Panagiotis Mantalos : Citation Profile


Deceased: 2017-08-01

4

H index

3

i10 index

187

Citations

RESEARCH PRODUCTION:

17

Articles

10

Papers

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 9
   Journals where Panagiotis Mantalos has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (1.06 %)

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   Permalink: http://citec.repec.org/pma697
   Updated: 2019-04-20    RAS profile:    
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Relations with other researchers


Works with:

Hultkrantz, Lars (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Panagiotis Mantalos.

Is cited by:

Balcilar, Mehmet (44)

GUPTA, RANGAN (38)

Miller, Stephen (18)

Lach, Łukasz (10)

TANG, Chor Foon (10)

Gurgul, Henryk (9)

Ghosh, Taniya (7)

Bosch, Adel (6)

Shahbaz, Muhammad (6)

Ozdemir, Zeynel (6)

Shahzad, Syed Jawad Hussain (5)

Cites to:

Weitzman, Martin (11)

Hultkrantz, Lars (9)

Gollier, Christian (8)

Perron, Pierre (7)

MacKinnon, James (6)

Koundouri, Phoebe (6)

Clarke, Harry (6)

Phillips, Peter (5)

Pantelidis, Theologos (5)

Davidson, Russell (4)

Shukur, Ghazi (4)

Main data


Where Panagiotis Mantalos has published?


Journals with more than one article published# docs
International Journal of Computational Economics and Econometrics3
Journal of Forest Economics2
Applied Economics2
Journal of Applied Statistics2

Recent works citing Panagiotis Mantalos (2018 and 2017)


YearTitle of citing document
2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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2017Distinctive Characteristics of the Causality between the PPI and CPI: Evidence from Romania. (2017). Khan, Khalid ; Xiong, De-Ping ; Su, Chi-Wei. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:2:p:103-123.

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2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

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2019Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

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2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Hammoudeh, Shawkat ; Naifar, Nader ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2018Hedging with trees: Tail-hedge discounting of long-term forestry returns. (2018). Hultkrantz, Lars ; Mantalos, Panagiotis. In: Journal of Forest Economics. RePEc:eee:foreco:v:30:y:2018:i:c:p:52-57.

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2017Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61.

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2018Moneys causal role in exchange rate: Do divisia monetary aggregates explain more?. (2018). Ghosh, Taniya ; Bhadury, Soumya . In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:402-417.

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2017.

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2018The role of economic analysis for investment priorities in Sweden’s transport sector. (2018). Hultkrantz, Lars ; Andersson, Henrik ; Nilsson, Jan-Eric ; Lindberg, Gunnar. In: Working papers in Transport Economics. RePEc:hhs:ctswps:2017_012.

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2017Moneys causal role in exchange rate: Do Divisia monetary aggregates explain more?. (2017). Ghosh, Taniya ; Bhadury, Soumya . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-010.

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2018The Electricity Consumption and Economic Growth Nexus in China: A Bootstrap Seemingly Unrelated Regression Estimator Approach. (2018). Wang, Jianlin ; Li, Hongzhou ; Zhao, Jiajia. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-017-9709-1.

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2017Time-declining risk-adjusted social discount rates for transport infrastructure planning. (2017). Goldmann, Kathrin. In: Working Papers. RePEc:mut:wpaper:22.

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2017Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Haouas, Ilham ; Hussain, Syed Jawad ; Ferrer, Roman. In: MPRA Paper. RePEc:pra:mprapa:82713.

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2018Has Money Lost Its Relevance? Resolving the Exchange Rate Disconnect Puzzle. (2018). Ghosh, Taniya ; Bhadury, Soumya Suvra . In: MPRA Paper. RePEc:pra:mprapa:90627.

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2017The Effects of Workers’ Remittances on Exchange Rate Volatility and Exports Dynamics - New Evidence from Pakistan. (2017). Calin, Adrian Cantemir ; Khan, Khalid ; Kedong, Yin ; Khurshid, Adnan . In: Romanian Economic Journal. RePEc:rej:journl:v:20:y:2017:i:63:p:29-52.

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2017PURCHASING POWER PARITY IN CHINA: AN EMPIRICAL INVESTIGATION BASED ON BOOTSTRAP ROLLINGWINDOW TEST. (2017). Wang, Kai-Hua ; Iovu, Cristina ; Ma, JI ; Chang, Hsu-Ling ; Su, Chi-Wei. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:166-181.

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2018Who benefits from the wisdom of the crowd in crowdfunding? Assessing the benefits of user-generated and mass personal electronic word of mouth in computer-mediated financing. (2018). Kaminski, Jermain ; Lukas, Christian ; Hopp, Christian. In: Journal of Business Economics. RePEc:spr:jbecon:v:88:y:2018:i:9:d:10.1007_s11573-018-0899-3.

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2017How does inflation determine inflation uncertainty? A Chinese perspective. (2017). Su, Chi-Wei ; Li, Xiao-Lin ; Chang, Hsu-Ling ; Yu, Hui. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0341-2.

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2017Investment coordinates in the context of housing and stock markets nexus. (2017). Li, Jing-Ping ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Fan, Jiao-Jiao. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:20:p:1455-1463.

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2017Does self-fulfilment of the inflation expectation exist?. (2017). Xu, Yingying ; Su, Chi-Wei ; Peculea, Adelina Dumitrescu ; Dumitrescupeculea, Adelina ; Chang, Hsu-Ling ; Liu, Zhi-Xin. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:11:p:1098-1113.

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2018The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach. (2018). Zhang, XU ; Yao, Dengbao ; Liu, Xiaoxing. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:4:p:407-425.

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2017Does international capital flow lead to a housing boom? A time-varying evidence from China. (2017). Su, Chiwei ; Zhao, Yanping ; Nian, Rui ; Wang, Zhi-Feng. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:26:y:2017:i:7:p:851-864.

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Works by Panagiotis Mantalos:


YearTitleTypeCited
1998Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article53
2003Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model In: Monte Carlo Methods and Applications.
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article1
2000A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems In: Studies in Nonlinear Dynamics & Econometrics.
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article66
2008Bootstrap methods for autocorrelation test with uncorrelated but not independent errors In: Economic Modelling.
[Full Text][Citation analysis]
article1
2014Stumpage prices in Sweden 1909–2012: Testing for non-stationarity In: Journal of Forest Economics.
[Full Text][Citation analysis]
article3
2018Hedging with trees: Tail-hedge discounting of long-term forestry returns In: Journal of Forest Economics.
[Full Text][Citation analysis]
article1
2016Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014Risk-adjusted long-term social rates of discount for transportation infrastructure investment In: Research in Transportation Economics.
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article3
2012Risk-adjusted long term social rates of discount for transportation infrastructure investment.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2010ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY In: JIBS Working Papers.
[Citation analysis]
paper0
2010Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality In: JIBS Working Papers.
[Citation analysis]
paper0
2012Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation In: Working Papers.
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paper0
2017Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation.(2017) In: Cogent Economics & Finance.
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article
2012TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES In: Working Papers.
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paper0
2013Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity In: Working Papers.
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paper2
2015Greek Debt Crisis “An Introduction to the Economic Effects of Austerity” In: Working Papers.
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paper0
2015Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis In: Working Papers.
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paper0
2016Estimating “Gamma” for Tail-hedge Discount Rates When Project Returns Are Co-integrated with GDP In: Working Papers.
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paper1
2018Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP.(2018) In: Applied Economics.
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This paper has another version. Agregated cites: 1
article
2010Vector autoregressive order selection and forecasting via the modified divergence information criterion In: International Journal of Computational Economics and Econometrics.
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article0
2010The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis In: International Journal of Computational Economics and Econometrics.
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article0
2011Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality In: International Journal of Computational Economics and Econometrics.
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article0
2007The Robustness of the RESET Test to Non-Normal Error Terms In: Computational Economics.
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article3
2012Hybrid bootstrap aided unit root testing In: Computational Statistics.
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article0
2005The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations In: Applied Economics.
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article1
2000A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems In: Journal of Applied Statistics.
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article47
2010The effect of spillover on the Granger causality test In: Journal of Applied Statistics.
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article5

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