James Hamilton : Citation Profile


Are you James Hamilton?

University of California-San Diego (UCSD)

43

H index

67

i10 index

14185

Citations

RESEARCH PRODUCTION:

69

Articles

59

Papers

3

Chapters

RESEARCH ACTIVITY:

   36 years (1983 - 2019). See details.
   Cites by year: 394
   Journals where James Hamilton has often published
   Relations with other researchers
   Recent citing documents: 1827.    Total self citations: 48 (0.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha60
   Updated: 2020-05-16    RAS profile: 2019-08-19    
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Relations with other researchers


Works with:

Baumeister, Christiane (9)

Wu, Jing Cynthia (5)

Bauer, Michael (4)

West, Kenneth (3)

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

Is cited by:

GUPTA, RANGAN (194)

Kilian, Lutz (148)

Balcilar, Mehmet (112)

Filis, George (101)

Aguiar-Conraria, Luís (96)

Ratti, Ronald (95)

Wang, Yudong (85)

Owyang, Michael (79)

Degiannakis, Stavros (77)

MORANA, CLAUDIO (72)

Ferrara, Laurent (67)

Cites to:

Kilian, Lutz (34)

Swanson, Eric (33)

Gürkaynak, Refet (26)

Rudebusch, Glenn (25)

Ang, Andrew (19)

Piazzesi, Monika (19)

Zha, Tao (18)

Harvey, Andrew (14)

Baumeister, Christiane (14)

Orphanides, Athanasios (14)

Wu, Jing Cynthia (14)

Main data


Where James Hamilton has published?


Journals with more than one article published# docs
Journal of Monetary Economics7
Journal of Econometrics7
Journal of Money, Credit and Banking6
Journal of Political Economy5
American Economic Review4
Journal of Economic Dynamics and Control3
Journal of Business & Economic Statistics3
The Energy Journal2
Review2
Carnegie-Rochester Conference Series on Public Policy2
Journal of International Money and Finance2
Empirical Economics2
Macroeconomic Dynamics2
International Journal of Forecasting2
Econometrica2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing James Hamilton (2020 and 2019)


YearTitle of citing document
2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Transition from the Taylor rule to the zero lower bound. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Johnson, Nicholas ; Hurn, Stan ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-31.

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2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

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2019Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors. (2019). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-04.

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2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2017The Analytical Covariance Matrix for Regime - Switch in Models. (2017). , Benedikt. In: Biostatistics and Biometrics Open Access Journal. RePEc:adp:jbboaj:v:4:y:2017:i:1:p:1-3.

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2019Determinants of Speculative Demand of Wheat and Its Impact on Consumer Welfare Loss. (2019). Yasin, Mudassar ; Haral, Muhammad Arshad. In: Journal of Economic Impact. RePEc:adx:journl:v:1:y:2019:i:3:p:87-91.

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2019Firm Uncertainty Cycles and the Propagation of Nominal Shocks. (2019). Blanco, Andres ; Baley, Isaac. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:11:y:2019:i:1:p:276-337.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017International Monetary Relations: Taking Finance Seriously. (2017). Obstfeld, Maurice ; Taylor, Alan M. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:3:p:3-28.

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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2017The Historical Roots of U.S. Energy Price Shocks. (2017). Huntington, Hillard. In: The Energy Journal. RePEc:aen:journl:ej38-5-huntington.

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2017Fossil Fuel Price Shocks and CO2 Emissions: The Case of Spain. (2017). perez, rafaela ; Blazquez, Jorge ; Ruiz, Jesus ; Martin-Moreno, Jose Maria. In: The Energy Journal. RePEc:aen:journl:ej38-6-martinmoreno.

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2017The Environmental Cost of Global Fuel Subsidies. (2017). Davis, Lucas. In: The Energy Journal. RePEc:aen:journl:ej38-si1-davis.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2017THE IMPACT OF OIL SHOCK ON NIGERIA ECONOMY: ASYMMETRY EFFECT ANALYSIS. (2017). Adi, Agya ; Friday, Udoh. In: Journal of Social and Economic Statistics. RePEc:aes:jsesro:v:6:y:2017:i:1:p:60-74.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Giri, A K ; Shastri, Shruti ; Mohapatra, Geetilaxmi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178.

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2018Macroprudential stability indicators of financial systems: Analysis of Bosnia and Herzegovina and Croatia. (2018). Mei, Mirna ; Kasumovi, Merim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:41-54.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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2017An enquiry into the dynamics of real oil prices: A state space approach. (2017). Nazrana, Aaisha ; Hazrana, Jaweriah . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:197-212.

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2017Modeling of stock indices with HMM-SV models. (2017). Wulu, J T ; Nkemnole, E B. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:45-60.

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2019Dynamics of business cycle and long-term economic growth of Pakistan. (2019). Jawed, Syed Monis ; Khan, Usama Ehsan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:173-184.

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2017Identifying the Impact of Financialization in Commodity Futures Prices from Index Rebalancing. (2017). Sanders, Dwight R ; Irwin, Scott H ; Yan, Lei. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258504.

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2017Quality Forecasts: Predicting When and How Much Markets Value Higher Protein Wheat. (2017). Bekkerman, Anton. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259119.

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2017The Effects of Private Stocks versus Public Stocks on Food Price Volatility. (2017). Chavas, Jean-Paul ; Li, Jian. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259185.

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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2018Is the Halloween Effect Present on the Markets for Agricultural Commodities?. (2018). Burakov, Dmitry ; Freidin, M. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276110.

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2018The Effects of Private Stocks versus Public Stocks on Food Price Volatility. (2018). Chavas, Jean-Paul ; Li, J ; Chavas, J.-P., . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275976.

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2018The Bayesian MS-GARCH model and Value-at-Risk in South African agricultural commodity price markets. (2018). Shiferaw, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275991.

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2018How Have China s Agricultural Price Support Policies Affected Market Prices?: A Quantile Regression Evaluation. (2018). Chavas, Jean-Paul ; Chavas, J.-P., ; Li, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277557.

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2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). , Oral ; Arunanondchai, Panit ; Senia, Mark C. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

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2018A Journey Through the History of Commodity Derivatives Markets and the Political Economy of (De)Regulation. (2018). Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:281139.

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2017Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America.. (2017). Arnaut, Javier L. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1703.

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2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). sbia, rashid ; Rebei, Nooman. In: AMSE Working Papers. RePEc:aim:wpaimx:1918.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2019A regime-switching model for the federal funds rate target. (2019). Sirchenko, Andrei. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1901.

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2017Fiscal sustainability of the Visegrad Group countries in the aftermath of global economic crisis. (2017). Włodarczyk, Przemysław. In: Lodz Economics Working Papers. RePEc:ann:wpaper:2/2017.

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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018.

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2018Measuring the Natural Rates of Interest in Germany and Italy. (2018). Bystrov, Victor ; Victor, Bystrov. In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2018.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:449-479.

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2017Yield Curve and Momentum Effects in Monthly U.S. Equity Returns: Some Nonparametric Evidence. (2017). Siddiqui, Sikandar ; Tyagi, Somya. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2017:p:61-67.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2019Energy Prices-Inflation Nexus: A Historical Analysis for the Case of Ottoman Empire. (2019). Zaydan, Zgr. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2019:p:86-93.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1603.07020.

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2017On the Optimal Management of Public Debt: a Singular Stochastic Control Problem. (2017). Ferrari, Giorgio. In: Papers. RePEc:arx:papers:1607.04153.

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2018Optimal Extraction and Taxation of Strategic Natural Resources: A Differential Game Approach. (2018). Pemy, Moustapha. In: Papers. RePEc:arx:papers:1611.02547.

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2018Maximum Likelihood Estimation in Possibly Misspecified Dynamic Models with Time-Inhomogeneous Markov Regimes. (2018). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1612.04932.

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2017Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. (2017). , Bruno ; Bruno, ; Caccia, Massimo . In: Papers. RePEc:arx:papers:1707.02019.

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2018Modulated Information Flows on Random Point Fields. (2018). Menguturk, Levent A ; Macrina, Andrea ; Hoyle, Edward . In: Papers. RePEc:arx:papers:1708.06948.

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2017Multivariate Density Modeling for Retirement Finance. (2017). Rook, Christopher J. In: Papers. RePEc:arx:papers:1709.04070.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735.

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2018The determinants of bank loan recovery rates in good times and bad - new evidence. (2018). Vaz, John ; Fenech, Jean-Pierre ; Forbes, Catherine S ; Wang, Hong. In: Papers. RePEc:arx:papers:1804.07022.

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2018Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms. (2018). Ocejo, Adriana. In: Papers. RePEc:arx:papers:1804.08442.

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2018Application of Probabilistic Graphical Models in Forecasting Crude Oil Price. (2018). Alvi, Danish A. In: Papers. RePEc:arx:papers:1804.10869.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Explicit Solutions for Optimal Resource Extraction Problems under Regime Switching L\evy Models. (2018). Pemy, Moustapha. In: Papers. RePEc:arx:papers:1806.06105.

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2018Testing of Binary Regime Switching Models using Squeeze Duration Analysis. (2018). Goswami, Anindya ; Das, Milan Kumar. In: Papers. RePEc:arx:papers:1807.04393.

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2018Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan. In: Papers. RePEc:arx:papers:1807.09423.

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2018A Predictive Model for Oil Market under Uncertainty: Data-Driven System Dynamics Approach. (2018). Fekri, Masoud ; Langroudi, Amirreza Safari ; Aghaei, Sina. In: Papers. RePEc:arx:papers:1808.04150.

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2018Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Ikpe, Dennis ; Ngare, Philip ; Gyamerah, Samuel Asante. In: Papers. RePEc:arx:papers:1808.04710.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2018Nonparametric Analysis of Finite Mixtures. (2018). Laage, Louise ; Kitamura, Yuichi. In: Papers. RePEc:arx:papers:1811.02727.

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2020On the bail-out dividend problem for spectrally negative Markov additive models. (2019). Yu, Xiang ; Jos'e-Luis P'erez, ; Noba, Kei. In: Papers. RePEc:arx:papers:1901.03021.

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2019Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. (2019). Ferrari, Giorgio ; Ceci, Claudia ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1901.08356.

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2019Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series. (2019). Cripps, Sally ; Gerlach, Richard ; Marchant, Roman ; James, Nick . In: Papers. RePEc:arx:papers:1902.03350.

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2019A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing. (2019). Keane, John ; Zeng, Xiao-Jun ; Yau, Jeffrey ; Dawson, Paula ; Fons, Elizabeth. In: Papers. RePEc:arx:papers:1902.10849.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019Optimal FX Hedge Tenor with Liquidity Risk. (2019). Loeper, Gregoire ; Aarons, Mark ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1903.06346.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2020Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model. (2019). Liu, Ruihua ; Dai, Weizhong ; Nwankwo, Chinonso. In: Papers. RePEc:arx:papers:1908.04900.

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2019The Effect of Oil Price on United Arab Emirates Goods Trade Deficit with the United States. (2019). Malkawi, Bashar ; Sweidan, Osama D. In: Papers. RePEc:arx:papers:1909.09057.

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2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Residual Switching Network for Portfolio Optimization. (2019). Wang, Jifei. In: Papers. RePEc:arx:papers:1910.07564.

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2019Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model. (2019). Zhang, Yunbo ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1910.08344.

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2019Inference of Binary Regime Models with Jump Discontinuities. (2019). Rajani, Sharan ; Goswami, Anindya ; Das, Milan Kumar. In: Papers. RePEc:arx:papers:1910.10606.

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2019A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.01826.

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2019Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2019An Integrated Early Warning System for Stock Market Turbulence. (2019). Ma, YE ; Zong, LU ; Wang, Peiwan. In: Papers. RePEc:arx:papers:1911.12596.

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2020An empirical study of neural networks for trend detection in time series. (2019). Drigout, Gilles ; Miot, Alexandre. In: Papers. RePEc:arx:papers:1912.04009.

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2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2017Are Tunisian and Egyptian Share IPO Markets Hot or Cold?. (2017). kammoun, aida ; Abdelmoula, Kammoun A ; Zaier, Hedhili L. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:133-151.

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2017The Power of a Leading Indicators Fluctuation Trend for Forecasting Taiwans Real Estate Business Cycle: An Application of a Hidden Markov Model. (2017). Wu, Yun-Ling ; Lee, Chun-Chang ; Tung, Cheng-Huang . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:81-98.

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2018Asymmetric Effects of Chinas Monetary Policy on the Stock Market: Evidence from a Nonlinear VAR Mode. (2018). Sun, Yunpeng ; Wang, Xueying. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:745-761.

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2019The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

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2020An Assymetric Evaluation of Oil Price- Inflation Nexus: Evidence from Nigeria. (2020). Olaniran, Oladotun D ; Alimi, Ahmed S ; Ayuba, Timothy. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:1-11.

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2019The interplay between oil and food commodity prices: Has It changed over time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0665.

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2019Shifts in Monetary Policy and Exchange Rate Dynamics: Is Dornbuschs Overshooting Hypothesis Intact, After all?. (2019). Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0673.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2018Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2019Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19118.

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2019A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle. (2019). Guidolin, Massimo ; Pedio, Manuela ; Melloni, Francesco. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19121.

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2019The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2019). Guidolin, Massimo ; Petrova, Milena ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19122.

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2017A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points. (2017). Xing, Haipeng ; Zhou, Sichen ; Yuan, Hongsong . In: Review of Economics & Finance. RePEc:bap:journl:170204.

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2019Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207.

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2018Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

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

Works by James Hamilton:


YearTitleTypeCited
1986On the Limitations of Government Borrowing: A Framework for EmpiricalTesting. In: American Economic Review.
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