Johan Lyhagen : Citation Profile


Are you Johan Lyhagen?

8

H index

8

i10 index

410

Citations

RESEARCH PRODUCTION:

9

Articles

23

Papers

RESEARCH ACTIVITY:

   12 years (1996 - 2008). See details.
   Cites by year: 34
   Journals where Johan Lyhagen has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 5 (1.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ply8
   Updated: 2020-09-22    RAS profile: 2009-09-07    
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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 Johan Lyhagen.

Is cited by:

Herzer, Dierk (21)

Rault, Christophe (18)

Shahbaz, Muhammad (14)

Afonso, Antonio (13)

Westerlund, Joakim (12)

Daniel, Betty (9)

Shiamptanis, Christos (9)

Castagnetti, Carolina (8)

Urbain, Jean-Pierre (8)

Nasreen, Samia (8)

Apergis, Nicholas (7)

Cites to:

Johansen, Soren (10)

Cheung, Yin-Wong (4)

Granger, Clive (4)

Kunst, Robert (4)

juselius, katarina (3)

Engle, Robert (3)

Phillips, Peter (3)

Jacobson, Tor (2)

Sowell, Fallaw (2)

Nessen, Marianne (2)

Moon, Hyungsik (2)

Main data


Where Johan Lyhagen has published?


Journals with more than one article published# docs
Economics Letters2
Econometrics Journal2

Recent works citing Johan Lyhagen (2020 and 2019)


YearTitle of citing document
2020The effectiveness of monetary policy and output fluctuations: An asymmetric analysis. (2020). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:161-181.

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2019Evidence of price discovery on the Indonesian stock exchange. (2019). Laila, Nisful ; Madyan, Muhammad ; Thuraisamy, Kannan ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:2-7.

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2019Is energy security a driver for economic growth? Evidence from a global sample. (2019). LE, Thai-Ha ; Canh, Nguyen ; Nguyen, Canh Phuc. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:436-451.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2019On the relation between exchange rates and tourism demand: A nonlinear and asymmetric analysis. (2019). Irandoust, Manuchehr. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300131.

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2019Where does economic growth in the Middle Eastern and North African countries come from?. (2019). ben Ali, Mohamed Sami ; Acikgoz, Senay . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:172-183.

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2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model. (2019). Jienwatcharamongkhol, Viroj ; Uddin, Reaz ; A. M. M. Shahiduzzaman Quoreshi, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:94-:d:237782.

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2019Capital Structure Adjustments and Asymmetric Information. (2019). Ripamonti, Alexandre . In: MPRA Paper. RePEc:pra:mprapa:96936.

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2020Long memory and fractality among global equity markets: A multivariate wavelet approach. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:99653.

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2019The Relationship between Real Output (Real GDP) and Unemployment Rate: An Analysis of Okun’s Law for Eurozone. (2019). altunoz, utku . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:190212.

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2019Infrastructure and long-run economic growth: evidence from Chinese provinces. (2019). OUATTARA, BAZOUMANA ; Zhang, Yin-Fang. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:1:d:10.1007_s00181-018-1429-4.

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2019Can we have growth when population is stagnant? Testing linear growth rate formulas and their cross-unit cointegration of non-scale endogenous growth models. (2019). Ziesemer, Thomas. In: MERIT Working Papers. RePEc:unm:unumer:2019021.

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Works by Johan Lyhagen:


YearTitleTypeCited
2007Inference in Panel Cointegration Models With Long Panels In: Journal of Business & Economic Statistics.
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article12
2002Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper10
2008Inflation, exchange rates and PPP in a multivariate panel cointegration model.(2008) In: Econometrics Journal.
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This paper has another version. Agregated cites: 10
article
2002Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model.(2002) In: Working Paper Series.
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This paper has another version. Agregated cites: 10
paper
2000Likelihood-Based Inference in Multivariate Panel Cointegration Models In: Econometric Society World Congress 2000 Contributed Papers.
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paper27
1999Likelihood-Based Inference in Multivariate Panel Cointegration Models.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 27
paper
2001Likelihood-based cointegration tests in heterogeneous panels In: Econometrics Journal.
[Citation analysis]
article257
1998Likelihood-Based Cointegration Tests in Heterogeneous Panels.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 257
paper
1999Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation In: Computational Statistics & Data Analysis.
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article2
1997A matrix evaluation of the moving-average representation In: Economics Letters.
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article0
1999A simple linear time series model with misleading nonlinear properties In: Economics Letters.
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article11
1999A Simple Linear Time Series Model with Misleading Nonlinear Properties.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
2002Forecasting performance of seasonal cointegration models In: International Journal of Forecasting.
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article4
1999Forecasting performance of seasonal cointegration models.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 4
paper
2005The exact covariance matrix of dynamic models with latent variables In: Statistics & Probability Letters.
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article0
1998Maximum likelihood estimation of the multivariate fractional cointegrating model In: SSE/EFI Working Paper Series in Economics and Finance.
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paper4
1999Starting values in estimation of cointegrating vectors with restrictions In: SSE/EFI Working Paper Series in Economics and Finance.
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paper0
1999Testing for Independence in Multivariate Duration Models In: SSE/EFI Working Paper Series in Economics and Finance.
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paper2
1999A long memory panel unit root test: PPP revisited In: SSE/EFI Working Paper Series in Economics and Finance.
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paper3
1999An ARCH Robust STAR Test In: SSE/EFI Working Paper Series in Economics and Finance.
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paper2
1999Efficient estimation of price adjustment coefficients In: SSE/EFI Working Paper Series in Economics and Finance.
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paper1
2000The seasonal KPSS statistic In: SSE/EFI Working Paper Series in Economics and Finance.
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paper2
2000Testing for common cointegrating rank in dynamic panels In: SSE/EFI Working Paper Series in Economics and Finance.
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paper5
2000Why not use standard panel unit root test for testing PPP In: SSE/EFI Working Paper Series in Economics and Finance.
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paper37
2001On seasonal error correction when the processes include different numbers of unit roots In: SSE/EFI Working Paper Series in Economics and Finance.
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paper1
2003On seasonal error correction when the processes include different numbers of unit roots.(2003) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 1
article
2001Using A Trade-induced Catch-up Model to Explain Chinas Provincial Economic Growth 1978-97 In: SSE/EFI Working Paper Series in Economics and Finance.
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paper0
2001A method to generate multivariate data with moments arbitrary close to the desired moments In: SSE/EFI Working Paper Series in Economics and Finance.
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paper0
1997The Effect of Precautionary Saving on Consumption in Sweden In: Working Papers.
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paper11
1996Short and Long Run Dependence in Swedish Stock Returns In: Working Paper Series.
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paper18
2007Testing for Purchasing Power Parity in Cointegrated Panels In: Working Paper Series.
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paper1
2007Testing for Purchasing Power Parity in Cointegrated Panels.(2007) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper

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