7
H index
6
i10 index
178
Citations
Deborah Gefang : Citation Profile
Leicester University | RESEARCH PRODUCTION: 13 Articles 24 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2002 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Deborah Gefang. | Is cited by:
| Cites to:
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Main data
Where Deborah Gefang has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 2 |
Recent works citing Deborah Gefang (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper |
| 2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper |
| 2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
| 2023 | Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers || Download paper |
| 2023 | READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315. Full description at Econpapers || Download paper |
| 2023 | The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333. Full description at Econpapers || Download paper |
| 2024 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Mitchell, James ; Poon, Aubrey ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640. Full description at Econpapers || Download paper |
| 2023 | Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x. Full description at Econpapers || Download paper |
| 2023 | Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting. (2023). Wu, Ping ; Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:96086. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022. Full description at Econpapers || Download paper |
| 2024 | Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291. Full description at Econpapers || Download paper |
Works by Deborah Gefang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Identifying spatial interdependence in panel data with large N and small T In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2011 | Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
| 2011 | Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2010 | Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2011 | Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2011 | The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2012 | The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2008 | The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2012 | The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2009 | The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2011 | The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2012 | Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2020 | Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2002 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2002) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2020 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2014 | Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 60 |
| 2023 | Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2024 | Quantifying spillovers among regions In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2008 | Investigating nonlinear purchasing power parity during the post-Bretton Woods era – A Bayesian exponential smooth transition VECM approach In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | Technical appendix to: a new look at variation in employment growth in Canada In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A new look at variation in employment growth in Canada In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 2008 | Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Asymmetric volatility spillovers between UK regional worker flows and vacancies In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2010 | Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
| 2023 | A test to select between spatial weighting matrices In: Journal of Spatial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2014 | TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2024 | Inflation forecasting with rolling windows: An appraisal In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team