Rutger-Jan Lange : Citation Profile

Are you Rutger-Jan Lange?

Erasmus Universiteit Rotterdam

4

H index

2

i10 index

87

Citations

RESEARCH PRODUCTION:

5

Articles

15

Papers

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 9
   Journals where Rutger-Jan Lange has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 8 (8.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla919
   Updated: 2024-11-08    RAS profile: 2024-09-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rutger-Jan Lange.

Is cited by:

Harvey, Andrew (7)

Blazsek, Szabolcs (7)

Ayala, Astrid (5)

Escribano, Alvaro (4)

Neuenkirch, Matthias (3)

Fuertes, Ana-Maria (3)

Murray, Cameron (3)

Makieła, Kamil (3)

González-Fernández, Marcos (2)

van Brummelen, Janneke (2)

Schütte, Erik Christian (2)

Cites to:

Lucas, Andre (35)

Koopman, Siem Jan (35)

Creal, Drew (16)

Harvey, Andrew (13)

Gyourko, Joseph (10)

Davis, Morris (10)

Hemous, David (10)

Blasques, Francisco (9)

Bauwens, Luc (9)

Laurent, Sébastien (9)

Aghion, Philippe (8)

Main data

Where Rutger-Jan Lange has published?

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute10

Recent works citing Rutger-Jan Lange (2024 and 2023)

YearTitle of citing document
2023Anticipating extreme losses using score-driven shape filters. (2023). Blazsek, Szabolcs ; Alvaro, Escribano ; Szabolcs, Blazsek ; Astrid, Ayala. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:4:p:449-484:n:1.

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2023Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366.

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2023Modeling an early warning system for household debt risk in Korea: A simple deep learning approach. (2023). Park, Sung Y. ; Kwon, Yujin. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300.

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2023Using a price floor on carbon allowances to achieve emission reductions under uncertainty. (2023). Hueng, C. ; Lemke, Robert J ; Zhang, Xinhua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1096-1110.

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2023A dynamic conditional score model for the log correlation matrix. (2023). Wang, Linqi ; Hafner, Christian M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002153.

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2023Score-driven models for realized volatility. (2023). Palumbo, Dario ; Harvey, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001422.

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2023Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance. (2023). Umlandt, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001641.

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2024A comparison of the GB2 and skewed generalized log-t distributions with an application in finance. (2024). McDonald, James B ; Higbee, Joshua D. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000154.

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2023Dynamic Tobit models. (2023). Liao, Yin ; Harvey, Andew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:72-83.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2024Renyi entropy based design of heavy tailed distribution for return of financial assets. (2024). Kukal, Jaromir ; van Tran, Quang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000396.

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2023An end-to-end deep learning model for solving data-driven newsvendor problem with accessibility to textual review data. (2023). Zhang, Chuan ; Tian, Yu-Xin. In: International Journal of Production Economics. RePEc:eee:proeco:v:265:y:2023:i:c:s0925527323002487.

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2024Solutions for Poissonian stopping problems of linear diffusions via extremal processes. (2024). Saarinen, Harto ; Lempa, Jukka ; Sillanpaa, Wiljami. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000577.

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2023.

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2023When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944.

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2023Forecasting unemployment with Google Trends: age, gender and digital divide. (2023). Garcia-Hiernaux, Alfredo ; Mulero, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02347-w.

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2023Information-Theoretic Time-Varying Density Modeling. (2023). van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230037.

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Works by Rutger-Jan Lange:

YearTitleTypeCited
2024Kullback-Leibler-based characterizations of score-driven updates In: Papers.
[Full Text][Citation analysis]		paper0
2024Kullback-Leibler-based characterizations of score-driven updates.(2024) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Volatility Modeling with a Generalized t-distribution In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper42
2015Modeling the Interactions between Volatility and Returns In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2018The option value of vacant land and the optimal timing of city extensions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2018The option value of vacant land and the optimal timing of city extensions.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article9
2024Bellman filtering and smoothing for state–space models In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2020Can Google search data help predict macroeconomic series? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
0000Can Google Search Data Help Predict Macroeconomic Series?.(0000) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2024Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2018Systems Innovation, Inertia and Pliability: A mathematical exploration with implications for climate change abatement In: Working Papers.
[Full Text][Citation analysis]		paper0
2016When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence In: Operations Research.
[Full Text][Citation analysis]		article2
2016Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper5
2021Bellman filtering for state-space models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2022Interactions of time and technology as critical determinants of optimal climate change policy In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2021The option value of vacant land: Dont build when demand for housing is booming In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Implicit score-driven filters for time-varying parameter models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2022Dynamic Partial Correlation Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Dynamic determinants of optimal global climate policy In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0

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