Matthijs Lof : Citation Profile


Are you Matthijs Lof?

Aalto-yliopisto

6

H index

6

i10 index

170

Citations

RESEARCH PRODUCTION:

9

Articles

9

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 18
   Journals where Matthijs Lof has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 8 (4.49 %)

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   Permalink: http://citec.repec.org/plo285
   Updated: 2021-10-16    RAS profile: 2020-06-08    
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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 Matthijs Lof.

Is cited by:

Hommes, Cars (12)

Gómez-Puig, Marta (8)

Sosvilla-Rivero, Simon (7)

Roventini, Andrea (6)

Reitz, Stefan (6)

Pincheira, Pablo (6)

Treibich, Tania (6)

Dosi, Giovanni (6)

Fagiolo, Giorgio (6)

Lanne, Markku (6)

Napoletano, Mauro (6)

Cites to:

Shiller, Robert (22)

Campbell, John (19)

French, Kenneth (11)

Hommes, Cars (11)

Rogoff, Kenneth (10)

Lanne, Markku (10)

West, Kenneth (9)

Shleifer, Andrei (8)

Saikkonen, Pentti (8)

Easley, David (7)

Stein, Jeremy (7)

Main data


Where Matthijs Lof has published?


Journals with more than one article published# docs
World Development2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6

Recent works citing Matthijs Lof (2021 and 2020)


YearTitle of citing document
2021Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2021Unravelling the EU Debt Knot Over 2000-2019: An Injection-Leakage Approach. (2021). Ignatov, Ignat. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:5:p:49-71.

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2020Debt and growth: historical evidence. (2020). Colombier, Carsten ; Breuer, Christian. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00427.

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2020The Effect of Sovereign Debt on Economic Growth: The Case of Oil-Rich Countries. (2020). Salameh, Hussein ; Alzubi, Khaled ; Alodadi, Ahmed. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-30.

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2020Cross market predictions for commodity prices. (2020). Zhang, Yongmin ; Ding, Shusheng. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:455-462.

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2021Total factor productivity (TFP) and fiscal consolidation: How harmful is austerity?. (2021). Bournakis, Ioannis ; Kaplanoglou, Georgia ; Bardaka, Ioanna. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:908-922.

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2021Foreign aid volatility and economic growth in Sub-Saharan Africa: Does institutional quality matter?. (2021). Mahmood, Amir ; Agbola, Frank W ; Boateng, Elliot. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:111-127.

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2020A deployment model of EV charging piles and its impact on EV promotion. (2020). Fan, Ying ; Ma, Shao-Chao. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520304997.

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2020Does financial development influence CO2 emissions? A Chinese province-level study. (2020). Yang, Wanping ; Zhao, Bingyu. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306307.

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2020Asset pricing with mean reversion: The case of ships. (2020). Moutzouris, Ioannis C ; Nomikos, Nikos K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302821.

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2020The long-term consequences of external debt: Revisiting the evidence and inspecting the mechanism using panel VARs. (2020). Liaqat, Zara ; Qureshi, Irfan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302332.

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2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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2021Forecasting aluminum prices with commodity currencies. (2021). Pincheira, Pablo ; Hardy, Nicolas. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721000829.

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2021State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_10.rdf.

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2020Debt-Growth Nexus in the MENA Region: Evidence from a Panel Threshold Analysis. (2020). Abdul Karim, Zulkefly ; Ahmad, Riayati ; Khalid, Norlin ; Alshammary, Mohammed Daher. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:102-:d:447987.

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2021Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). LeBaron, Blake . In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8.

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2021Monthly Financial and Economic Uncertainty Index (IMIFE) for the Colombian Economy. (2021). Candelo Viáfara, Juan Manuel ; Candelo-Viafara, Juan Manuel. In: Lecturas de Economía. RePEc:lde:journl:y:2021:i:95:p:85-104.

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2020Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo. In: Working Papers. RePEc:pke:wpaper:pkwp2009.

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2020Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. (2020). Pincheira, Pablo ; Jarsun, Nabil. In: MPRA Paper. RePEc:pra:mprapa:105056.

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2021Is government debt good or bad for labor productivity? A dynamic panel analysis over 1972-2019. (2021). Trecroci, Carmine ; Carvelli, Gianni. In: MPRA Paper. RePEc:pra:mprapa:108314.

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2020Total factor productivity (TFP) and fiscal consolidation: How harmful is austerity?. (2020). Bournakis, Ioannis ; Kaplanoglou, Georgia ; Bardaka, Ioanna. In: MPRA Paper. RePEc:pra:mprapa:98880.

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2020Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0.

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2020Adhere to the rules or be discretionary? Empirical evidence from the euro area. (2020). Zou, Zongsen ; Feng, Dengtian ; Wang, Xiuling. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-019-00239-4.

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2020Foreign Aid-Growth Nexus in Africa: Do Institutions Matter?. (2020). Bouchoucha, Najeh ; Yahyaoui, Ismahene. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:11:y:2020:i:4:d:10.1007_s13132-020-00638-0.

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2020Debt and Growth: Historical Evidence. (2020). Colombier, Carsten ; Breuer, Christian. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep036.

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2021Forecast performance and bubble analysis in noncausal MAR(1, 1) processes. (2021). Jasiak, Joann ; Gourieroux, Christian ; Hencic, Andrew. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:301-326.

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2020Debt and growth: Historical evidence. (2020). Colombier, Carsten ; Breuer, Christian. In: FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge. RePEc:zbw:uoccpe:2004.

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Works by Matthijs Lof:


YearTitleTypeCited
2014GMM Estimation with Non-causal Instruments under Rational Expectations In: Oxford Bulletin of Economics and Statistics.
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2011GMM estimation with noncausal instruments under rational expectations.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2018Asymmetric information and the distribution of trading volume In: Research Discussion Papers.
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paper1
2018Asymmetric information and the distribution of trading volume.(2018) In: Research Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2013Noncausality and asset pricing In: Studies in Nonlinear Dynamics & Econometrics.
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article10
2011Noncausality and Asset Pricing.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 10
paper
2012Heterogeneity in stock prices: A STAR model with multivariate transition function In: Journal of Economic Dynamics and Control.
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article34
2014Does sovereign debt weaken economic growth? A panel VAR analysis In: Economics Letters.
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article69
2013Does sovereign debt weaken economic growth? A Panel VAR analysis..(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 69
paper
2017Noncausality and the commodity currency hypothesis In: Energy Economics.
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article14
2015Aid and Income: Another Time-series Perspective In: World Development.
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article19
2013Aid and Income: Another Time-Series Perspective.(2013) In: WIDER Working Paper Series.
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This paper has another version. Agregated cites: 19
paper
2015Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014) In: World Development.
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article3
2015Rational Speculators, Contrarians, and Excess Volatility In: Management Science.
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article20
2012Rational Speculators, Contrarians and Excess Volatility.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 20
paper
2010Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions In: MPRA Paper.
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2013Essays on Expectations and the Econometrics of Asset Pricing In: MPRA Paper.
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2019Expected market returns: SVIX, realized volatility, and the role of dividends In: Journal of Applied Econometrics.
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