Marco Gallegati : Citation Profile


Are you Marco Gallegati?

Università Politecnica delle Marche

10

H index

11

i10 index

427

Citations

RESEARCH PRODUCTION:

26

Articles

15

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 17
   Journals where Marco Gallegati has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 14 (3.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga267
   Updated: 2020-09-22    RAS profile: 2019-08-11    
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Relations with other researchers


Works with:

Gallegati, Mauro (3)

Giri, Federico (3)

Fratianni, Michele (2)

Semmler, Willi (2)

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

Is cited by:

Aguiar-Conraria, Luís (38)

Verona, Fabio (26)

Masih, Abul (16)

Parteka, Aleksandra (15)

Tiwari, Aviral (14)

Caraiani, Petre (13)

Rua, António (12)

Martins, Manuel (10)

Aloui, Chaker (9)

Vacha, Lukas (9)

Crowley, Patrick (9)

Cites to:

Semmler, Willi (26)

Gallegati, Mauro (21)

Gilchrist, Simon (17)

Gencay, Ramazan (12)

Gertler, Mark (12)

Aguiar-Conraria, Luís (12)

Bai, Jushan (11)

Perron, Pierre (10)

Baxter, Marianne (10)

Taylor, Alan (10)

King, Robert (9)

Main data


Where Marco Gallegati has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis3
Studies in Nonlinear Dynamics & Econometrics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali5
Macroeconomics / University Library of Munich, Germany2

Recent works citing Marco Gallegati (2020 and 2019)


YearTitle of citing document
2019Emergence of Turbulent Epochs in Oil Prices. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1808.09382.

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2019Change-point Analysis in Financial Networks. (2019). Guhathakurta, Kousik ; Banerjee, Sayantan. In: Papers. RePEc:arx:papers:1911.05952.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2019Assessing U.S. aggregate fluctuations across time and frequencies. (2019). Verona, Fabio ; Matthes, Christian ; Lubik, Thomas A. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_005.

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2019On the long-run calibration of the credit-to-GDP gap as a banking crisis predictor. (2019). Kauko, Karlo ; Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_006.

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2019U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods. (2019). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_011.

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2019The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: Research Discussion Papers. RePEc:bof:bofrdp:2019_012.

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2020Frequency-domain information for active portfolio management. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_002.

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2020Forecasting inflation with the New Keynesian Phillips curve : Frequency matters. (2020). Verona, Fabio ; Martins, Manuel. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_004.

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2020Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006.

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2019Labor share and growth in the long run. (2019). McAdam, Peter ; Charpe, Matthieu ; Bridji, Slim . In: Working Paper Series. RePEc:ecb:ecbwps:20192251.

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2020A regional approach to the study of industrial diversity in Argentina (1996–2012). (2020). Calá, Carla ; Belmartino, Andrea. In: Revista CEPAL. RePEc:ecr:col070:45978.

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2019Wavelet-based option pricing: An empirical study. (2019). Liu, Xiaoquan ; Shen, Liya ; Ma, Chenghu ; Cao, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1132-1142.

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2019Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach. (2019). Oglend, Atle ; Yahya, Muhammad ; Dahl, Roy Endre. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:277-296.

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2019Time frequency relationship between energy consumption, economic growth and environmental degradation in the United States: Evidence from transportation sector. (2019). Raza, Syed ; Sharif, Arshian ; Shah, Nida. In: Energy. RePEc:eee:energy:v:173:y:2019:i:c:p:706-720.

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2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

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2019Identifying the multiscale financial contagion in precious metal markets. (2019). lucey, brian ; Wang, Xinya ; Huang, Shupei ; Liu, Huifang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:209-219.

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2019Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

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2019Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013. (2019). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:16.

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2020Is the response of the bank of England to exchange rate movements frequency-dependent?. (2020). GUPTA, RANGAN ; Caraiani, Petre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302344.

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2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

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2019Comovement between commodity sectors. (2019). Chen, Ziyue ; Zhang, Hao ; Cai, Guixin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1247-1258.

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2020Medium-term cycles in the dynamics of the Dow Jones Index for the period 1985–2019. (2020). Rodriguez, E ; Alvarez-Ramirez, J ; Ibarra-Valdez, C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:546:y:2020:i:c:s037843711932223x.

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2019Phillips curve in US: New insights in time and frequency. (2019). Mutascu, Mihai. In: Research in Economics. RePEc:eee:reecon:v:73:y:2019:i:1:p:85-96.

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2019Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

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2019The Quality of Entrepreneurial Activity and Economic Competitiveness in European Union Countries: A Panel Data Approach. (2019). Dornean, Adina ; Rusu, Valentina Diana. In: Administrative Sciences. RePEc:gam:jadmsc:v:9:y:2019:i:2:p:35-:d:223333.

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2019Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis. (2019). Vieira, Isabel ; Ferreira, Paulo ; Dionisio, Andreia ; Mohti, Wahbeeah. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:15-:d:209311.

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2020Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets. (2020). Ashfaq, Saira ; Nayyar, Sadaf ; Mujtaba, Ghulam ; Anas, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:156-:d:385921.

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2019Which Export Variety Matters for Urban Economic Growth, Related or Unrelated Variety?. (2019). Li, Xun ; Xu, Weipan ; Qin, Xiaozhen. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:16:p:4325-:d:256468.

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2020Weather, pollution and Covid-19 spread: a time series and Wavelet reassessment. (2020). Goutte, Stéphane ; Damette, Olivier. In: Working Papers. RePEc:hal:wpaper:halshs-02629139.

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2019What determines unemployment in the long run? Band spectrum regression on ten countries. (2019). Taalbi, Josef ; Hegeland, Erik. In: Lund Papers in Economic History. RePEc:hhs:luekhi:0203.

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2020Causal Relationships Between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202010.

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2019A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising. (2019). He, Xuansen. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9849-y.

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2019The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: NIPE Working Papers. RePEc:nip:nipewp:04/2019.

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2019A Time-Frequency Analysis of Sovereign Debt Contagion in Europe. (2019). Aguiar-Conraria, Luís ; Soares, Maria Joana ; Ojo, Mustapha Olalekan. In: NIPE Working Papers. RePEc:nip:nipewp:11/2019.

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2019The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: CEF.UP Working Papers. RePEc:por:cetedp:1902.

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2020Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters. (2020). Verona, Fabio ; Manuel, . In: CEF.UP Working Papers. RePEc:por:cetedp:2001.

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2019Do Islamic stocks and commodity markets comove at different investment horizons ? evidence from wavelet time-frequency approach. (2019). Masih, Abul ; Khan, Aftab. In: MPRA Paper. RePEc:pra:mprapa:100992.

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2019An empirical analysis of the impact of employment, wages and inflation on consumer spending in a developing country, South Africa. (2019). Meyer, Daniel Francois. In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:9912287.

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2020A time–frequency analysis of the Canadian macroeconomy and the yield curve. (2020). Aguiar-Conraria, Luis ; Ojo, Mustapha Olalekan ; Soares, Maria Joana. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1580-y.

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2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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2019Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series. (2019). Foster-McGregor, Neil ; Verpagen, Bart ; Russo, Emanuele. In: LEM Papers Series. RePEc:ssa:lemwps:2019/29.

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2019Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series. (2019). Verspagen, Bart ; Foster-McGregor, Neil ; Russo, Emanuele. In: MERIT Working Papers. RePEc:unm:unumer:2019026.

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2020The distributive cycle: Evidence and current debates. (2020). Jose, Ivan Mendieta-Muoz. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2020_07.

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2020On the predictability of crude oil market: A hybrid multiscale wavelet approach. (2020). Bekiros, Stelios ; Hernandez, Jose Arreola ; Muzaffar, Ahmed Taneem ; Uddin, Gazi Salah. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:599-614.

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2020Short‐run wavelet‐based covariance regimes for applied portfolio management. (2020). Genay, Ramazan ; Berger, Theo. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:642-660.

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2019Long‐term dynamics of the VIX index and its tradable counterpart VXX. (2019). Molnár, Peter ; Bata, Milan ; Molnar, Peter. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:322-341.

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Marco Gallegati has edited the books:


YearTitleTypeCited

Works by Marco Gallegati:


YearTitleTypeCited
2019Mr Phillips and the medium-run: temporal instability vs. frequency stability In: Mo.Fi.R. Working Papers.
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paper0
2001European Business Cycles: 1960-1998 In: Working Papers.
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paper7
2002Financial Constraints and the Balance Sheet Channel: a Re-Interpretation In: Working Papers.
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paper10
2001Financial constraints and the balance sheet channel: a re-interpretation.(2001) In: Heterogeneity and monetary policy.
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This paper has another version. Agregated cites: 10
paper
2005Financial constraints and the balance sheet channel: a re-interpretation.(2005) In: Applied Economics.
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This paper has another version. Agregated cites: 10
article
2019Phillips averaging procedure as a crude version of the Haar wavelet filter In: Working Papers.
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paper0
2020LONG SWINGS IN THE GROWTH OF GOVERNMENT EXPENDITURE: AN INTERNATIONAL HISTORICAL PERSPECTIVE In: Working Papers.
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paper0
1996Firms optimal capital accumulation path with asymmetric informations and debt instead of equity finance In: Working Papers.
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paper0
2011The US Wage Phillips Curve across Frequencies and over Time In: Oxford Bulletin of Economics and Statistics.
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article68
2019Money growth and inflation : International historical evidence on high inflation episodes for developed countries In: Research Discussion Papers.
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paper2
2007Wavelet Variance Analysis of Output in G-7 Countries In: Studies in Nonlinear Dynamics & Econometrics.
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article34
2016Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2008Wavelet analysis of stock returns and aggregate economic activity In: Computational Statistics & Data Analysis.
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article71
2012A wavelet-based approach to test for financial market contagion In: Computational Statistics & Data Analysis.
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article59
2014Interest rate spreads and output: A time scale decomposition analysis using wavelets In: Computational Statistics & Data Analysis.
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article12
2019DSGE model with financial frictions over subsets of business cycle frequencies In: Journal of Economic Dynamics and Control.
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article3
2018Macrofinancial imbalances in historical perspective: A global crisis index In: Journal of Economic Dynamics and Control.
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article0
2010Instrumental variables and wavelet decompositions In: Economic Modelling.
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article4
2013Bond vs stock markets Q: Testing for stability across frequencies and over time In: Journal of Empirical Finance.
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article16
2005On the nature and causes of business fluctuations in Italy, 1861-2000 In: Explorations in Economic History.
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article3
2014The forward looking information content of equity and bond markets for aggregate investments In: Journal of Economics and Business.
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article1
2013Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis In: Structural Change and Economic Dynamics.
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article0
2003A Wavelet Analysis of MENA stock markets In: Middle East and North Africa.
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paper17
2005A Wavelet Analysis of MENA Stock Markets.(2005) In: Finance.
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This paper has another version. Agregated cites: 17
paper
2009The US Wage Phillips Curve over Different Time Horizons In: Giornale degli Economisti.
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article1
2012Destinations competitiveness and tourist satisfaction surveys: an economic analysis In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics.
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article0
2008Overall Specialization and Income: Countries Diversity In: Working Papers.
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paper9
2004Business Cycle Fluctuations in Mediterranean Countries (1960-2000) In: Emerging Markets Finance and Trade.
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article6
2002Una generalizzazione dellapproccio Greenwald-Stiglitz con imprese eterogenee In: Economia politica.
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article0
2014Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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article3
2005Stock returns and economic activity; evidence from wavelet analysis In: Computing in Economics and Finance 2005.
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paper0
2018A systematic wavelet-based exploratory analysis of climatic variables In: Climatic Change.
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article1
2017Long waves in prices: new evidence from wavelet analysis In: Cliometrica.
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article2
2005Requiem for the unit root in per capita real GDP? Additional evidence from historical data In: Empirical Economics.
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article19
2015Growth and Cycles of the Italian Economy Since 1861: The New Evidence In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
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article3
2019A system for dating long wave phases in economic development In: Journal of Evolutionary Economics.
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2009Overall trade specialization and economic development: countries diversify In: Review of World Economics (Weltwirtschaftliches Archiv).
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article54
2007Semiparametric analysis of the specialization-income relationship In: Applied Economics Letters.
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article14
2005Trade balance and terms of trade in U.S.: a time-scale decomposition analysis In: International Trade.
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paper0
2005Stock market returns and economic activity: evidence from wavelet analysis In: Macroeconomics.
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paper1
2005Wavelet variance and correlation analyses of output in G7 countries In: Macroeconomics.
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paper1

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