Deborah Gefang : Citation Profile


Are you Deborah Gefang?

Leicester University

6

H index

4

i10 index

129

Citations

RESEARCH PRODUCTION:

9

Articles

19

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 11
   Journals where Deborah Gefang has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 7 (5.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge123
   Updated: 2020-07-04    RAS profile: 2020-06-07    
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Relations with other researchers


Works with:

Koop, Gary (4)

Poon, Aubrey (3)

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 (22)

Korobilis, Dimitris (13)

Rodríguez N., Norberto (12)

Rincon-Castro, Hernan (8)

Miranda-Agrippino, Silvia (8)

Ricco, Giovanni (8)

Chan, Joshua (7)

Rossini, Luca (5)

Huber, Florian (5)

Eisenstat, Eric (5)

Casarin, Roberto (5)

Cites to:

Koop, Gary (23)

Korobilis, Dimitris (15)

Giannone, Domenico (12)

Reichlin, Lucrezia (8)

Watson, Mark (8)

Banbura, Marta (7)

Sims, Christopher (7)

Potter, Simon (6)

Otrok, Christopher (5)

Osborn, Denise (5)

Ni, Shawn (5)

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 (2020 and 2019)


YearTitle of citing document
2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:48-64.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2020The pass-through from short-horizon to long-horizon inflation expectations. (2020). Yetman, James. In: BIS Papers chapters. RePEc:bis:bisbpc:111-07.

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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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2019Beyond LIBOR: a primer on the new benchmark rates. (2019). Sushko, Vladyslav ; Schrimpf, Andreas. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903e.

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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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2019Forecasting Russias Key Macroeconomic Indicators with the VAR-LASSO Model. (2019). Polbin, Andrey ; Fokin, Nikita. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:67-93.

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

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016935.

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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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2019Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:135-154.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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2018A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. (2018). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:243-268.

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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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2019Forecasting mortality rate improvements with a high-dimensional VAR. (2019). Piette, Pierrick ; Lopez, Olivier ; Guibert, Quentin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:255-272.

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2019Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

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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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2018New evidence on the evolution of the anchoring of inflation expectations. (2018). buono, ines ; Formai, Sara. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:39-54.

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2018What moves benchmark money market rates? Evidence from the BBSW market. (2018). Casavecchia, Lorenzo ; Wu, Eliza ; Loudon, Geoffrey F. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:137-154.

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2019Liquidity risk, credit risk and stability in Islamic and conventional banks. (2019). Paltrinieri, Andrea ; Khan, Ashraf ; Hassan, Kabir M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:17-31.

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2020Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes. (2020). Gunay, Samet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306282.

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2019Large Bayesian vector autoregressions. (2019). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2019-19.

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2019Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2019). , Joshua . In: CAMA Working Papers. RePEc:een:camaaa:2019-61.

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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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2019Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks. (2019). Tran, Trung Duc ; Tatsuyoshi, Okimoto ; Nguyen, Bao H. In: Discussion papers. RePEc:eti:dpaper:19042.

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2018The Heterogeneous Effects of Global and National Business Cycles on Employment in U.S. States and Metropolitan Areas. (2018). Wynne, Mark ; Koech, Janet ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:343.

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2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data. (2019). Savona, Roberto ; Balduzzi, Pierluigi ; Alessi, Lucia. In: Working Papers. RePEc:jrs:wpaper:201903.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

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2019On Hodges’ superefficiency and merits of oracle property in model selection. (2019). Zhou, Xian ; Wu, Xianyi. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0670-0.

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2019Asymmetric arbitrage trading on offshore and onshore renminbi markets. (2019). Eraslan, Sercan. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1516-6.

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2018Forecasting Inflation Rate: Professional Against Academic, Which One is More Accurate. (2018). Hassani, Hossein ; Easaw, Joshy ; Heravi, Saeed ; Coreman, Jan. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0114-3.

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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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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

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2019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20.

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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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article15
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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article6
2011Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers.
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paper28
2011Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance.
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2010Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series.
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2011Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers.
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2011The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers.
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paper12
2012The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers.
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2008The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers.
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2012The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis.
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2009The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series.
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2011The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers.
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2012Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada In: SIRE Discussion Papers.
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2011Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada.(2011) In: Working Papers.
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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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2020Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters.
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2014Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage In: International Journal of Forecasting.
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article49
2019Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers.
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2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics.
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2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2013Technical appendix to: a new look at variation in employment growth in Canada In: Working Papers.
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2013A new look at variation in employment growth in Canada In: Working Papers.
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2008Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR In: Discussion Papers in Economics.
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paper9
2008Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective In: Discussion Papers in Economics.
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2014Asymmetric volatility spillovers between UK regional worker flows and vacancies In: Discussion Papers in Economics.
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2017Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies.(2017) In: Applied Economics.
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2010Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series.
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2014TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE In: Journal of Applied Econometrics.
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article3

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