David Giles : Citation Profile


Are you David Giles?

University of Victoria

13

H index

19

i10 index

846

Citations

RESEARCH PRODUCTION:

84

Articles

89

Papers

EDITOR:

3

Series edited

RESEARCH ACTIVITY:

   44 years (1975 - 2019). See details.
   Cites by year: 19
   Journals where David Giles has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 43 (4.84 %)

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   Permalink: http://citec.repec.org/pgi8
   Updated: 2021-11-28    RAS profile: 2021-10-27    
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Relations with other researchers


Works with:

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

Is cited by:

schneider, friedrich (161)

Buehn, Andreas (38)

Elgin, Ceyhun (12)

Dell'Anno, Roberto (9)

Magnus, Jan (8)

Sardà, Jordi (7)

GUPTA, RANGAN (7)

Bajada, Chris (7)

Kose, Ayhan (6)

Gemmell, Norman (6)

Torosyan, Karine (6)

Cites to:

Dickey, David (10)

Ben-David, Dan (9)

Granger, Clive (8)

Engle, Robert (8)

Phillips, Peter (7)

Romer, David (6)

Franses, Philip Hans (6)

Krueger, Alan (6)

schneider, friedrich (6)

Weil, David (6)

Mankiw, N. Gregory (6)

Main data


Where David Giles has published?


Journals with more than one article published# docs
Economics Letters17
Applied Economics Letters8
Applied Economics7
Journal of Econometrics5
Statistical Papers4
Australian Economic Papers3
The Journal of International Trade & Economic Development3
The Economic Record3
Applied Financial Economics3
Oxford Bulletin of Economics and Statistics3
Mathematics and Computers in Simulation (MATCOM)2
Empirical Economics2
Journal of Urban Economics2
Journal of Economic Surveys2
Economics Bulletin2

Working Papers Series with more than one paper published# docs
Econometrics Working Papers / Department of Economics, University of Victoria84
Department Discussion Papers / Department of Economics, University of Victoria3

Recent works citing David Giles (2021 and 2020)


YearTitle of citing document
2021Econometric Analysis of Integration of Selected New EU Member CEE Stock Markets With Global Stock Market and Eurozone: Impact of Global Financial Crisis. (2021). Seia, Petr ; Lopez, Lorena Caridad ; Koutsky, Jaroslav ; Suchacek, Jan. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:58:p:824.

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2021Are Less Developed Countries More Likely to Manipulate Data During Pandemics? Evidence from Newcomb-Benford Law. (2020). Zhu, Xiaodi ; Yan, Yuxing ; Balashov, Vadim S. In: Papers. RePEc:arx:papers:2007.14841.

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2021Mind the Income Gap: Behavior of Inequality Estimators from Complex Survey Small Samples. (2021). Pacei, Silvia ; Ferrante, Maria Rosaria ; de Nicolo, Silvia. In: Papers. RePEc:arx:papers:2107.08950.

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2020Determinants of the grant lag and the surrender lag of horticultural crop plant breeders’ rights applications: Survival analysis with competing risks. (2020). Florkowski, Wojciech J ; Carew, Richard ; Meng, Ting. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:68:y:2020:i:4:p:489-512.

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2021Growing Apart or Moving Together? Synchronization of Informal and Formal Economy Cycles Abstract:. (2021). Elgin, Ceyhun ; Kse, Ayhan M ; Yu, Shu ; Ohnsorge, Franziska. In: Working Papers. RePEc:bou:wpaper:2021/04.

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2020PricThe musical tribute band is a neglected topic in the field of economics. At first sight, it may seem to be a simple case of general copycatting which has been covered for other products and market. (2020). Sonnabend, Hendrik ; Cameron, Samuel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00093.

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2021Nudging against panic selling: Making use of the IKEA effect. (2021). Rieger, Marc Oliver ; Ashtiani, Amin Zokaei ; Stutz, David. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000460.

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2020How much household electricity consumption is actually saved by replacement with Light-Emitting Diodes (LEDs)?. (2020). Matsumoto, Shigeru ; Onuma, Hiroki ; Arimura, Toshi H. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:224-238.

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2021Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

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2020The effect of domestic and foreign risks on an emerging stock market: A time series analysis. (2020). Kirikkaleli, Dervis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302997.

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2020Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks. (2020). Zhang, Weiping ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300826.

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2020Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157.

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2020Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. (2020). Singh, Anuradha ; Powell, Robert ; Yong, J ; Do, A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301342.

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2021Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China. (2021). Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302400.

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2020The non-observed economy and economic growth: A meta-analysis. (2020). Neves, Pedro Cunha ; Afonso, Oscar ; Pinto, Tiago. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362520300066.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Spatial spillovers of pollution onto the underground sector. (2020). Goel, Rajeev ; Saunoris, James W. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520304171.

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2020Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method. (2020). Lian, Peng ; Qi, Yajie ; Guo, Sui ; Sun, Bowen ; Zhou, Jinsheng. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322807.

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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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2021Asymmetric volatility spillover among Chinese sectors during COVID-19. (2021). Bouri, Elie ; Peng, Zhe ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100096x.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2020A Markov-switching approach to the study of citations in academic journals. (2020). Tohmé, Fernando ; Tohme, Fernando ; Hernandez-Chanto, Allan ; Fioriti, Andres ; Delbianco, Fernando. In: Journal of Informetrics. RePEc:eee:infome:v:14:y:2020:i:4:s1751157720301851.

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2021Talent or popularity: What drives market value and brand image for human brands?. (2021). Kottemann, Pascal ; Johnen, Marius ; Schnittka, Oliver ; Hofmann, Julian. In: Journal of Business Research. RePEc:eee:jbrese:v:124:y:2021:i:c:p:748-758.

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2020Superfund cleanups and children’s lead exposure. (2020). Klemick, Heather ; Sullivan, Karen ; Mason, Henry. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:100:y:2020:i:c:s0095069619303304.

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2021Food security from free collection of foods: Evidence from India. (2021). Narayanan, Sudha. In: Food Policy. RePEc:eee:jfpoli:v:100:y:2021:i:c:s0306919220302049.

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2021Is volatility spillover enough for investor decisions? A new viewpoint from higher moments. (2021). Hamori, Shigeyuki ; He, Xie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000632.

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2020Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957.

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2021Gainers and losers with higher order portfolio risk optimization. (2021). Ayub, Usman ; Ashfaq, Saira ; Gulzar, Saqib ; Raza, Naveed ; Mujtaba, Ghulam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307524.

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2020Why must it always be so Real with tax evasion?. (2020). GUPTA, RANGAN ; Makena, Philton. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:304-308.

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2020Detecting academic fraud using Benford law: The case of Professor James Hunton. (2020). Wood, Anthony ; Kumar, Dhanya Krishna ; Horton, Joanne. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:8:s0048733320301621.

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2020Inter- and intra-regional stock market relations for the GCC bloc. (2020). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310013.

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2021Does the US-China trade war affect co-movements between US and Chinese stock markets?. (2021). Ke, Jian ; Wang, Liming ; Shi, Yujie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000982.

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2020Team-based primary care practice and physicians services: Evidence from Family Health Teams in Ontario, Canada. (2020). Sarma, Sisira ; Devlin, Rose Anne ; Zaric, G S ; Mehta, N ; Some, N H. In: Social Science & Medicine. RePEc:eee:socmed:v:264:y:2020:i:c:s0277953620305293.

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2020Obtaining certainty vs. creating uncertainty: Does firms’ patent filing strategy work as expected?. (2020). Xiong, Libin ; Zhang, Gupeng ; Huang, Dujuan ; Duan, Hongbo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:160:y:2020:i:c:s004016252031060x.

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2020Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model. (2020). Angelopoulos, Jason ; Visvikis, Ilias D ; Sahoo, Satya. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311081.

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2020An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:226-:d:419895.

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2020The Survival of Cultural Firms: A Study of Multiple Accounting Parameters in Spain. (2020). Do, Maria ; Liste, Antonio Vaamonde ; del Pilar, MA. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:1159-:d:317119.

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2021Assessing the Impact of Employment in the Informal Sector of the Economy on Labor Market Development. (2021). Savelieva, Irina Petrovna ; Voronina, Svetlana Vladimirovna ; Danilova, Irina Valentinovna ; Karpushkina, Anzhelika Viktorovna. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8435-:d:603656.

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2021Integrated Survival Model for Predicting Patent Litigation Hazard. (2021). Kang, Jiho ; Jang, Dongsik ; Lee, Junseok ; Park, Sangsung ; Kim, Youngho. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1763-:d:494763.

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2020Liquidity Regulation and Bank Lending. (2020). TARAZI, Amine ; Ananou, Foly. In: Working Papers. RePEc:hal:wpaper:hal-02516749.

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2020Corruption between economic institutional aspect and social aspect through governance. (2020). Mtiraoui, Abderraouf. In: Working Papers. RePEc:hal:wpaper:hal-02535463.

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2021Liquidity Regulation and Bank Lending. (2021). Wilson, John ; Tarazi, Amine ; Chronopoulos, Dimitris ; Ananou, Foly. In: Working Papers. RePEc:hal:wpaper:hal-03259305.

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2020EQUITY MARKET INTEGRATION AND DIVERSIFICATION: EVIDENCE FROM EMERGING AND DEVELOPED COUNTRIES. (2020). Setaputra, Robert ; Rim, Hong. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:14:y:2020:i:2:p:51-59.

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2020Risk Transmissions between Major Foreign Currencies: An Empirical Analysis from the U.S. Perspective. (2020). Baek, Chung. In: International Journal of Business and Economics. RePEc:ijb:journl:v:19:y:2020:i:2:p:151-168.

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2021Financial Factors and Their Relative Importance Analysis in Peruvian Gold Mining Companies¡¯ Stock Price. (2021). Venegas, Pedro Bernabe ; Castilla, Jorge Luis ; Vilcarromero, Jose Fernando ; Deza, Jimmy Alberth ; Santillan, Nivardo Alonzo. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:2:p:251-262.

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2021Relationship Between Unemployment Rate and Shadow Economy in Nigeria: A Tado-Yamamoto Approach. (2021). Manasseh, Charles ; Nwakoby, Ifeoma C ; Abada, Felicia C ; Asogwa, Onyinye J ; Lawal, Adedoyin I ; Alio, Felix C ; Okoh, Johnson I ; Iroegbu, Ngozi Franca. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:3:p:271-283.

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2020A simultaneous equation model of economic growth and shadow economy: Is there a difference between the developed and developing countries?. (2020). Boujelbene, Younes ; Baklouti, Nedra. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-018-9235-8.

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2020One-way effect or multiple-way causality: foreign direct investment, institutional quality and shadow economy?. (2020). Huynh, Cong Minh ; Canh, Nguyen ; Thai, Vu Hong. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-019-00454-1.

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2021Are survey-based self-employment income underreporting estimates biased? New evidence from matched register and survey data. (2021). Alinaghi, Nazila ; Gemmell, Norman ; Cinta, Ana. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:28:y:2021:i:2:d:10.1007_s10797-020-09611-8.

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2021Growing Apart or Moving Together? Synchronization of Informal and Formal Economy Cycles. (2021). Kose, Ayhan ; Elgin, Ceyhun ; Yu, Shu ; Ohnsorge, Franziska. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2115.

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2020Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets. (2020). Chirila, Ciprian. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xx:y:2020:i:2:p:2-11.

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2020Using currency demand to estimate the Palestine underground economy: An econometric analysis. (2020). Alazzeh, Wael ; Awad, Ibrahim M. In: Palgrave Communications. RePEc:pal:palcom:v:6:y:2020:i:1:d:10.1057_s41599-020-0433-4.

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2021Cultural Divergence in popular music: the increasing diversity of music consumption on Spotify across countries. (2021). Garcia, David ; Bello, Pablo. In: Palgrave Communications. RePEc:pal:palcom:v:8:y:2021:i:1:d:10.1057_s41599-021-00855-1.

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2021Tracking the impact of COVID-19 on economic inequality at high frequency. (2021). Montalvo, Jose G ; Reynal-Querol, Marta ; Mestres, Josep ; Graziano, Alberto ; Durante, Ruben ; Aspachs, Oriol. In: PLOS ONE. RePEc:plo:pone00:0249121.

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2021Nexus between Carbon Dioxide Emissions and Economic Growth in G7 Countries: Fresh Insights via Wavelet Coherence Analysis. (2021). Shahbaz, Muhammad ; Khalid, Usman ; Tiwari, Aviral Kumar ; Khalfaoui, Rabeh. In: MPRA Paper. RePEc:pra:mprapa:109276.

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2021Growing Apart or Moving Together? Synchronization of Informal and Formal Economy Cycles. (2021). Kose, Ayhan ; Elgin, Ceyhun ; Yu, Shu ; Ohnsorge, Franziska. In: MPRA Paper. RePEc:pra:mprapa:109492.

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2021Estimation of Correlation between Capital Markets. Analysing the case of Central and Eastern European markets in the context of the COVID-19 pandemic. (2021). Zaharia, Alina. In: The Review of Finance and Banking. RePEc:rfb:journl:v:13:y:2021:i:1:p:61-78.

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2020Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386.

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2020The Size and Development of the Shadow Economy in Morocco. (2020). schneider, friedrich ; LAHLOU, kamal ; Doghmi, Hicham. In: Document de travail. RePEc:ris:bkamdt:2020_003.

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2020.

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2021Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications. (2021). Adeel, Ifraz ; Naveed, Muhammad ; Ali, Shoaib ; Yousaf, Imran. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211013800.

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2020Kwantyfikacja zmian luki VAT: podejście ekonometryczne. (2020). Konopczak, Karolina. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2020:i:2:p:25-42.

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2020Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging. (2020). Dybka, Piotr ; Torj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: Working Papers. RePEc:sgh:kaewps:2020046.

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2020Contagion in Futures Metal Markets during the Recent Global Financial Crisis: Evidence from Gold, Silver, Copper, Zinc and Aluminium. (2020). Tsiaras, Konstantinos. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:70:y:2020:i:3-4:p:42-55.

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2021Efficient likelihood-based inference for the generalized Pareto distribution. (2021). Balakrishnan, N ; Nagatsuka, Hideki . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:6:d:10.1007_s10463-020-00782-z.

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2020Regional convergence and spatial dependence: a worldwide perspective. (2020). Puente-Ajovin, Miguel ; Vera-Cabello, Maria ; Sanso-Navarro, Marcos. In: The Annals of Regional Science. RePEc:spr:anresc:v:65:y:2020:i:1:d:10.1007_s00168-020-00978-4.

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2020Testing the emission reduction claims of CDM projects using the Benford’s Law. (2020). Maddison, David ; Zhang, Liyun ; Cole, Matthew A. In: Climatic Change. RePEc:spr:climat:v:160:y:2020:i:3:d:10.1007_s10584-019-02593-5.

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2020Implementation of a goodness-of-fit test through Khmaladze martingale transformation. (2020). Kim, Jiwoong. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-020-00971-7.

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2020Fiscal policy and shadow economy in Asian developing countries: does corruption matter?. (2020). Huynh, Cong Minh ; Nguyen, Tan Loi. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01700-w.

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2021Modeling fractional cointegration between high and low stock prices in Asian countries. (2021). Sibbertsen, Philipp ; Afzal, Alia. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01784-4.

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2020Shadow economy and air pollution in developing Asia: what is the role of fiscal policy?. (2020). Huynh, Cong Minh. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:22:y:2020:i:3:d:10.1007_s10018-019-00260-8.

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2020Asymmetric effects of inequality on real output levels of the United States. (2020). GUPTA, RANGAN ; Balcilar, Mehmet ; Akadiri, Seyi Saint ; ben Nasr, Adnen. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:1:d:10.1007_s40822-019-00129-x.

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2020International movements of money and men: impact on the informal economy. (2020). Goel, Rajeev ; Potempa, Ashley ; Schneider, Friedrich ; Ram, Rati. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:1:d:10.1007_s12197-019-09480-w.

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2020U.S. Small Business Administration loans and U.S. state-level employment. (2020). Orzechowski, Paul E. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09495-3.

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2021Analyzing the duration of IPOs from offering to listing using the Cox proportional hazards model. (2021). Smith, Zachary Alexander ; Mumtaz, Muhammad Zubair. In: Portuguese Economic Journal. RePEc:spr:portec:v:20:y:2021:i:1:d:10.1007_s10258-019-00166-z.

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2021.

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2020Short-Term Forecast of Ukrainian Economy Including Shadow Sector Using Causal Simulation Model. (2020). Yuri, Vasylenko. In: Ekonomika (Economics). RePEc:vrs:ekonom:v:99:y:2020:i:1:p:131-145:n:8.

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2021Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ?CoVaR risk metric?based copula approach. (2021). Yoon, Seongmin ; Mensi, Walid ; Hussain, Syed Jawad ; al Yahyaee, Khamis Hamed ; Alyahyaee, Khamis Hamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926.

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2021Tail risk connectedness between US industries. (2021). Tan, Linzhi ; Nguyen, Linh H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3624-3650.

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2021Time?varying causal nexuses between economic growth and CO2 emissions in G?7 countries: A bootstrap rolling window approach over 1820–2015. (2021). Hussain, Syed Jawad ; Khraief, Naceur ; Ali, Sajid ; Alam, Md Samsul. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6128-6148.

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2020Is implied volatility more informative for forecasting realized volatility: An international perspective. (2020). Zhang, Yaojie ; Wei, YU ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1253-1276.

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2021“I will survive”: Online streaming and the chart survival of music tracks. (2021). Tanneberg, Ilka ; Kaimann, Daniel ; Cox, Joe. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:1:p:3-20.

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David Giles is editor of


Journal
The Journal of International Trade & Economic Development
Department Discussion Papers
Econometrics Working Papers

Works by David Giles:


YearTitleTypeCited
1981FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL In: Australian Journal of Agricultural Economics.
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1981FUTURES PRICES AS FORECASTS OF COMMODITY SPOT PRICES: LIVE CATTLE AND WOOL.(1981) In: Australian Journal of Agricultural and Resource Economics.
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This paper has another version. Agregated cites: 5
article
1978A Comparison of Some Tests for Fourth-Order Autocorrelation. In: Australian Economic Papers.
[Citation analysis]
article0
1980The Predictive Quality of Futures Prices, with an Application to the Sydney Wool Futures Market. In: Australian Economic Papers.
[Citation analysis]
article1
1984Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice. In: Australian Economic Papers.
[Citation analysis]
article1
1985An Engel Curve Analysis of Household Expenditure in New Zealand In: The Economic Record.
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article2
1997Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand In: The Economic Record.
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article2
2001Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data In: The Economic Record.
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article0
1999Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data.(1999) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 0
paper
1991 The Structure of Econometric Analysis: Review Article. In: Journal of Economic Surveys.
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article0
1993 Pre-test Estimation and Testing in Econometrics: Recent Developments. In: Journal of Economic Surveys.
[Citation analysis]
article21
1989Coefficient Sign Changes When Restricting Regression Models under Instrumental Variables Estimation. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article0
2004Calculating a Standard Error for the Gini Coefficient: Some Further Results In: Oxford Bulletin of Economics and Statistics.
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article10
2002Calculating a Standard Error for the Gini Coefficient: Some Further Results.(2002) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 10
paper
2006A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment In: Oxford Bulletin of Economics and Statistics.
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article3
2010Hermite regression analysis of multi-modal count data In: Economics Bulletin.
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article1
2010Hermite Regression Analysis of Multi-Modal Count Data.(2010) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 1
paper
2011Reducing the bias of the maximum likelihood estimator for the Poisson regression model In: Economics Bulletin.
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article0
1999Measuring the Hidden Economy: Implications for Econometric Modelling. In: Economic Journal.
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article154
1998Measuring The Hidden Economy: Implications for Econometric Modelling.(1998) In: Econometrics Working Papers.
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paper
1977A Note on Wallis Bounds Test and Negative Autocorrelation. In: Econometrica.
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article1
1982The interpretation of dummy variables in semilogarithmic equations : Unbiased estimation In: Economics Letters.
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article25
1982General instrumental variables estimation under stochastic linear restrictions In: Economics Letters.
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article0
1984Instrumental variables regressions involving seasonal data In: Economics Letters.
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article2
1986Preliminary-test estimation in mis-specified regressions In: Economics Letters.
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article0
1988The positive-part Stein-rule estimator and tests of linear hypotheses In: Economics Letters.
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article0
1988The estimation of allocation models with autocorrelated disturbances In: Economics Letters.
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article0
1989Preliminary-test estimation of the scale parameter in a mis-specified regression model In: Economics Letters.
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article3
1991The power of the Durbin-Watson test when the errors are heteroscedastic In: Economics Letters.
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article0
1992Some consequences of using the Chow test in the context of autocorrelated disturbances In: Economics Letters.
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article3
1992The exact distribution of R2 when the regression disturbances are autocorrelated In: Economics Letters.
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article5
1993Pre-test estimation in regression under absolute error loss In: Economics Letters.
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article0
1994Preliminary-test estimation in a dynamic linear model In: Economics Letters.
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article0
1981Testing for parameter stability in structural econometric relationships In: Economics Letters.
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article0
2005Testing for a Santa Claus effect in growth cycles In: Economics Letters.
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article2
1981Recursions for instrumental variables estimators In: Economics Letters.
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article0
2006Superstardom in the US popular music industry revisited In: Economics Letters.
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article15
2005Superstardom in the U.S. Popular Music Industry Revisited.(2005) In: Econometrics Working Papers.
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paper
2007The bias of elasticity estimators in linear regression: Some analytic results In: Economics Letters.
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article0
2005The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results.(2005) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 0
paper
1979The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators In: Journal of Econometrics.
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article0
1984Autocorrelation pre-testing in the linear model: Estimation, testing and prediction In: Journal of Econometrics.
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article12
1987Estimating the error variance in regression after a preliminary test of restrictions on the coefficients In: Journal of Econometrics.
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article4
1975Discriminating between autoregressive forms : A Monte Carlo comparison of Bayesian and ad hoc methods In: Journal of Econometrics.
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article1
1978Fourth-order autocorrelation : Further significance points for the Wallis test In: Journal of Econometrics.
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article2
2004Gender convergence in crime: Evidence from Canadian adult offense charge data In: Journal of Criminal Justice.
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article1
2003Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data.(2003) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 1
paper
1983Urban migration in New Zealand: Dummy variable interpretations In: Journal of Urban Economics.
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article0
1978A note on urban migration in New Zealand In: Journal of Urban Economics.
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article2
2002A fuzzy logic approach to modelling the New Zealand underground economy In: Mathematics and Computers in Simulation (MATCOM).
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article2
2009Modelling the financial risk associated with U.S. movie box office earnings In: Mathematics and Computers in Simulation (MATCOM).
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article2
1993The exact distribution of a least squares regression coefficient estimator after a preliminary t-test In: Statistics & Probability Letters.
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article3
2005Output and well-being in industrialized nations in the second half of the 20th century: testing for convergence using fuzzy clustering analysis In: Structural Change and Economic Dynamics.
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article9
1981Interval estimation in the calibration of certain trip distribution models In: Transportation Research Part B: Methodological.
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article0
1977A Note on the Minimum Error Variance Rule and the Restricted Regression Model. In: International Economic Review.
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article1
1985Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations In: American Journal of Agricultural Economics.
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article6
2002The Canadian Underground and Measured Economies: Granger Causality Results In: MPRA Paper.
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paper47
2002The Canadian underground and measured economies: Granger causality results.(2002) In: Applied Economics.
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This paper has another version. Agregated cites: 47
article
1999The Canadian Underground and Measured Economies: Granger Causality Results.(1999) In: Econometrics Working Papers.
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paper
2003Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve In: Computing in Economics and Finance 2003.
[Citation analysis]
paper0
1999Modelling the hidden economy and the tax-gap in New Zealand In: Empirical Economics.
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article104
1998Modelling the Hidden Economy and the Tax-Gap in New Zealand.(1998) In: Econometrics Working Papers.
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paper
1999Modelling the Hidden Economy and the Tax-Gap in New Zealand.(1999) In: Econometrics Working Papers.
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paper
2006Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence In: Empirical Economics.
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article6
2003Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence.(2003) In: Econometrics Working Papers.
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paper
2005Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence.(2005) In: Econometrics Working Papers.
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paper
2017On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables In: Journal of Quantitative Economics.
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article2
2011On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables.(2011) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 2
paper
2010K. Krishnamoorthy (2006): Handbook of statistical distributions with applications In: Statistical Papers.
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article0
2012Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates In: Statistical Papers.
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article2
2009Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates.(2009) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 2
paper
2018Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile Regression In: Statistical Papers.
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article0
2019David A. Harville: Linear models and the relevant distributions and matrix algebra In: Statistical Papers.
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article0
2007Benfords law and naturally occurring prices in certain ebaY auctions In: Applied Economics Letters.
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article27
2005Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions.(2005) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 27
paper
2007Increasing returns to information in the US popular music industry In: Applied Economics Letters.
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article13
2005Increasing Returns to Information in the U.S. Popular Music Industry.(2005) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 13
paper
2010Benfords Law and psychological barriers in certain eBay auctions In: Applied Economics Letters.
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article1
2006Benfords Law and Psychological Barriers in Certain eBay Auctions.(2006) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013Constructing confidence bands for the Hodrick--Prescott filter In: Applied Economics Letters.
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article1
2012Constructing Confidence Bands for the Hodrick-Prescott Filter.(2012) In: Econometrics Working Papers.
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paper
1997Causality between the measured and underground economies in New Zealand In: Applied Economics Letters.
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article52
1997The hidden economy and tax-evasion prosecutions in New Zealand In: Applied Economics Letters.
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article1
1997Applying the RESET test in allocation models: a cautionary note In: Applied Economics Letters.
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article3
1999The rise and fall of the New Zealand underground economy: are the responses symmetric? In: Applied Economics Letters.
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article34
2008Some properties of absolute returns as a proxy for volatility In: Applied Financial Economics Letters.
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article6
2007Some Properties of Absolute Returns as a Proxy for Volatility.(2007) In: Econometrics Working Papers.
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paper
2010Extreme value analysis of daily Canadian crude oil prices In: Applied Financial Economics.
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article9
2007Extreme Value Analysis of Daily Canadian Crude Oil Prices.(2007) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 9
paper
2010Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China In: Applied Financial Economics.
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article3
2009Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China.(2009) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 3
paper
2012The extreme-value dependence between the Chinese and other international stock markets In: Applied Financial Economics.
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article2
2010The Extreme-Value Dependence Between the Chinese and Other International Stock Markets.(2010) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 2
paper
2000Our fans in the north: the demand for British Rugby League In: Applied Economics.
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article10
1999Our Fans in the North: The Demand for British Rugby League.(1999) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 10
paper
2001Are cigarette bans really good economic policy? In: Applied Economics.
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article10
1999Are Cigarette Bans Really Good Economic Policy?.(1999) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 10
paper
2001The learning path of the hidden economy: the tax burden and tax evasion in New Zealand In: Applied Economics.
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article9
1999The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand.(1999) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 9
paper
2006Rational exuberance at the mall: addiction to carrying a credit card balance In: Applied Economics.
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article1
2005Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance.(2005) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 1
paper
2007Survival of the hippest: life at the top of the hot 100 In: Applied Economics.
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article7
2005Survival of the Hippest: Life at the Top of the Hot 100.(2005) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 7
paper
2011A survival analysis of the approval of US patent applications In: Applied Economics.
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article11
2007A Survival Analysis of the Approval of U.S. Patent Applications.(2007) In: Econometrics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1997The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function In: Econometric Reviews.
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article3
2001Editors introduction In: The Journal of International Trade & Economic Development.
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article4
2005Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950 - 1992 In: The Journal of International Trade & Economic Development.
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article0
2001Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992.(2001) In: Econometrics Working Papers.
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paper
1998Income distribution in the United States: Kuznets inverted-U hypothesis and data non-stationarity In: The Journal of International Trade & Economic Development.
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article14
2014Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions In: Communications in Statistics - Theory and Methods.
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article0
2011Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions.(2011) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 0
paper
2016Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution In: Communications in Statistics - Theory and Methods.
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article0
2016Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution In: Communications in Statistics - Theory and Methods.
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article1
2009Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution.(2009) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 1
paper
2011Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution.(2011) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 1
paper
1981Choosing between Alternative Structural Equations Estimated by Instrumental Variables. In: The Review of Economics and Statistics.
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article0
1998The Underground Economy: Minimizing the Size of Government In: Department Discussion Papers.
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paper6
1998The Underground Economy: Minimizing the Size of Government.(1998) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 6
paper
1998The Underground Economy: Minimizing the Size of Government.(1998) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 6
paper
1998Testing for Unit Roots With Missing Observations In: Department Discussion Papers.
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paper3
1998Testing for Unit Roots With Missing Observations.(1998) In: Econometrics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1998Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records In: Department Discussion Papers.
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paper5
1998Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records.(1998) In: Econometrics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2000Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis In: Econometrics Working Papers.
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paper9
2000Preliminary-Test and Bayes Estimation of a Location Parameter Under Reflected Normal Loss In: Econometrics Working Papers.
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paper0
2000A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper1
2000Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data In: Econometrics Working Papers.
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paper4
1999Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data.(1999) In: Econometrics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2001Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm In: Econometrics Working Papers.
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paper4
2002On the Futility of Testing the Error Term Assumptions in a Spurious Regression In: Econometrics Working Papers.
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paper0
2003Testing For Convergence in Output and in Well-Being in Industrialized Countries In: Econometrics Working Papers.
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paper0
2003Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence In: Econometrics Working Papers.
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paper3
2003Ruminant Eructation and a Long-Run Environmental Kuznets Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis In: Econometrics Working Papers.
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paper11
2004An Empirical Likelihood Ratio Test for Normality In: Econometrics Working Papers.
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paper2
2004An Empirical Likelihood Ratio Test for Normality in Linear Regression In: Econometrics Working Papers.
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paper1
2004No, Virginia, There Isnt a Santa Claus (For Most Countries Growth Cycles) In: Econometrics Working Papers.
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paper0
2004Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering In: Econometrics Working Papers.
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paper4
2005The Bias of Inequality Measures in Very Small Samples: Some Analytic Results In: Econometrics Working Papers.
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paper1
2006Spurious Regressions With Time-Series data: Further Asymptotic Results In: Econometrics Working Papers.
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paper0
2006Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada In: Econometrics Working Papers.
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paper3
2006The Exact Asymptotic Distribution Function of Watsons UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data In: Econometrics Working Papers.
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paper0
2007General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic In: Econometrics Working Papers.
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paper0
2007A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle In: Econometrics Working Papers.
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paper1
2007An Application of Extreme Value Theory to U.S. Movie Box Office Returns In: Econometrics Working Papers.
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paper0
2007Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence In: Econometrics Working Papers.
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paper1
2009Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence.(2009) In: Econometrics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Finite-Sample Moments of the MLE for the Binary Logit Model In: Econometrics Working Papers.
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paper0
2009Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper0
2009Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper0
2009Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper0
2009Almost Unbiased Estimation of the Poisson Regression Model In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper0
2010Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper0
2011Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper21
2011Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper3
2011Quantity versus Quality: What’s in a (Journal) Name? In: Econometrics Working Papers.
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paper0
2011On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution In: Econometrics Working Papers.
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paper0
2011Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution In: Econometrics Working Papers.
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paper1
2011Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values In: Econometrics Working Papers.
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paper3
2012Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications In: Econometrics Working Papers.
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paper0
2012A Note on Improved Estimation for the Topp-Leone Distribution In: Econometrics Working Papers.
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paper0
2017A Note on Improved Estimation for the Topp-Leone Distribution.(2017) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets In: Econometrics Working Papers.
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paper64
2015Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets.(2015) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
article
2014Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory In: Econometrics Working Papers.
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paper1
2017Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory.(2017) In: Econometrics Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant In: Econometrics Working Papers.
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paper0
1998Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper2
1998The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper1
1998Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper2
1998The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper1
1999A Fuzzy Logic Approach to Modelling the Underground Economy In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper3
1999Testing for Unit Roots in Semi-Annual Data In: Econometrics Working Papers.
[Full Text][Citation analysis]
paper1

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