19
H index
23
i10 index
1252
Citations
University of Pittsburgh | 19 H index 23 i10 index 1252 Citations RESEARCH PRODUCTION: 30 Articles 16 Papers 2 Chapters RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Applied Econometrics | 4 |
The Review of Economics and Statistics | 3 |
Journal of Monetary Economics | 3 |
Journal of Econometrics | 3 |
Regional Science and Urban Economics | 3 |
Journal of Business & Economic Statistics | 2 |
Econometric Theory | 2 |
Working Papers Series with more than one paper published | # docs |
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William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan | 8 |
Macroeconomics / University Library of Munich, Germany | 2 |
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics | 2 |
Year | Title of citing document |
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2020 | Cyclicality of Schooling: New Evidence from Unobserved Components Models. (2020). Vujić, SunÄica ; Sadaba, Barbara ; Maier, Sofia ; Vujia, Suna Ica. In: Staff Working Papers. RePEc:bca:bocawp:20-38. Full description at Econpapers || Download paper |
2020 | Semi-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. Full description at Econpapers || Download paper |
2020 | Modern 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. Full description at Econpapers || Download paper |
2020 | Market-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. Full description at Econpapers || Download paper |
2020 | Modelling 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. Full description at Econpapers || Download paper |
2020 | Long 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. Full description at Econpapers || Download paper |
2021 | Evaluating 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Temptation and forward-guidance. (2020). Airaudo, Marco. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053118303569. Full description at Econpapers || Download paper |
2020 | New 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. Full description at Econpapers || Download paper |
2020 | Governance 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. Full description at Econpapers || Download paper |
2020 | Balanced 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. Full description at Econpapers || Download paper |
2020 | Caveat 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Macroeconomic Fluctuations Under Natural Disaster Shocks in Central America and he Caribbean. (2020). Borda, Patrice ; Wright, Allan. In: Working Papers. RePEc:hal:wpaper:hal-02532193. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Semi-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. Full description at Econpapers || Download paper |
2020 | Posterior 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Long-Term Evolution of Russia’s Market Integration. (2020). Gluschenko, Konstantin. In: MPRA Paper. RePEc:pra:mprapa:100118. Full description at Econpapers || Download paper |
2020 | Business 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. Full description at Econpapers || Download paper |
2020 | Do 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. Full description at Econpapers || Download paper |
2020 | Time-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. Full description at Econpapers || Download paper |
2020 | Business 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. Full description at Econpapers || Download paper |
2020 | Structural Reforms to Set the Growth Ambition. (2020). Rovo, Natasha. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9175. Full description at Econpapers || Download paper |
2020 | Beyond 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. Full description at Econpapers || Download paper |
2020 | Harmful 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. Full description at Econpapers || Download paper |
2020 | Delayed Adjustment and Persistence in Macroeconomic Models. (2020). Vukotic, Marija ; van Rens, Thijs. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1245. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1991 | The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function. In: American Economic Review. [Full Text][Citation analysis] | article | 27 |
1993 | Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 11 |
1996 | A Bayesian Approach to Calibration. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 70 |
2005 | Entrepreneurship and Postâ€socialist Growth In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 55 |
2001 | Entrepreneurship and Post-Socialist Growth.(2001) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2002 | Divergence In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
1994 | Modeling Stock Prices without Knowing How to Induce Stationarity In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
1996 | Modeling Stock Prices without Knowing How to Induce Stationarity.(1996) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
1992 | Integration versus Trend Stationarity in Time Series. In: Econometrica. [Full Text][Citation analysis] | article | 229 |
1992 | Co-integration and trend-stationarity in macroeconomic time series : Evidence from the likelihood function In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
1992 | The power problems of unit root test in time series with autoregressive errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 136 |
2000 | A Bayesian approach to dynamic macroeconomics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 131 |
2003 | Policy reform and growth in post-Soviet Russia In: European Economic Review. [Full Text][Citation analysis] | article | 56 |
2001 | Policy Reform and Growth in Post-Soviet Russia.(2001) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
1998 | Quantifying Price Liberalization in Russia In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 18 |
2003 | Regional integration: an empirical assessment of Russia In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 26 |
1991 | Reconsidering trends and random walks in macroeconomic time series In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 61 |
1991 | On robustness In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1 |
2007 | Do self-control preferences help explain the puzzling behavior of asset prices? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 22 |
1999 | Russias internal border In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 30 |
1998 | Russias Internal Border.(1998) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2001 | Population growth in U.S. counties, 1840-1990 In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 22 |
2002 | Accounting for growth in post-Soviet Russia In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 23 |
1998 | Accounting for Growth in Post-Soviet Russia.(1998) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
1999 | Accounting for Growth in Post-Soviet Russia.(1999) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
1992 | More unsettling evidence on the perfect markets hypothesis In: Economic Review. [Citation analysis] | article | 0 |
2000 | Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 42 |
2006 | Timing structural change: a conditional probabilistic approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
1991 | The Case for Trend-Stationarity Is Stronger Than We Thought. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 23 |
1991 | The Case for Trend-Stationarity is Stronger than we Thought..(1991) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
1993 | Bayesian Inference in Limited Dependent Variable Models: An Application to Measuring Strike Duration. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2007 | Introduction to Structural Macroeconometrics In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 86 |
2007 | Implementing Nonlinear Appoximations Empirically, from Structural Macroeconometrics In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 4 |
2001 | The Cyclical Behavior of Skill Acquisition In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 53 |
2005 | Economic fragmentation in Russia: The influence of international trade and initial conditions In: Economics of Governance. [Full Text][Citation analysis] | article | 4 |
1993 | Towards a Reconciliation of the Empirical Evidence on the Monetary Approach to Exchange Rate Determination. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2005 | A Nonlinear Forecasting Model of GDP Growth In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2006 | Tariffs and Growth: An Empirical Exploration of Contingent Relationships In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 52 |
1994 | Beyond Calibration In: Working Papers. [Citation analysis] | paper | 1 |
1995 | Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations. In: Working Papers. [Citation analysis] | paper | 2 |
1995 | Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations.(1995) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1996 | Cyclical Implications of the Variable Utilization of Physical and Human Capital. In: Working Papers. [Citation analysis] | paper | 10 |
1996 | Cyclical Implications of the Variable Utilization of Physical and Human Capital.(1996) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1997 | Transition in Russia: Its Happening In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2000 | The Evolution of Market Integration in Russia In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2002 | Integration: An Empirical Assessment of Russia In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Efficient likelihood evaluation of state-space representations In: Economics Working Papers. [Full Text][Citation analysis] | paper | 11 |
2007 | An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
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