Matthijs Lof : Citation Profile


Are you Matthijs Lof?

Aalto-yliopisto

5

H index

4

i10 index

116

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 14
   Journals where Matthijs Lof has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 9 (7.2 %)

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   Permalink: http://citec.repec.org/plo285
   Updated: 2019-04-20    RAS profile: 2019-02-04    
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Relations with other researchers


Works with:

Tarp, Finn (3)

Mekasha, Tseday (3)

Malinen, Tuomas (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 (10)

Napoletano, Mauro (6)

Dosi, Giovanni (6)

Lanne, Markku (6)

Roventini, Andrea (6)

Treibich, Tania (6)

Fagiolo, Giorgio (6)

Reitz, Stefan (5)

Gómez-Puig, Marta (4)

Baruník, Jozef (4)

Kukacka, Jiri (4)

Cites to:

Shiller, Robert (22)

Campbell, John (19)

French, Kenneth (11)

Hommes, Cars (11)

Rogoff, Kenneth (10)

Lanne, Markku (10)

West, Kenneth (9)

Reitz, Stefan (9)

Tarp, Finn (8)

Saikkonen, Pentti (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

Recent works citing Matthijs Lof (2018 and 2017)


YearTitle of citing document
2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2018Asymptotically unbiased inference for a panel VAR model with p lags. (2018). Cubillos-Rocha, Juan Sebastian ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1059.

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2017ON THE IMPACT OF PUBLIC DEBT ON ECONOMIC GROWTH: DOES COUNTRY RISK MATTER?. (2017). Lee, Chien-Chiang ; Chiu, Yi-Bin. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:4:p:751-766.

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2017Making international aid effective: An agenda for aligning aid to social business. (2017). Rahaman, Muhammad Mustafizur ; Khan, Niaz Ahmed. In: Development Policy Review. RePEc:bla:devpol:v:35:y:2017:i::p:o96-o117.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2017The Impact of Aid on Total Government Expenditures: New Evidence on Fungibility. (2017). Marc, Lukasz. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:627-663.

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2018Unbundled debt and economic growth in developed and developing economies: An empirical analysis. (2018). Bhattacharyya, Sambit ; Antoniades, Andreas ; Intartaglia, Maurizio. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:12:p:3345-3358.

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2018Systematic risk, bank moral hazard, and bailouts. (2018). moretto, michele ; Parigi, Bruno M ; Lucchetta, Marcella. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_002.

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2018Foreign aid and growth: A Sp P-VAR analysis using satellite sub-national data for Uganda. (2018). Civelli, Andrea ; Teixeira, Arilton ; Horowitz, Andrew . In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:50-67.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

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2018Herding, social network and volatility. (2018). Wang, Guocheng. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:74-81.

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2019Unemployment dynamics in emerging countries: Monetary policy and external shocks. (2019). Horvath, Jaroslav ; Zhong, Jiansheng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:31-49.

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2018Religiosity versus rationality: Depositor behavior in Islamic and conventional banks. (2018). Ozturk, Huseyin ; Aysan, Ahmet ; Duygun, Meryem ; Disli, Mustafa . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:1:p:1-19.

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2018Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests. (2018). Trachanas, Emmanouil ; Luo, Yun ; de Vita, Glauco. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:55-74.

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2018Dynamics between stock market movements and fiscal policy: Empirical evidence from emerging Asian economies. (2018). Bui, Duy-Tung ; Hoai, Thi Mai ; Llorca, Matthieu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:65-74.

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2017Debt and growth: A non-parametric approach. (2017). Gómez, David ; Brida, Juan ; Seijas, Maria Nela ; Gomez, David Matesanz . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:883-894.

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2017Spillover effects of debt and growth in the euro area: Evidence from a GVAR model. (2017). Khan, Nazmus ; Kempa, Bernd. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:102-111.

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2017Heterogeneity in the debt-growth nexus: Evidence from EMU countries. (2017). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:470-486.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:313-323.

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2017Investors’ behavior and dynamics of ship prices: A heterogeneous agent model. (2017). Alizadeh, Amir H ; Yip, Tsz Leung ; Thanopoulou, Helen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:106:y:2017:i:c:p:98-114.

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2017Explaining Aid Project and Program Success: Findings from Asian Development Bank Interventions. (2017). Vuong, Vu ; Feeny, Simon. In: World Development. RePEc:eee:wdevel:v:90:y:2017:i:c:p:329-343.

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2017The Uneven Effect of Financial Constraints: Size, Public Ownership, and Firm Investment in Ethiopia. (2017). Lashitew, Addisu. In: World Development. RePEc:eee:wdevel:v:97:y:2017:i:c:p:178-198.

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2017The Impact of Sovereign Debt on Growth: An Empirical Study on GIIPS versus JUUSD Countries. (2017). , Haytham . In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:2a:p:607-633.

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2018Ecological Footprint, Foreign Direct Investment, and Gross Domestic Production: Evidence of Belt & Road Initiative Countries. (2018). Liu, Hongbo ; Kim, Hanho. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3527-:d:173085.

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2017Heterogeneity in the debt-growth nexus: Evidence from EMU countries. (2017). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201706.

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2018Public debt and economic growth – economic systems matter. (2018). Schweickert, Rainer ; Ahlborn, Markus. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:2:d:10.1007_s10368-017-0396-0.

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2019Transmission of sectoral debt shocks in OECD countries: Evidence from the income channel. (2019). Magkonis, Georgios ; Theofilakou, Anastasia. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-02.

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2017Residual-based diagnostic tests for noninvertible ARMA models. (2017). Nyholm, Juho. In: MPRA Paper. RePEc:pra:mprapa:81033.

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2018Forecasting Base Metal Prices with Commodity Currencies. (2018). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:83564.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: MPRA Paper. RePEc:pra:mprapa:83894.

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2018The predictive relationship between exchange rate expectations and base metal prices. (2018). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:89423.

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2018Aid to agriculture, trade and take-off. (2018). Stengos, Thanasis ; Pelloni, Alessandra ; Tedesco, Ilaria . In: Working Paper series. RePEc:rim:rimwps:18-04.

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2017RELIGIOSITY VERSUS RATIONALITY: DEPOSITOR BEHAVIOR IN ISLAMIC AND CONVENTIONAL BANKS. (2017). Ozturk, Huseyin ; Disli, Mustafa ; Aysan, Ahmet ; Duygun, Meryem. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/933.

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2017BANK LENDING CHANNEL IN A DUAL BANKING SYSTEM:WHY ARE ISLAMIC BANKS SO RESPONSIVE?. (2017). Ozturk, Huseyin ; Disli, Mustafa ; Aysan, Ahmet. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/938.

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2018Functional trinity of public finance in an emerging economy. (2018). Dobrescu, Emilian. In: Journal of Economic Structures. RePEc:spr:jecstr:v:7:y:2018:i:1:d:10.1186_s40008-018-0117-z.

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2017Heterogeneous trading and complex price dynamics. (2017). Li, Mengling ; Zheng, Huanhuan. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-017-0196-1.

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2017Public debt and economic growth: Further evidence for the euro area. (2017). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1709.

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2017A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations. (2017). Lanne, Markku ; Luoto, Jani. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:5:p:969-995.

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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
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2013Noncausality and asset pricing In: Studies in Nonlinear Dynamics & Econometrics.
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article9
2011Noncausality and Asset Pricing.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2012Heterogeneity in stock prices: A STAR model with multivariate transition function In: Journal of Economic Dynamics and Control.
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article26
2014Does sovereign debt weaken economic growth? A panel VAR analysis In: Economics Letters.
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article45
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: 45
paper
2017Noncausality and the commodity currency hypothesis In: Energy Economics.
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article5
2015Aid and Income: Another Time-series Perspective In: World Development.
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article15
2013Aid and Income: Another Time-Series Perspective.(2013) In: WIDER Working Paper Series.
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This paper has another version. Agregated cites: 15
paper
2015Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014) In: World Development.
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article2
2015Rational Speculators, Contrarians, and Excess Volatility In: Management Science.
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article13
2012Rational Speculators, Contrarians and Excess Volatility.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 13
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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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