Uwe Hassler : Citation Profile


Are you Uwe Hassler?

Goethe Universität Frankfurt am Main

15

H index

22

i10 index

1135

Citations

RESEARCH PRODUCTION:

72

Articles

40

Papers

2

Books

28

Chapters

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 37
   Journals where Uwe Hassler has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 44 (3.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha277
   Updated: 2024-01-16    RAS profile: 2023-11-07    
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Relations with other researchers


Works with:

Hosseinkouchack, Mehdi (5)

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 (185)

Caporale, Guglielmo Maria (76)

Rodrigues, Paulo (57)

GUPTA, RANGAN (46)

Nielsen, Morten (34)

Sibbertsen, Philipp (32)

Demetrescu, Matei (23)

YAYA, OLAOLUWA (23)

Miller, Stephen (22)

Canarella, Giorgio (20)

Baum, Christopher (19)

Cites to:

Phillips, Peter (35)

Breitung, Jörg (23)

Demetrescu, Matei (20)

Andrews, Donald (16)

Perron, Pierre (15)

Taylor, Robert (15)

Baillie, Richard (13)

Nielsen, Morten (12)

Campbell, John (11)

Velasco, Carlos (11)

Pötscher, Benedikt (11)

Main data


Where Uwe Hassler has published?


Journals with more than one article published# docs
Economics Letters12
Journal of Time Series Analysis9
Statistical Papers9
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)7
Econometric Theory5
Empirical Economics4
AStA Advances in Statistical Analysis4
Journal of Econometrics3
Oxford Bulletin of Economics and Statistics3
AStA Wirtschafts- und Sozialstatistisches Archiv2

Working Papers Series with more than one paper published# docs
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)17
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
Working Papers / Banco de Portugal, Economics and Research Department2
Discussion Papers / Free University Berlin, School of Business & Economics2
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Papers / arXiv.org2

Recent works citing Uwe Hassler (2024 and 2023)


YearTitle of citing document
2023Statistical properties of volume in the Bitcoin/USD market. (2023). Larralde, Hern'An ; Leyvraz, Francois ; Navarro, Roberto Mota. In: Papers. RePEc:arx:papers:2304.01907.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57.

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2023.

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2023Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

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2023.

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2023Persistence in Tax Revenues: Evidence from Some OECD Countries. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tapia, Silvia Garcia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10682.

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2023Measuring core inflation in the euro area. (2000). MORANA, CLAUDIO. In: Working Paper Series. RePEc:ecb:ecbwps:20000036.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2023Exploring the critical demand drivers of electricity consumption in Thailand. (2023). Uddin, Gazi ; Troster, Victor ; Ahmed, Ali ; Taghizadeh-Hesary, Farhad ; Phoumin, Han ; Hasan, Md Bokhtiar. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003730.

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2023The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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2023Variable Split Convolutional Attention: A novel Deep Learning model applied to the household electric power consumption. (2023). Pereira, Fernando Lobo ; Ribeiro, Vitor Miguel ; Gonalves, Rui. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007156.

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2023On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327.

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2023Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171.

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2023Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2023MAntRA: A framework for model agnostic reliability analysis. (2023). Chakraborty, Souvik ; Nayek, Rajdip ; Tripura, Tapas ; More, Kalpesh Sanjay ; Mathpati, Yogesh Chandrakant. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:235:y:2023:i:c:s0951832023001485.

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2023Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market. (2023). Wang, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:318-331.

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2023Growth vs value investing: Persistence and time trend before and after COVID-19. (2023). Parada, Jose Luis ; Lazcano, Ana ; Monge, Manuel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001101.

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2023Application of ARDL modelling in global structural shocks and their dynamic impact on FDI. (2023). Doac, Erika-Maria ; Siriteanu, Adelina-Andreea. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:8:y:2023:i:14:p:181-191.

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2023Wheat Import Demand in Mexico: Evidence of Quantile Cointegration. (2023). Rios-Bolivar, Humberto ; Trejo-Garcia, Jose C ; Valencia-Romero, Ramon. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:5:p:980-:d:1136064.

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2023.

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2023.

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2023.

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2023.

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2023Towards a Sustainable Future: Economic Cybernetics in Analyzing Romania’s Circular Economy. (2023). Delcea, Camelia ; Chiri, Nora ; Nica, Ionu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14433-:d:1252736.

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2023??????????? ? ???????????????. (2023). Telarico, Fabio Ashtar. In: Post-Print. RePEc:hal:journl:hal-03989969.

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2023Risk of hospitalization of diagnosed COVID-19 cases during the pandemic: a time-series analsys to unveil short- and long-run dynamics.. (2023). Santolino, Miguel ; Estvez, Marc ; Alcaiz, Manuela. In: IREA Working Papers. RePEc:ira:wpaper:202313.

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2023Precious Metal Prices: A Tale of Four U.S. Recessions. (2023). Gil-Alana, Luis ; de Gracia, Fernando Perez ; Garcia-Del, Pedro ; Agnese, Pablo. In: IZA Discussion Papers. RePEc:iza:izadps:dp16012.

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2023Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x.

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2023Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6.

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2023Profitability of private equity: mean reversion and transitory shocks. (2023). Puertolas-Montanes, Francisco ; Gil-Alana, Luis Alberiko. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09606-7.

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2023Measuring Persistence in the US Equity Gender Diversity Index. (2023). Gil-Alana, Luis A ; Rio, Marta ; Infante, Juan. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:167:y:2023:i:1:d:10.1007_s11205-023-03104-x.

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2023Forecasting highly persistent time series with bounded spectrum processes. (2023). Maddanu, Federico. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01321-z.

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2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

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2023Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present. (2023). Shahbaz, Muhammad ; Papavassiliou, Vassilios ; Roubaud, David ; Lahiani, Amine. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2620-2634.

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2023Optimal forecasts in the presence of discrete structural breaks under long memory. (2023). Sibbertsen, Philipp ; Mboya, Mwasi Paza. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1889-1908.

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Works by Uwe Hassler:


YearTitleTypeCited
2019Forecasting under Long Memory and Nonstationarity In: Papers.
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paper2
2020Unlucky Number 13? Manipulating Evidence Subject to Snooping In: Papers.
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paper1
2022Unlucky Number 13? Manipulating Evidence Subject to Snooping.(2022) In: International Statistical Review.
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article
1995Long Memory in Inflation Rates: International Evidence. In: Journal of Business & Economic Statistics.
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article217
1993REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES In: Journal of Time Series Analysis.
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article36
1993THE PERIODOGRAM REGRESSION In: Journal of Time Series Analysis.
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article2
1994(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES In: Journal of Time Series Analysis.
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article24
2001The Effect of Linear Time Trends on the KPSS Test for Cointegration In: Journal of Time Series Analysis.
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article0
2004Seasonal Unit Root Tests Under Structural Breaks In: Journal of Time Series Analysis.
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article9
2002Seasonal unit root tests under structural breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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paper
2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2009Seasonal Unit Root Tests under Structural Breaks.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Darmstadt Discussion Papers in Economics.
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2008Fractional cointegration in the presence of linear trends In: Journal of Time Series Analysis.
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article0
2013Effect of temporal aggregation on multiple time series in the frequency domain In: Journal of Time Series Analysis.
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article5
2016Powerful Unit Root Tests Free of Nuisance Parameters In: Journal of Time Series Analysis.
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article1
2020Harmonically Weighted Processes In: Journal of Time Series Analysis.
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article2
2000Cointegration Testing in Single Error?Correction Equations in the Presence of Linear Time Trends In: Oxford Bulletin of Economics and Statistics.
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article2
1999Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends.(1999) In: DES - Working Papers. Statistics and Econometrics. WS.
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2006Combining Significance of Correlated Statistics with Application to Panel Data* In: Oxford Bulletin of Economics and Statistics.
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article62
2008On Critical Values of Tests against a Change in Persistence* In: Oxford Bulletin of Economics and Statistics.
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article1
2013Asymptotic Behavior of Temporal Aggregates in the Frequency Domain In: Journal of Time Series Econometrics.
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article2
1999Nonsense regressions due to time-varying means In: DES - Working Papers. Statistics and Econometrics. WS.
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1998Fractional cointegrating regressions in the presence of linear time trends In: DES - Working Papers. Statistics and Econometrics. WS.
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2000FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS.(2000) In: Computing in Economics and Finance 2000.
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2006A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION In: Econometric Theory.
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article15
2008LONG MEMORY TESTING IN THE TIME DOMAIN In: Econometric Theory.
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article51
2009TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN In: Econometric Theory.
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article15
2010IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY In: Econometric Theory.
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article8
2016(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? In: Econometric Theory.
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article3
2002Dickey-Fuller cointegration tests in the presence of regime shifts at known time In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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paper1
2002A Residual LM test for fractional cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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paper1
2002Residual log-periodogram inference for long-run relationships In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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paper32
2002Residual Log-Periodogram Inference for Long-Run-Relationships.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2009Residual Log-Periodogram Inference for Long-Run-Relationships.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2006Residual log-periodogram inference for long-run relationships.(2006) In: Journal of Econometrics.
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2002Residual Log-Periodogram Inference for Long-Run Relationships.(2002) In: Darmstadt Discussion Papers in Economics.
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2002The Effects of linear time trends on conintegration testing in single equations In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2009The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2002) In: Darmstadt Discussion Papers in Economics.
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2002A Residual-Based LM Test for Fractional Cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2009A Residual-Based LM Test for Fractional Cointegration.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002A Residual-Based LM Test for Fractional Cointegration.(2002) In: Darmstadt Discussion Papers in Economics.
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2002Inflation-Unemployment Tradeoff and Regional Labor Market Data In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2003Inflation-unemployment trade-off and regional labor market data.(2003) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2009Inflation-Unemployment Tradeoff and Regional Labor Market Data.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2003Inflation-unemployment tradeoff and regional labor market data.(2003) In: Empirical Economics.
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2002Inflation-unemployment tradeoff and regional labor market data.(2002) In: Darmstadt Discussion Papers in Economics.
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2002Inference on the cointegration rank in fractionally integrated processes In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Inference on the cointegration rank in fractionally integrated processes.(2002) In: Journal of Econometrics.
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2001Inference on the Cointegration Rank in Fractionally Integrated Processes.(2001) In: Computing in Economics and Finance 2001.
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2000Inference on the cointegration rank in fractionally integrated processes.(2000) In: SFB 373 Discussion Papers.
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2006A note on Phillips-Perron-type statistics for cointegration testing In: Economics Bulletin.
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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.
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article0
2008On the persistence of the Eonia spread In: Economics Letters.
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article23
2010Testing regression coefficients after model selection through sign restrictions In: Economics Letters.
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article0
2012Impulse responses of antipersistent processes In: Economics Letters.
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article2
2014Persistence under temporal aggregation and differencing In: Economics Letters.
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article2
2014Effect of the order of fractional integration on impulse responses In: Economics Letters.
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article0
2017Ergodic for the mean In: Economics Letters.
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article0
2020Estimating the mean under strong persistence In: Economics Letters.
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1994On the power of unit root tests against fractional alternatives In: Economics Letters.
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article161
1996Spurious regressions when stationary regressors are included In: Economics Letters.
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article12
1997On the effect of seasonal adjustment on the log-periodogram regression In: Economics Letters.
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article9
1998Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated In: Economics Letters.
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1997Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated.(1997) In: Technical Reports.
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2007Multicointegration under measurement errors In: Economics Letters.
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2011Estimation of fractional integration under temporal aggregation In: Journal of Econometrics.
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2011Estimation of fractional integration under temporal aggregation.(2011) In: Post-Print.
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2014Persistence in the banking industry: Fractional integration and breaks in memory In: Journal of Empirical Finance.
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2014Persistence in the Banking Industry: Fractional integration and breaks in memory.(2014) In: Working Papers.
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2008Comment on Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution In: Journal of Macroeconomics.
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2009Cointegration analysis under measurement errors In: Advances in Econometrics.
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2023Powerful Self-Normalizing Tests for Stationarity Against the Alternative of a Unit Root In: Advances in Econometrics.
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1996A Note on the Effect of Seasonal Dummies on the Periodogram Regression In: Econometric Institute Research Papers.
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2016Panel Cointegration Testing in the Presence of Linear Time Trends In: Econometrics.
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1996Grundausbildung in Ökonometrie In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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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 Deutschla In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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1998A Note on Correlation in Regressions Without Cointegration In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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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).
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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).
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2009Hysteresis in Unemployment Rates? A Comparison between Germany and the US In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article2
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).
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article1
2008D. N. DeJong and C. Dave: Structural Macroeconometrics In: Journal of Economics.
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article0
2016Quantile Regression for Long Memory Testing: A Case of Realized Volatility In: The Journal of Financial Econometrics.
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2012Quantile regression for long memory testing: A case of realized volatility.(2012) In: Working Papers.
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1999The Effect of Linear Time Trends on Single Equation Cointegration Testing In: Computing in Economics and Finance 1999.
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paper0
2020Whittle-type estimation under long memory and nonstationarity In: AStA Advances in Statistical Analysis.
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2006Unit root testing In: AStA Advances in Statistical Analysis.
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2006Unit Root Testing.(2006) In: Springer Books.
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2005Unit root testing.(2005) In: Discussion Papers.
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2006Autoregressive distributed lag models and cointegration In: AStA Advances in Statistical Analysis.
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2006Autoregressive Distributed Lag Models and Cointegration.(2006) In: Springer Books.
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