16
H index
17
i10 index
1160
Citations
Dennis W. Jansen : Citation Profile
Texas A&M University | RESEARCH PRODUCTION: 50 Articles 15 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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36 years (1984 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dennis W. Jansen. | Is cited by:
| Cites to:
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Main data
Where Dennis W. Jansen has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / The George Washington University, Institute for International Economic Policy | 3 |
| Working Papers / Federal Reserve Bank of St. Louis | 3 |
| Computing in Economics and Finance 2005 / Society for Computational Economics | 2 |
Recent works citing Dennis W. Jansen (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679. Full description at Econpapers || Download paper |
| 2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper |
| 2024 | The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alzugaiby, Basim ; Alsunbul, Saad ; Boujlil, Rhada. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380. Full description at Econpapers || Download paper |
| 2023 | Government spending news and stock price index. (2023). Biswas, Nabaneeta ; Duan, YI ; Yemba, Boniface. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00406. Full description at Econpapers || Download paper |
| 2023 | Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696. Full description at Econpapers || Download paper |
| 2024 | Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform. (2024). Zhang, Shunming ; Sun, Jianchun ; Huang, Helen Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000020. Full description at Econpapers || Download paper |
| 2023 | PELVE: Probability Equivalent Level of VaR and ES. (2023). Wang, Ruodu ; Li, Hengxin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:353-370. Full description at Econpapers || Download paper |
| 2023 | Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042. Full description at Econpapers || Download paper |
| 2024 | Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879. Full description at Econpapers || Download paper |
| 2023 | Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285. Full description at Econpapers || Download paper |
| 2023 | Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479. Full description at Econpapers || Download paper |
| 2023 | The impact of the Russian-Ukrainian war on global financial markets. (2023). Sivaprasad, Sheeja ; Petropoulou, Athina ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x. Full description at Econpapers || Download paper |
| 2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper |
| 2023 | Extreme downside risk in the cross-section of asset returns. (2023). Ergun, Lerby M. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003563. Full description at Econpapers || Download paper |
| 2023 | The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025. Full description at Econpapers || Download paper |
| 2023 | Attention based dynamic graph neural network for asset pricing. (2023). Yu, Dantong ; Tao, Xinyuan ; Uddin, Ajim. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000959. Full description at Econpapers || Download paper |
| 2023 | Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358. Full description at Econpapers || Download paper |
| 2023 | A multifractal model of asset (in)variances. (2023). Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000355. Full description at Econpapers || Download paper |
| 2024 | The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251. Full description at Econpapers || Download paper |
| 2024 | The effects of large-scale equity purchases during the coronavirus pandemic. (2024). Tanaka, Mariko ; Fukuda, Shin-Ichi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000588. Full description at Econpapers || Download paper |
| 2023 | Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x. Full description at Econpapers || Download paper |
| 2023 | The market-level effects of charter schools on student outcomes: A national analysis of school districts. (2023). Chen, Feng ; Harris, Douglas N. In: Journal of Public Economics. RePEc:eee:pubeco:v:228:y:2023:i:c:s0047272723001974. Full description at Econpapers || Download paper |
| 2023 | Is Price Commitment a Better Solution to Control Carbon Emissions and Promote Technology Investment?. (2023). Chen, Ying-Ju ; Fan, Xiaoshuai. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:325-341. Full description at Econpapers || Download paper |
| 2023 | Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309. Full description at Econpapers || Download paper |
| 2023 | The role of poverty measurements in achieving educational equity through school finance reform. (2023). Razzolini, Laura ; Hayes, Kathy ; Grosskopf, Shawna ; Taylor, Lori. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:2:d:10.1007_s11123-022-00657-w. Full description at Econpapers || Download paper |
| 2023 | Does scientific research output matter for Portugal’s economic growth?. (2023). Teixeira, Aurora ; Pinto, Tnia. In: GEE Papers. RePEc:mde:wpaper:0174. Full description at Econpapers || Download paper |
| 2023 | Who Benefits from Domestic Market Integration?. (2023). Chen, Zeyu ; Jin, Shan ; Fan, Xin. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:24:y:2023:i:6:d:10.1007_s10902-023-00672-0. Full description at Econpapers || Download paper |
| 2023 | Do private schools increase academic achievement? Evidence from France. (2023). Moulin, Leonard. In: Education Economics. RePEc:taf:edecon:v:31:y:2023:i:2:p:247-274. Full description at Econpapers || Download paper |
| 2023 | Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219. Full description at Econpapers || Download paper |
Dennis W. Jansen has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Dennis W. Jansen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1992 | Relative Uncertainty of Price and Output in Farm and Nonfarm Sectors In: Journal of Rural Development/Nongchon-Gyeongje. [Full Text][Citation analysis] | article | 0 |
| 1999 | A K% MONEY GROWTH LEADERSHIP RULE IN AN INTERNATIONAL MONETARY POLICY GAME In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 2 |
| 2007 | SUSTAINABILITY OF THE FRIEDMAN RULE IN AN INTERNATIONAL MONETARY POLICY GAME In: Economic Inquiry. [Full Text][Citation analysis] | article | 0 |
| 2007 | EDITOR’S REPORT In: Economic Inquiry. [Full Text][Citation analysis] | article | 0 |
| 2018 | Nonlinear evidence on the existence of jobless recoveries In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2000 | Are Business Cycle Dynamics the Same across Countries? Testing Linearity around the Globe In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2005 | The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2015 | HOW WELL DOES “CORE” INFLATION CAPTURE PERMANENT PRICE CHANGES? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 5 |
| 2013 | How Well Does Core Inflation Capture Permanent Price Changes?.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | How Well Does Core Inflation Capture Permanent Price Changes?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1990 | Intertemporal Substitution and the Role of Monetary Policy: Policy Irrelevance Once Again. In: Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 1989 | Intertemporal substitution and the role of monetary policy: policy irrelevance once again.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1984 | Comment choosing a monetary instrument the case of supply-side shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2012 | The relative efficiency of charter schools: A cost frontier approach In: Economics of Education Review. [Full Text][Citation analysis] | article | 24 |
| 2017 | The time varying effect of monetary policy on stock returns In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 1987 | The relation between money growth variability and the variability of money about target In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2008 | Fiscal policy and asset markets: A semiparametric analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 1987 | The geographic distribution of unemployment rates in the U.S. : A spatial-time series analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2010 | Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 55 |
| 2000 | Portfolio selection with limited downside risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 41 |
| 2004 | Forecasting with a nonlinear dynamic model of stock returns and industrial production In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 47 |
| 2007 | Macroeconomic forecasting using structural factor analysis In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 1988 | Federal Reserve Policy, 1975-1985: An empirical analysis In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 1988 | Price rules, wage indexing, and optimal monetary policy In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 1991 | Ranking federal reserve system research departments by publications in professional journals In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 6 |
| 1993 | Differential information and optimal feedback policy in new classical macroeconomic models In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1996 | An evaluation of federal reserve forecasting In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 16 |
| 1999 | An Evaluation of Federal Reserve Forecasting: Reply In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
| 2008 | The effect of charter schools on traditional public school students in Texas: Are children who stay behind left behind? In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 50 |
| 2007 | The impact of charter school attendance on student performance In: Journal of Public Economics. [Full Text][Citation analysis] | article | 52 |
| 2006 | Introduction: What is the New Economy? In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | Should we Teach an Old Economy Dog New Economy Tricks? The Role of a Postal Service in the New Economy In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1989 | Factor-adjustment costs at the industry level In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 0 |
| 1989 | Does inflation uncertainty affect output growth? Further evidence In: Review. [Full Text][Citation analysis] | article | 27 |
| 1989 | Understanding nominal GNP targeting In: Review. [Full Text][Citation analysis] | article | 2 |
| 1991 | A primer on cointegration with an application to money and income In: Review. [Full Text][Citation analysis] | article | 184 |
| 1988 | The optimality of nominal income targeting when wages are indexed to price In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1988 | On the frequency of large stock returns: putting booms and busts into perspective In: Working Papers. [Full Text][Citation analysis] | paper | 269 |
| 1991 | On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective..(1991) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269 | article | |
| 1990 | THE DEMAND FOR MONEY IN THE UNITED STATES: EVIDENCE FROM COINTEGRATION TESTS. In: Erasmus University of Rotterdam - Institute for Economic Research. [Citation analysis] | paper | 114 |
| 1991 | The Demand for Money in the United States: Evidence from Cointegration Tests..(1991) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | article | |
| 1991 | Repeated games with Stochastic Discounting. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 0 |
| 1990 | AGGREGATION AND THE RANDON OBJECTIVE JUSTIFICATION FOR DITURBANCES IN COMPLETE DEMAND SYSTEMS. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 0 |
| 1990 | Aggregation and the Random Objective Justification for Disturbances in Complete Demand Systems.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1990 | Aggregation and the Random Objective Justification for Disturbances in Complete Demand Systems.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | How Well Does Core CPI Capture Permanent Price Changes? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | How Well Does Core CPI Capture Permanent Price Changes?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1985 | Real Balances in an Ad Hoc Keynesian Model and Policy Ineffectiveness: A Note. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 2 |
| 1986 | Federal Reserve Operating Procedure in the Eighties: A Dynamic Analysis. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 5 |
| 1988 | Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 52 |
| 1995 | Unit Roots and Infrequent Large Shocks: New International Evidence on Output Growth. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 20 |
| 2013 | Understanding the Sum of Perpetuities Method for Valuing Stock Prices In: Journal of Economic Insight. [Citation analysis] | article | 0 |
| 2011 | The Impact of Facilities on the Cost of Education In: National Tax Journal. [Full Text][Citation analysis] | article | 2 |
| 1990 | Variance of Agricultural Prices, Industrial Prices, and Money In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 12 |
| 1988 | Informational Implications of Money, Interest Rate, and Price Rules. In: Economic Inquiry. [Citation analysis] | article | 0 |
| 1997 | Nonlinear Business Cycle Dynamics: Cross-country Evidence on the Persistence of Aggregate Shocks. In: Economic Inquiry. [Citation analysis] | article | 32 |
| 2005 | [Full Text][Citation analysis] | article | 0 |
| 2006 | Economic Inquiry 2005--2006 Editors Report In: Economic Inquiry. [Full Text][Citation analysis] | article | 0 |
| 2005 | A Threshold Model of Monetary Policy In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2005 | Tax Policies, Vintage Capital, and Entry and Exit of Plants In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Does a factor Phillips curve help? An evaluation of the predictive power for U.S. inflation In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Introducing a new DEA methodology for environmental inputs In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | The effects of monetary policy using structural factor analysis In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2001 | Limited Downside Risk In Portfolio Selection Among U.S. and Pacific Basin Equities In: International Economic Journal. [Full Text][Citation analysis] | article | 4 |
| 1999 | Modeling Nonlinearity of Business Cycles: Choosing Between the CDR and STAR Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2017 | Are Charters the Best Alternative? A Cost Frontier Analysis of Alternative Education Campuses in Texas In: Southern Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2020 | Remittances, Output, and Exchange Rate Regimes: Theory with an Application to Latin America In: Southern Economic Journal. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team