Mark Fisher : Citation Profile


Are you Mark Fisher?

Federal Reserve Bank of Atlanta

6

H index

4

i10 index

279

Citations

RESEARCH PRODUCTION:

9

Articles

15

Papers

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 9
   Journals where Mark Fisher has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 1 (0.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfi281
   Updated: 2019-04-20    RAS profile: 2019-04-19    
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Relations with other researchers


Works with:

Jensen, Mark (4)

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

Is cited by:

Serletis, Apostolos (10)

Karanassou, Marika (9)

Sala, Hector (9)

Wallace, Frederick (8)

Noriega, Antonio (6)

Puah, Chin-Hong (6)

Leon-Ledesma, Miguel (6)

Chu, Angus (5)

Habibullah, Muzafar Shah (5)

Koustas, Zisimos (5)

LINTON, OLIVER (5)

Cites to:

Campbell, John (7)

Duffie, Darrell (5)

Weil, Philippe (5)

Shanken, Jay (3)

Prescott, Edward (2)

Mehra, Rajnish (2)

Jones, Christopher (2)

Weber, Warren (2)

Lothian, James (2)

Shiller, Robert (2)

Epstein, Larry (2)

Main data


Where Mark Fisher has published?


Journals with more than one article published# docs
Economic Review4

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta7
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)4

Recent works citing Mark Fisher (2019 and 2018)


YearTitle of citing document
2018Exact Smooth Term-Structure Estimation. (2018). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1606.03899.

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2018Government of Canada Securities in the Cash, Repo and Securities Lending Markets. (2018). Bulusu, Narayan ; Gungor, Sermin . In: Discussion Papers. RePEc:bca:bocadp:18-4.

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2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916.

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2018A hybrid spline-based parametric model for the yield curve. (2018). Almeida, Caio ; Faria, Adriano . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:72-94.

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2017Inflation and economic growth in a Schumpeterian model with endogenous entry of heterogeneous firms. (2017). Furukawa, Yuichi ; Cozzi, Guido ; Chu, Angus ; Liao, Chih-Hsing. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:392-409.

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2018Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Stivers, Chris ; Dubofsky, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:140-161.

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2018Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:103-124.

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2017Aid econometrics: Lessons from a stochastic growth model. (2017). Carter, Patrick. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:216-232.

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2018The validation of Granger causality through formulation and use of finance-growth-energy indexes. (2018). Khan, Abid ; Saeed, Muhammad Daniel ; Hayat, Farah. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:1859-1867.

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2019Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality. (2019). Habimana, Olivier. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9725-1.

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2017Inflation and Economic Growth in a Schumpeterian Model with Endogenous Entry of Heterogeneous Firms. (2017). Furukawa, Yuichi ; Cozzi, Guido ; Chu, Angus ; Liao, Chih-Hsing. In: MPRA Paper. RePEc:pra:mprapa:77543.

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2018Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis. (2018). Habimana, Olivier. In: MPRA Paper. RePEc:pra:mprapa:87823.

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2018How the banking system is creating a two-way inflation in an economy?. (2018). Nizam, Ahmed Mehedi. In: MPRA Paper. RePEc:pra:mprapa:89487.

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2019A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone. (2019). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:6:y:2019:i:1:p:19-35.

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2018Time Aggregation and the Relationship between Inflation and Money Growth. (2018). McDermott, John ; Bass, Janice ; Weber, Warren E ; Breuer, Janice Boucher. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:2-3:p:351-375.

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Works by Mark Fisher:


YearTitleTypeCited
1993Long-Run Neutrality and Superneutrality in an ARIMA Framework. In: American Economic Review.
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article151
1998Around and Around: The Expectations Hypothesis In: Journal of Finance.
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article11
1996Around and around: the expectations hypothesis.(1996) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 11
paper
2019Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors In: Journal of Econometrics.
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article0
2009Inflation and monetary regimes In: Journal of International Money and Finance.
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article6
2009Inflation and monetary regimes.(2009) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 6
paper
2001Forces that shape the yield curve In: Economic Review.
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article6
2002Special repo rates: an introduction In: Economic Review.
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article13
2004Modeling the term structure of interest rates: an introduction In: Economic Review.
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article1
2005Happy hour economics, or how an increase in demand can produce a decrease in price In: Economic Review.
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article0
2001Forces that shape the yield curve: Parts 1 and 2 In: FRB Atlanta Working Paper.
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paper3
2015Fitting a distribution to survey data for the half-life of deviations from PPP In: FRB Atlanta Working Paper.
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paper0
2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors In: FRB Atlanta Working Paper.
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paper0
2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry In: FRB Atlanta Working Paper.
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paper0
1999Consumption and asset prices with homothetic recursive preferences In: FRB Atlanta Working Paper.
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paper3
1999Consumption and asset prices with recursive preferences: Continuous-time approximations to discrete-time models In: FRB Atlanta Working Paper.
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paper0
1999Consumption and Asset Prices with Recursive Preferences: Continuous-Time Approximations to Discrete-Time Models.(1999) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1996Around and Around: The Expectations Hypothesis In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper0
1998Consumption and asset prices and recursive preferences In: Finance and Economics Discussion Series.
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paper2
1995Fitting the term structure of interest rates with smoothing splines In: Finance and Economics Discussion Series.
[Citation analysis]
paper77
1988Chickens, Eggs, and Causality, or Which Came First? In: American Journal of Agricultural Economics.
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article6
2000A SERIES SOLUTION TO A SECOND-ORDER QUASI-LINEAR PDE USING MATHEMATICA In: Computing in Economics and Finance 2000.
[Citation analysis]
paper0
The Equity Premium and the Term Structure of Interest Rates with Stochastic Differential Utility In: Computing in Economics and Finance 1997.
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paper0

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