Philip Liu : Citation Profile

Are you Philip Liu?

Australian National University

10

H index

10

i10 index

213

Citations

RESEARCH PRODUCTION:

9

Articles

15

Papers

RESEARCH ACTIVITY:

   10 years (2004 - 2014). See details.
   Cites by year: 21
   Journals where Philip Liu has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 1 (0.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli187
   Updated: 2018-12-15    RAS profile: 2016-09-22    
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Relations with other researchers

Works with:

mumtaz, haroon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philip Liu.

Is cited by:

mumtaz, haroon (12)

Marcellino, Massimiliano (11)

Eickmeier, Sandra (9)

Lemke, Wolfgang (7)

Theodoridis, Konstantinos (7)

Kirsanova, Tatiana (7)

GUPTA, RANGAN (6)

Bjørnland, Hilde (6)

Pinter, Gabor (5)

Rees, Daniel (5)

Smith, Penelope (4)

Cites to:

Schorfheide, Frank (18)

Peersman, Gert (15)

Canova, Fabio (14)

mumtaz, haroon (13)

pagan, adrian (13)

Reichlin, Lucrezia (13)

Giannone, Domenico (11)

Lubik, Thomas (11)

Zha, Tao (10)

Surico, Paolo (8)

Rubio-Ramirez, Juan F (8)

Main data

Where Philip Liu has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund2

Recent works citing Philip Liu (2018 and 2017)

YearTitle of citing document
2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:48-64.

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2017How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach. (2017). Yagihashi, Takeshi ; Selover, David D. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2097-2124.

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2017Heterogeneous Consumers, Segmented Asset Markets, and the Real Effects of Monetary Policy. (2017). Enders, Zeno. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6467.

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2018Out of Sync Subnational Housing Markets and Macroprudential Policies. (2018). Funke, Michael ; Wende, Adrian ; Mihaylovski, Petar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6887.

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2018Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach. (2018). Cadavid-Sánchez, Sebastián ; Sanchez, Sebastian Cadavid. In: DOCUMENTOS CEDE. RePEc:col:000089:016970.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016935.

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2017US monetary regimes and optimal monetary policy in the Euro Area. (2017). Mavromatis, Kostas(Konstantinos). In: DNB Working Papers. RePEc:dnb:dnbwpp:570.

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2017Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence. (2017). Hur, Joonyoung ; Lee, Kang Koo . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:473-486.

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2017Forecasting Chinas GDP growth using dynamic factors and mixed-frequency data. (2017). Jiang, YU ; Zhang, Yihao ; Guo, Yongji . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:132-138.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017Dissecting models forecasting performance. (2017). Siliverstovs, Boriss. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:294-299.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

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2018Fiscal policy within the DSGE-VAR framework. (2018). Franta, Michal ; Babecký, Jan ; Ryanek, Jakub . In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:23-37.

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2017To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models. (2017). Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:107:y:2017:i:c:p:1-18.

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2017Global liquidity transmission to emerging market economies, and their policy responses. (2017). Kang, Taesu ; Choi, Woon Gyu ; Lee, Byongju ; Kim, Geun-Young. In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:153-166.

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2018The shocks matter: Improving our estimates of exchange rate pass-through. (2018). Forbes, Kristin ; Nenova, Tsvetelina ; Hjortsoe, Ida. In: Journal of International Economics. RePEc:eee:inecon:v:114:y:2018:i:c:p:255-275.

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2017Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

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2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

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2018A prudential stable funding requirement and monetary policy in a small open economy. (2018). Jacob, Punnoose ; Munro, Anella. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:89-106.

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2017Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach. (2017). Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:127-147.

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2018Discretionary policy in a small open economy: Exchange rate regimes and multiple equilibria. (2018). Kirsanova, Tatiana ; Himmels, Christoph . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:53-64.

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2017Shadow banking, insurance and financial sector stability. (2017). Diallo, Boubacar ; Al-Mansour, Abdullah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:224-232.

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2017The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach. (2017). Pappa, Evi ; Molteni, Francesco . In: Economics Working Papers. RePEc:eui:euiwps:mwp2017/13.

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2017Should the ECB coordinate EMU fiscal policies?. (2017). Kirsanova, Tatiana ; Ribeiro, Ana Paula ; Machado, Celsa. In: Working Papers. RePEc:gla:glaewp:2018-02.

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2018Liquidity and exchange rate volatility. (2018). Hanh, Thi Hong. In: Working Papers. RePEc:hal:wpaper:halshs-01708633.

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2017Towards a New Austrian Macroeconomics. (2017). White, Lawrence ; Veetil, Vipin P. In: The Review of Austrian Economics. RePEc:kap:revaec:v:30:y:2017:i:1:d:10.1007_s11138-016-0354-z.

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2017Shocks versus structure: explaining differences in exchange rate pass-through across countries and time. (2017). Nenova, Tsvetelina ; Hjortsoe, Ida ; Forbes, Kristin. In: Discussion Papers. RePEc:mpc:wpaper:0050.

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2018Forecasting Indias Economic Growth: A Time-Varying Parameter Regression Approach.. (2018). Bhattacharya, Rudrani ; Mundle, Sudipto ; Chakravarti, Parma. In: Working Papers. RePEc:npf:wpaper:18/238.

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2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

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2017Weather Shocks, Climate Change and Business Cycles. (2017). Vermandel, Gauthier ; Gallic, Ewen. In: MPRA Paper. RePEc:pra:mprapa:81230.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2017Financial Vulnerability and Stabilization Policy in Commodity Exporting Emerging Economies. (2017). Naderian, Mohammad Amin ; Jalali, Ahmad Reza. In: MPRA Paper. RePEc:pra:mprapa:84481.

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2018Exploring the Determinacy Dynamics in an Open Economy. (2018). Karagiannides, Gabriel. In: MPRA Paper. RePEc:pra:mprapa:89268.

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2017Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach. (2017). Kotze, Kevin ; GUPTA, RANGAN ; Anguyo, Francis Leni . In: Working Papers. RePEc:pre:wpaper:201748.

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2018Forecasting with Second-Order Approximations and Markov Switching DSGE Models. (2018). GUPTA, RANGAN ; Kotze, Kevin ; Ekin, Semih Emre ; Ivashchenko, Sergey. In: Working Papers. RePEc:pre:wpaper:201862.

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2017International inflation spillovers - the role of different shocks. (2017). Känzig, Diego ; Gubler, Matthias ; Baeurle, Gregor ; Kanzig, Diego R ; Baurle, Gregor. In: Working Papers. RePEc:snb:snbwpa:2017-07.

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2017Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model. (2017). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1157-6.

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2018Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia. (2018). Blagov, Boris. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1256-z.

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2018Nowcasting Indonesia. (2018). Ramayandi, Arief ; Veronese, Giovanni ; Pundit, Madhavi ; Luciani, Matteo. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1288-4.

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2018Forecasting inflation in post-oil boom years: A case for regime switches?. (2018). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Adigozalov, Shaig ; Ahmadov, Vugar. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9410-1.

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2018U.S. Monetary Regimes and Optimal Monetary Policy in the Euro Area. (2018). Mavromatis, Kostas. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1441-1478.

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2017How large are fiscal multipliers in Turkey?. (2017). En, Huseyin ; Kaya, Aye. In: EconStor Preprints. RePEc:zbw:esprep:162763.

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2017Heterogeneous consumers, segmented asset markets, and the real effects of monetary policy. (2017). Enders, Zeno. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168227.

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2018Factor augmented VAR revisited - A sparse dynamic factor model approach. (2018). Beyeler, Simon ; Kaufmann, Sylvia. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181602.

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Works by Philip Liu:

YearTitleTypeCited
2006UNCOVERING THE HIT-LIST FOR SMALL INFLATION TARGETERS: A BAYESIAN STRUCTURAL ANALYSIS In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper35
2009Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		article
2006Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis.(2006) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2012Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers.
[Full Text][Citation analysis]		paper16
2013Changes in the effects of monetary policy on disaggregate price dynamics.(2013) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2010The Effects of International Shocks on Australias Business Cycle In: The Economic Record.
[Full Text][Citation analysis]		article5
2010Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]		paper7
2010Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR In: Bank of England working papers.
[Full Text][Citation analysis]		paper19
2010DSGE model restrictions for structural VAR identification In: Bank of England working papers.
[Full Text][Citation analysis]		paper13
2012DSGE Model Restrictions for Structural VAR Identification.(2012) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2011International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy In: Bank of England working papers.
[Full Text][Citation analysis]		paper22
2013Changing impact of fiscal policy on selected ASEAN countries In: Journal of Asian Economics.
[Full Text][Citation analysis]		article12
2010Changing Impact of Fiscal Policy on Selected ASEAN Countries.(2010) In: Working Papers on Regional Economic Integration.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2012Real-time forecasts of economic activity for Latin American economies In: Economic Modelling.
[Full Text][Citation analysis]		article16
2011Real-time Forecasts of Economic Activity for Latin American Economies.(2011) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2014The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2010Stabilization bias for a small open economy: The case of New Zealand In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article3
2006GAINS FROM COMMITMENT POLICY FOR A SMALL OPEN ECONOMY: THE CASE OF NEW ZEALAND In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2007STABILIZING THE AUSTRALIAN BUSINESS CYCLE: GOOD LUCK OR GOOD POLICY? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2012Exploring the Dynamics of Global Liquidity In: IMF Working Papers.
[Full Text][Citation analysis]		paper14
2011Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article33
2004Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Banks inflation errors In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2006A Small New Keynesian Model of the New Zealand economy In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper11
2008The Role of International Shocks in Australia’s Business Cycle In: RBA Research Discussion Papers.
[Full Text][Citation analysis]		paper0

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