Uwe Hassler : Citation Profile


Are you Uwe Hassler?

Goethe Universität Frankfurt am Main

11

H index

16

i10 index

725

Citations

RESEARCH PRODUCTION:

65

Articles

21

Papers

2

Books

RESEARCH ACTIVITY:

   25 years (1993 - 2018). See details.
   Cites by year: 29
   Journals where Uwe Hassler has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 38 (4.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha277
   Updated: 2019-09-14    RAS profile: 2019-08-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hosseinkouchack, Mehdi (3)

Rodrigues, Paulo (3)

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

Is cited by:

Gil-Alana, Luis (118)

Caporale, Guglielmo Maria (52)

Rodrigues, Paulo (36)

GUPTA, RANGAN (36)

Nielsen, Morten (28)

Sibbertsen, Philipp (19)

Demetrescu, Matei (17)

Baum, Christopher (16)

Miller, Stephen (15)

Canarella, Giorgio (15)

Martins, Luis (13)

Cites to:

Phillips, Peter (35)

Granger, Clive (20)

Demetrescu, Matei (19)

Wolters, Juergen (17)

Breitung, Jörg (15)

Baillie, Richard (14)

Robinson, Peter (14)

Taylor, Robert (13)

shin, yongcheol (11)

Campbell, John (11)

Andrews, Donald (10)

Main data


Where Uwe Hassler has published?


Journals with more than one article published# docs
Economics Letters11
Journal of Time Series Analysis8
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)7
Statistical Papers6
Econometric Theory6
Empirical Economics4
Journal of Econometrics3
Oxford Bulletin of Economics and Statistics3
AStA Advances in Statistical Analysis3
AStA Wirtschafts- und Sozialstatistisches Archiv2

Working Papers Series with more than one paper published# docs
Darmstadt Discussion Papers in Economics / Darmstadt University of Technology, Department of Law and Economics5
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Working Papers / Banco de Portugal, Economics and Research Department2
Discussion Papers / Free University Berlin, School of Business & Economics2

Recent works citing Uwe Hassler (2019 and 2018)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16.

Full description at Econpapers || Download paper

2019Resuscitating the co-fractional model of Granger (1986). (2019). de Magistris, Paolo Santucci ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

Full description at Econpapers || Download paper

2018Inflation unemployment dynamics in Hungary – A structured cointegration and vector error correction model approach. (2018). Jeeson, Florence ; Farkas, Maria Fekete ; Victor, Vijay. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:195-204.

Full description at Econpapers || Download paper

2017Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach. (2017). Barbaglia, Luca ; Wilms, Ines ; Croux, Christophe. In: Papers. RePEc:arx:papers:1708.02073.

Full description at Econpapers || Download paper

2018A new time-varying model for forecasting long-memory series. (2018). Bisaglia, Luisa ; Grigoletto, Matteo. In: Papers. RePEc:arx:papers:1812.07295.

Full description at Econpapers || Download paper

2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge E. In: Working Papers. RePEc:bde:wpaper:1825.

Full description at Econpapers || Download paper

2018ardl: Estimating autoregressive distributed lag and equilibrium correction models. (2018). Kripfganz, Sebastian ; Schneider, Daniel. In: London Stata Conference 2018. RePEc:boc:usug18:09.

Full description at Econpapers || Download paper

2017Central Bank Policy Rates: Are they Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6389.

Full description at Econpapers || Download paper

2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6482.

Full description at Econpapers || Download paper

2017Is Market Fear Persistent? A Long-Memory Analysis. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6534.

Full description at Econpapers || Download paper

2017Central Bank Policy Rates: Are They Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1648.

Full description at Econpapers || Download paper

2017Macroeconomic Effects of Rental Housing Regulations: The Case of Germany in 1950-2015. (2017). Kholodilin, Konstantin ; Licheron, Julien. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1649.

Full description at Econpapers || Download paper

2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1667.

Full description at Econpapers || Download paper

2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1731.

Full description at Econpapers || Download paper

2018The asymmetric behaviour of spanish unemployment persistence. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00970.

Full description at Econpapers || Download paper

2017Estimation of fractionally integrated panels with fixed effects and cross-section dependence. (2017). Velasco, Carlos ; Ergemen, Yunus Emre . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:248-258.

Full description at Econpapers || Download paper

2017Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (2017). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:165-188.

Full description at Econpapers || Download paper

2018Inference on trending panel data. (2018). Velasco, Carlos ; Robinson, Peter M. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:282-304.

Full description at Econpapers || Download paper

2017A distance test of normality for a wide class of stationary processes. (2017). Vavra, Marian ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:50-60.

Full description at Econpapers || Download paper

2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

Full description at Econpapers || Download paper

2017Do changes in oil prices affect welfare programs? Evidence from Kern County. (2017). Michieka, Nyakundi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:116-121.

Full description at Econpapers || Download paper

2018Does energy efficiency promote economic growth? Evidence from a multicountry and multisectoral panel dataset. (2018). Rajbhandari, Ashish ; Zhang, Fan. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:128-139.

Full description at Econpapers || Download paper

2018Relative value arbitrage in European commodity markets. (2018). Hain, Martin ; Uhrig-Homburg, Marliese ; Hess, Julian. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:140-154.

Full description at Econpapers || Download paper

2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

Full description at Econpapers || Download paper

2017Shocks affecting electricity prices in Kenya, a fractional integration study. (2017). Gil-Alana, Luis ; Carcel, Hector ; Mudida, Robert. In: Energy. RePEc:eee:energy:v:124:y:2017:i:c:p:521-530.

Full description at Econpapers || Download paper

2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

Full description at Econpapers || Download paper

2018Is market fear persistent? A long-memory analysis. (2018). Plastun, Alex ; Caporale, Guglielmo Maria ; Gil-Alana, Luis. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:140-147.

Full description at Econpapers || Download paper

2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

Full description at Econpapers || Download paper

2018The potential for a backward-bending supply curve of non-timber forest products: An empirical case study of wild American ginseng production. (2018). Frey, Gregory E ; Prestemon, Jeffrey P ; Chamberlain, James L. In: Forest Policy and Economics. RePEc:eee:forpol:v:97:y:2018:i:c:p:97-109.

Full description at Econpapers || Download paper

2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework. (2019). Ling, Pui Kiew ; Yaya, Olaoluwa S ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Furuoka, Fumitaka. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:51-63.

Full description at Econpapers || Download paper

2017On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning. (2017). Keddad, Benjamin ; DE TRUCHIS, Gilles ; Delleva, Cyril . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:82-98.

Full description at Econpapers || Download paper

2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

Full description at Econpapers || Download paper

2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

Full description at Econpapers || Download paper

2018Monetary policy shocks, inflation persistence, and long memory. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:117-127.

Full description at Econpapers || Download paper

2019Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Leccadito, Arturo ; Algieri, Bernardina. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

Full description at Econpapers || Download paper

2017Evidence of persistence in U.S. short and long-term interest rates. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:775-789.

Full description at Econpapers || Download paper

2017Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach. (2017). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Awe, Olushina. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:117-124.

Full description at Econpapers || Download paper

2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:53-57.

Full description at Econpapers || Download paper

2017Introducing Hurst exponent in pair trading. (2017). Ramos-Requena, J P ; Sanchez-Granero, M A ; Trinidad-Segovia, J E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:488:y:2017:i:c:p:39-45.

Full description at Econpapers || Download paper

2018Effect of the signal filtering on detrended fluctuation analysis. (2018). Li, Ruixue ; Chen, Yingyuan ; Wang, Jiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:446-453.

Full description at Econpapers || Download paper

2018Market efficiency of Baltic stock markets: A fractional integration approach. (2018). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Shittu, Olanrewaju I. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262.

Full description at Econpapers || Download paper

2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

Full description at Econpapers || Download paper

2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294.

Full description at Econpapers || Download paper

2018Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238.

Full description at Econpapers || Download paper

2017Structural breaks in international tourism demand: Are they caused by crises or disasters?. (2017). Cro, Susana ; Martins, Antonio Miguel . In: Tourism Management. RePEc:eee:touman:v:63:y:2017:i:c:p:3-9.

Full description at Econpapers || Download paper

2017Greece and the Troika – Lessons from international best practice cases of successful price (and wage) adjustment. (2017). Belke, Ansgar ; Gros, Daniel. In: CEPS Papers. RePEc:eps:cepswp:12557.

Full description at Econpapers || Download paper

2019Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models. (2019). Kripfganz, Sebastian ; Schneider, Daniel C. In: Discussion Papers. RePEc:exe:wpaper:1901.

Full description at Econpapers || Download paper

2017Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). Montañés, Antonio ; Gadea, María ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640.

Full description at Econpapers || Download paper

2017Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses. (2017). Perron, Pierre ; Chang, Seong Yeon. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:5-:d:87211.

Full description at Econpapers || Download paper

2017The Impact of Foreign Direct Investment (FDI) on the Environment: Market Perspectives and Evidence from China. (2017). Sheng, Pengfei ; Zheng, Jiajia . In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:8-:d:92253.

Full description at Econpapers || Download paper

2017Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates. (2017). Leschinski, Christian ; Rinke, Saskia ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-584.

Full description at Econpapers || Download paper

2017Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks. (2017). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-599.

Full description at Econpapers || Download paper

2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Rodrigues, Paulo ; Voges, Michelle ; Sibbertsen, Philipp. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

Full description at Econpapers || Download paper

2018Education and health: welfare state composition and growth across country groups. (2018). Simões, Marta ; Andrade, João. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:111-144.

Full description at Econpapers || Download paper

2019Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x.

Full description at Econpapers || Download paper

2017The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence. (2017). Payne, James ; Mervar, Andrea ; Gil-Alana, Luis. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9181-2.

Full description at Econpapers || Download paper

2018Időben változó Taylor-szabály a hazai monetáris politika jellemzésére. (2018). Schepp, Zoltan ; Nemeth, Kristof ; Abaligeti, Gallusz. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1744.

Full description at Econpapers || Download paper

2019Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach. (2019). Poskitt, Donald S ; Martin, Gael M ; Nadarajah, Kanchana. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-7.

Full description at Econpapers || Download paper

2019Resuscitating the co-fractional model of Granger (1986). (2001). Santucci de Magistris, Paolo ; Carlini, Federico . In: Discussion Papers. RePEc:not:notgts:19/01.

Full description at Econpapers || Download paper

2017Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach. (2017). Miller, Stephen ; Canarella, Giorgio. In: Eastern Economic Journal. RePEc:pal:easeco:v:43:y:2017:i:1:d:10.1057_eej.2015.36.

Full description at Econpapers || Download paper

2019Inflation in Argentina: Analysis of Persistence Using Fractional Integration. (2019). Gil-Alana, Luis A ; Isoardi, Mateo. In: Eastern Economic Journal. RePEc:pal:easeco:v:45:y:2019:i:2:d:10.1057_s41302-019-00133-8.

Full description at Econpapers || Download paper

2018ARDL model as a remedy for spurious regression: problems, performance and prospectus. (2018). Rehman, Atiq ; Ghouse, Ghulam ; Khan, Saud Ahmed. In: MPRA Paper. RePEc:pra:mprapa:83973.

Full description at Econpapers || Download paper

2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90516.

Full description at Econpapers || Download paper

2018Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework. (2018). YAYA, OLAOLUWA ; Furuoka, Fumitaka ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Ling, Pui Kiew. In: MPRA Paper. RePEc:pra:mprapa:90517.

Full description at Econpapers || Download paper

2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90518.

Full description at Econpapers || Download paper

2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach. (2019). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Mudida, Robert ; Gil-Alana, Luis A ; Osuolale, Kazeem. In: MPRA Paper. RePEc:pra:mprapa:93941.

Full description at Econpapers || Download paper

2017Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Chang, Tsangyao ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201705.

Full description at Econpapers || Download paper

2017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201753.

Full description at Econpapers || Download paper

2018Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation. (2018). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:201869.

Full description at Econpapers || Download paper

2018Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility. (2018). Rodrigues, Paulo ; Demetrescu, Matei ; Rubia, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201817.

Full description at Econpapers || Download paper

2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium. (2019). , Paulo ; Voges, Michelle ; Sibbertsen, Philipp. In: Working Papers. RePEc:ptu:wpaper:w201912.

Full description at Econpapers || Download paper

2017Greece and the Troika – Lessons from international best practice cases of successful price (and wage) adjustment. (2017). Gros, Daniel ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201707.

Full description at Econpapers || Download paper

2018On the invertibility of seasonally adjusted series. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya ; Gil-Alana, Luis. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0715-5.

Full description at Econpapers || Download paper

2018Time Series Disturbance Detection for Hypothesis-Free Signal Detection in Longitudinal Observational Databases. (2018). Whalen, ED ; Bate, Andrew ; Hauben, Manfred. In: Drug Safety. RePEc:spr:drugsa:v:41:y:2018:i:6:d:10.1007_s40264-018-0640-8.

Full description at Econpapers || Download paper

2017Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y.

Full description at Econpapers || Download paper

2018Inflation analysis in the Central American Monetary Council. (2018). Gil-Alana, Luis ; Carcel, Hector. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1223-0.

Full description at Econpapers || Download paper

2018Persistence of travel and leisure sector equity indices. (2018). Rodrigues, Paulo ; Andraz, Jorge ; Jorge, . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1276-8.

Full description at Econpapers || Download paper

2018Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis. (2018). Pietryka, Ilona ; Fiszeder, Piotr. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1285-7.

Full description at Econpapers || Download paper

2018The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Cunado, Juncal. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1297-3.

Full description at Econpapers || Download paper

2017The fisher relationship in Nigeria. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Balparda, Borja . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-016-9355-9.

Full description at Econpapers || Download paper

2019Iranian inflation: peristence and structural breaks. (2019). Gil-Alana, Luis A ; Nazari, Rouhollah ; Dadgar, Yadollah. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9446-x.

Full description at Econpapers || Download paper

2017Robust Dickey–Fuller tests based on ranks for time series with additive outliers. (2017). Boistard, H ; Bourguignon, M ; Levy-Leduc, C ; Reisen, V A. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0594-8.

Full description at Econpapers || Download paper

2017Contemporary Trends and Challenges in Finance. (2017). Staehr, Karsten ; Orlowski, Lucjan. In: Springer Proceedings in Business and Economics. RePEc:spr:prbuec:978-3-319-54885-2.

Full description at Econpapers || Download paper

2017Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches. (2017). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio ; Gil-Alaa, Luis A. In: Working papers. RePEc:uct:uconnp:2017-13.

Full description at Econpapers || Download paper

2017FOOD AND AGRICULTURAL PRICES ACROSS COUNTRIES AND THE LAW OF ONE PRICE. (2017). Vo, Long ; Si, Jiawei ; Clements, Ken W. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:17-04.

Full description at Econpapers || Download paper

2018Interest rate pass-through to the rates of core deposits: A new perspective. (2018). Sopp, Heiko. In: Discussion Papers. RePEc:zbw:bubdps:252018.

Full description at Econpapers || Download paper

2018The emergence of the RMB: A New Normal for Chinas exchange rate system?. (2018). Kunze, Frederik ; Spiwoks, Markus ; Wegener, Christoph ; Basse, Tobias. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:348.

Full description at Econpapers || Download paper

2017Greece and the Troika: Lessons from international best practice cases of successful price (and wage) adjustment. (2017). Gros, Daniel ; Belke, Ansgar. In: Ruhr Economic Papers. RePEc:zbw:rwirep:694.

Full description at Econpapers || Download paper

Works by Uwe Hassler:


YearTitleTypeCited
1995Long Memory in Inflation Rates: International Evidence. In: Journal of Business & Economic Statistics.
[Citation analysis]
article176
1993REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article6
1993THE PERIODOGRAM REGRESSION In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
1994(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2001The Effect of Linear Time Trends on the KPSS Test for Cointegration In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2004Seasonal Unit Root Tests Under Structural Breaks* In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article9
2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2008Fractional cointegration in the presence of linear trends In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2013Effect of temporal aggregation on multiple time series in the frequency domain In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2016Powerful Unit Root Tests Free of Nuisance Parameters In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2000 Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article2
1999Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends.(1999) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2006Combining Significance of Correlated Statistics with Application to Panel Data In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article52
2008On Critical Values of Tests against a Change in Persistence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article0
2013Asymptotic Behavior of Temporal Aggregates in the Frequency Domain In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article1
1999Nonsense regressions due to time-varying means In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
1998Fractional cointegrating regressions in the presence of linear time trends In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper2
2000FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS.(2000) In: Computing in Economics and Finance 2000.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1996Reasonable Spurious Regressios In: Econometric Theory.
[Full Text][Citation analysis]
article0
2006A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]
article11
2008LONG MEMORY TESTING IN THE TIME DOMAIN In: Econometric Theory.
[Full Text][Citation analysis]
article43
2009TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN In: Econometric Theory.
[Full Text][Citation analysis]
article11
2010IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY In: Econometric Theory.
[Full Text][Citation analysis]
article6
2016(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? In: Econometric Theory.
[Full Text][Citation analysis]
article0
2006A note on Phillips-Perron-type statistics for cointegration testing In: Economics Bulletin.
[Full Text][Citation analysis]
article1
1996A Casebook for a first course in statistics and data analysis. : S. Chatterjee, M.S. Handcock and J.S. Simon-off (1995): Wiley & Sons, ISBN 0-471-11030-2, [pound sign] 19.95, pp. 314 In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article0
2008On the persistence of the Eonia spread In: Economics Letters.
[Full Text][Citation analysis]
article22
2010Testing regression coefficients after model selection through sign restrictions In: Economics Letters.
[Full Text][Citation analysis]
article0
2012Impulse responses of antipersistent processes In: Economics Letters.
[Full Text][Citation analysis]
article1
2014Persistence under temporal aggregation and differencing In: Economics Letters.
[Full Text][Citation analysis]
article1
2014Effect of the order of fractional integration on impulse responses In: Economics Letters.
[Full Text][Citation analysis]
article0
2017Ergodic for the mean In: Economics Letters.
[Full Text][Citation analysis]
article0
1994On the power of unit root tests against fractional alternatives In: Economics Letters.
[Full Text][Citation analysis]
article111
1996Spurious regressions when stationary regressors are included In: Economics Letters.
[Full Text][Citation analysis]
article12
1997On the effect of seasonal adjustment on the log-periodogram regression In: Economics Letters.
[Full Text][Citation analysis]
article8
1998Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated In: Economics Letters.
[Full Text][Citation analysis]
article6
1997Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated.(1997) In: Technical Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2007Multicointegration under measurement errors In: Economics Letters.
[Full Text][Citation analysis]
article0
2002Inference on the cointegration rank in fractionally integrated processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article50
2001Inference on the Cointegration Rank in Fractionally Integrated Processes.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 50
paper
2000Inference on the cointegration rank in fractionally integrated processes.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2006Residual log-periodogram inference for long-run relationships In: Journal of Econometrics.
[Full Text][Citation analysis]
article32
2002Residual Log-Periodogram Inference for Long-Run Relationships.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2011Estimation of fractional integration under temporal aggregation In: Journal of Econometrics.
[Full Text][Citation analysis]
article14
2011Estimation of fractional integration under temporal aggregation.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2014Persistence in the banking industry: Fractional integration and breaks in memory In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article4
2014Persistence in the Banking Industry: Fractional integration and breaks in memory.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2008Comment on Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article1
1996A Note on the Effect of Seasonal Dummies on the Periodogram Regression In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2016Panel Cointegration Testing in the Presence of Linear Time Trends In: Econometrics.
[Full Text][Citation analysis]
article0
1996Grundausbildung in Ökonometrie In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article0
1998The Link between German Short- and Long-Term Interest Rates. Some Evidence against a Term Structure Oriented Monetary Policy / Der Zusammenhang zwischen kurz- und langfristigen Zinssätzen in Deutschl In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article0
1998A Note on Correlation in Regressions Without Cointegration In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article0
2001Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article1
2005Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article5
2009Hysteresis in Unemployment Rates? A Comparison between Germany and the US In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article1
2014Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article1
2008D. N. DeJong and C. Dave: Structural Macroeconometrics In: Journal of Economics.
[Full Text][Citation analysis]
article0
2016Quantile Regression for Long Memory Testing: A Case of Realized Volatility In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article4
2012Quantile regression for long memory testing: A case of realized volatility.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1999The Effect of Linear Time Trends on Single Equation Cointegration Testing In: Computing in Economics and Finance 1999.
[Citation analysis]
paper0
2006Unit root testing In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
article7
2005Unit root testing.(2005) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2006Autoregressive distributed lag models and cointegration In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
article27
2005Autoregressive distributed lag models and cointegration.(2005) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2011Asymptotic normal tests for integration in panels with cross-dependent units In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
article7
2016Jürgen Wolters In: AStA Wirtschafts- und Sozialstatistisches Archiv.
[Full Text][Citation analysis]
article0
2016Jürgen Wolters.(2016) In: AStA Wirtschafts- und Sozialstatistisches Archiv.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1999(When) Should cointegrating regressions be detrended? The case of a German money demand function In: Empirical Economics.
[Full Text][Citation analysis]
article1
2003Inflation-unemployment tradeoff and regional labor market data In: Empirical Economics.
[Full Text][Citation analysis]
article7
2002Inflation-unemployment tradeoff and regional labor market data.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2011Pitfalls of post-model-selection testing: experimental quantification In: Empirical Economics.
[Full Text][Citation analysis]
article11
2014Detecting multiple breaks in long memory the case of U.S. inflation In: Empirical Economics.
[Full Text][Citation analysis]
article29
2011Detecting multiple breaks in long memory: The case of US inflation.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2016Stochastic Processes and Calculus In: Springer Texts in Business and Economics.
[Citation analysis]
book0
2013Introduction to Modern Time Series Analysis In: Springer Texts in Business and Economics.
[Citation analysis]
book5
2003Nonsense regressions due to neglected time-varying means In: Statistical Papers.
[Full Text][Citation analysis]
article10
2007Effect of neglected deterministic seasonality on unit root tests In: Statistical Papers.
[Full Text][Citation analysis]
article8
2011Detecting changes from short to long memory In: Statistical Papers.
[Full Text][Citation analysis]
article10
2016M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £ , ISBN: 9780198736912 In: Statistical Papers.
[Full Text][Citation analysis]
article0
2017Palma, W.: Time series analysis In: Statistical Papers.
[Full Text][Citation analysis]
article0
2018Wayne A. Woodward, Henry L. Gray and Alan C. Elliott (2017): Applied Time Series Analysis with R, Second Edition, Chapman & Hall/CRC, 618 pp., $109.95, ISBN 9781498734226 In: Statistical Papers.
[Full Text][Citation analysis]
article0
2019Ratio tests under limiting normality In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2010Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article2
2002A Residual-Based LM Test for Fractional Cointegration In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
paper1
2002The Effect of Linear Time Trends on Cointegration Testing in Single Equations In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
paper0
1995The Term Structure of Interest Rates as an Indicator of German Monetary Policy? In: SFB 373 Discussion Papers.
[Citation analysis]
paper5
2003Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007).
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team