Markus Jochmann : Citation Profile

Are you Markus Jochmann?

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

5

H index

5

i10 index

110

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

RESEARCH ACTIVITY:

   12 years (2003 - 2015). See details.
   Cites by year: 9
   Journals where Markus Jochmann has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 8 (6.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo115
   Updated: 2020-02-08    RAS profile: 2018-08-20    
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Relations with other researchers

Works with:

Koop, Gary (2)

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)

Nautz, Dieter (5)

Maheu, John (5)

Lamla, Michael (4)

Korobilis, Dimitris (4)

Chan, Joshua (4)

Ratti, Ronald (4)

Ravazzolo, Francesco (4)

Ricco, Giovanni (4)

Dräger, Lena (4)

GUPTA, RANGAN (4)

Cites to:

Koop, Gary (8)

Watson, Mark (7)

Potter, Simon (4)

Stock, James (4)

Deb, Partha (3)

Campbell, John (3)

Shiller, Robert (3)

Trivedi, Pravin (3)

Strachan, Rodney (3)

Schupp, Jürgen (2)

Leon-Gonzalez, Roberto (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 (2018 and 2017)

YearTitle of citing document
2019Stochastic model specification in Markov switching vector error correction models. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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2019Truncated priors for tempered hierarchical Dirichlet process vector autoregression. (2019). Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps47.

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2018Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and granger causality tests. (2018). Zerihun, Mulatu Fekadu ; Breitenbach, Marthinus ; Mulatu, Zerihun ; Marthinus, Breitenbach ; Christian, Tipoy. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:16:n:5.

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2018Is the Anchoring of Consumers Inflation Expectations Shaped by Inflational Experience?. (2018). Lamla, Michael ; Dräger, Lena ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7042.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2018An econometric analysis on survey-data-based anchoring of inflation expectations in Chile. (2018). Medel, Carlos A.. In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:21:y:2018:i:2:p:128-152.

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2018Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile. (2018). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:825.

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2017Unconventional monetary policy and the anchoring of inflation expectations. (2017). Ciccarelli, Matteo ; Montes-Galdon, Carlos ; Garcia, Juan Angel. In: Working Paper Series. RePEc:ecb:ecbwps:20171995.

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2017Inflation anchoring in the euro area. (2017). Speck, Christian . In: Working Paper Series. RePEc:ecb:ecbwps:20171998.

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2018The dynamic impact of macroeconomic news on long-term inflation expectations. (2018). Nautz, Dieter ; Hachula, Michael . In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:39-43.

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2019Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors. (2019). Jensen, Mark ; Fisher, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:187-202.

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2019Variable selection in panel models with breaks. (2019). Zhu, Yinchu ; Timmermann, Allan ; Smith, Simon C. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:323-344.

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2018Simulating historical inflation-linked bond returns. (2018). Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:374-389.

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2019Stock returns and real growth: A Bayesian nonparametric approach. (2019). Yang, Qiao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:53-69.

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2017An investigation of dependence in expert judgement studies with multiple experts. (2017). Wilson, Kevin J. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:325-336.

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2017Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043.

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2019Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

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2018New evidence on the evolution of the anchoring of inflation expectations. (2018). buono, ines ; Formai, Sara. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:39-54.

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2017Anchoring of inflation expectations in the euro area: Recent evidence based on survey data. (2017). Paloviita, Maritta ; Łyziak, Tomasz. In: European Journal of Political Economy. RePEc:eee:poleco:v:46:y:2017:i:c:p:52-73.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2018Clustering macroeconomic variables. (2018). Perricone, Chiara. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:44:y:2018:i:c:p:23-33.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

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2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-02.

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2017Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks. (2017). Szafranek, Karol. In: NBP Working Papers. RePEc:nbp:nbpmis:262.

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2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

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2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark. In: Working Paper series. RePEc:rim:rimwps:18-12.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

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2018The dollar–euro exchange rate and monetary fundamentals. (2018). Beckmann, Joscha ; Pilbeam, Keith ; Glycopantis, Dionysius. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1335-1.

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2017Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model. (2017). Conde-Sanchez, Antonio ; Saez-Castillo, Antonio J. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0683-1.

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2017A Bayesian Infinite Hidden Markov Vector Autoregressive Model. (2017). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160107.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

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2017The dynamic impact of macroeconomic news on long-term inflation expectations. (2017). Nautz, Dieter ; Hachula, Michael . In: Discussion Papers. RePEc:zbw:fubsbe:201712.

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2017The Anchoring of Inflation Expectations in the Short and in the Long Run. (2017). Nautz, Dieter ; Strohsal, Till ; Netsunajew, Aleksei. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168075.

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Works by Markus Jochmann:

YearTitleTypeCited
2015Regime-switching cointegration In: Studies in Nonlinear Dynamics & Econometrics.
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2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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2011Regime-Switching Cointegration.(2011) In: Working Paper series.
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2011Regime-Switching Cointegration*.(2011) In: Working Papers.
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2010Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach In: SIRE Discussion Papers.
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2010Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach.(2010) In: Working Paper series.
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2010Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach.(2010) In: Working Papers.
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2015Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach.(2015) In: Econometric Reviews.
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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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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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2009What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care.(2009) In: Working Papers.
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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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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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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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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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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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2010Modeling the dynamics of inflation compensation In: Journal of Empirical Finance.
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2009Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series.
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2010Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting.
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2008Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks.(2008) In: Working Paper series.
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2003Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach In: Working Papers.
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2004Estimating the demand for health care with panel data: a semiparametric Bayesian approach.(2004) In: Health Economics.
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