Tae-Hwan Kim : Citation Profile


Are you Tae-Hwan Kim?

Yonsei University

15

H index

20

i10 index

809

Citations

RESEARCH PRODUCTION:

36

Articles

44

Papers

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 42
   Journals where Tae-Hwan Kim has often published
   Relations with other researchers
   Recent citing documents: 151.    Total self citations: 30 (3.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki53
   Updated: 2019-11-16    RAS profile: 2019-11-11    
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Relations with other researchers


Works with:

MULLER, Christophe (8)

Cho, Jin Seo (2)

Manganelli, Simone (2)

shin, yongcheol (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tae-Hwan Kim.

Is cited by:

Noriega, Antonio (25)

Ventosa-Santaulària, Daniel (25)

Rault, Christophe (21)

Apergis, Nicholas (19)

Kruse, Robinson (18)

Taylor, Robert (17)

Pesaran, M (17)

Cavaliere, Giuseppe (15)

Sibbertsen, Philipp (14)

Shahbaz, Muhammad (13)

GUPTA, RANGAN (10)

Cites to:

MULLER, Christophe (22)

Gertler, Mark (20)

Wieland, Volker (19)

Svensson, Lars (17)

Chernozhukov, Victor (17)

koenker, roger (15)

Gali, Jordi (15)

Clarida, Richard (15)

Bernanke, Ben (13)

Xiao, Zhijie (13)

White, Halbert (11)

Main data


Where Tae-Hwan Kim has published?


Journals with more than one article published# docs
Journal of Time Series Analysis5
Applied Economics4
Economics Letters3
Journal of Econometrics3
Applied Economics Letters3
Finance Research Letters3
Econometrics Journal2
Journal of Macroeconomics2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute14
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego6
Working Papers / HAL4
AMSE Working Papers / Aix-Marseille School of Economics, France4
Working Paper Series / European Central Bank2
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Econometrics / University Library of Munich, Germany2
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)2

Recent works citing Tae-Hwan Kim (2018 and 2017)


YearTitle of citing document
2017The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Gakpa, Lewis Landry ; Coulibaly, Sionfou Seydou. In: Research Papers. RePEc:aer:rpaper:rp_320.

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2017What Makes Commodity Prices Move Together? An Answer From A Dynamic Factor Model. (2017). Esposti, Roberto. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:260889.

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2018Conditional Distributions of Crop Yields: A Bayesian Approach for Characterizing Technological Change. (2018). Ramsey, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277253.

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2018Student Performance and School Size: A Two-stage Spatial Quantile Regression Approach to Evaluate Oklahoma High Schools. (2018). Whitacre, Brian E ; Han, Kwideok. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266597.

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2019Linear Quantile Regression and Endogeneity Correction. (2019). MULLER, Christophe. In: AMSE Working Papers. RePEc:aim:wpaimx:1920.

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2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

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2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2018Does agricultural subsidies foster Italian southern farms? A Spatial Quantile Regression Approach. (2018). Di Gennaro, Daniele ; De Castris, Marusca. In: Papers. RePEc:arx:papers:1803.05659.

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2018Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). Baruník, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823.

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2019Projection pursuit based generalized betas accounting for higher order co-moment effects in financial market analysis. (2019). Serneels, Sven. In: Papers. RePEc:arx:papers:1908.00141.

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2019QCNN: Quantile Convolutional Neural Network. (2019). Petneh, G'Abor. In: Papers. RePEc:arx:papers:1908.07978.

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2018The Role of Property Rights in the Relationship between Capital Flows and Economic Growth in SSA: Do Natural Resources Endowment and Country Income Level Matter?. (2018). Coulibaly, Sionfou Seydou ; SOUMAR, ISSOUF ; Gakpa, Lewis Landry. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:1:p:112-130.

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2018How is the Taylor Rule Distributed under Endogenous Monetary Regimes?. (2018). Liu, Xiaochun. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:2:p:305-316.

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2018Unit Root Testing with Unstable Volatility. (2018). Beare, Brendan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:816-835.

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2018Institutional quality and the growth rates of the Italian regions: The costs of regulatory complexity. (2018). Di Vita, Giuseppe. In: Papers in Regional Science. RePEc:bla:presci:v:97:y:2018:i:4:p:1057-1081.

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2018What role for human capital in the growth process: new evidence from endogenous latent factor panel quantile regressions. (2018). Le Gallo, Julie ; Kostov, Philip ; LeGallo, Julie . In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:65:y:2018:i:5:p:501-527.

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2018The sparse method of simulated quantiles: An application to portfolio optimization. (2018). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:375-398.

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2017A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES. (2017). Satish, Kumar . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:95-109.

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2018Not all cities are alike : House price heterogeneity and the design of macro-prudential policies in China. (2018). Tsang, Andrew ; Funke, Michael ; Zhu, Linxu. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_018.

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2017Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George. In: Working Papers. RePEc:bog:wpaper:240.

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2018Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Nedeljkovic, Milan ; Mody, Ashoka. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400.

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2017Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy. (2017). Medel, Carlos A.. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:20:y:2017:i:3:p:004-050.

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2017Downside Risk in the Chinese Stock Market - Has it Fundamentally Changed?. (2017). Ghysels, Eric ; Liu, Hanwei . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12180.

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2017Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries: a comparative analysis. (2017). Khan, Nazmus. In: CQE Working Papers. RePEc:cqe:wpaper:6517.

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2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions. (2018). Geraci, Marco Valerio ; Gnabo, Jean-Yves. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00.

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2018Business Cycles and Start-Ups across Industries: An Empirical Analysis of German Regions. (2018). Kritikos, Alexander ; Fritsch, Michael ; Konon, Alexander. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1732.

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2018Stocks and Bonds: Flight-to-Safety for Ever?. (2018). Tokpavi, Sessi ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-39.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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2017Environment–economic Growth Nexus: A Comparative Analysis of Developed and Developing Countries. (2017). Acaravci, Ali ; Akalin, Guray. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-5.

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2017The windowed scalogram difference: A novel wavelet tool for comparing time series. (2017). Bolos, V J ; Jammazi, R ; Ferrer, R ; Benitez, R. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:312:y:2017:i:c:p:49-65.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2017A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Karul, Cagin ; Nazlioglu, Saban. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192.

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2017Does the design of a fiscal rule matter for welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:226-237.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2017Robust minimum variance portfolio optimization modelling under scenario uncertainty. (2017). Xidonas, Panos ; Samitas, Aristeidis ; Soulis, John ; Hassapis, Christis. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:60-71.

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2018On the dynamics of sovereign debt in China: Sustainability and structural change. (2018). Regis, Paulo ; Cuestas, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:356-359.

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2018Industrial electricity consumption, human capital investment and economic growth in Chinese cities. (2018). Chen, Yang ; Fang, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:205-219.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018Education and democracy: New evidence from 161 countries. (2018). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:59-67.

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2019Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2019). Raghavan, Mala ; Athanasopoulos, George. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:187-203.

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2018Regional or global shock? A global VAR analysis of Asian economic and financial integration. (2018). Li, Sheue ; Sato, Kiyotaka . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:232-248.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2019Re-examining the time-varying nature and determinants of exchange rate pass-through into import prices. (2019). Chou, K W. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:331-351.

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2018Heterogeneity and nonconstant effect in two-stage quantile regression. (2018). Muller, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:3-12.

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2017Robust multiobjective portfolio optimization: A minimax regret approach. (2017). Xidonas, Panos ; Zopounidis, Constantin ; Hassapis, Christis ; Mavrotas, George. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:299-305.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2018Asymmetric real exchange rates and poverty: The role of remittances. (2018). Cooray, Arusha ; Apergis, Nicholas. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:111-119.

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2018Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Wu, Shuai. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:98-113.

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2018Modelling market implied ratings using LASSO variable selection techniques. (2018). Sermpinis, Georgios ; Zhang, Ping ; Tsoukas, Serafeim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:19-35.

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2017The relationship between oil prices and rig counts: The importance of lags. (2017). Khalifa, Ahmed ; Caporin, Massimiliano ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:213-226.

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2017Per capita carbon dioxide emissions across U.S. states by sector and fossil fuel source: Evidence from club convergence tests. (2017). Payne, James ; Apergis, Nicholas. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:365-372.

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2018Oil volatility and sovereign risk of BRICS. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Raza, Naveed ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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2018The role of globalization in energy consumption: A quantile cointegrating regression approach. (2018). Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Abosedra, Salah ; Lahiani, Amine. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:161-170.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Ma, Chaoqun ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535.

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2017Another look on the relationships between oil prices and energy prices. (2017). Shahbaz, Muhammad ; miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:318-331.

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2018Investigating Environmental Kuznets Curve in China–Aggregation bias and policy implications. (2018). Xu, Tao. In: Energy Policy. RePEc:eee:enepol:v:114:y:2018:i:c:p:315-322.

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2019The impact of fracking activities on Oklahomas housing prices: A panel cointegration analysis. (2019). Apergis, Nicholas. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:94-101.

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2018An analysis of time-varying commodity market price discovery. (2018). Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:122-133.

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2018Central bank communication and financial markets: New high-frequency evidence. (2018). Horvath, Roman ; Gertler, Pavel. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:336-345.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2018Short selling in extreme events. (2018). Geraci, Marco Valerio ; Veredas, David ; Garbaraviius, Tomas. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:90-103.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2017Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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2018Business cycles and start-ups across industries: An empirical analysis of German regions. (2018). Kritikos, Alexander ; Fritsch, Michael ; Konon, Alexander. In: Journal of Business Venturing. RePEc:eee:jbvent:v:33:y:2018:i:6:p:742-761.

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2018Why do some banks contribute more to global systemic risk?. (2018). Bostandzic, Denefa . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:17-40.

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2017Reduced form vector directional quantiles. (2017). Montes-Rojas, Gabriel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:158:y:2017:i:c:p:20-30.

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2018A menu on output gap estimation methods. (2018). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:827-850.

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2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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2018Revisiting the Prebisch-Singer hypothesis of a secular decline in the terms of trade of primary commodities (1900–2016). A dynamic regime approach. (2018). Geronimi, Vincent ; Taranco, Armand . In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:329-339.

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2019Spillovers from oil to precious metals: Quantile approaches. (2019). Ur, Mobeen ; Hussain, Syed Jawad ; Jammazi, Rania. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:508-521.

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2018Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Karidis, Socrates ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:905-915.

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2018The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

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2019Currency strategies based on momentum, carry trade and skewness. (2019). Jiang, Xue ; Yin, Libo ; Han, Liyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

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2018Committee decision-making at Swedens Riksbank. (2018). Chappell, Henry ; McGregor, Rob Roy. In: European Journal of Political Economy. RePEc:eee:poleco:v:53:y:2018:i:c:p:120-133.

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2019Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms. (2019). Apergis, Nicholas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:34-40.

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2018Poverty and the resource curse: Evidence from a global panel of countries. (2018). Apergis, Nicholas ; Katsaiti, Marina-Selini. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:2:p:211-223.

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2019Examining carbon dioxide emissions, fossil & renewable electricity generation and economic growth: Evidence from a panel of South American countries. (2019). , Helde. In: Renewable Energy. RePEc:eee:renene:v:139:y:2019:i:c:p:186-197.

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2019Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis. (2019). kahia, montassar ; Charfeddine, Lanouar. In: Renewable Energy. RePEc:eee:renene:v:139:y:2019:i:c:p:198-213.

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2017Spillover effects of debt and growth in the euro area: Evidence from a GVAR model. (2017). Khan, Nazmus ; Kempa, Bernd. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:102-111.

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2018Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

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

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2018Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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2018Impacts of GDP, Fossil Fuel Energy Consumption, Energy Consumption Intensity, and Economic Structure on SO 2 Emissions: A Multi-Variate Panel Data Model Analysis on Selected Chinese Provinces. (2018). Zhao, Haoran ; Guo, Sen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:657-:d:134082.

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2019Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, Jérémy ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375.

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2019Linear Quantile Regression and Endogeneity Correction. (2019). MULLER, Christophe. In: Working Papers. RePEc:hal:wpaper:halshs-02272874.

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2017Changes in Persistence in Outlier Contaminated Time Series. (2017). Rinke, Saskia ; Hirsch, Tristan . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-583.

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2017The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-613.

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2017The Educated Underdog Becomes the Ultimate Superstar. (2017). Persson, Lars ; Norbäck, Pehr-Johan ; Hjertstrand, Per ; Norback, Pehr-Johan. In: Working Paper Series. RePEc:hhs:iuiwop:1176.

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2017Decompositions of Spatially Varying Quantile Distribution Estimates: The Rise and Fall of Tokyo House Prices. (2017). McMillen, Daniel ; Shimizu, Chihiro. In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:74.

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2017Relationship of Foreign Trade and Economic Growth in Eurasian Economy: Panel Data Analysis. (2017). Kilic, Nazife Ozge ; Beser, Murat. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:9:p:1-7.

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2019IMPACT OF CREDIT RATINGS ON STOCK RETURNS. (2019). Mirza, Nawazish ; Bosman, Rudi ; Reddy, Krishna. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3d:p:1-24.

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2019FINANCIAL VULNERABILITY AND INCOME INEQUALITY: NEW EVIDENCE FROM OECD COUNTRIES. (2019). Apergis, Nicholas. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3f:p:1-14.

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2018Business Cycles and Start-ups across Industries: An Empirical Analysis of German Regions. (2018). Kritikos, Alexander ; Fritsch, Michael ; Konon, Alexander. In: IZA Discussion Papers. RePEc:iza:izadps:dp11501.

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2017Business Cycles and Start-ups across Industries: an Empirical Analysis for Germany. (2017). Kritikos, Alexander ; Fritsch, Michael ; Konon, Alexander. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2017-013.

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2018A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis ; Tsionas, Efthymios G. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9628-6.

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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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2019Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6.

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More than 100 citations found, this list is not complete...

Works by Tae-Hwan Kim:


YearTitleTypeCited
2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression In: AMSE Working Papers.
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2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression.(2012) In: Working Papers.
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2013A Test for Endogeneity in Conditional Quantiles In: AMSE Working Papers.
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2013A Test for Endogeneity in Conditional Quantiles.(2013) In: Working Papers.
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2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression In: AMSE Working Papers.
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2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression.(2015) In: Working papers.
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2017A Robust Test of Exogeneity Based on Quantile Regressions In: AMSE Working Papers.
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2017A robust test of exogeneity based on quantile regressions.(2017) In: Post-Print.
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2017A Robust Test of Exogeneity Based on Quantile Regressions.(2017) In: Working Papers.
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2001James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator In: Journal of the American Statistical Association.
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2000James-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.
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paper
2000James-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.
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1999James-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.
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This paper has another version. Agregated cites: 6
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2003Testing for Linear Trend with Application to Relative Primary Commodity Prices In: Journal of Time Series Analysis.
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article42
2004Asymptotic 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.
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article1
2004Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification In: Journal of Time Series Analysis.
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article9
2003Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification.(2003) In: Econometrics.
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paper
2005Examination of Some More Powerful Modifications of the Dickey-Fuller Test In: Journal of Time Series Analysis.
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article33
2003EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST.(2003) In: Econometrics.
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This paper has another version. Agregated cites: 33
paper
2007CUSUM of Squares-Based Tests for a Change in Persistence In: Journal of Time Series Analysis.
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article34
2000 Spurious Rejections by Perron Tests in the Presence of a Break. In: Oxford Bulletin of Economics and Statistics.
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article16
2006Regression-based Tests for a Change in Persistence In: Oxford Bulletin of Economics and Statistics.
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article12
2007Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics.
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article31
2002Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression In: University of California at San Diego, Economics Working Paper Series.
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paper3
2000Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series.
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paper10
2005Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.(2005) In: Journal of Financial Econometrics.
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article
2003On 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.
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paper2
2008Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR In: Working Paper Series.
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paper14
2015VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series.
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paper47
2015VAR for VaR: Measuring tail dependence using multivariate regression quantiles.(2015) In: Journal of Econometrics.
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article
2012VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles.(2012) In: Working papers.
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paper
2003Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom In: Royal Economic Society Annual Conference 2003.
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2004Spurious Nonlinear Regressions In Econometrics In: Royal Economic Society Annual Conference 2004.
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paper6
2005Spurious nonlinear regressions in econometrics.(2005) In: Economics Letters.
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This paper has another version. Agregated cites: 6
article
2004Bias Transmission In Two-Stage Estimation In: Royal Economic Society Annual Conference 2004.
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2003Tests for a change in persistence against the null of difference-stationarity In: Econometrics Journal.
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article46
2004Two-stage quantile regression when the first stage is based on quantile regression In: Econometrics Journal.
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article43
2004TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION.(2004) In: Working Papers. Serie AD.
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This paper has another version. Agregated cites: 43
paper
2010Estimating monetary reaction functions at near zero interest rates In: Economics Letters.
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article5
2004Spurious regressions with stationary processes around linear trends In: Economics Letters.
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article22
2002Unit root tests with a break in innovation variance In: Journal of Econometrics.
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article66
2015Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics.
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article13
2014Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers.
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paper
2015The instability of the Pearson correlation coefficient in the presence of coincidental outliers In: Finance Research Letters.
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article1
2014The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2014) In: Working papers.
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paper
2015The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2015) In: Working papers.
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paper
2004On more robust estimation of skewness and kurtosis In: Finance Research Letters.
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article75
2012Robust estimation of covariance and its application to portfolio optimization In: Finance Research Letters.
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article6
2018Multi-dimensional portfolio risk and its diversification: A note In: Global Finance Journal.
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article0
2005On suboptimality of the Hodrick-Prescott filter at time series endpoints In: Journal of Macroeconomics.
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article67
2012Monetary information and monetary policy decisions: Evidence from the euroarea and the UK In: Journal of Macroeconomics.
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2017Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression In: Working Papers.
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2005TWO-STAGE HUBER ESTIMATION In: Working Papers. Serie AD.
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paper2
2004More powerful panel data unit root tests with an application to mean reversion in real exchange rates In: Journal of Applied Econometrics.
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article111
2008Forecasting changes in UK interest rates In: Journal of Forecasting.
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2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Paper Series.
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2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Papers.
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This paper has another version. Agregated cites: 12
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2006Forecasting changes in UK interest rates.(2006) In: Discussion Papers.
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2009The 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.
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article27
2007Evaluating 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.
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2007Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan.(2007) In: Discussion Papers.
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2010VAR for VaR: measuring systemic risk using multivariate regression quantiles. In: MPRA Paper.
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paper9
2003Behaviour of cointegration tests in the presence of structural breaks in variance In: Applied Economics Letters.
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article4
2010The effect of a variance shift on the Breusch-Godfreys LM test In: Applied Economics Letters.
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article3
2001Unit root tests based on inequality-restricted estimators In: Applied Economics Letters.
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article1
2004Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia In: Applied Financial Economics.
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article20
2012The influence of school quality on housing prices in Korea In: Applied Economics.
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article0
2006Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility In: Applied Economics.
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article5
2008A more powerful modification of Johansens cointegration tests In: Applied Economics.
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2015Revisiting growth empirics based on IV panel quantile regression In: Applied Economics.
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2014Revisiting Growth Empirics Based on IV Panel Quantile Regression.(2014) In: Working papers.
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2017UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE In: The Singapore Economic Review (SER).
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2014UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE.(2014) In: Working papers.
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2012A test for endogeneity in conditional quantile models In: Working papers.
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2012On measuring the nonlinear effect of interest rates on inflation and output In: Working papers.
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2013Testing for Autocorrelation in Quantile Regression Models In: Working papers.
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2014Testing for Autocorrelation in Quantile Regression Models.(2014) In: Working papers.
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2015Multi-dimensional Risk and its Diversification In: Working papers.
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2015Revisiting the Effect of FDI on Economic Growth using Quantile Regression In: Working papers.
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2017Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being In: Working papers.
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