3
H index
2
i10 index
83
Citations
Sebastien Fries : Citation Profile
Groupe des Écoles Nationales d'Économie et Statistique (GENES) (50% share) | RESEARCH PRODUCTION: 2 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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4 years (2016 - 2020). 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:
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Main data
Where Sebastien Fries has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Sebastien Fries (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937. Full description at Econpapers || Download paper |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2023 | Stochastic 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 |
| 2024 | The impact of demographic change on the natural rate of interest in Japan. (2024). Han, Fei. In: Japan and the World Economy. RePEc:eee:japwor:v:69:y:2024:i:c:s0922142523000634. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2024). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: CEIS Research Paper. RePEc:rtv:ceisrp:574. Full description at Econpapers || Download paper |
| 2024 | Observation-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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Understanding the explosive trend in EU ETS prices -- fundamentals or speculation? In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | National natural rates of interest and the single monetary policy in the Euro Area. In: Working papers. [Full Text][Citation analysis] | paper | 40 |
| 2018 | National 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: 40 | article | |
| 2019 | MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES In: Econometric Theory. [Full Text][Citation analysis] | article | 35 |
| 2017 | Mixed 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: 35 | paper | |
| 2019 | Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team