Citation profile for Sebastien Fries

Sebastien Fries : Citation Profile

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

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2016 - 2020). See details.
   Cites by year: 20
   Journals where Sebastien Fries has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (1.19 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr381
   Updated: 2024-11-08    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 (14)

Bec, Frédérique (7)

Mojon, Benoit (7)

Marx, Magali (5)

Velde, Francois (5)

Martínez García, Enrique (4)

Jasiak, Joann (4)

Finocchiaro, Daria (3)

Edenhofer, Ottmar (3)

Guay, Alain (3)

Friedrich, Marina (3)

Cites to:

Hecq, Alain (5)

Monfort, Alain (4)

Rockinger, Michael (4)

Mavroeidis, Sophocles (3)

Rachel, Lukasz (3)

Smith, Thomas (3)

gourieroux, christian (3)

Holly, Alberto (3)

Lieb, Lenard (3)

Rotfuß, Waldemar (3)

Plagborg-Moller, Mikkel (3)

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