Marco Gallegati : Citation Profile


Are you Marco Gallegati?

Università Politecnica delle Marche

10

H index

11

i10 index

469

Citations

RESEARCH PRODUCTION:

27

Articles

16

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 18
   Journals where Marco Gallegati has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 14 (2.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga267
   Updated: 2021-06-07    RAS profile: 2021-03-31    
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Relations with other researchers


Works with:

Giri, Federico (3)

Semmler, Willi (2)

Fratianni, Michele (2)

Gallegati, Mauro (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 (30)

Masih, Abul (17)

Parteka, Aleksandra (16)

Tiwari, Aviral (15)

Caraiani, Petre (13)

Rua, António (12)

Martins, Manuel (12)

Vacha, Lukas (9)

Aloui, Chaker (9)

Crowley, Patrick (9)

Cites to:

Semmler, Willi (26)

Gallegati, Mauro (21)

Gilchrist, Simon (16)

Aguiar-Conraria, Luís (12)

Gencay, Ramazan (12)

Gertler, Mark (12)

Perron, Pierre (11)

Bai, Jushan (11)

Taylor, Alan (10)

Baxter, Marianne (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 Sociali6
Macroeconomics / University Library of Munich, Germany2

Recent works citing Marco Gallegati (2021 and 2020)


YearTitle of citing document
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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2020What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

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2020Bitcoin—A hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231.

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2020A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula. (2020). Matkovskyy, Roman. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:404-416.

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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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2020Back to the past: the historical roots of labour-saving automation. (2020). Virgillito, Maria Enrica ; Staccioli, Jacopo. In: DISCE - Quaderni del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0012.

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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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2020Okun’s Law across time and frequencies. (2020). Martins, Manuel ; Aguiar-Conraria, Luis ; Soares, Maria Joana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300658.

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2020What drives cross-country differences in export variety? A bilateral panel approach. (2020). Parteka, Aleksandra. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:48-56.

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2020Chinas liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach. (2020). Li, Min ; Zhong, Rui ; Wang, Hao ; Ji, Hao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:187-204.

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2020Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

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2021Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach. (2021). Jiang, Cuixia ; Jin, Bei ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302357.

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2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

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2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

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2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

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2021Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842.

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2021The unprecedented reaction of equity and commodity markets to COVID-19. (2021). Guesmi, Khaled ; Fateh, BELAID ; Ben Amar, Amine ; CHIAO, Benjamin ; ben Youssef, Adel ; Belaid, Fateh. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316676.

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2020The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

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2020The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis. (2020). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:110-124.

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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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2020Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana. (2020). Akosah, Nana ; Schaling, Eric ; Alagidede, Imhotep Paul. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300293.

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2021On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034.

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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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2020Productivity differentials along the development process: A “MESO” approach. (2020). Tamberi, Massimo. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:53:y:2020:i:c:p:99-107.

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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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2020The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies. (2020). Monge, Manuel ; Gil-Alana, Luis. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:130-:d:455636.

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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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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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2020Stock market comovements among Asian emerging economies: A wavelet-based approach. (2020). Joyo, Ahmed Shafique ; Basheer, Muhammad Farhan ; Longsheng, Cheng ; Younis, Ijaz. In: PLOS ONE. RePEc:plo:pone00:0240472.

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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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2020Unfolding the monetary policy rule in Ghana: quantile-based evidence within time-frequency framework. (2020). Schaling, Eric ; Alagidede, Imhotep ; Akosah, Nana. In: MPRA Paper. RePEc:pra:mprapa:103260.

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2020Determinant of export diversification:An empirical analysis in the case of SADC countries. (2020). Espoir, Lukau Matezo. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:9:y:2020:i:7:p:130-144.

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

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2021Back to the past: the historical roots of labor-saving automation. (2021). Virgillito, Maria Enrica ; Staccioli, Jacopo. In: Eurasian Business Review. RePEc:spr:eurasi:v:11:y:2021:i:1:d:10.1007_s40821-020-00179-1.

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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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2021Analysis of financial contagion in influential African stock markets. (2021). Olaniran, Oladotun Daniel ; Aderajo, Oluwatosin Mary. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00054-z.

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2020Back to the past: the historical roots of labour-saving automation. (2020). Virgillito, Maria Enrica ; Staccioli, Jacopo. In: LEM Papers Series. RePEc:ssa:lemwps:2020/34.

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2021Technological paradigms, labour creation and destruction in a multi-sector agent-based model. (2021). Virgillito, Maria Enrica ; Roventini, Andrea ; Pereira, Marcelo C ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2021/17.

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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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2021Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach.. (2021). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202110.

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2020Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. (2020). Hasan, Mohammad S ; Alexandridis, Antonios K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:518-546.

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2021Who drives the dance? Further insights from a time?frequency wavelet analysis of the interrelationship between stock markets and uncertainty. (2021). Ben Amar, Amine ; Carlotti, Jeanetienne. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1623-1636.

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2021Harvesting Islamic risk premium with long–short strategies: A time scale decomposition using the wavelet theory. (2021). Achchab, Boujemaa ; Ahroum, Rida. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:430-444.

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2021Intertemporal price discovery between stock index futures and spot markets: New evidence from high?frequency data. (2021). Mohamad, Azhar ; Sifat, Imtiaz Mohammad ; Amin, Kevin Reinaldo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:898-913.

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2020On the predictability of crude oil market: A hybrid multiscale wavelet approach. (2020). Bekiros, Stelios ; Muzaffar, Ahmed Taneem ; Uddin, Gazi Salah ; Hernandez, Jose Arreola. 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). Berger, Theo ; Genay, Ramazan. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:642-660.

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2020Back to the past: the historical roots of labour-saving automation. (2020). Virgillito, Maria Enrica ; Staccioli, Jacopo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:721.

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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
2021Risk and Strategic Complementarities: Banks Behavior, Supervision and Macroprudential Policies 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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article73
2019Money growth and inflation : International historical evidence on high inflation episodes for developed countries In: Research Discussion Papers.
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paper3
2007Wavelet Variance Analysis of Output in G-7 Countries In: Studies in Nonlinear Dynamics & Econometrics.
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article35
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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article76
2012A wavelet-based approach to test for financial market contagion In: Computational Statistics & Data Analysis.
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article69
2014Interest rate spreads and output: A time scale decomposition analysis using wavelets In: Computational Statistics & Data Analysis.
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article13
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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article2
2010Instrumental variables and wavelet decompositions In: Economic Modelling.
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article5
2013Bond vs stock markets Q: Testing for stability across frequencies and over time In: Journal of Empirical Finance.
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article18
2005On the nature and causes of business fluctuations in Italy, 1861-2000 In: Explorations in Economic History.
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article3
2021Introduction to the special issue on “New macroeconomic perspectives on inequality, credit, and stability” In: Journal of Economic Behavior & Organization.
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article0
2014The forward looking information content of equity and bond markets for aggregate investments In: Journal of Economics and Business.
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article2
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
2001A 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 - The Italian Journal of Economic, Demographic and Statistical Studies.
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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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article5
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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2018A systematic wavelet-based exploratory analysis of climatic variables In: Climatic Change.
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article2
2017Long waves in prices: new evidence from wavelet analysis In: Cliometrica.
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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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article2
2019A system for dating long wave phases in economic development In: Journal of Evolutionary Economics.
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article5
2009Overall trade specialization and economic development: countries diversify In: Review of World Economics (Weltwirtschaftliches Archiv).
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article59
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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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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paper2

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