19
H index
26
i10 index
1583
Citations
Yonsei University | 19 H index 26 i10 index 1583 Citations RESEARCH PRODUCTION: 42 Articles 51 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tae-Hwan Kim. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Time Series Analysis | 6 |
Applied Economics | 4 |
Applied Economics Letters | 3 |
Finance Research Letters | 3 |
Economics Letters | 3 |
Oxford Bulletin of Economics and Statistics | 3 |
Journal of Econometrics | 3 |
Econometrics Journal | 2 |
Journal of Macroeconomics | 2 |
Year ![]() | Title of citing document ![]() | |
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2024 | An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975. Full description at Econpapers || Download paper | |
2024 | A multivariate semi-parametric portfolio risk optimization and forecasting framework. (2022). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2207.04595. Full description at Econpapers || Download paper | |
2024 | Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722. Full description at Econpapers || Download paper | |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676. Full description at Econpapers || Download paper | |
2025 | Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01. Full description at Econpapers || Download paper | |
2024 | Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592. Full description at Econpapers || Download paper | |
2024 | Do internal and external risk spillovers of the food system matter for national food security?. (2024). Zhou, Sitong ; Zhang, Bokai ; Zhu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032. Full description at Econpapers || Download paper | |
2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper | |
2024 | Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402. Full description at Econpapers || Download paper | |
2024 | Natural habitat vs human in competition for breathing space: Need for restructuring clean energy infrastructure. (2024). Mughal, Waheed ; Abbas, Manzir ; Anwar, Aftab ; Arshed, Noman. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000740. Full description at Econpapers || Download paper | |
2024 | Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002415. Full description at Econpapers || Download paper | |
2024 | Common volatility shocks driven by the global carbon transition. (2024). Hendry, David F ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665. Full description at Econpapers || Download paper | |
2024 | Reprint: Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003676. Full description at Econpapers || Download paper | |
2024 | A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324. Full description at Econpapers || Download paper | |
2024 | Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy. (2024). Kerstens, Kristiaan ; Ren, Tiantian ; Kumar, Saurav. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:332-344. Full description at Econpapers || Download paper | |
2024 | Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815. Full description at Econpapers || Download paper | |
2024 | The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis. (2024). Singh, Prakash ; Siddiki, Jalal ; Kaur, Charanjit. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001361. Full description at Econpapers || Download paper | |
2024 | Managing inflation expectations and the efficiency of monetary policy responses to energy crises. (2024). Sharma, Gagan Deep ; Orsi, Bianca ; Shahzad, Umer. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001828. Full description at Econpapers || Download paper | |
2024 | Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043. Full description at Econpapers || Download paper | |
2024 | Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152. Full description at Econpapers || Download paper | |
2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper | |
2024 | Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585. Full description at Econpapers || Download paper | |
2024 | Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905. Full description at Econpapers || Download paper | |
2024 | Improving inflation forecasts using robust measures. (2024). Zaman, Saeed ; Verbrugge, Randal. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:735-745. Full description at Econpapers || Download paper | |
2024 | Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248. Full description at Econpapers || Download paper | |
2024 | Inflation at risk in advanced and emerging market economies. (2024). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123. Full description at Econpapers || Download paper | |
2024 | Assessing the nexus between fintech, natural resources, government effectiveness, and environmental pollution in China: A QARDL study. (2024). Nawi, Hafizah Mat ; Li, Jianfeng ; Feng, Shanshan ; Shamansurova, Zilola ; Alhamdi, Fuad Mohammed. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011443. Full description at Econpapers || Download paper | |
2024 | Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Zhang, Chunguang ; Du, HE. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698. Full description at Econpapers || Download paper | |
2024 | Sustainable development or smoke?: The role of natural resources, renewable energy, and agricultural practices in China. (2024). Liu, Jing ; Su, Chi Wei ; Wang, Lei ; Dong, Yuxing. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012230. Full description at Econpapers || Download paper | |
2024 | Exploring the Nexus between Fintech, natural resources, urbanization, and environment sustainability in China: A QARDL study. (2024). Shukurullaevich, Nizomjon Khajimuratov ; Arnone, Gioia ; Halteh, Khaled ; Liu, Liqun ; Mahmoud, Haitham A ; Alzoubi, Haitham M. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012680. Full description at Econpapers || Download paper | |
2024 | How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China. (2024). Yan, Han. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000199. Full description at Econpapers || Download paper | |
2024 | Exploring the critical nexus among energy mineral, globalization, and CO2 emissions in NAFTA: Whats the forums response amid asymmetries?. (2024). Awan, Ashar ; Hossain, Mohammad Razib ; Jahanger, Atif. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001922. Full description at Econpapers || Download paper | |
2024 | Fintech inclusion in natural resource utilization, trade openness, resource productivity, recycling and minimizing waste generation: Does technology really drive economies toward green growth?. (2024). Huang, Lihua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002228. Full description at Econpapers || Download paper | |
2024 | Understanding the impact of Fintech, and Mineral Resources on Artificial Intelligence currency: A global evidence from QARDL Approach. (2024). Yang, Yandi ; Du, Xinqiang ; Jia, Xinlin ; Li, Wenting ; Song, Lina ; Gao, Hongyu. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005257. Full description at Econpapers || Download paper | |
2024 | The effectiveness of geopolitical risk, load capacity factor, and urbanization on natural resource rent: Evidence from top ten oil supplier countries. (2024). Erdogan, Sinan ; Pata, Ugur Korkut ; Kartal, Mustafa Tevfik. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005919. Full description at Econpapers || Download paper | |
2024 | Shades of sustainability: Decoding the influence of fintech, natural resources and green ICT on CO2 emissions and green growth in China. (2024). Chandni, Kehkashan ; Wang, Yiwen ; Yang, Yihan ; Jiang, HU. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006421. Full description at Econpapers || Download paper | |
2024 | Unlocking the potential of natural resources, fintech and fiscal policy for carbon neutrality; evidence from N-11 nations. (2024). Feng, Shaohuai ; Mohd, Mohd Wira ; Ren, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007116. Full description at Econpapers || Download paper | |
2024 | Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis. (2024). Wang, Yifan ; Zhang, Yanhang ; You, Xiqi ; Yang, Hanfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000234. Full description at Econpapers || Download paper | |
2024 | Handling asymmetries in the trade balance. (2024). Agiomirgianakis, George ; Tsounis, Nicholas ; Bertsatos, Georgios. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:1:p:1-13. Full description at Econpapers || Download paper | |
2024 | Environmental higher education, formal finance, energy security risk, and renewable energy investment in China: An aggregate and disaggregate analysis. (2024). Ullah, Sana ; Zeng, Qingrui ; Hafeez, Muhammad ; Sher, Falak. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011704. Full description at Econpapers || Download paper | |
2024 | Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers || Download paper | |
2024 | Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203. Full description at Econpapers || Download paper | |
2025 | Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis. (2025). Wu, Xinyu ; Liu, Xiaoli ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003957. Full description at Econpapers || Download paper | |
2024 | A new approach for measuring poverty or social exclusion reduction in European NUTS 2 regions. (2024). Postiglione, Paolo ; di Battista, Luca ; Cartone, Alfredo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124001010. Full description at Econpapers || Download paper | |
2024 | Transition towards environmental sustainability through financial inclusion, and digitalization in China: Evidence from novel quantile-on-quantile regression and wavelet coherence approach. (2024). Ali, Kishwar ; Zhang, Wei ; Bakhsh, Satar ; Anas, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006984. Full description at Econpapers || Download paper | |
2024 | A question for sustainable development goal 10: How relevant is innovation patenting receipts to income distributions?. (2024). Odhiambo, Nicholas ; Zaman, Umer ; Ngepah, Nicholas ; Onwe, Joshua Chukwuma ; Uche, Emmanuel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003020. Full description at Econpapers || Download paper | |
2024 | Asymmetric spillovers and resilience in physical and financial assets amid climate policy uncertainties: Evidence from China. (2024). Hu, Guoheng ; Wu, Guo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004992. Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2025 | Assessing the Impact of Green Environmental Policy Stringency on Eco-Innovation and Green Finance in Pakistan: A Quantile Autoregressive Distributed Lag (QARDL) Analysis for Sustainability. (2025). Haluza, Daniela ; Hafeez, Muhammad ; Tunio, Fayaz Hussain ; Ahmed, Farhan ; Nabi, Agha Amad. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1021-:d:1578052. Full description at Econpapers || Download paper | |
2025 | The Impact of Human Capital, Natural Resources, and Renewable Energy on Achieving Sustainable Cities and Communities in European Union Countries. (2025). Simionescu, Mihaela ; Radulescu, Magdalena ; Kartal, Mustafa Tevfik ; Balsalobre-Lorente, Daniel. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:2237-:d:1605410. Full description at Econpapers || Download paper | |
2024 | Exchange rate volatility and green growth in China: does nonlinearity matter?. (2024). Sohail, Muhammad Tayyab ; Ullah, Sana ; Wang, Lei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:6:d:10.1007_s10644-024-09837-0. Full description at Econpapers || Download paper | |
2025 | Assessing the economic implications of Kyat-Yuan transactions in Myanmar-China trade. (2025). Oo, Kyaw Than ; Ren, Long ; Zaw, Moh Moh. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00643-7. Full description at Econpapers || Download paper | |
2024 | Artificial intelligence and religious freedom: divergent paths converging on economic expansion. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02642-0. Full description at Econpapers || Download paper | |
2024 | The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets. (2024). Choi, Gahyun ; Kim, Jihae ; An, Sihyun ; Ahn, Kwangwon ; Jang, Hanwool. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04146-3. Full description at Econpapers || Download paper | |
2025 | Do financial development and institutional quality impede or stimulate the shadow economy? A comparative analysis of developed and developing countries. (2025). Sohag, Kazi ; Yongjia, Zhang ; Shah, Syed Hasanat ; Zhan, Qilin ; Ameer, Waqar. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-024-04347-w. Full description at Econpapers || Download paper | |
2024 | Monetary policy developments and the minerals industry. (2024). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:123004. Full description at Econpapers || Download paper | |
2024 | Foreign exchange developments and the minerals industry. (2024). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:123014. Full description at Econpapers || Download paper | |
2024 | … … …. ….. (2023). …., .…, . In: Economics Discussion Papers. RePEc:ris:kngedp:2023_002. Full description at Econpapers || Download paper | |
2024 | Connectedness and risk spillovers between crude oil and clean energy stock markets. (2024). Destek, Mehmet ; Çevik, Emrah ; Cevik, Emrah I ; Bugan, Mehmet Fatih ; Cergibozan, Raif ; Dibooglu, Sel. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:7:p:3319-3339. Full description at Econpapers || Download paper | |
2024 | Mixtures of generalized normal distributions and EGARCH models to analyse returns and volatility of ESG and traditional investments. (2024). Iannone, Barbara ; Gattone, Stefano Antonio ; Duttilo, Pierdomenico. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-023-00487-7. Full description at Econpapers || Download paper | |
2025 | The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy. (2025). Khalfaoui, Rabeh ; ben Jabeur, Sami ; Hammoudeh, Shawkat ; ben Arfi, Wissal. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04824-y. Full description at Econpapers || Download paper | |
2025 | Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2012 | Bias Transmission and Variance Reduction in Two-Stage Quantile Regression In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Bias Transmission and Variance Reduction in Two-Stage Quantile Regression.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2013 | A Test for Endogeneity in Conditional Quantiles In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | A Test for Endogeneity in Conditional Quantiles.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2015 | A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression.(2015) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | A Robust Test of Exogeneity Based on Quantile Regressions In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | A robust test of exogeneity based on quantile regressions.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2017 | A Robust Test of Exogeneity Based on Quantile Regressions.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2001 | James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 10 |
2000 | James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2000 | James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1999 | James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(1999) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2002 | A Direct Test for Cointegration Between a Pair of Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2003 | Testing for Linear Trend with Application to Relative Primary Commodity Prices In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 54 |
2004 | Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
2004 | Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
2003 | Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification.(2003) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2005 | Examination of Some More Powerful Modifications of the Dickey–Fuller Test In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 43 |
2003 | EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST.(2003) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2007 | CUSUM of Squares‐Based Tests for a Change in Persistence In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 45 |
2000 | Spurious Rejections by Perron Tests in the Presence of a Break. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 20 |
2000 | Spurious Rejections by Perron Tests in the Presence of a Break In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 18 |
2006 | Regression‐based Tests for a Change in Persistence* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 18 |
2007 | Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 55 |
2002 | Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
2003 | ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION.(2003) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | chapter | |
2000 | Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2005 | Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.(2005) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2003 | On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2008 | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR In: Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
2015 | VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series. [Full Text][Citation analysis] | paper | 203 |
2015 | VAR for VaR: Measuring tail dependence using multivariate regression quantiles.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 203 | article | |
2012 | VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 203 | paper | |
2003 | Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2004 | Spurious Nonlinear Regressions In Econometrics In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 9 |
2005 | Spurious nonlinear regressions in econometrics.(2005) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2004 | Bias Transmission In Two-Stage Estimation In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 0 |
2003 | Tests for a change in persistence against the null of difference-stationarity In: Econometrics Journal. [Full Text][Citation analysis] | article | 56 |
2004 | Two-stage quantile regression when the first stage is based on quantile regression In: Econometrics Journal. [Full Text][Citation analysis] | article | 70 |
2004 | TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION.(2004) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2021 | Impulse response analysis in conditional quantile models with an application to monetary policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
2020 | Impulse response analysis in conditional quantile models with an application to monetary policy.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2010 | Estimating monetary reaction functions at near zero interest rates In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2004 | Spurious regressions with stationary processes around linear trends In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
2002 | Unit root tests with a break in innovation variance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 80 |
2015 | Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics. [Full Text][Citation analysis] | article | 176 |
2014 | Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2015 | The instability of the Pearson correlation coefficient in the presence of coincidental outliers In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2014 | The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2015 | The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2015) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2004 | On more robust estimation of skewness and kurtosis In: Finance Research Letters. [Full Text][Citation analysis] | article | 159 |
2012 | Robust estimation of covariance and its application to portfolio optimization In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
2018 | Multi-dimensional portfolio risk and its diversification: A note In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
2005 | On suboptimality of the Hodrick-Prescott filter at time series endpoints In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 114 |
2012 | Monetary information and monetary policy decisions: Evidence from the euroarea and the UK In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
2020 | Inconsistency transmission and variance reduction in two-stage quantile regression In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
2017 | Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | TWO-STAGE HUBER ESTIMATION In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 2 |
2004 | More powerful panel data unit root tests with an application to mean reversion in real exchange rates In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 175 |
2008 | Forecasting changes in UK interest rates In: Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
2007 | Forecasting Changes in UK Interest Rates.(2007) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2007 | Forecasting Changes in UK Interest Rates.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2006 | Forecasting changes in UK interest rates.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2021 | Testing for structural breaks in return-based style regression models In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
2020 | Testing for Structural Breaks in Return-Based Style Regression Models.(2020) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan In: Journal of Money, Credit and Banking. [Citation analysis] | article | 37 |
2009 | The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2007 | Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] | paper | 0 |
2007 | Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | VAR for VaR: measuring systemic risk using multivariate regression quantiles. In: MPRA Paper. [Full Text][Citation analysis] | paper | 19 |
2020 | Does political orientation affect happiness? The case of South Korea In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Does Political Orientation Affect Happiness? The Case of South Korea.(2020) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Behaviour of cointegration tests in the presence of structural breaks in variance In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2010 | The effect of a variance shift on the Breusch-Godfreys LM test In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2001 | Unit root tests based on inequality-restricted estimators In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2004 | Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia In: Applied Financial Economics. [Full Text][Citation analysis] | article | 26 |
2012 | The influence of school quality on housing prices in Korea In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2006 | Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
2008 | A more powerful modification of Johansens cointegration tests In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2015 | Revisiting growth empirics based on IV panel quantile regression In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2014 | Revisiting Growth Empirics Based on IV Panel Quantile Regression.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
2014 | UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | A test for endogeneity in conditional quantile models In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2012 | On measuring the nonlinear effect of interest rates on inflation and output In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Testing for Autocorrelation in Quantile Regression Models In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Testing for Autocorrelation in Quantile Regression Models.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Multi-dimensional Risk and its Diversification In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Revisiting the Effect of FDI on Economic Growth using Quantile Regression In: Working papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Dealing with Markov-Switching Parameters in Quantile Regression Models In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Generalized Impulse and Its Measure In: Working papers. [Full Text][Citation analysis] | paper | 0 |
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