Lynda Khalaf : Citation Profile

Are you Lynda Khalaf?

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

13

H index

21

i10 index

580

Citations

RESEARCH PRODUCTION:

35

Articles

76

Papers

RESEARCH ACTIVITY:

   22 years (1994 - 2016). See details.
   Cites by year: 26
   Journals where Lynda Khalaf has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 59 (9.23 %)

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   Permalink: http://citec.repec.org/pkh49
   Updated: 2023-03-25    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 (25)

Sentana, Enrique (11)

King, Maxwell (10)

Mavroeidis, Sophocles (10)

Fanelli, Luca (9)

Voia, Marcel (9)

Doko Tchatoka, Firmin (9)

Plagborg-Moller, Mikkel (8)

Urga, Giovanni (8)

Iglesias, Emma (7)

Cites to:

Dufour, Jean-Marie (319)

Kiviet, Jan (46)

Galí, Jordi (45)

Stock, James (40)

Gertler, Mark (40)

Lopez-Salido, David (38)

Bernard, Jean-Thomas (31)

Kleibergen, Frank (28)

Wright, Jonathan (27)

Andrews, Donald (26)

Shanken, Jay (24)

Main data

Where Lynda Khalaf has published?

Journals with more than one article published# docs
Journal of Econometrics7
Journal of Economic Dynamics and Control4
Computational Statistics & Data Analysis4
L'Actualité 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 2006 / Society for Computational Economics2
Working Papers / University of Ottawa, Department of Economics2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Econometric Society 2004 North American Summer Meetings / Econometric Society2
Computing in Economics and Finance 2000 / Society for Computational Economics2

Recent works citing Lynda Khalaf (2022 and 2021)

YearTitle of citing document
2021Cointegrating 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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2021Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2021Carbon Kuznets curve: a dynamic empirical approach for a panel data. (2021). Neudorfer, Pablo ; Zuniga, Felipe ; Pincheira, Roxana. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5523-5541.

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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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2022Political markets as equity price factors. (2022). Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2264.

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2021Addressing the endogeneity of slack in Phillips Curves. (2021). Koester, Gerrit ; Nickel, Christiane ; Dovi, Max-Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20212619.

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2022Determinants of Carbon Dioxide Emissions: New Empirical Evidence from MENA Countries. (2022). Almohaimeed, Ahmed ; Harrathi, Nizar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-59.

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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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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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2022New evidence on Bayesian tests of global factor pricing models. (2022). , Keith ; Wang, Yan ; Qiao, Zhuo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:160-172.

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2022Multiple testing of the forward rate unbiasedness hypothesis across currencies. (2022). Luger, Richard ; Fu, Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:232-245.

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2022Crude oil pricing and statecraft: Surprising lessons from US economic sanctions. (2022). Lambe, Brendan John ; Omar, Ayman. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002678.

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2022Inventories and the term structure of oil prices: A complex relationship. (2022). Aldayel, Abdullah ; Galkin, Philipp ; Considine, Jennifer. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001064.

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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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2022Interaction between agricultural production, female employment, renewable energy, and environmental quality: Policy directions in context of developing economies. (2022). Jehan, Noor ; Wang, Zilong ; Zhang, Leilei ; Uz, Qamar ; Zaman, Shah. In: Renewable Energy. RePEc:eee:renene:v:186:y:2022:i:c:p:288-298.

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2022Crude oil: Does the futures price predict the spot price?. (2022). Olsvik, Magnus ; Molnar, Peter ; Hoff, Kristian ; Chu, Pyung Kun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002324.

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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: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:448-:d:638092.

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2021Empirical Likelihood Ratio Test for Seemingly Unrelated Regression Models. (2021). Ma, Xiaoxiao ; Wei, Chuanhua. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:10:y:2021:i:3:p:1.

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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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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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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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2021Investigating Environmental Kuznets Curve: A Panel Data Analysis for India. (2021). Mishra, Mrutyunjaya ; Pandey, Sweety. In: Review of Development and Change. RePEc:sae:revdev:v:26:y:2021:i:2:p:137-152.

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2022On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach. (2022). Boubaker, Sahbi ; Tissaoui, Kais ; Ftiti, Zied. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03652-2.

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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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2022Reducing large datasets to improve the identification of estimated policy rules. (2022). Bayar, Omer. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02134-z.

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2022Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach. (2022). Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Nag, Suryadeepto. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:1:d:10.1007_s40953-021-00258-8.

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2022Reverse Regressions, Symmetry and Test Distributions in Linear Models. (2022). Dufour, Jean-Marie ; Kang, Byunguk . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:1:d:10.1007_s40953-022-00319-6.

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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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2022Goodness-of-fit test for $$\alpha$$ ? -stable distribution based on the quantile conditional variance statistics. (2022). Wyomaska, Agnieszka ; Chechkin, Aleksei ; Pitera, Marcin. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:2:d:10.1007_s10260-021-00571-9.

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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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2022Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:3-22.

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2022Generalized band spectrum estimation with an application to the New Keynesian Phillips curve. (2022). Choi, Jinho ; Guo, Junjie ; Escanciano, Juan Carlos. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1055-1078.

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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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2021Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump. (2021). Li, Xiafei ; Wei, YU ; Bai, Lan ; Zhang, Xuhui. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1501-1523.

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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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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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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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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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2004Are New Keynesian Phillips Curves Identified ?.(2004) In: 2004 Meeting Papers.
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2004Are New Keynesian Phillips Curves Identified ?.(2004) In: Computing in Economics and Finance 2004.
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2000Simulation Based Inference in Simultaneous Equations In: Econometric Society World Congress 2000 Contributed Papers.
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1998Simulation-based finite sample normality tests in linear regressions In: Econometrics Journal.
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2005Exact tests of the stability of the Phillips curve: the Canadian case In: Computational Statistics & Data Analysis.
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2008Identification-robust simulation-based inference in joint discrete/continuous models for energy markets In: Computational Statistics & Data Analysis.
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2009Finite sample multivariate tests of asset pricing models with coskewness In: Computational Statistics & Data Analysis.
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2010Estimation uncertainty in structural inflation models with real wage rigidities In: Computational Statistics & Data Analysis.
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2003Simulation-based exact jump tests in models with conditional heteroskedasticity In: Journal of Economic Dynamics and Control.
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2010On the precision of Calvo parameter estimates in structural NKPC models In: Journal of Economic Dynamics and Control.
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2016Identification and inference in two-pass asset pricing models In: Journal of Economic Dynamics and Control.
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2007Exact test for breaks in covariance in multivariate regressions In: Economics Letters.
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2007Finite sample multivariate structural change tests with application to energy demand models In: Journal of Econometrics.
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2010Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models In: Journal of Econometrics.
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2014Identification robust inference in cointegrating regressions In: Journal of Econometrics.
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2010Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions In: Journal of Empirical Finance.
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2013Identification-robust analysis of DSGE and structural macroeconomic models In: Journal of Monetary Economics.
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2009A cross-section analysis of financial market integration in North America using a four factor model In: International Journal of Managerial Finance.
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2000On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests. In: Laval - Recherche en Energie.
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2000On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests.(2000) In: Cahiers de recherche.
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2000On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests.(2000) In: Cahiers de recherche.
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2000Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices. In: Laval - Recherche en Energie.
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2007Finite sample inference methods for dynamic energy demand models In: Journal of Applied Econometrics.
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2010Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models In: Journal of Applied Econometrics.
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2015Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification In: Environmental & Resource Economics.
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