8
H index
6
i10 index
186
Citations
Anandamayee Majumdar : Citation Profile
Soochow University | RESEARCH PRODUCTION: 18 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2006 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Anandamayee Majumdar. | Is cited by:
| Cites to:
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Main data
Where Anandamayee Majumdar has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 2 |
| The Quarterly Review of Economics and Finance | 2 |
| Empirical Economics | 2 |
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 13 |
| Working Papers / Eastern Mediterranean University, Department of Economics | 2 |
| Working Papers / University of Nevada, Las Vegas , Department of Economics | 2 |
Recent works citing Anandamayee Majumdar (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Monetary policy transmission modeling and policy responses. (2023). Xu, Xiaoguang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001760. Full description at Econpapers || Download paper |
| 2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper |
| 2023 | Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620. Full description at Econpapers || Download paper |
| 2023 | Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620. Full description at Econpapers || Download paper |
| 2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Zhang, Feipeng ; Hong, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. Full description at Econpapers || Download paper |
| 2023 | Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735. Full description at Econpapers || Download paper |
| 2023 | International stock market volatility: A data-rich environment based on oil shocks. (2023). Wen, Fenghua ; Wang, Tianyang ; Ma, Feng ; Lu, Xinjie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:184-215. Full description at Econpapers || Download paper |
| 2023 | Are real interest rates a monetary phenomenon? Evidence from 700 years of data. (2023). Plakandaras, Vasilios ; GUPTA, RANGAN ; Wohar, Mark E ; Karmakar, Sayar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001368. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x. Full description at Econpapers || Download paper |
| 2023 | Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). GUPTA, RANGAN ; Pierdzioch, Christian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5. Full description at Econpapers || Download paper |
| 2023 | On the Instability of Longâ€Run Money Demand and the Welfare Cost of Inflation in the United States. (2018). Urga, Giovanni ; Mogliani, Matteo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1645-1660. Full description at Econpapers || Download paper |
Works by Anandamayee Majumdar:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Bayesian Testing Of Granger Causality In Functional Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Bayesian Testing of Granger Causality in Functional Time Series.(2022) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2006 | Gradients in Spatial Response Surfaces With Application to Urban Land Values In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 10 |
| 2010 | Bivariate Zero-Inflated Regression for Count Data: A Bayesian Approach with Application to Plant Counts In: The International Journal of Biostatistics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 83 |
| 2015 | Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
| 2021 | Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2020 | Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Analysis of bivariate zero inflated count data with missing responses In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 15 |
| 2014 | Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2013 | Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 24 |
| 2016 | Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2018 | Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2015 | Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2019 | Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach In: Open Economies Review. [Full Text][Citation analysis] | article | 10 |
| 2016 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2012 | Was the Recent Downturn in US GDP Predictable? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Was the Recent Downturn in US GDP Predictable?.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Was the Recent Downturn in US GDP Predictable?.(2013) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions In: Working Papers. [Citation analysis] | paper | 9 |
| 2014 | Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2014 | Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models In: Working Papers. [Citation analysis] | paper | 8 |
| 2015 | Forecasting US real house price returns over 1831-2013: evidence from copula models.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2021 | Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates In: Working Papers. [Citation analysis] | paper | 2 |
| 2024 | Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Comparative study and sensitivity analysis of skewed spatial processes In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Tagore’s Song-Counts by Thematic and Non-Thematic Classification: A Statistical Case Study In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Was the recent downturn in US real GDP predictable? In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2011 | A non-stationary spatial generalized linear mixed model approach for studying plant diversity In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team