Stephen Gordon : Citation Profile


Are you Stephen Gordon?

Université Laval

7

H index

6

i10 index

384

Citations

RESEARCH PRODUCTION:

20

Articles

27

Papers

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 13
   Journals where Stephen Gordon has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 6 (1.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo166
   Updated: 2020-09-26    RAS profile: 2020-07-18    
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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 Stephen Gordon.

Is cited by:

Maheu, John (13)

Dufrénot, Gilles (10)

Koop, Gary (9)

Balcilar, Mehmet (9)

Miller, Stephen (8)

GUPTA, RANGAN (8)

Bekaert, Geert (8)

Song, Yong (8)

Engstrom, Eric (7)

mumtaz, haroon (7)

McCurdy, Tom (7)

Cites to:

Truchon, Michel (9)

Saez, Emmanuel (9)

Pesaran, M (5)

Watson, Mark (5)

Piketty, Thomas (4)

Milligan, Kevin (4)

Stantcheva, Stefanie (4)

Ghysels, Eric (4)

Stock, James (4)

Epstein, Larry (4)

Campbell, John (3)

Main data


Where Stephen Gordon has published?


Journals with more than one article published# docs
Canadian Journal of Economics3
Journal of Business & Economic Statistics2
Canadian Journal of Economics/Revue canadienne d'conomique2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Research Working Paper / Federal Reserve Bank of Kansas City2

Recent works citing Stephen Gordon (2020 and 2019)


YearTitle of citing document
2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/19.

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2020Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

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2019Consumption, Leisure, and Money. (2019). Serletis, Apostolos ; Xu, Lobo. In: Working Papers. RePEc:clg:wpaper:2019-08.

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2020Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method. (2020). Spezia, Luigi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301951.

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2019The demand for banking and shadow banking services. (2019). Serletis, Apostolos ; Xu, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:132-146.

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2020Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

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2019Capital flow transitions: Domestic factors and episodes of gross capital inflows. (2019). Mercado, Rogelio. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:251-264.

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2020Are hedge funds active market liquidity timers?. (2020). Li, Chenlu ; Tee, Kai-Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2020Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301102.

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2020Is Investors’ Psychology Affected Due to a Potential Unexpected Environmental Disaster?. (2020). HALKOS, GEORGE ; Zisiadou, Argyro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:151-:d:383470.

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2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Working Papers. RePEc:qmw:qmwecw:882.

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2019How useful are historical data for forecasting the long-run equity return distribution?. (2007). . In: Working Paper series. RePEc:rim:rimwps:19-07.

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2019Exploring the dynamics of business survey data using Markov models. (2019). Kaniovski (Kaniovskyi), Yuri (Yuriy) ; Holzl, W. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:4:d:10.1007_s10287-019-00354-4.

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2020The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data. (2020). Pépin, Dominique ; Miller, Stephen. In: Working papers. RePEc:uct:uconnp:2020-09.

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2020Forecasting under model uncertainty: Non‐homogeneous hidden Markov models with Pòlya‐Gamma data augmentation. (2020). Vrontos, Ioannis ; Meligkotsidou, Loukia ; Koki, Constandina. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:580-598.

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2019The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning. In: Discussion Papers. RePEc:zbw:bubdps:082019.

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Works by Stephen Gordon:


YearTitleTypeCited
2000A Preference Regime Model of Bull and Bear Markets In: American Economic Review.
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article57
1999A Preference Regime Model of Bull and Bear Markets.(1999) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 57
paper
1996Bayesian Estimation of Stochastic Discount Factors. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
2004Asset Returns and State-Dependent Risk Preferences In: Journal of Business & Economic Statistics.
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article41
2003Asset Returns and State-Dependent Risk Preferences.(2003) In: CIRANO Working Papers.
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This paper has another version. Agregated cites: 41
paper
2003Asset Returns and State-Dependent Risk Preferences.(2003) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 41
paper
1996Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities. In: Canadian Journal of Economics.
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article4
1995Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities.(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
1997Electricity Prices and Elections in Quebec. In: Canadian Journal of Economics.
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article5
1995Electricity Prices and Elections in Québec.(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2002Comparing Consumption-Based Asset-Pricing models In: Canadian Journal of Economics.
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article4
2002Comparing Consumption–Based Asset–Pricing models.(2002) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has another version. Agregated cites: 4
article
2013The Canadian Manufacturing Sector, 2002-2008: Why is it Called Dutch Disease? In: SPP Research Papers.
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article0
1996How long is the firms forecast horizon? In: Journal of Economic Dynamics and Control.
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article0
1993How Long is the Firms Forecast Horizon?.(1993) In: Laval - Recherche en Politique Economique.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1995Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors In: Economics Letters.
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article1
1998Business cycle durations In: Journal of Econometrics.
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article149
1993Business cycle durations.(1993) In: Research Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 149
paper
1993Business Cycle Durations..(1993) In: Laval - Recherche en Politique Economique.
[Citation analysis]
This paper has another version. Agregated cites: 149
paper
2009Statistical comparison of aggregation rules for votes In: Mathematical Social Sciences.
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article4
2006Statistical Comparison of Aggregation Rules for Votes.(2006) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 4
paper
1995Business cycle turning points: two empirical business cycle model approaches In: Research Working Paper.
[Citation analysis]
paper5
1995Measuring State-Dependent Risk Aversion Using Data Augmentation. In: Laval - Recherche en Politique Economique.
[Citation analysis]
paper0
1995Measuring State-Dependent Risk Aversion Using Data Augmentation.(1995) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 0
paper
1995Multinomial Probit Estimation of Spatially Interdependent Choices: An Empirical Comparison of Two New Techniques. In: Laval - Recherche en Politique Economique.
[Citation analysis]
paper38
1995Multinomial Probit Estimation of Spatially Interdependent Choices: an Empirical Comparison of Two New Techniques.(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 38
paper
.() In: .
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This paper has another version. Agregated cites: 38
article
1995Echantillonnage de Gibbs et autres application econometriques des chaines merkoviennes. In: Laval - Recherche en Politique Economique.
[Citation analysis]
paper1
1995Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes.(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
1996Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes.(1996) In: L'Actualité Economique.
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This paper has another version. Agregated cites: 1
article
1997Stochastic Trends, Deterministic Trends, and Business Cycle Turning Points. In: Journal of Applied Econometrics.
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article8
1995Stochastic Trends, Deterministic Trends and Business Cycle Turning Points.(1995) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 8
paper
2008Learning, forecasting and structural breaks In: Journal of Applied Econometrics.
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article48
2004Learning, Forecasting and Structural Breaks.(2004) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 48
paper
2007Learning, Forecasting and Structural Breaks.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 48
paper
1994Bayesian Evaluation of Preference Specifications In: Cahiers de Recherches Economiques du Département d'économie.
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paper1
1994Bayesian Evaluation of Preference Specifications.(1994) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 1
paper
2016Bargaining power and the incidence of income taxes on high earners in Canada In: Cahiers de recherche.
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paper0
2006Social Choice, Optimal Inference and Figure Skating In: Cahiers de recherche.
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paper6
2008Social choice, optimal inference and figure skating.(2008) In: Social Choice and Welfare.
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This paper has another version. Agregated cites: 6
article
1994Sampling-Based Estimation of the Intertemporal Marginal Rate of Substitution In: Cahiers de recherche.
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paper0
1998Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion In: Cahiers de recherche.
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paper0
1998Asset Prices with Contingent Preferences In: Cahiers de recherche.
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paper2
1992Costs of Adjustment, the Aggregation Problem and Investment. In: The Review of Economics and Statistics.
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article10
1991Dynamic Factor Demand and Value Function Methods In: UWO Department of Economics Working Papers.
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paper0
2020The incidence of income taxes on high earners in Canada In: Canadian Journal of Economics/Revue canadienne d'économique.
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article0
2017Integrating Quarterly Data into a Dynamic Factor Model of US Monthly GDP In: Journal of Forecasting.
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article0

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