Markus Jochmann : Citation Profile


Are you Markus Jochmann?

Newcastle University (80% share)
Newcastle University (10% share)
Rimini Centre for Economic Analysis (RCEA) (10% share)

6

H index

5

i10 index

123

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

RESEARCH ACTIVITY:

   12 years (2003 - 2015). See details.
   Cites by year: 10
   Journals where Markus Jochmann has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 8 (6.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo115
   Updated: 2021-03-01    RAS profile: 2018-08-20    
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Relations with other researchers


Works with:

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

Is cited by:

Koop, Gary (7)

Chan, Joshua (6)

Maheu, John (5)

Nautz, Dieter (5)

Ricco, Giovanni (4)

Lamla, Michael (4)

Miranda-Agrippino, Silvia (4)

Ravazzolo, Francesco (4)

Ratti, Ronald (4)

Billio, Monica (4)

Korobilis, Dimitris (4)

Cites to:

Koop, Gary (8)

Watson, Mark (7)

Potter, Simon (4)

Stock, James (4)

Deb, Partha (3)

Trivedi, Pravin (3)

Strachan, Rodney (3)

Shiller, Robert (3)

Campbell, John (3)

amisano, gianni (2)

Kohn, Robert (2)

Main data


Where Markus Jochmann has published?


Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis6
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)5
Working Papers / University of Strathclyde Business School, Department of Economics4

Recent works citing Markus Jochmann (2021 and 2020)


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

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2020Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2020Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations. (2020). Yetman, James. In: BIS Working Papers. RePEc:bis:biswps:895.

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2020New Evidence on the Anchoring of Inflation Expectations in the Euro Area. (2020). Mohrle, Sascha. In: ifo Working Paper Series. RePEc:ces:ifowps:_337.

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2020A Structural Microsimulation Model for Demand-Side Cost-Sharing in Healthcare. (2020). Boone, Jan ; Remmerswaal, Minke. In: CPB Discussion Paper. RePEc:cpb:discus:415.rdf.

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2020The anchoring of long-term inflation expectations of consumers: insights from a new survey. (2020). Moessner, Richhild ; van Rooij, Maarten ; Galati, Gabriele. In: DNB Working Papers. RePEc:dnb:dnbwpp:688.

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2020Assessing the (de-)anchoring of households’ long-term inflation expectations in the US. (2020). Devaguptapu, Adviti ; Rohit, Abhishek Kumar ; Dash, Pradyumna. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s016407041930134x.

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2020Exchange rate predictability: A variable selection perspective. (2020). Kim, Young Min ; Lee, Seojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:117-134.

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2020A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation. (2020). Tavlas, George ; Tsionas, Mike G ; Gibson, Heather D ; Hall, Stephen G. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-018-9878-6.

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2020Modeling Turning Points In Global Equity Market. (2020). Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0195.

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2020Real-time forecasting of the Australian macroeconomy using Bayesian VARs. (2020). Nguyen, Bao H ; Zhang, BO. In: Working Papers. RePEc:tas:wpaper:35236.

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Works by Markus Jochmann:


YearTitleTypeCited
2015Regime-switching cointegration In: Studies in Nonlinear Dynamics & Econometrics.
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article18
2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 18
paper
2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 18
paper
2011Regime-Switching Cointegration.(2011) In: Working Paper series.
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This paper has another version. Agregated cites: 18
paper
2011Regime-Switching Cointegration*.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 18
paper
2010Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach In: SIRE Discussion Papers.
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paper18
2010Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach.(2010) In: Working Paper series.
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This paper has another version. Agregated cites: 18
paper
2010Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 18
paper
2015Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach.(2015) In: Econometric Reviews.
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This paper has another version. Agregated cites: 18
article
2009What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care In: SIRE Discussion Papers.
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paper1
2009What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care.(2009) In: Working Paper series.
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This paper has another version. Agregated cites: 1
paper
2013What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care.(2013) In: Computational Statistics.
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This paper has another version. Agregated cites: 1
article
2009What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy In: SIRE Discussion Papers.
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paper6
2009Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Paper series.
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This paper has another version. Agregated cites: 6
paper
2009Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 6
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2013Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy.(2013) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 6
article
2010Modeling the dynamics of inflation compensation In: Journal of Empirical Finance.
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article35
2009Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series.
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This paper has another version. Agregated cites: 35
paper
2010Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting.
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article35
2008Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks.(2008) In: Working Paper series.
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This paper has another version. Agregated cites: 35
paper
2003Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach In: Working Papers.
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paper10
2004Estimating the demand for health care with panel data: a semiparametric Bayesian approach.(2004) In: Health Economics.
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This paper has another version. Agregated cites: 10
article

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