Kenneth Kasa : Citation Profile


Are you Kenneth Kasa?

Simon Fraser University

12

H index

15

i10 index

829

Citations

RESEARCH PRODUCTION:

49

Articles

26

Papers

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 27
   Journals where Kenneth Kasa has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 5 (0.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka48
   Updated: 2021-04-17    RAS profile: 2021-03-06    
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Relations with other researchers


Works with:

Cho, Inkoo (3)

Lei, Xiaowen (2)

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

Is cited by:

Ellison, Martin (20)

Sargent, Thomas (17)

Masih, Abul (15)

Luo, Yulei (14)

Evans, George (10)

Kouretas, Georgios (10)

Young, Eric (10)

van Wincoop, Eric (9)

Bacchetta, Philippe (9)

Branch, William (9)

MORANA, CLAUDIO (8)

Cites to:

Hansen, Lars (26)

Sargent, Thomas (23)

Shiller, Robert (9)

West, Kenneth (9)

Strzalecki, Tomasz (7)

Engel, Charles (6)

Fagereng, Andreas (6)

Malacrino, Davide (6)

Christiano, Lawrence (5)

Campbell, John (5)

Bernanke, Ben (5)

Main data


Where Kenneth Kasa has published?


Journals with more than one article published# docs
FRBSF Economic Letter17
Economic Review5
Economics Letters4
Macroeconomic Dynamics2
Review of Economic Dynamics2
Journal of International Money and Finance2
Journal of Economic Dynamics and Control2
Review of Economic Studies2
Journal of International Economics2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Discussion Papers / Department of Economics, Simon Fraser University8
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco5
Working Paper Series / Federal Reserve Bank of San Francisco4
Pacific Basin Working Paper Series / Federal Reserve Bank of San Francisco3

Recent works citing Kenneth Kasa (2021 and 2020)


YearTitle of citing document
2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020Tail behavior of stopped L\evy processes with Markov modulation. (2020). Toda, Alexis Akira ; Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2009.08010.

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2020Government Bond Market Integration in ASEAN Countries. (2020). Zhuo, Juanjuan ; Kumamoto, Masao. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:289-312.

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2020Saving Behavior Across the Wealth Distribution: The Importance of Capital Gains. (2020). Natvik, Gisle James ; Moll, Benjamin ; Holm, Martin ; Fagereng, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14355.

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2020Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31553.

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2020Comovement amongst the demand for New Zealand tourism. (2020). Vatsa, Puneet. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320301092.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2021Market stability with machine learning agents. (2021). Georges, Christophre ; Pereira, Javier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302001.

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2020Stochastic interest rates under rational inattention. (2020). Wu, Ting ; Niu, Yingjie ; Zhang, Yuhua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301558.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2020Investment timing with information-processing constraints. (2020). Zhang, Yuhua ; Yang, Jinqiang ; Mu, Congming. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830607x.

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2020The effects of professional forecast dissemination on macroeconomic volatility. (2020). Gelfer, Sacha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:131-156.

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2020Does the twin deficit hypothesis hold in the OECD countries under different real interest rate regimes?. (2020). Karaolan, Sadik ; Bilman, Mustafa Erhan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:205-215.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2020Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185.

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2020Learning from prices: information aggregation and accumulation in an asset price model. (2020). Berardi, Michele. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:2009.

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2020Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2020). Li, Youwei ; Stanley, Eugene ; Pantelous, Athanasios ; Chen, Yanhua. In: MPRA Paper. RePEc:pra:mprapa:101700.

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2020Learning from prices: information aggregation and accumulation in an asset market. (2020). Berardi, Michele. In: MPRA Paper. RePEc:pra:mprapa:102139.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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Works by Kenneth Kasa:


YearTitleTypeCited
2017Greshams Law of Model Averaging In: American Economic Review.
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article3
2016GRESHAM’S LAW OF MODEL AVERAGING.(2016) In: Discussion Papers.
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paper
2019Doubt and hope in economics: A review of Kiyohiko G. Nishimura and Hiroyuki Ozakis Economics of Pessimism and Optimism In: International Finance.
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article0
2001A Dynamic Model of Export Competition, Policy Coordination, and Simultaneous Currency Collapse In: Review of International Economics.
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article16
1997A dynamic model of export competition, policy coordination and simultaneous currency collapse.(1997) In: Pacific Basin Working Paper Series.
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This paper has another version. Agregated cites: 16
paper
2008LEARNING DYNAMICS AND ENDOGENOUS CURRENCY CRISES In: Macroeconomic Dynamics.
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article23
2003Learning Dynamics and Endogenous Currency Crises.(2003) In: Computing in Economics and Finance 2003.
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This paper has another version. Agregated cites: 23
paper
2002MODEL UNCERTAINTY, ROBUST POLICIES, AND THE VALUE OF COMMITMENT In: Macroeconomic Dynamics.
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article19
1999Model uncertainty, robust policies, and the value of commitment.(1999) In: Working Paper Series.
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This paper has another version. Agregated cites: 19
paper
1998Optimal policy with limited commitment In: Journal of Economic Dynamics and Control.
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1994Optimal policy with limited commitment.(1994) In: Working Papers in Applied Economic Theory.
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paper
2014An escape time interpretation of robust control In: Journal of Economic Dynamics and Control.
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article1
2013An Escape Time Interpretation of Robust Control.(2013) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
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2010Introduction In: The North American Journal of Economics and Finance.
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article0
1989Solution and estimation of a bivariate interdependent adjustment cost model In: Economics Letters.
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1991Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data In: Economics Letters.
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1999An observational equivalence among -control policies In: Economics Letters.
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2001A robust Hansen-Sargent prediction formula In: Economics Letters.
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article8
2000A robust Hansen-Sargent prediction formula.(2000) In: Working Paper Series.
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This paper has another version. Agregated cites: 8
paper
1992Adjustment costs and pricing-to-market theory and evidence In: Journal of International Economics.
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article111
2013Robustness and exchange rate volatility In: Journal of International Economics.
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article4
2012Robustness and Exchange Rate Volatility.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
1997Consumption-based versus production-based models of international equity markets In: Journal of International Money and Finance.
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article5
2003Testing present value models of the current account: a cautionary note In: Journal of International Money and Finance.
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article5
2000Testing present value models of the current account: a cautionary note.(2000) In: Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
1997Monetary Policy in Japan: A Structural VAR Analysis, In: Journal of the Japanese and International Economies.
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article31
1995Monetary policy in Japan: a structural VAR analysis.(1995) In: Pacific Basin Working Paper Series.
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This paper has another version. Agregated cites: 31
paper
1999Will the Fed Ever Learn? In: Journal of Macroeconomics.
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article10
1992Common stochastic trends in international stock markets In: Journal of Monetary Economics.
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article402
2018Risk, uncertainty, and the dynamics of inequality In: Journal of Monetary Economics.
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article12
2017Risk, Uncertainty, and the Dynamics of Inequality.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 12
paper
1993Interpreting the dynamics in U.S. international trade In: Working Papers in Applied Economic Theory.
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1994A comparison of discount rate models using international stock market data In: Working Papers in Applied Economic Theory.
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1995Signal extraction and the propagation of business cycles In: Working Papers in Applied Economic Theory.
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paper40
2000Forecasting the Forecasts of Others in the Frequency Domain.(2000) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 40
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1999The role of relative performance in bank closure decisions In: Working Papers in Applied Economic Theory.
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2008The role of relative performance in bank closure decisions.(2008) In: Economic Review.
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This paper has another version. Agregated cites: 10
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1994Measuring the gains from international portfolio diversification In: FRBSF Economic Letter.
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1994International trade and U.S. labor market trends In: FRBSF Economic Letter.
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article1
1994Growth and government policy: lessons from Hong Kong and Singapore In: FRBSF Economic Letter.
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1995Understanding trends in foreign exchange rates In: FRBSF Economic Letter.
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article2
1995Gaiatsu In: FRBSF Economic Letter.
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article0
1996New measures of Japanese monetary policy In: FRBSF Economic Letter.
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1996Post-1997 Hong Kong: a view from the financial markets In: FRBSF Economic Letter.
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1997Does Singapore invest too much? In: FRBSF Economic Letter.
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article1
1997Japanese trade deficits? In: FRBSF Economic Letter.
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1998Export competition and contagious currency crises In: FRBSF Economic Letter.
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article1
1998Contractionary effects of devaluation In: FRBSF Economic Letter.
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article1
1998Could Russian have learned from China? In: FRBSF Economic Letter.
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article0
1999Time for a Tobin tax? In: FRBSF Economic Letter.
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article1
1999Why attack a currency board? In: FRBSF Economic Letter.
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2000The composition of international capital flows In: FRBSF Economic Letter.
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2000Knightian uncertainty and home bias In: FRBSF Economic Letter.
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article2
2001Will inflation targeting work in developing countries? In: FRBSF Economic Letter.
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1994Finite horizons and the twin deficits In: Economic Review.
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article8
1995Comovements among national stock markets In: Economic Review.
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article5
1997Generational accounting in open economies In: Economic Review.
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article4
1998Borrowing constraints and asset market dynamics: evidence from the Pacific Basin In: Economic Review.
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article11
1998Borrowing constraints and asset market dynamics: evidence from the Pacific Basin.(1998) In: Pacific Basin Working Paper Series.
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2000Learning, large deviations, and recurrent currency crises In: Working Paper Series.
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2004Learning, Large Deviations, And Recurrent Currency Crises.(2004) In: International Economic Review.
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2017Model Averaging and Persistent Disagreement In: Review.
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2006Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders In: CAEPR Working Papers.
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1998Identifying the source of dynamics in disaggregated import data In: Journal of Applied Econometrics.
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article5
2014Heterogeneous Beliefs and Tests of Present Value Models In: Review of Economic Studies.
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article17
2012Heterogenous Beliefs and Tests of Present Value Models.(2012) In: Discussion Papers.
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2015Learning and Model Validation In: Review of Economic Studies.
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2006Learning and Model Validation.(2006) In: 2006 Meeting Papers.
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2007Learning and Model Validation.(2007) In: 2007 Meeting Papers.
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2011Learning and Model Validation.(2011) In: 2011 Meeting Papers.
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2006Robustness and Information Processing In: Review of Economic Dynamics.
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article20
2009Learning About Identification In: 2009 Meeting Papers.
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2012A Behavioral Defense of Rational Expectations In: Discussion Papers.
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2012Model Validation and Learning In: Discussion Papers.
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2019Ambiguity and Information Processing in a Model of Intermediary Asset Pricing In: Discussion Papers.
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