Guido M. Kuersteiner : Citation Profile


Are you Guido M. Kuersteiner?

University of Maryland

15

H index

16

i10 index

861

Citations

RESEARCH PRODUCTION:

19

Articles

12

Papers

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 35
   Journals where Guido M. Kuersteiner has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 10 (1.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku116
   Updated: 2020-09-14    RAS profile: 2018-09-11    
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Relations with other researchers


Works with:

Phillips, David (3)

Villamizar-Villegas, mauricio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guido M. Kuersteiner.

Is cited by:

Weidner, Martin (27)

Fernandez-Val, Ivan (26)

Jochmans, Koen (26)

Phillips, Peter (26)

Villamizar-Villegas, mauricio (26)

Dhaene, Geert (23)

Moon, Hyungsik (19)

Jorda, Oscar (18)

Taylor, Alan (17)

Pesaran, M (14)

Okui, Ryo (12)

Cites to:

Hahn, Jinyong (18)

Hausman, Jerry (15)

Newey, Whitney (11)

Arellano, Manuel (10)

Prucha, Ingmar (10)

Lee, Lung-Fei (9)

Phillips, Peter (9)

Pesaran, M (7)

Ahn, Seung (7)

Schmidt, Peter (7)

Yu, Jihai (6)

Main data


Where Guido M. Kuersteiner has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory3
Economics Letters3
Econometrica2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2
Borradores de Economia / Banco de la Republica de Colombia2

Recent works citing Guido M. Kuersteiner (2020 and 2019)


YearTitle of citing document
2019Nonlinear Factor Models for Network and Panel Data. (2019). Weidner, Martin ; Fernandez-Val, Ivan ; Chen, Mingli. In: Papers. RePEc:arx:papers:1412.5647.

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2020On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects. (2018). Volgushev, Stanislav ; Galvao, Antonio F. In: Papers. RePEc:arx:papers:1807.11863.

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2020Complete Subset Averaging with Many Instruments. (2019). Shin, Youngki ; Lee, Seojeong. In: Papers. RePEc:arx:papers:1811.08083.

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2020Limit Theorems for Network Dependent Random Variables. (2019). Marmer, Vadim ; Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:1903.01059.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019The Africa-Dummy: Gone with the Millennium?. (2019). Sperlich, Stefan ; Kohler, Max . In: Papers. RePEc:arx:papers:1903.02357.

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2019A Varying Coefficient Model for Assessing the Returns to Growth to Account for Poverty and Inequality. (2019). Yoon, Jisu ; Sperlich, Stefan ; Kohler, Max . In: Papers. RePEc:arx:papers:1903.02390.

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2019Binary Choice Models with High-Dimensional Individual and Time Fixed Effects. (2019). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:1904.04217.

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2019Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2020The Effect of Weather Conditions on Fertilizer Applications: A Spatial Dynamic Panel Data Analysis. (2020). Rogna, Marco ; Bille, Anna Gloria. In: Papers. RePEc:arx:papers:2002.03922.

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2020Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

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2020Distributional Robustness of K-class Estimators and the PULSE. (2020). Peters, Jonas ; Jakobsen, Martin Emil. In: Papers. RePEc:arx:papers:2005.03353.

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2020Nested Model Averaging on Solution Path for High-dimensional Linear Regression. (2020). Liu, Qingfeng ; Feng, Yang. In: Papers. RePEc:arx:papers:2005.08057.

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2020Inference without smoothing for large panels with cross-sectional and temporal dependence. (2020). Schafgans, M ; Hidalgo, J. In: Papers. RePEc:arx:papers:2006.14409.

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2020Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments. (2020). Wu, Yaqian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2006.14998.

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2019Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

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2020Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20.

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2019Effectiveness of FX Intervention and the Flimsiness of Exchange rate Expectations. (2019). Villamizar-Villegas, mauricio ; Vargas-Herrera, Hernando. In: Borradores de Economia. RePEc:bdr:borrec:1070.

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2019International Reserve Policy and Effectiveness of Sterilized FX Intervention in Colombia. (2019). Villamizar-Villegas, mauricio ; Vargas-Herrera, Hernando ; Cardozo, Pamela. In: Borradores de Economia. RePEc:bdr:borrec:1086.

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2020A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years. (2020). Villamizar-Villegas, mauricio ; Ruiz-Sanchez, Maria Alejandra ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1112.

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2020Post-graduation from the original sin problem The effects of market participation on sovereign debt markets. (2020). Villamizar-Villegas, mauricio ; Orbegozo, German D ; Ocampo, Jose Antonio. In: Borradores de Economia. RePEc:bdr:borrec:1113.

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2020Countercyclical liquidity policy and credit cycles: Evidence from macroprudential and monetary policy in Brazil. (2020). Van Doornik, Bernardus ; Peydro, Jose-Luis ; Barata, Joo ; Gonzales, Rodrigo Barbone. In: Working Papers. RePEc:bge:wpaper:1156.

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2019FX intervention: goals, strategies and tactics. (2019). Cavllino, Paolo ; Patel, Nikhil. In: BIS Papers chapters. RePEc:bis:bisbpc:104-02.

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2019Foreign exchange intervention and reserve accumulation in an emerging market economy: selected issues. (2019). Torriani, Mario ; Caonero, Gustavo ; Aguirre, Horacio . In: BIS Papers chapters. RePEc:bis:bisbpc:104-04.

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2019International reserve policy and the effectiveness of sterilized FX intervention in Colombia. (2019). Villamizar, Mauricio ; Cardozo, Pamela ; Vargas, Hernando. In: BIS Papers chapters. RePEc:bis:bisbpc:104-08.

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2019General Doubly Robust Identification and Estimation. (2019). Lewbel, Arthur ; Choi, Jin-Young ; Zhou, Zhuzhu. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1003.

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2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

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2019Semiparametric Nonlinear Panel Data Models with Measurement Error. (2019). LINTON, OLIVER ; Shiu, J-L., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1906.

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2019Inference on a distribution from noisy draws. (2019). Weidner, Martin ; Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1946.

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2020Testing Random Assignment to Peer Groups. (2020). Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2024.

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2019The Central Bank Governor and Interest Rate Setting by Committee. (2019). Piccillo, Giulia ; van Ommeren, Emile. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7822.

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2020Different No More: Country Spreads in Advanced and Emerging Economies. (2020). Müller, Gernot ; Born, Benjamin ; Muller, Gernot J ; Wellmann, Susanne ; Pfeifer, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8083.

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2019After the Panic: Are Financial Crises Demand or Supply Shocks? Evidence from International Trade. (2019). Taylor, Alan M ; Benguria, Felipe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13702.

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2020The long-run effects of monetary policy. (2020). Taylor, Alan M ; Singh, Sanjay R ; Jorda, Oscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14338.

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2020Different no more: Country spreads in advanced and emerging economies. (2020). Wellmann, Susanne ; Pfeifer, Johannes ; Muller, Gernot ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14392.

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2019Measuring the Effect of Foreign Exchange Intervention Policies on Exchange Rates. (2019). Boer, Lukas. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:128en.

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2020The Dynamic Impact of FX Interventions on Financial Markets. (2020). Rieth, Malte ; Menkhoff, Lukas ; Stohr, Tobias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1854.

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2020The effect of macroprudential policies on credit developments in Europe 1995-2017. (2020). Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20202462.

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2019Evaluating public participation impact on environmental protection and ecological efficiency in China: Evidence from PITI disclosure. (2019). Hu, Tianyang ; Tu, Zhengge ; Shen, Renjun . In: China Economic Review. RePEc:eee:chieco:v:55:y:2019:i:c:p:111-123.

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2019Immigration and public finances in OECD countries. (2019). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame ; Dalbis, Hippolyte. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:99:y:2019:i:c:p:116-151.

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2019What drives the short-run costs of fiscal consolidation? Evidence from OECD countries. (2019). Banerjee, Ryan ; Zampolli, Fabrizio. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:420-436.

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2020Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis. (2020). Jun, Wen ; Musa, Umar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300619.

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2020First difference estimation of spatial dynamic panel data models with fixed effects. (2020). Lee, Lung-Fei ; Yu, Jihai ; Jin, Fei. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300392.

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2019Variable selection in panel models with breaks. (2019). Zhu, Yinchu ; Timmermann, Allan ; Smith, Simon C. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:323-344.

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2019Unified inference for nonlinear factor models from panels with fixed and large time span. (2019). Todorov, Viktor ; Fusari, Nicola ; Andersen, Torben G ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:4-25.

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2019Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence. (2019). Pakel, Cavit. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:459-492.

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2020Panel threshold regressions with latent group structures. (2020). Su, Liangjun ; Wang, Wendun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:451-481.

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2019The factor analytical method for interactive effects dynamic panel models with moving average errors. (2019). Westerlund, Joakim ; Norkut, Milda. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:83-104.

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2019Sovereigns going bust: Estimating the cost of default. (2019). Zimmermann, Kaspar ; Kuvshinov, Dmitry. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:1-21.

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2019The impact of climate funds on economic growth and their role in substituting fossil energy sources. (2019). Scandurra, Giuseppe ; Carfora, Alfonso. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:182-192.

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2019The effect of wind and solar power generation on wholesale electricity prices in Australia. (2019). Csereklyei, Zsuzsanna ; Ancev, Tihomir ; Qu, Songze. In: Energy Policy. RePEc:eee:enepol:v:131:y:2019:i:c:p:358-369.

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2020Price and income elasticities of residential and industrial electricity demand in the European Union. (2020). Csereklyei, Zsuzsanna. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306664.

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2019Loan supply, credit markets and the euro area financial crisis. (2019). DARRACQ PARIES, Matthieu ; Altavilla, Carlo ; Nicoletti, Giulio ; Carlo Altavilla , . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s037842661930233x.

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2020Government support of banks and bank lending. (2020). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301693.

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2019Financial intermediation, capital composition and income stagnation: The case of Europe. (2019). Makrominas, Michalis ; Samatas, Andreas ; Moro, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:273-289.

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2019Exchange rate effects of financial regulations. (2019). Villamizar-Villegas, mauricio ; Perez-Reyna, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:228-245.

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2020Transmission of monetary policy in times of high household debt. (2020). Lim, Hyunjoon ; Kim, Youngju. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418302015.

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2019Majority size and conformity behavior in charitable giving: Field evidence from a donation-based crowdfunding platform in Japan. (2019). Sasaki, Shusaku. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:70:y:2019:i:c:p:36-51.

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2019Practical policy evaluation. (2019). Kocherlakota, Narayana. In: Journal of Monetary Economics. RePEc:eee:moneco:v:102:y:2019:i:c:p:29-45.

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2020Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity. (2020). Yang, Zhenlin ; Li, Liyao. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219301139.

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2020Who are the climate migrants and where do they go? Evidence from rural India. (2020). Sedova, Barbora ; Kalkuhl, Matthias. In: World Development. RePEc:eee:wdevel:v:129:y:2020:i:c:s0305750x19304978.

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2019The Role of Households Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of h. (2019). Hubert, Paul ; Cumming, Fergus. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1920.

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2020The asymmetric effects of monetary policy on stock price bubbles. (2020). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2012.

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2019Uniform Inference in Panel Autoregression. (2019). Phillips, Peter ; PEter, ; Chao, John C. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:45-:d:291103.

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2020Post-M&A Performance and Failure: Implications of Time until Deal Completion. (2020). Kim, Changki ; Thompson, Ephraim Kwashie. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2999-:d:343085.

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2020Uncovered interest parity with foreign exchange interventions under exchange rate peg and inflation targeting: The case of Ukraine. (2020). Grui, Anton. In: IHEID Working Papers. RePEc:gii:giihei:heidwp14-2020.

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2019Demographic Changes and the Labor Income Share. (2019). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02278765.

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2019Demographic Changes and the Labor Income Share. (2019). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame. In: Working Papers. RePEc:hal:wpaper:halshs-02278765.

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2019Inference on a distribution from noisy draws. (2019). Jochmans, Koen ; Weidner, Martin. In: CeMMAP working papers. RePEc:ifs:cemmap:44/19.

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2019Health Aid, Governance and Infant Mortality. (2019). Mallick, Debdulal ; Doucouliagos, Chris ; Hennessy, Jack. In: IZA Discussion Papers. RePEc:iza:izadps:dp12166.

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2019Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review. (2019). Lin, Ming ; Fang, Ying ; Cai, Zongwu ; Liu, Zeqin. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201904.

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2019Testing Unconfoundedness Assumption Using Auxiliary Variables. (2019). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201905.

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2020Testing Unconfoundedness Assumption Using Auxiliary Variables. (2020). Fang, Ying ; Cai, Zongwu ; Tang, Shengfang ; Lin, Ming. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202004.

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2020Health expenditure, longevity, and child mortality: dynamic panel data approach with global data. (2020). Linden, Mikael ; Ray, Devdatta . In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:20:y:2020:i:1:d:10.1007_s10754-019-09272-z.

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2019What determines administrative capacity in developing countries?. (2019). Sen, Kunal ; Savoia, Antonio ; Ricciuti, Roberto. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:26:y:2019:i:5:d:10.1007_s10797-019-09535-y.

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2020An Unconventional Approach to Evaluate the Bank of England’s Asset Purchase Program. (2020). Neuenkirch, Matthias. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09527-9.

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2019Do sanctions lead to a decline in civil liberties?. (2019). Tsarsitalidou, Sofia ; Adam, Antonis. In: Public Choice. RePEc:kap:pubcho:v:180:y:2019:i:3:d:10.1007_s11127-018-00628-6.

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2019Partially heterogeneous tests for Granger non-causality in panel data. (2019). Karavias, Yiannis ; Juodis, Arturas. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:59.

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2019The existence and persistence of liquidity effects: Evidence from a large-scale historical natural experiment. (2019). Palma, Nuno. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1904.

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2020Forecasting with Unbalanced Panel Data. (2020). Liu, Long ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:221.

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2020Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2020-03.

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2020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

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2019After the Panic: Are Financial Crises Demand or Supply Shocks? Evidence from International Trade. (2019). Taylor, Alan ; Benguria, Felipe. In: NBER Working Papers. RePEc:nbr:nberwo:25790.

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2020The Long-Run Effects of Monetary Policy. (2020). Taylor, Alan ; Singh, Sanjay ; Jorda, Oscar. In: NBER Working Papers. RePEc:nbr:nberwo:26666.

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2020Decomposing the Fiscal Multiplier. (2020). Taylor, Alan ; Jorda, Oscar ; Cloyne, James S. In: NBER Working Papers. RePEc:nbr:nberwo:26939.

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2020Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2020). Steffen, Sascha ; Acharya, Viral ; Jager, Maximilian ; Borchert, Lea. In: NBER Working Papers. RePEc:nbr:nberwo:27537.

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2019Sovereign Defaults and Democracy. (2019). Adam, Antonis ; Karanatsis, Kostas. In: Comparative Economic Studies. RePEc:pal:compes:v:61:y:2019:i:1:d:10.1057_s41294-018-0062-8.

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2020Revisiting Exchange Rate Rules. (2020). , Kathryn. In: IMF Economic Review. RePEc:pal:imfecr:v:68:y:2020:i:3:d:10.1057_s41308-020-00120-6.

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2019Serving two masters: The effect of state religion on fiscal capacity. (2019). Tsarsitalidou, Sofia ; Adam, Antonis. In: MPRA Paper. RePEc:pra:mprapa:101857.

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2020IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102488.

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2019Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions. (2019). Wang, FA. In: MPRA Paper. RePEc:pra:mprapa:93484.

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2019Synthetic Estimation of Dynamic Panel Models When Either N or T or Both Are Not Large: Bias Decomposition in Systematic and Random Components. (2019). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Carbajal-De, Carolina. In: MPRA Paper. RePEc:pra:mprapa:94405.

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2019The Long-Run Effects of Monetary Policy. (2019). Taylor, Alan ; Singh, Sanjay ; Jorda, Oscar. In: 2019 Meeting Papers. RePEc:red:sed019:1307.

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2020Distributional Impacts of Weather and Climate in Rural India. (2020). Kalkuhl, Matthias ; Sedova, Barbora ; Mendelsohn, Robert. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:4:y:2020:i:1:d:10.1007_s41885-019-00051-1.

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2019Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects. (2019). Miller, Stephen ; Canarella, Giorgio. In: Working papers. RePEc:uct:uconnp:2019-05.

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2019Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector. (2019). Miller, Stephen ; Canarella, Giorgio. In: Working papers. RePEc:uct:uconnp:2019-06.

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2020Forecasting with unbalanced panel data. (2020). Baltagi, Badi ; Liu, Long. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:709-724.

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2020Financial Dampening. (2020). Yang, Mujeung ; Wieland, Johannes F. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:1:p:79-113.

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2020Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects. (2020). Jung Mo Yoon, ; Galvao, Antonio F. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:2:p:579-608.

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2019Countercyclical Liquidity Policy and Credit Cycles: Evidence from Macroprudential and Monetary Policy in Brazil. (2019). van Doornik, Bernardus Nazar ; Peydro, Jose-Luis ; Gonzalez, Rodrigo Barbone ; Barroso, Joao Blanco. In: EconStor Preprints. RePEc:zbw:esprep:216792.

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

Works by Guido M. Kuersteiner:


YearTitleTypeCited
2016Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy In: Borradores de Economia.
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paper30
2018Effective sterilized foreign exchange intervention? Evidence from a rule-based policy.(2018) In: Journal of International Economics.
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This paper has another version. Agregated cites: 30
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2016Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia” In: Borradores de Economia.
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paper3
2005Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests In: Boston University - Department of Economics - Working Papers Series.
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paper19
2008Difference in difference meets generalized least squares: Higher order properties of hypotheses tests.(2008) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 19
article
2005Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects In: Boston University - Department of Economics - Working Papers Series.
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paper23
2015Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity In: CESifo Working Paper Series.
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paper4
2002EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
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article15
2005AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS In: Econometric Theory.
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article15
2011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS In: Econometric Theory.
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article91
2002Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large In: Econometrica.
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article236
2010Constructing Optimal Instruments by First-Stage Prediction Averaging In: Econometrica.
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article30
2000RMSE Reduction for GMM Estimators of Linear Time Series Models In: Econometric Society World Congress 2000 Contributed Papers.
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paper5
2004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations In: Econometrics Journal.
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article146
2010Stationarity and mixing properties of the dynamic Tobit model In: Economics Letters.
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article6
2002Discontinuities of weak instrument limiting distributions In: Economics Letters.
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article32
2004Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large In: Economics Letters.
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article4
2001Optimal instrumental variables estimation for ARMA models In: Journal of Econometrics.
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article19
1999Optimal Instrumental Variables Estimation for ARMA Models.(1999) In: Working papers.
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This paper has another version. Agregated cites: 19
paper
2007Long difference instrumental variables estimation for dynamic panel models with fixed effects In: Journal of Econometrics.
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article52
2012Kernel-weighted GMM estimators for linear time series models In: Journal of Econometrics.
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article7
2013Limit theory for panel data models with cross sectional dependence and sequential exogeneity In: Journal of Econometrics.
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article21
2013Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited In: Working Paper Series.
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paper54
2013Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 54
paper
2018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited.(2018) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 54
article
2008Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score In: IZA Discussion Papers.
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paper33
2011Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score.(2011) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 33
article
1999Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity In: Working papers.
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paper1
2004Semiparametric Causality Tests Using the Policy Propensity Score In: NBER Working Papers.
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paper15
1994Real Business Cycle Models - Some Evidence for Switzerland In: Swiss Journal of Economics and Statistics (SJES).
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article0
2018Ingmar Prucha’s contributions to economics and econometrics In: Empirical Economics.
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article0

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