Matthijs Lof : Citation Profile


Are you Matthijs Lof?

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6

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6

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212

Citations

RESEARCH PRODUCTION:

10

Articles

13

Papers

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 17
   Journals where Matthijs Lof has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 9 (4.07 %)

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   Permalink: http://citec.repec.org/plo285
   Updated: 2023-01-28    RAS profile: 2023-01-11    
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Relations with other researchers


Works with:

CAPELLE-BLANCARD, Gunther (2)

Verousis, Thanos (2)

Putnins, Talis (2)

Xia, Shuo (2)

Holzmeister, Felix (2)

Vilkov, Grigory (2)

Taylor, Nick (2)

Rinne, Kalle (2)

Ait-Sahalia, Yacine (2)

Hjalmarsson, Erik (2)

Talavera, Oleksandr (2)

Theissen, Erik (2)

Wong, Wing-Keung (2)

Colliard, Jean-Edouard (2)

Nielsson, Ulf (2)

Bos, Charles (2)

Ranaldo, Angelo (2)

Smales, Lee (2)

Abudy, Menachem (2)

FERROUHI, EL MEHDI (2)

Wilhelmsson, Anders (2)

Prokopczuk, Marcel (2)

Bohorquez Correa, Santiago (2)

Xiu, Dacheng (2)

Dumitrescu, Ariadna (2)

Zhou, Chen (2)

Heath, Davidson (2)

Patel, Vinay (2)

Jalkh, Naji (2)

van Kervel, Vincent (2)

Vogel, Sebastian (2)

Alexeev, Vitali (2)

Frijns, Bart (2)

Mihet, Roxana (2)

Reitz, Stefan (2)

Bouri, Elie (2)

Menkveld, Albert (2)

Gorbenko, Arseny (2)

Johannesson, Magnus (2)

LINTON, OLIVER (2)

Harris, Jeffrey (2)

Dreber, Anna (2)

Pelizzon, Loriana (2)

Chernov, Mikhail (2)

Deku, Solomon (2)

Brownlees, Christian (2)

Liew, Chee (2)

Jones, Charles (2)

Deev, Oleg (2)

Wolff, Christian (2)

Tonks, Ian (2)

Lajaunie, Quentin (2)

Horenstein, Alex (2)

Schwarz, Marco (2)

Dimpfl, Thomas (2)

Scaillet, Olivier (2)

Chow, Nikolai Sheung-Chi (2)

Walther, Thomas (2)

Caporin, Massimiliano (2)

Adrian, Tobias (2)

Roy, Saurabh (2)

Rakowski, David (2)

Pasquariello, Paolo (2)

Park, Andreas (2)

Kassner, Bernhard (2)

Jurkatis, Simon (2)

Davies, Ryan (2)

Patton, Andrew (2)

Moinas, Sophie (2)

Hurlin, Christophe (2)

Kearney, Fearghal (2)

Regis, Luca (2)

He, Xuezhong (Tony) (2)

Sojli, Elvira (2)

Pastor, Lubos (2)

Gehrig, Thomas (2)

Hautsch, Nikolaus (2)

Palan, Stefan (2)

Ferrara, Gerardo (2)

Foucault, Thierry (2)

Lopez-Lira, Alejandro (2)

PASCUAL, ROBERTO (2)

Stefanova, Denitsa (2)

Schenk-Hoppé, Klaus (2)

Gerritsen, Dirk (2)

Sarno, Lucio (2)

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)

Fagiolo, Giorgio (7)

Reitz, Stefan (7)

Roventini, Andrea (7)

Treibich, Tania (7)

Bec, Frédérique (7)

Dosi, Giovanni (7)

Gusella, Filippo (7)

Pincheira, Pablo (7)

Sosvilla-Rivero, Simon (6)

Napoletano, Mauro (6)

Cites to:

Shiller, Robert (22)

Campbell, John (19)

Easley, David (14)

Hommes, Cars (14)

French, Kenneth (11)

Rogoff, Kenneth (10)

Lanne, Markku (10)

Saikkonen, Pentti (9)

West, Kenneth (9)

Tarp, Finn (8)

Shleifer, Andrei (8)

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
Bank of Finland Research Discussion Papers / Bank of Finland2

Recent works citing Matthijs Lof (2022 and 2021)


YearTitle of citing document
2021.

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2021.

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2021Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87.

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2022Predicting 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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2022Evaluation of the credibility of the Brazilian inflation targeting system using mixed causal-noncausal models. (2022). Hecq, Alain ; Voisin, Elisa ; Issler, Joao. In: Papers. RePEc:arx:papers:2205.00924.

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2022Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568.

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2022Spectral estimation for mixed causal-noncausal autoregressive models. (2022). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2211.13830.

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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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2021Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

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2022Efecto de la incertidumbre en las organizaciones del mercado accionario: una herramienta para la toma de decisiones y la inteligencia organizacional. (2022). Gonzales-Campo, Carlos Hernan ; Candelo-Viafara, Juan Manuel. In: Estudios Gerenciales. RePEc:col:000129:020062.

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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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2021Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45.

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2022Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x.

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2022On the heterogeneous link between public debt and economic growth. (2022). Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000208.

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2021The predictive content of public debt for real output expansions and contractions over three centuries: A Markov switching analysis for the UK. (2021). Karfakis, Ioannis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000104.

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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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2022Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568.

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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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2022A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf.

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2022Public Debt and Economic Growth in EU Countries. (2022). Onofrei, Mihaela ; Rusu, Valentina Diana ; Roman, Angela ; Firtescu, Bogdan Narcis ; Bostan, Ionel. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:10:p:254-:d:940255.

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2022The Effects of Household Debt and Oil Price Shocks on Economic Growth in the Shadow of the Pandemic. (2022). Wang, Hua ; Xue, Weixian ; Zhang, Zhe ; Li, Xiangfa. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15140-:d:973358.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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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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2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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2022Food Prices, Ethics and Forms of Speculation. (2022). Bredin, Don ; Salvador, Enrique ; Poti, Valerio. In: Journal of Business Ethics. RePEc:kap:jbuset:v:179:y:2022:i:2:d:10.1007_s10551-021-04842-z.

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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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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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2021Ubiquitous multimodality in mixed causal-noncausal processes.. (2021). Kindop, Igor. In: MPRA Paper. RePEc:pra:mprapa:109594.

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2022New Evidence from Government Debt and Economic Growth in Core and Periphery European Union Countries : Asymmetric Panel Causality. (2022). Ozmen, Brahim. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:3:p:167-187.

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2022Government intervention model based on behavioral heterogeneity for China’s stock market. (2022). Xiong, Xiong ; Zhang, Wei ; Li, Jie ; Zhou, Zhong-Qiang. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00408-8.

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2022A dimension reduction method for stock-price prediction using multiple predictors. (2022). , Edwin ; Ghorbani, Mahsa. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:3:d:10.1007_s12351-021-00636-3.

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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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2022House price cycles, housing systems, and growth models. (2022). Stockhammer, Engelbert ; Tippet, Ben ; Kohler, Karsten. In: IPE Working Papers. RePEc:zbw:ipewps:1942022.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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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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article0
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 In: Research Discussion Papers.
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paper1
2013Noncausality and asset pricing In: Studies in Nonlinear Dynamics & Econometrics.
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article19
2011Noncausality and Asset Pricing.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 19
paper
2012Heterogeneity in stock prices: A STAR model with multivariate transition function In: Journal of Economic Dynamics and Control.
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article42
2014Does sovereign debt weaken economic growth? A panel VAR analysis In: Economics Letters.
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article76
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: 76
paper
2017Noncausality and the commodity currency hypothesis In: Energy Economics.
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article20
2022Mind the Basel gap In: Journal of International Financial Markets, Institutions and Money.
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article0
2015Aid and Income: Another Time-series Perspective In: World Development.
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article23
2013Aid and Income: Another Time-Series Perspective.(2013) In: WIDER Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2015Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014) In: World Development.
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article3
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2015Rational Speculators, Contrarians, and Excess Volatility In: Management Science.
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article25
2012Rational Speculators, Contrarians and Excess Volatility.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 25
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2010Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions In: MPRA Paper.
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paper0
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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In: .
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.() In: .
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This paper has another version. Agregated cites: 0
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