation of state-space representations In: Economics Working Papers.
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paper11
2007An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations In: Economics Working Papers.
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paper3

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