Deborah Gefang : Citation Profile


Are you Deborah Gefang?

Leicester University

5

H index

2

i10 index

79

Citations

RESEARCH PRODUCTION:

8

Articles

16

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 8
   Journals where Deborah Gefang has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 5 (5.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge123
   Updated: 2018-06-23    RAS profile: 2017-10-24    
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Relations with other researchers


Works with:

Koop, Gary (4)

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

Is cited by:

Koop, Gary (18)

Korobilis, Dimitris (12)

Rodríguez N., Norberto (6)

Rincon-Castro, Hernan (6)

Chan, Joshua (4)

Teräsvirta, Timo (3)

Pettenuzzo, Davide (3)

Billio, Monica (3)

Punzi, Maria Teresa (3)

Huber, Florian (3)

Nyberg, Henri (2)

Cites to:

Koop, Gary (16)

Korobilis, Dimitris (8)

Giannone, Domenico (8)

Sims, Christopher (7)

Potter, Simon (6)

Watson, Mark (6)

Reichlin, Lucrezia (6)

Osborn, Denise (5)

Otrok, Christopher (5)

Banbura, Marta (4)

Sensier, Marianne (4)

Main data


Where Deborah Gefang has published?


Working Papers Series with more than one paper published# docs
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)5
Working Paper series / Rimini Centre for Economic Analysis3
Working Papers / University of Strathclyde Business School, Department of Economics3
Working Papers / Lancaster University Management School, Economics Department2

Recent works citing Deborah Gefang (2018 and 2017)


YearTitle of citing document
2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

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2018Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690.

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2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Huang, Sheng ; Xie, RU ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:17004.

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2017Inflation anchoring in the euro area. (2017). Speck, Christian . In: Working Paper Series. RePEc:ecb:ecbwps:20171998.

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2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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2017The role of the reference rate in an interbank market with imperfect information. (2017). Muto, Ichiro. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:16-31.

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2017VARX-L: Structured regularization for large vector autoregressions with exogenous variables. (2017). Nicholson, William B ; Bien, Jacob ; Matteson, David S. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:627-651.

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2017Interbank interest rates: Funding liquidity risk and XIBOR basis spreads. (2017). Gallitschke, Janek ; Seifried, Frank Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:142-152.

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2017The effect of the term auction facility on the London interbank offered rate. (2017). McAndrews, James ; Wang, Zhenyu ; Sarkar, Asani. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:135-152.

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2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

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2017The Macroeconomic Effects of Japans Unconventional Monetary Policies. (2017). Ryuzo, MIYAO ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:17065.

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2017Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity. (2017). Nguyen, Bao H ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:17102.

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2017Lasso Regressions and Forecasting Models in Applied Stress Testing. (2017). Chan-Lau, Jorge A. In: IMF Working Papers. RePEc:imf:imfwpa:17/108.

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2018Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors. (2018). Yang, Hongqiang ; Jinguan, Lin ; Hongqiang, Yang ; Ju, Xiang ; Aijun, Yang. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9660-1.

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2017Volatility spillover effects in interbank money markets. (2017). Ribeiro, Pedro Pires ; Curto, Jose Dias . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:1:d:10.1007_s10290-016-0268-7.

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2017When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?. (2017). Morley, James ; Fazzari, Steven ; Panovska, Irina B. In: Discussion Papers. RePEc:swe:wpaper:2017-04.

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2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp243.

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2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5460.

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Works by Deborah Gefang:


YearTitleTypeCited
2012Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective In: Oxford Bulletin of Economics and Statistics.
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article7
2009Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2011Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers.
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paper19
2011Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 19
article
2010Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series.
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This paper has another version. Agregated cites: 19
paper
2011Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2011The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers.
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paper9
2012The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 9
paper
2008The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2012The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2009The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2011The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2012Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada In: SIRE Discussion Papers.
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paper1
2011Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014A 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.
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article0
2014Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage In: International Journal of Forecasting.
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article34
2013Technical appendix to: a new look at variation in employment growth in Canada In: Working Papers.
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paper0
2013A new look at variation in employment growth in Canada In: Working Papers.
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paper0
2008Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR In: Discussion Papers in Economics.
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paper5
2008Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective In: Discussion Papers in Economics.
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paper0
2014Asymmetric volatility spillovers between UK regional worker flows and vacancies In: Discussion Papers in Economics.
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paper0
2010Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series.
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paper0
2017Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies In: Applied Economics.
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article0
2014TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE In: Journal of Applied Econometrics.
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article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 2th 2018. Contact: CitEc Team