Angelia L. Grant : Citation Profile


Are you Angelia L. Grant?

University of Technology Sydney

8

H index

6

i10 index

296

Citations

RESEARCH PRODUCTION:

8

Articles

8

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 74
   Journals where Angelia L. Grant has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 8 (2.63 %)

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   Permalink: http://citec.repec.org/pgr551
   Updated: 2024-01-16    RAS profile: 2019-07-10    
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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 Angelia L. Grant.

Is cited by:

Chan, Joshua (26)

Eisenstat, Eric (13)

Koop, Gary (11)

Poon, Aubrey (9)

Baum, Christopher (8)

Dunne, Peter (7)

Rodríguez, Gabriel (7)

GUPTA, RANGAN (6)

Morley, James (6)

JAWADI, Fredj (5)

Salisu, Afees (5)

Cites to:

Chan, Joshua (32)

Koop, Gary (21)

Eisenstat, Eric (13)

Morley, James (9)

Strachan, Rodney (9)

Yu, Jun (8)

Potter, Simon (8)

Geweke, John (8)

McCausland, William (8)

Galí, Jordi (7)

Korobilis, Dimitris (7)

Main data


Where Angelia L. Grant has published?


Recent works citing Angelia L. Grant (2024 and 2023)


YearTitle of citing document
2023A Review of Cross-Sectional Matrix Exponential Spatial Models. (2023). Dogan, Osman ; Yang, YE ; Jin, Fei ; Taspinar, Suleyman. In: Papers. RePEc:arx:papers:2311.14813.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023.

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2023Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2023Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000702.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058.

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2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2023Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries. (2023). Castillo, Paul ; Vassallo, Renato ; Rodriguez, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001141.

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2023A time-varying Phillips curve with global factors: Are global factors important?. (2023). Poon, Aubrey ; Kabundi, Alain ; Wu, Ping. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002353.

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2023Modified harmonic mean method for spatial autoregressive models. (2023). Doan, Osman. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000034.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023Oil uncertainty and the price-cost markup: Evidence from U.S. data. (2023). Ma, Xiaohan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002268.

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2023Disentangling the asymmetric effect of financialization on the green output gap. (2023). Lee, Chien-Chiang ; Yahya, Farzan. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003973.

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2023Joint extreme risk of energy prices-evidence from European energy markets. (2023). Li, Jiangchen ; Cai, Xiurong ; Ji, Hao ; Sun, Yiqun. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004087.

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2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. (2023). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2023Sparse Trend Estimation. (2023). Wieman, Hunter ; Gospodinov, Nikolay ; Crump, Richard K. In: Staff Reports. RePEc:fip:fednsr:95589.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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2023Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models. (2023). Tran, Minh-Ngoc ; Nguyen, Hoang ; Virbickaite, Audrone. In: Working Papers. RePEc:hhs:oruesi:2023_007.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9.

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2023Observed-data DIC for spatial panel data models. (2023). Tapinar, Suleyman ; Doan, Osman ; Yang, YE. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02286-6.

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2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8.

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2023Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru. (2023). Rodríguez, Gabriel ; Urbina, Dante A. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:1:d:10.1007_s10290-022-00460-7.

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2023The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419.

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Works by Angelia L. Grant:


YearTitleTypeCited
2016Fast computation of the deviance information criterion for latent variable models In: Computational Statistics & Data Analysis.
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article43
2014Fast Computation of the Deviance Information Criterion for Latent Variable Models.(2014) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 43
paper
2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter In: Journal of Economic Dynamics and Control.
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article31
2016Reconciling output gaps: unobserved components model and Hodrick-Prescott filter.(2016) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2018The Great Recession and Okuns law In: Economic Modelling.
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article8
2015Pitfalls of estimating the marginal likelihood using the modified harmonic mean In: Economics Letters.
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article19
2015Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean.(2015) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2016Modeling energy price dynamics: GARCH versus stochastic volatility In: Energy Economics.
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article98
2015Modeling energy price dynamics: GARCH versus stochastic volatility.(2015) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98
paper
2014Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion In: CAMA Working Papers.
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paper8
2015A Bayesian model comparison for trend-cycle decompositions of output In: CAMA Working Papers.
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paper31
2017A Bayesian Model Comparison for Trend?Cycle Decompositions of Output.(2017) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 31
article
2017Measuring the output gap using stochastic model specification search In: CAMA Working Papers.
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paper8
2016On the Observed-Data Deviance Information Criterion for Volatility Modeling In: The Journal of Financial Econometrics.
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article49
2016An Australian Labour Market Conditions Index In: Treasury Working Papers.
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paper0
2017The Early Millennium Slowdown: Replicating the Peersman (2005) Results In: Journal of Applied Econometrics.
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article1

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