Thomas B. Fomby : Citation Profile


Are you Thomas B. Fomby?

Southern Methodist University

7

H index

5

i10 index

742

Citations

RESEARCH PRODUCTION:

27

Articles

9

Papers

EDITOR:

1

Books edited

2

Series edited

RESEARCH ACTIVITY:

   39 years (1978 - 2017). See details.
   Cites by year: 19
   Journals where Thomas B. Fomby has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pfo204
   Updated: 2018-06-16    RAS profile: 2017-12-01    
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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 B. Fomby.

Is cited by:

Darné, Olivier (29)

CHARLES, Amelie (17)

Goodwin, Barry (10)

Taylor, Mark (8)

Miller, Stephen (7)

shin, yongcheol (7)

Chang, Tsangyao (7)

JAWADI, Fredj (7)

Diebold, Francis (7)

Vahid, Farshid (7)

Nelson, Charles (7)

Cites to:

Mullainathan, Sendhil (7)

Lusardi, Annamaria (5)

Mitchell, Olivia (5)

Karlan, Dean (5)

Zinman, Jonathan (4)

Phillips, Peter (3)

Coleman-Jensen, Alisha (3)

White, Halbert (2)

Campbell, John (2)

Bertrand, Marianne (2)

Weber, Guglielmo (2)

Main data


Where Thomas B. Fomby has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics3
Economic and Financial Policy Review3
Journal of Econometrics3
Economics Letters3
Southwest Economy2
American Journal of Agricultural Economics2
International Economic Review2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Dallas5

Recent works citing Thomas B. Fomby (2018 and 2017)


YearTitle of citing document
2017Examination of asymmetric supply response in the U.S. livestock industry. (2017). Yoon, Jongyeol ; Brown, Scott . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252779.

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2017Fiscal sustainability of the Visegrad Group countries in the aftermath of global economic crisis. (2017). Włodarczyk, Przemysław. In: Lodz Economics Working Papers. RePEc:ann:wpaper:2/2017.

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2018Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039.

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2017System-Equation ADL Test for Threshold Cointegration with an Application to the Term Structure of Interest Rates. (2017). Li, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:1-24.

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2017Testing the Validity of Purchasing Power Parity in the BRICS: Further Evidence. (2017). Gyamfi, E N. In: EuroEconomica. RePEc:dug:journl:y:2017:i:2:p:117-122.

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2018Inflation Expectation Dynamics: A Structural Long-run Analysis for Turkey. (2018). Alp, Elin Ayka ; Biyik, Zeynep. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-43.

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2018Electricity Consumption and Green Mortgage: New Insights into the Threshold Cointegration Relationship. (2018). Lee, Nicholas ; Lin, Ming-Chin ; Su, Hsiang-Jane . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-5.

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2017The internal dynamic of Indian economic growth. (2017). Balakrishnan, Pulapre ; Parameswaran, M ; Das, Mausumi. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:46-61.

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2017Natural disasters and labor markets. (2017). Kirchberger, Martina. In: Journal of Development Economics. RePEc:eee:deveco:v:125:y:2017:i:c:p:40-58.

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2017Analyzing the determinants of terrorist attacks and their market reactions. (2017). Managi, Shunsuke ; HALKOS, GEORGE ; Zisiadou, Argyro . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:57-73.

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2017Output stabilization in fixed and floating regimes: Does trade of new products matter?. (2017). Cavallari, Lilia ; D'Addona, Stefano . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:365-383.

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2018Earthquakes don’t kill, built environment does: Evidence from cross-country data. (2018). Rahman, Muhammad Habibur. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:458-468.

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2018An Empirical Study of US Environmental Federalism: RCRA Enforcement From 1998 to 2011. (2018). Sjoberg, Eric ; Xu, Jing. In: Ecological Economics. RePEc:eee:ecolec:v:147:y:2018:i:c:p:253-263.

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2017Rethinking cointegration and the expectation hypothesis of the term structure. (2017). Li, Jing ; Davis, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:177-189.

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2018Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

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2018Re-evaluating the energy consumption-economic growth nexus for the United States: An asymmetric threshold cointegration analysis. (2018). Tzeremes, Nickolaos ; Kourtzidis, Stavros. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:537-545.

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2017Financial structure and economic development: Evidence on the view of ‘new structuralism’. (2017). Demir, Ayse U ; Hall, Stephen G. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:252-259.

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2017CEO equity compensation and earnings management: The role of growth opportunities. (2017). Li, Leon ; Kuo, Chii-Shyan. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:289-295.

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2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep . In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2018The Household Response to Persistent Natural Disasters: Evidence from Bangladesh. (2018). Karim, Azreen. In: World Development. RePEc:eee:wdevel:v:103:y:2018:i:c:p:40-59.

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2017Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377.

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2017On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525.

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2018Modeling High Frequency Data with Long Memory and Structural Change: A-HYEGARCH Model. (2018). Shi, Yanlin ; Yang, Yang. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:26-:d:138135.

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2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Charles, Amelie ; Ferrara, Laurent ; Darne, Olivier. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01757081.

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2017Longterm decision making under the threat of earthquakes. (2017). Camacho, Carmen ; Sun, YU. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01670507.

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2017Is Scientific Performance a Function of Funds?. (2017). Härdle, Wolfgang ; Lessmann, Stefan ; Hardle, Wolfgang K ; Zharova, Alona. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-028.

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2017Threshold Cointegration, Asymmetric Causality and Wagner¡¯s Law: The African Experience Revisited. (2017). Keho, Yaya. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:5:p:171-180.

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2017Energy Consumption and Economic Growth: Further Evidence from Taiwan. (2017). Kao, Chung-Wei ; Wan, Jer-Yuh . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:7:p:165-178.

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2018A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis ; Tsionas, Efthymios G. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9628-6.

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2018Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach. (2018). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Jingfei . In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9355-1.

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2017Environmental motivations behind individuals’ energy efficiency investments and daily energy-saving behaviour: evidence from Germany, the Netherlands and Belgium. (2017). Udalov, Vladimir ; Vasseur, Veronique ; Perret, Jens . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:3:d:10.1007_s10368-017-0381-7.

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2018Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach. (2018). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:2:d:10.1007_s10368-017-0401-7.

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2017Natural capital depletion: The impact of natural disasters on inclusive growth. (2017). Rajapaksa, Darshana ; Managi, Shunsuke ; Islam, Moinul. In: MPRA Paper. RePEc:pra:mprapa:79277.

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2017Threshold cointegration and spatial price transmission when expectations matter. (2017). Santeramo, Fabio ; Lence, Sergio ; Moschini, Giancarlo. In: MPRA Paper. RePEc:pra:mprapa:80202.

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2017Impacts of corn price and imported beef price on domestic beef price in South Korea. (2017). Kim, Gwanseon ; Mark, Tyler. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:5:y:2017:i:1:d:10.1186_s40100-017-0074-0.

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2018Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets. (2018). Bekiros, Stelios ; Boubaker, Sabri ; Avdoulas, Christos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2078-z.

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2018Large Shocks and the Business Cycle: The Effect of Outlier Adjustments. (2018). Ohtsuka, Yoshihiro . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0027-z.

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2017Forecasting in nonlinear univariate time series using penalized splines. (2017). Wegener, Michael ; Kauermann, Goran . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0711-1.

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2017Much ado about nothing? Interest and non-interest products and services: Their impact on small banks’ margins. (2017). Fredriksson, Antti ; McMillan, David ; Moro, Andrea ; Maresch, Daniela. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1339771.

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2017Does the political resource curse affect public finance? The vulnerability of tax revenue in resource-rich countries. (2017). von Haldenwang, Christian ; Ivanyna, Maksym. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2017-7.

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2017Badly hurt? Natural disasters and direct firm effects. (2017). Noth, Felix ; Rehbein, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:252017.

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2017partialCI: An R package for the analysis of partially cointegrated time series. (2017). Clegg, Matthew ; Rende, Jonas ; Krauss, Christopher. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052017.

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Thomas B. Fomby is editor of


Journal
Advances in Econometrics
Advances in Econometrics

Thomas B. Fomby has edited the books:


YearTitleTypeCited

Works by Thomas B. Fomby:


YearTitleTypeCited
1999Forecasting with Stable Seasonal Pattern Models with an Application to Hawaiian Tourism Data. In: Journal of Business & Economic Statistics.
[Citation analysis]
article3
1986A Comparison of Forecasting Accuracies of Alternative Regional Production Index Methodologies. In: Journal of Business & Economic Statistics.
[Citation analysis]
article2
1983A comparison of forecasting accuracies of alternative regional production index methodologies.(1983) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
1991Application of Stein Rules to Combination Forecasting. In: Journal of Business & Economic Statistics.
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article5
2000The Application of Size Robust Trend Analysis to Global Warming Temperature Series In: Working Papers.
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paper8
1979Multicollinearity and the Minimax Conditions of the Bock Stein-Like Estimator. In: Econometrica.
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article0
1986The relative efficiency of a robust generalized Bayes estimator in a linear regression model with multicollinearity In: Economics Letters.
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article0
1991Infrequent permanent shocks and the finite-sample performance of unit root tests In: Economics Letters.
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article7
1981Loss of efficiency in regression analysis due to irrelevant variables : A generalization In: Economics Letters.
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article0
1983An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors In: Journal of Econometrics.
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article1
1990An intervention analysis of the war on poverty : Povertys persistence and political-business cycle implications In: Journal of Econometrics.
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article5
1978On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative In: Journal of Econometrics.
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article11
1989Deregulation and the demand for money market mutual funds In: Journal of Macroeconomics.
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article1
1991Shifting trends, segmented trends, and infrequent permanent shocks In: Journal of Monetary Economics.
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article64
1988A study of the relationship between economic growth and inequality: the case of Mexico In: Economic and Financial Policy Review.
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article0
1989Texas in transition: dependence on oil and the national economy In: Economic and Financial Policy Review.
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article3
1990A new monetary aggregate In: Economic and Financial Policy Review.
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article0
2005A new barometer for the Texas economy In: Southwest Economy.
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article0
2007The Texas Manufacturing Outlook Survey: a tool for understanding the economy In: Southwest Economy.
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article0
1984Some time series methods of forecasting the Texas economy In: Working Papers.
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paper3
1984Small sample efficiency gains from a first observation correction for Hatanakas estimator of the lagged dependent variable-serial correlation regression model In: Working Papers.
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paper0
1991Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series In: Working Papers.
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paper77
1994Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series..(1994) In: Journal of Applied Econometrics.
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article
1992Threshold cointegration In: Working Papers.
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paper482
1997Threshold Cointegration..(1997) In: International Economic Review.
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article
1979MSE Evaluation of Shillers Smoothness Priors. In: International Economic Review.
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article1
2004Decreasing marginal impatience, income distribution and demand for money: Theory and evidence In: Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers.
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paper0
2015Financial Literacy and Food Security in Extremely Vulnerable Households In: IZA Discussion Papers.
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paper1
2012Return Dependence and the Limits of Product Diversification in Financial Firms In: Journal of Money, Credit and Banking.
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article3
1978Deletion Criteria for Principal Components Regression Analysis In: American Journal of Agricultural Economics.
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article0
1985Hendry, David F., and Kenneth F. Wallis, eds. Econometrics and Quantitative Economics. Oxford, U.K., and New York: Basil Blackwell, 1984, 320 pp., $45 In: American Journal of Agricultural Economics.
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article0
2006A Change Point Analysis of the Impact of Environmental Federalism on Aggregate Air Quality in the United States: 1940--98 In: Economic Inquiry.
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article3
2005Inconsistency of HAC standard errors in event studies with i.i.d. errors In: Applied Financial Economics Letters.
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article0
2009The growth aftermath of natural disasters In: Policy Research Working Paper Series.
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paper62
2013THE GROWTH AFTERMATH OF NATURAL DISASTERS.(2013) In: Journal of Applied Econometrics.
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article
2017Prediction‐based adaptive compositional model for seasonal time series analysis In: Journal of Forecasting.
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article0

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