Lynda Khalaf : Citation Profile


Are you Lynda Khalaf?

Carleton University (50% share)
Carleton University (50% share)

13

H index

18

i10 index

506

Citations

RESEARCH PRODUCTION:

35

Articles

76

Papers

RESEARCH ACTIVITY:

   22 years (1994 - 2016). See details.
   Cites by year: 23
   Journals where Lynda Khalaf has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 59 (10.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkh49
   Updated: 2021-11-20    RAS profile: 2016-09-29    
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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 Lynda Khalaf.

Is cited by:

Dufour, Jean-Marie (36)

Luger, Richard (24)

King, Maxwell (10)

Mavroeidis, Sophocles (10)

Voia, Marcel (9)

Sentana, Enrique (8)

Fanelli, Luca (8)

Doko Tchatoka, Firmin (8)

Urga, Giovanni (8)

Plagborg-Moller, Mikkel (8)

Iglesias, Emma (7)

Cites to:

Dufour, Jean-Marie (287)

Kiviet, Jan (46)

Stock, James (38)

Galí, Jordi (33)

Lopez-Salido, David (33)

Gertler, Mark (29)

Bernard, Jean-Thomas (27)

Wright, Jonathan (26)

Kleibergen, Frank (26)

Andrews, Donald (23)

Shanken, Jay (22)

Main data


Where Lynda Khalaf has published?


Journals with more than one article published# docs
Journal of Econometrics7
Computational Statistics & Data Analysis4
Journal of Economic Dynamics and Control4
L'Actualit Economique3
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada10
Computing in Economics and Finance 2000 / Society for Computational Economics2
Econometric Society 2004 North American Summer Meetings / Econometric Society2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Working Papers / University of Ottawa, Department of Economics2

Recent works citing Lynda Khalaf (2021 and 2020)


YearTitle of citing document
2020Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262.

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2020Modeling the commodity prices of base metals in Indian commodity market using a Higher Order Markovian Approach. (2020). Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Nag, Suryadeepto. In: Papers. RePEc:arx:papers:2010.03350.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8282.

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2020Identification-robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-23.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-30.

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2021Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

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2020Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data. (2020). Bec, Frédérique ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305436.

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2020Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence. (2020). Chen, Ting-Fu ; Chiu, Hsin-Yu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819300026.

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2021Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000826.

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2020Environmental convergence and environmental Kuznets curve: A unified empirical framework. (2020). Martino, Roberto ; Nguyen-Van, Phu ; Lawson, Late A. In: Ecological Modelling. RePEc:eee:ecomod:v:437:y:2020:i:c:s0304380020303598.

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2020Inference in partially identified heteroskedastic simultaneous equations models. (2020). Yang, Minxian ; Milunovich, George ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:317-345.

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2020Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2020). Dufour, Jean-Marie ; Tchatoka, Firmin Doko. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:390-418.

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2020Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels. (2020). Saunders, Charles J ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:419-434.

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2020Regression discontinuity designs, white noise models, and minimax. (2020). Tuvaandorj, Purevdorj . In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:587-608.

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2020Stationary bubble equilibria in rational expectation models. (2020). Monfort, Alain ; Jasiak, J ; Gourieroux, C. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:714-735.

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2020Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770.

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2020Hypothesis testing based on a vector of statistics. (2020). Akram, Muhammad ; Zhang, Xibin ; King, Maxwell L. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:425-455.

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2020An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm. (2020). Piersanti, Giovanni ; Di Domizio, Marco ; Canofari, Paolo ; Cicone, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302929.

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2020Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330.

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2020Identifying the sources of model misspecification. (2020). Rossi, Barbara ; Kuo, Chun-Hung ; Inoue, Atsushi. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:1-18.

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2021Cojump risks and their impacts on option pricing. (2021). Liao, Szu-Lang ; Chen, Jun-Home ; Lian, Yu-Min. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:399-410.

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2020Role of energy finance in geothermal power development in Japan. (2020). TAGHIZADEH-HESARY, Farhad ; Fraser, Timothy ; Shigetomi, Yosuke ; Chapman, Andrew ; Sarker, Tapan ; Farabi-Asl, Hadi ; Mortha, Aline. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:398-412.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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2021Do Inflation Expectations Matter for Small, Open Economies? Empirical Evidence from the Solomon Islands. (2021). Sharma, Parmendra ; Rohoia, Angeline B. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:448-:d:638092.

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2020Heads and Tails of Earnings Management: Quantitative Analysis in Emerging Countries. (2020). Krastev, Vladislav ; Atanasova, Irina ; CHLEBIKOVA, Darina ; Valaskova, Katarina ; Durana, Pavol. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:57-:d:365894.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: Working Papers. RePEc:gla:glaewp:2020_08.

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2020Environmental convergence and environmental Kuznets curve: A unified empirical framework. (2020). Nguyen-Van, Phu ; Martino, Roberto ; Lawson, Late. In: Post-Print. RePEc:hal:journl:hal-03098130.

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2021Regime-dependent commodity price dynamics: A predictive analysis. (2021). Obersteiner, Michael ; Hlouskova, Jaroslava ; Fortin, Ines ; Crespo-Cuaresma, Jesus. In: IHS Working Paper Series. RePEc:ihs:ihswps:28.

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2020Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares. (2020). Midili, Murat. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9876-8.

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2020Forecasting Financial Returns Volatility: A GARCH-SVR Model. (2020). Yu, BO ; Sun, Hao. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09896-w.

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2021Does Entropy Index Explain the Determinant of Capital Market Integration in ASEAN?. (2021). Wibowo, Buddi ; Setyawan, Ignatius Roni. In: Capital Markets Review. RePEc:mfa:journl:v:29:y:2021:i:1:p:17-39.

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2020Identification-Robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montec:03-2020.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Cahiers de recherche. RePEc:mtl:montec:15-2020.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: NBER Working Papers. RePEc:nbr:nberwo:27001.

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2021No place like home: The effect of exporting to the country of origin on the financial performance of immigrant-owned SMEs. (2021). Malhotra, Shavin ; Sui, Sui ; Morgan, Horatio M. In: Journal of International Business Studies. RePEc:pal:jintbs:v:52:y:2021:i:3:d:10.1057_s41267-020-00360-8.

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2020Implementation of a goodness-of-fit test through Khmaladze martingale transformation. (2020). Kim, Jiwoong. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-020-00971-7.

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2021Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function. (2021). da Silva, Edilean Kleber. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01805-2.

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2020On interaction of the energy: Human capital Kuznets curve? A case for technology innovation. (2020). Aziz, Osama ; Arshed, Noman ; Hanif, Nadia. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:22:y:2020:i:8:d:10.1007_s10668-019-00536-9.

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2020The impact of economic factors and governance on greenhouse gas emission. (2020). Saghaian, Sayed ; Reed, Michael ; Ronaghi, Marzieh. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:22:y:2020:i:2:d:10.1007_s10018-019-00250-w.

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2020New insights into the environmental Kuznets curve hypothesis in developing and transition economies: a literature survey. (2020). Purcel, Alexandra-Anca. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:22:y:2020:i:4:d:10.1007_s10018-020-00272-9.

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2021Extreme value analysis of the typhoon-induced surges on the coastal seas of South Korea. (2021). Ho, Jun ; Ku, Hyeyun. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:107:y:2021:i:1:d:10.1007_s11069-021-04598-9.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053.

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2020Testing for Attrition Bias in Field Experiments. (2020). Ortiz-Becerra, Karen ; Hirshleifer, Sarojini ; Ghanem, Dalia. In: Working Papers. RePEc:ucr:wpaper:202010.

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2021Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach. (2021). Obersteiner, Michael ; Hlouskova, Jaroslava ; Cuaresma, Jesus Crespo. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1245-1273.

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2020A random forest-based approach to identifying the most informative seasonality tests. (2020). Webel, Karsten ; Ollech, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:552020.

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Works by Lynda Khalaf:


YearTitleTypeCited
2003Simulation Based Inference In Moving Average Models In: Annals of Economics and Statistics.
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article6
1994Simulation Based Inference in Moving Average Models.(1994) In: CIRANO Working Papers.
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1995Simulation Based Inference in Moving Average Models..(1995) In: Cahiers de recherche.
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1995Simulation Based Inference in Moving Average Models..(1995) In: Cahiers de recherche.
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2015The Convenience Yield and the Informational Content of the Oil Futures Price In: The Energy Journal.
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article1
2000Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry In: Staff Working Papers.
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2000TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY.(2000) In: Computing in Economics and Finance 2000.
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2003Testing the Stability of the Canadian Phillips Curve Using Exact Methods In: Staff Working Papers.
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2004Estimating New Keynesian Phillips Curves Using Exact Methods In: Staff Working Papers.
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2004Structural Change and Forecasting Long-Run Energy Prices In: Staff Working Papers.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis In: Staff Working Papers.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis.(2005) In: CIRANO Working Papers.
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2006Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis.(2006) In: Journal of Economic Dynamics and Control.
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2005Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis.(2005) In: Cahiers de recherche.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis.(2005) In: Cahiers de recherche.
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2006Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion In: Staff Working Papers.
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2008Forecasting commodity prices: GARCH, jumps, and mean reversion.(2008) In: Journal of Forecasting.
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2006Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada In: Staff Working Papers.
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2009Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit In: Staff Working Papers.
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2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada In: Staff Working Papers.
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2009Assessing Indexation-Based Calvo Inflation Models In: Staff Working Papers.
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2007Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach In: Journal of Business & Economic Statistics.
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2003Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness?of?Fit in Multivariate Regressions with Application to Asset Pricing Models* In: Oxford Bulletin of Economics and Statistics.
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2003Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models.(2003) In: CIRANO Working Papers.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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2000Simulation Based Finite and Large Sample Tests in Multivariate Regressions In: CIRANO Working Papers.
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2002Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics.
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2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers.
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2002Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.(2002) In: Journal of Econometrics.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers.
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2004Simulation-based finite-sample tests for heteroskedasticity and ARCH effects.(2004) In: Journal of Econometrics.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach In: CIRANO Working Papers.
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2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach.(2002) In: Cahiers de recherche.
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2002TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH.(2002) In: Cahiers de recherche.
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2003Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach.(2003) In: Discussion Paper Series 1: Economic Studies.
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2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models In: CIRANO Working Papers.
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2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
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2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions In: CIRANO Working Papers.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: CIRANO Working Papers.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche.
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2004Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression*.(2004) In: L'Actualité Economique.
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2011Identification-robust estimation and testing of the zero-beta CAPM In: CIRANO Working Papers.
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2013Identification-Robust Estimation and Testing of the Zero-Beta CAPM.(2013) In: Review of Economic Studies.
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2011An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers.
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2012An identification‐robust test for time‐varying parameters in the dynamics of energy prices.(2012) In: Journal of Applied Econometrics.
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2013Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability In: CIRANO Working Papers.
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2013Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability.(2013) In: Cahiers de recherche.
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2015Exact confidence sets and goodness-of-fit methods for stable distributions In: CIRANO Working Papers.
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2014Exact confidence sets and goodness-of-fit methods for stable distributions.(2014) In: Journal of Econometrics.
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2015Factor based identification-robust inference in IV regressions In: CEPR Discussion Papers.
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2004Simulation-Based Finite-Sample Inference in Simultaneous Equations In: Econometric Society 2004 North American Summer Meetings.
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2004Are New Keynesian Phillips Curves Identified ? In: Econometric Society 2004 North American Summer Meetings.
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2003Are New Keynesian Phillips Curved Identified?.(2003) In: Cahiers de recherche.
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