David I. Harvey : Citation Profile

Are you David I. Harvey?

University of Nottingham

18

H index

29

i10 index

1893

Citations

RESEARCH PRODUCTION:

67

Articles

36

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 90
   Journals where David I. Harvey has often published
   Relations with other researchers
   Recent citing documents: 236.    Total self citations: 51 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha1238
   Updated: 2019-04-13    RAS profile: 2019-02-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Leybourne, Stephen (18)

Taylor, Robert (11)

Astill, Sam (3)

Whitehouse, Emily (2)

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

Is cited by:

GUPTA, RANGAN (43)

Clark, Todd (30)

Skrobotov, Anton (27)

Wohar, Mark (25)

Perron, Pierre (25)

Franses, Philip Hans (23)

van Dijk, Dick (20)

Balcilar, Mehmet (19)

Kejriwal, Mohitosh (19)

Kruse, Robinson (18)

Ghoshray, Atanu (18)

Cites to:

Perron, Pierre (104)

Leybourne, Stephen (74)

Taylor, Robert (67)

Vogelsang, Timothy (44)

Phillips, Peter (41)

Stock, James (39)

Elliott, Graham (31)

Andrews, Donald (24)

Watson, Mark (17)

Cavaliere, Giuseppe (17)

Engle, Robert (14)

Main data

Where David I. Harvey has published?

Journals with more than one article published# docs
Journal of Econometrics9
Journal of Time Series Analysis7
Oxford Bulletin of Economics and Statistics7
Econometric Theory6
Economics Letters5
International Journal of Forecasting5
Econometrics Journal4
Studies in Nonlinear Dynamics & Econometrics3
Journal of Empirical Finance3
Computational Statistics & Data Analysis2
Journal of Applied Econometrics2
Econometric Reviews2
Applied Economics2
Economic Modelling2

Recent works citing David I. Harvey (2018 and 2017)

YearTitle of citing document
2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Guri, Burak ; Yurttaguler, Pek M ; Tiraolu, Muhammed . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:45-56.

Full description at Econpapers || Download paper

2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Yurttaguler, Pek M ; Guri, Burak. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:45-56.

Full description at Econpapers || Download paper

2017Do military expenditures converge in NATO countries? Linear and nonlinear unit root test evidence. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Gur, Burak . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:237-248.

Full description at Econpapers || Download paper

2018The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210.

Full description at Econpapers || Download paper

2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

Full description at Econpapers || Download paper

2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco. In: Papers. RePEc:arx:papers:1805.09937.

Full description at Econpapers || Download paper

2017CAPITAL PRODUCTIVITY IN INDUSTRIALISED ECONOMIES: EVIDENCE FROM ERROR-CORRECTION MODEL AND LAGRANGE MULTIPLIER TESTS. (2017). Trofimov, Ivan D. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:215:p:53-80.

Full description at Econpapers || Download paper

2017MAPI: Model for Analysis and Projection of Inflation in France. (2017). de Charsonville, Louis ; Jardet, C ; Ferriere, F. In: Working papers. RePEc:bfr:banfra:637.

Full description at Econpapers || Download paper

2017Commodity Dependence and Human Development. (2017). Nkurunziza, Janvier D ; Cazzaniga, Sofia ; Tsowou, Komi. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:s1:p:27-41.

Full description at Econpapers || Download paper

2017Lewis revisited: tropical polities competing on the world market, 1830–1938. (2017). Tena-Junguito, Antonio ; Federico, Giovanni. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1244-1267.

Full description at Econpapers || Download paper

2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.

Full description at Econpapers || Download paper

2017Seasonal changes in central England temperatures. (2017). Proietti, Tommaso ; Hillebrand, Eric. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:3:p:769-791.

Full description at Econpapers || Download paper

2017Detecting at-Most-m Changes in Linear Regression Models. (2017). Wang, Shixuan ; Pouliot, William ; Horvath, Lajos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590.

Full description at Econpapers || Download paper

2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667.

Full description at Econpapers || Download paper

2018Confidence Sets for the Date of a Structural Change at the End of a Sample. (2018). Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:850-862.

Full description at Econpapers || Download paper

2018Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics. (2018). Sandberg, Rickard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:942-952.

Full description at Econpapers || Download paper

2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component. (2017). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Perron, Pierre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:822-850.

Full description at Econpapers || Download paper

2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?. (2017). Shi, Shuping ; Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:276-292.

Full description at Econpapers || Download paper

2017Free Falling Terms of Trade Despite Industrialization: The Case of Bangladesh. (2017). Gunter, Bernhard ; Sejas, Valeria Vargas. In: Bangladesh Development Research Working Paper Series (BDRWPS). RePEc:bnr:wpaper:33.

Full description at Econpapers || Download paper

2018Not all cities are alike : House price heterogeneity and the design of macro-prudential policies in China. (2018). Funke, Michael ; Zhu, Linxu ; Tsang, Andrew. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_018.

Full description at Econpapers || Download paper

2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

Full description at Econpapers || Download paper

2017Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2017). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-003.

Full description at Econpapers || Download paper

2017Did Treasury Debt Markets Anticipate the Persistent Decline in Long-Term Interest Rates?: Working Paper 2017-07. (2017). Gamber, Edward N. In: Working Papers. RePEc:cbo:wpaper:53153.

Full description at Econpapers || Download paper

2017The Impact of Monetary Strategies on Inflation Persistence. (2017). Kočenda, Evžen ; Kocenda, Even ; Varga, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6306.

Full description at Econpapers || Download paper

2017The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends. (2017). Peng, Huaming ; Liang, Zhongwen ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6313.

Full description at Econpapers || Download paper

2018Forecasting Imports with Information from Abroad. (2018). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7079.

Full description at Econpapers || Download paper

2018Das ifo Importklima – ein erster Frühindikator für die Prognose der deutschen Importe. (2018). Lehmann, Robert ; Grimme, Christian ; Noller, Marvin. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:71:y:2018:i:12:p:27-32.

Full description at Econpapers || Download paper

2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

Full description at Econpapers || Download paper

2017Forecasting Demand for Denominations of Chilean Coins and Banknotes. (2017). Pedersen, Michael ; Figueroa, Camila . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:799.

Full description at Econpapers || Download paper

2018Can Economic Perception Surveys Improve Macroeconomic Forecasting in Chile?. (2018). Medel, Carlos A. ; Marcel, Mario ; Chanut, Nicolas. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:824.

Full description at Econpapers || Download paper

2017Fiscal Surprises at the FOMC. (2017). van Norden, Simon ; Croushore, Dean. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-09.

Full description at Econpapers || Download paper

2017Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models. (2017). Pipień, Mateusz ; Mazur, Błażej ; Pipien, Mateusz Pawel ; Burda, Adrian Marek. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:97-114.

Full description at Econpapers || Download paper

2017Lags, Costs and Shocks: An Equilibrium Model of the Oil Industry. (2017). Bornstein, Gideon ; Rebelo, Sergio ; Krusell, Per. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12047.

Full description at Econpapers || Download paper

2019Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919.

Full description at Econpapers || Download paper

2017Trends in distributional characteristics : Existence of global warming. (2017). Gonzalo, Jesus ; Gadea, María. In: UC3M Working papers. Economics. RePEc:cte:werepe:24121.

Full description at Econpapers || Download paper

2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2110.

Full description at Econpapers || Download paper

2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3010.

Full description at Econpapers || Download paper

2017Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:112-127.

Full description at Econpapers || Download paper

2017Cross country relations in European tourist arrivals. (2017). Silva, Emmanuel Sirimal ; Hassani, Hossein ; Heravi, Saeed ; Ghodsi, Mansi . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:151-168.

Full description at Econpapers || Download paper

2017Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

Full description at Econpapers || Download paper

2019Forecasting tourism demand with denoised neural networks. (2019). Huang, XU ; Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:74:y:2019:i:c:p:134-154.

Full description at Econpapers || Download paper

2018Unit roots, flexible trends, and the Prebisch-Singer hypothesis. (2018). Winkelried, Diego. In: Journal of Development Economics. RePEc:eee:deveco:v:132:y:2018:i:c:p:1-17.

Full description at Econpapers || Download paper

2019The surprising instability of export specializations. (2019). Daruich, Diego ; Reshef, Ariell ; Easterly, William . In: Journal of Development Economics. RePEc:eee:deveco:v:137:y:2019:i:c:p:36-65.

Full description at Econpapers || Download paper

2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

Full description at Econpapers || Download paper

2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

Full description at Econpapers || Download paper

2017Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies. (2017). Oxley, Les ; Hu, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:419-442.

Full description at Econpapers || Download paper

2017Trend inflation estimates for Thailand from disaggregated data. (2017). Limjaroenrat, Vorada ; Manopimoke, Pym. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:75-94.

Full description at Econpapers || Download paper

2017Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

Full description at Econpapers || Download paper

2017Generalized Method of Moment estimation of multivariate multifractal models. (2017). Liu, Ruipeng ; Lux, Thomas. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:136-148.

Full description at Econpapers || Download paper

2018Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355.

Full description at Econpapers || Download paper

2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

Full description at Econpapers || Download paper

2018Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364.

Full description at Econpapers || Download paper

2019Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329.

Full description at Econpapers || Download paper

2017Do precious metal prices help in forecasting South African inflation?. (2017). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:63-72.

Full description at Econpapers || Download paper

2019Trade, Ecologically Unequal Exchange and Colonial Legacy: The Case of France and its Former Colonies (1962–2015). (2019). Infante-Amate, Juan ; Krausmann, Fridolin. In: Ecological Economics. RePEc:eee:ecolec:v:156:y:2019:i:c:p:98-109.

Full description at Econpapers || Download paper

2017Two simple tests of the trend hypothesis under time-varying variance. (2017). Yang, Yang ; Wang, Shaoping. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:123-128.

Full description at Econpapers || Download paper

2018Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?. (2018). Oxley, Les ; Hu, Yang. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:131-134.

Full description at Econpapers || Download paper

2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

Full description at Econpapers || Download paper

2018Change point detection in heteroscedastic time series. (2018). Gorecki, Tomasz ; Kokoszka, Piotr ; Horvath, Lajos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88.

Full description at Econpapers || Download paper

2017Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages. (2017). Mellado, Cristhian ; Escobari, Diego ; Garcia, Sergio . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:90-101.

Full description at Econpapers || Download paper

2018Dynamics of the Turkish paintings market: A comprehensive empirical study. (2018). Gözgör, Giray ; Demir, Ender ; Sari, Emre. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:180-194.

Full description at Econpapers || Download paper

2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

Full description at Econpapers || Download paper

2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

Full description at Econpapers || Download paper

2017A deep learning ensemble approach for crude oil price forecasting. (2017). Zhao, Yang ; Yu, Lean ; Li, Jianping. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:9-16.

Full description at Econpapers || Download paper

2018Stochastic convergence in per capita CO2 emissions. An approach from nonlinear stationarity analysis. (2018). Presno, Maria Jose ; Gonzalez, Paula Fernandez ; Landajo, Manuel . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:563-581.

Full description at Econpapers || Download paper

2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

Full description at Econpapers || Download paper

2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

Full description at Econpapers || Download paper

2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

Full description at Econpapers || Download paper

2018A novel decompose-ensemble methodology with AIC-ANN approach for crude oil forecasting. (2018). Ding, Yishan . In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:328-336.

Full description at Econpapers || Download paper

2018Impacts of supply and demand factors on declining oil prices. (2018). Kim, Myung Suk . In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:1059-1065.

Full description at Econpapers || Download paper

2018Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; Maia, Sinezio Fernandes ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:578-591.

Full description at Econpapers || Download paper

2017Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

Full description at Econpapers || Download paper

2017Do cointegrated commodities bubble together? the case of hog, corn, and soybean. (2017). Bagnarosa, Guillaume ; Dowling, Michael ; Alexakis, Christos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:96-102.

Full description at Econpapers || Download paper

2018Estimating stochastic volatility with jumps and asymmetry in Asian markets. (2018). Saranya, K ; Prasanna, Krishna P. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:145-153.

Full description at Econpapers || Download paper

2018Sentiment and asset price bubble in the precious metals markets. (2018). Pan, Wei-Fong. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:106-111.

Full description at Econpapers || Download paper

2018Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

Full description at Econpapers || Download paper

2018Modeling trend processes in parametric mortality models. (2018). Borger, Matthias ; Schupp, Johannes. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:369-380.

Full description at Econpapers || Download paper

2017Monte Carlo forecast evaluation with persistent data. (2017). Saunders, Charles J ; Khalaf, Lynda. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:1-10.

Full description at Econpapers || Download paper

2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

Full description at Econpapers || Download paper

2017Quantile regression forecasts of inflation under model uncertainty. (2017). Korobilis, Dimitris. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:11-20.

Full description at Econpapers || Download paper

2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). Rua, António ; de Carvalho, Miguel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

Full description at Econpapers || Download paper

2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

Full description at Econpapers || Download paper

2017A vector heterogeneous autoregressive index model for realized volatility measures. (2017). Hecq, Alain ; Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:337-344.

Full description at Econpapers || Download paper

2017Does realized volatility help bond yield density prediction?. (2017). Shin, Minchul ; Zhong, Molin. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389.

Full description at Econpapers || Download paper

2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

Full description at Econpapers || Download paper

2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

Full description at Econpapers || Download paper

2017Forecasting the variance of stock index returns using jumps and cojumps. (2017). Liao, Yin ; Clements, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:729-742.

Full description at Econpapers || Download paper

2017Short-term inflation forecasting: The M.E.T.A. approach. (2017). Venditti, Fabrizio ; Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1065-1081.

Full description at Econpapers || Download paper

2018Some theoretical results on forecast combinations. (2018). Chan, Felix ; Pauwels, Laurent L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:64-74.

Full description at Econpapers || Download paper

2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

Full description at Econpapers || Download paper

2019Quantile forecast optimal combination to enhance safety stock estimation. (2019). Trapero, Juan R ; Kourentzes, Nikolaos ; Cardos, Manuel. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:239-250.

Full description at Econpapers || Download paper

2019Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66.

Full description at Econpapers || Download paper

2019A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts. (2019). Hilliard, Jimmy E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:137-155.

Full description at Econpapers || Download paper

2018Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests. (2018). Trachanas, Emmanouil ; Luo, Yun ; de Vita, Glauco. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:55-74.

Full description at Econpapers || Download paper

2018Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s. (2018). Hu, Yang ; Oxley, Les. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:50:y:2018:i:c:p:89-95.

Full description at Econpapers || Download paper

2018The optimisation rule for investment in mining projects. (2018). Salim, Ruhul ; Bloch, Harry ; Foo, Nam . In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:123-132.

Full description at Econpapers || Download paper

2018A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:200-215.

Full description at Econpapers || Download paper

2018Multi-step-ahead crude oil price forecasting using a hybrid grey wave model. (2018). Chen, Yanhui ; Zheng, Aibing ; Zhang, Chuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:98-110.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by David I. Harvey:

YearTitleTypeCited
2008Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper15
2011TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY.(2011) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2006Forecast Encompassing Tests and Probability Forecasts In: Economic Research Papers.
[Full Text][Citation analysis]		paper14
2010Forecast encompassing tests and probability forecasts.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2006Forecast Encompassing Tests and Probability Forecasts.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
[Full Text][Citation analysis]		paper3
1998Tests for Forecast Encompassing. In: Journal of Business & Economic Statistics.
[Citation analysis]		article368
2005On Robust Trend Function Hypothesis Testing In: Discussion Papers.
[Citation analysis]		paper0
2006On Robust Trend Function Hypothesis Testing.(2006) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2009Report of the Editor-in-Chief In: Journal of Agricultural Economics.
[Full Text][Citation analysis]		article0
2003A NOTE ON BUSETTI-HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2006Power of a Unit-Root Test and the Initial Condition In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article7
2010The impact of the initial condition on robust tests for a linear trend In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2009The impact of the initial condition on robust tests for a linear trend.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2010Testing for nonlinear deterministic components when the order of integration is unknown In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2013A bootstrap test for additive outliers in non-stationary time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2015Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2018Real‐Time Monitoring for Explosive Financial Bubbles In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2001 Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article15
2004Tests for a Break in Level when the Order of Integration is Unknown In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2004Tests for Stationarity in Series with Endogenously Determined Structural Change In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2005Forecast Encompassing and Parameter Estimation In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
2014Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2014Break Date Estimation for Models with Deterministic Structural Change In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2002Break date estimation for models with deterministic structural change.(2002) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015Robust and Powerful Tests for Nonlinear Deterministic Components In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
2017The Impact of the Initial Condition on Covariate Augmented Unit Root Tests In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2001The impact of the initial condition on covariate augmented unit root tests.(2001) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008A Powerful Test for Linearity When the Order of Integration is Unknown In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article24
2007A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2018Testing for a unit root against ESTAR stationarity In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2002Testing for a unit root against ESTAR stationarity.(2002) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2009UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION In: Econometric Theory.
[Full Text][Citation analysis]		article46
2007Unit root testing in practice: dealing with uncertainty over the trend and initial condition.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
2009REJOINDER In: Econometric Theory.
[Full Text][Citation analysis]		article1
2009SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS In: Econometric Theory.
[Full Text][Citation analysis]		article52
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis*.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory.
[Full Text][Citation analysis]		article28
2007Testing for a unit root in the presence of a possible break in trend.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2010LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article14
2008Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2004Modified Tests for a Change in Persistence In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper52
2006Modified tests for a change in persistence.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		article
2007Testing for time series linearity In: Econometrics Journal.
[Full Text][Citation analysis]		article30
2008Seasonal unit root tests and the role of initial conditions In: Econometrics Journal.
[Full Text][Citation analysis]		article1
2008Seasonal unit root tests and the role of initial conditions.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2001Analysis of a panel of UK macroeconomic forecasts In: Econometrics Journal.
[Citation analysis]		article22
2005On testing for unit roots and the initial observation In: Econometrics Journal.
[Full Text][Citation analysis]		article14
2006Sample size, lag order and critical values of seasonal unit root tests In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article11
2014On infimum Dickey–Fuller unit root tests allowing for a trend break under the null In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2002Common features in UK sectoral output In: Economic Modelling.
[Full Text][Citation analysis]		article2
2005Corrigendum to Common features in UK sectoral output: [Economic Modelling 19 (2002) 91-104] In: Economic Modelling.
[Full Text][Citation analysis]		article0
2011Exchange rate regime verification: An alternative method of testing for regime changes In: Economics Letters.
[Full Text][Citation analysis]		article3
2012An infimum coefficient unit root test allowing for an unknown break in trend In: Economics Letters.
[Full Text][Citation analysis]		article1
2014Asymptotic behaviour of tests for a unit root against an explosive alternative In: Economics Letters.
[Full Text][Citation analysis]		article4
2016Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown In: Economics Letters.
[Full Text][Citation analysis]		article0
2002Seasonal unit root tests with seasonal mean shifts In: Economics Letters.
[Full Text][Citation analysis]		article20
2007A simple, robust and powerful test of the trend hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article38
2006A simple, robust and powerful test of the trend hypothesis.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2008Erratum to A simple, robust and powerful test of the trend hypothesis [Journal of Econometrics 141(2) (2007) 1302-1330] In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2010Robust methods for detecting multiple level breaks in autocorrelated time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2010Robust methods for detecting multiple level breaks in autocorrelated time series.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2011Robust methods for detecting multiple level breaks in autocorrelated time series.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2012Unit root testing under a local break in trend In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2010Unit root testing under a local break in trend.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2011Unit root testing under a local break in trend.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2012Testing for unit roots in the presence of uncertainty over both the trend and initial condition In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2008Testing for unit roots in the presence of uncertainty over both the trend and initial condition.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2013Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2015Confidence sets for the date of a break in level and trend when the order of integration is unknown In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
Confidence sets for the date of a break in level and trend when the order of integration is unknown.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Testing for parameter instability in predictive regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2014Robust tests for a linear trend with an application to equity indices In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2016Tests for explosive financial bubbles in the presence of non-stationary volatility In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article21
2017Improving the accuracy of asset price bubble start and end date estimators In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
1997Testing the equality of prediction mean squared errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article733
2003The non-normality of some macroeconomic forecast errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
2011Combining probability forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2011Combining probability forecasts.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2017Forecast evaluation tests and negative long-run variance estimates in small samples In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
Forecast evaluation tests and negative long-run variance estimates in small samples.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development.
[Full Text][Citation analysis]		article4
2018Detecting Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2000Tests for multiple forecast encompassing In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article39
2003Modelling trends in central England temperatures In: Journal of Forecasting.
[Full Text][Citation analysis]		article4
2008Panel root tests and the impact of initial observations In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2007A powerful test for linearity when the order of integration is unknown [Revised to become No. 07/06 above] In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices In: Discussion Papers.
[Full Text][Citation analysis]		paper10
2011Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices.(2011) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2009Testing for nonlinear trends when the order of integration is unknown In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2002Tests for an end-of-sample bubble in financial time series In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2017Tests for an end-of-sample bubble in financial time series.(2017) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
A bootstrap stationarity test for predictive regression invalidity In: Discussion Papers.
[Full Text][Citation analysis]		paper0
Testing explosive bubbles with time-varying volatility In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article9
2003How great are the great ratios? In: Applied Economics.
[Full Text][Citation analysis]		article17
2005Evidence for common features in G7 macroeconomic time series In: Applied Economics.
[Full Text][Citation analysis]		article10
2002Unit roots and double smooth transitions In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article20
2010The Prebisch-Singer Hypothesis: Four Centuries of Evidence In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article95
2003On Unit Root Tests and the Initial Observation In: Econometrics.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team