Sebastien Fries : Citation Profile


Are you Sebastien Fries?

Groupe des Écoles Nationales d'Économie et Statistique (GENES) (50% share)
Centre de Recherche en Économie et Statistique (CREST) (50% share)

3

H index

2

i10 index

78

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   4 years (2016 - 2020). See details.
   Cites by year: 19
   Journals where Sebastien Fries has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (1.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr381
   Updated: 2024-01-16    RAS profile: 2020-05-19    
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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 Sebastien Fries.

Is cited by:

Hecq, Alain (13)

Bec, Frédérique (7)

Mojon, Benoit (7)

Velde, Francois (5)

Marx, Magali (5)

Martínez García, Enrique (4)

Finocchiaro, Daria (3)

Walentin, Karl (3)

Edenhofer, Ottmar (3)

Lindé, Jesper (3)

Friedrich, Marina (3)

Cites to:

Hecq, Alain (5)

Rockinger, Michael (4)

Monfort, Alain (4)

Lanne, Markku (3)

Holly, Alberto (3)

Plagborg-Moller, Mikkel (3)

Smith, Thomas (3)

gourieroux, christian (3)

Lutz, Benjamin (3)

Rotfuß, Waldemar (3)

Lieb, Lenard (3)

Main data


Where Sebastien Fries has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Sebastien Fries (2024 and 2023)


YearTitle of citing document
2023Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937.

Full description at Econpapers || Download paper

2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

Full description at Econpapers || Download paper

2023Stochastic properties of nonlinear locally-nonstationary filters. (2023). Nientker, Marc ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2082-2095.

Full description at Econpapers || Download paper

2023The costs of macroprudential deleveraging in a liquidity trap. (). Walentin, Karl ; Linde, Jesper ; Finocchiaro, Daria ; Chen, Jiaqian. In: Review of Economic Dynamics. RePEc:red:issued:22-100.

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2023Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics. (2023). Koopman, Siem Jan ; Mingoli, Gabriele ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230065.

Full description at Econpapers || Download paper

Works by Sebastien Fries:


YearTitleTypeCited
2020Understanding the explosive trend in EU ETS prices -- fundamentals or speculation? In: Papers.
[Full Text][Citation analysis]
paper5
2016National natural rates of interest and the single monetary policy in the Euro Area. In: Working papers.
[Full Text][Citation analysis]
paper39
2018National natural rates of interest and the single monetary policy in the euro area.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
article
2019MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES In: Econometric Theory.
[Full Text][Citation analysis]
article31
2017Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2019Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds In: MPRA Paper.
[Full Text][Citation analysis]
paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team