David NETO : Citation Profile


Are you David NETO?

United Nations

4

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

12

Articles

6

Papers

RESEARCH ACTIVITY:

   12 years (2004 - 2016). See details.
   Cites by year: 2
   Journals where David NETO has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 4 (11.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pne324
   Updated: 2018-09-15    RAS profile: 2018-06-05    
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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 David NETO.

Is cited by:

Costantini, Mauro (3)

Hlouskova, Jaroslava (3)

Qiu, Feng (3)

Glauben, Thomas (3)

Crespo Cuaresma, Jesus (3)

Palomba, Giulio (2)

Gervais, Jean-Philippe (2)

Scholtens, Bert (2)

Feld, Lars (2)

Lucchetti, Riccardo (Jack) (2)

de Haan, Jakob (2)

Cites to:

Hansen, Bruce (20)

Phillips, Peter (17)

Campbell, John (11)

Shiller, Robert (11)

Granger, Clive (10)

shin, yongcheol (8)

Saikkonen, Pentti (7)

Lütkepohl, Helmut (7)

Gregory, Allan (6)

Gonzalo, Jesus (6)

Andrews, Donald (6)

Main data


Where David NETO has published?


Recent works citing David NETO (2018 and 2017)


YearTitle of citing document
2018On the estimation of the price elasticity of electricity demand in the manufacturing industry of Colombia. (2018). Tobón Orozco, David ; Lopez, Jesus M ; Villada, Fernando ; Velilla, Esteban ; Barrientos, Jorge . In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016027.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2018On the estimation of the price elasticity of electricity demand in the manufacturing industry of Colombia. (2018). Tobón Orozco, David ; Lopez-Lezama, Jesus M ; Villada, Fernando ; Tobon-Orozco, David ; Velilla, Esteban ; Barrientos, Jorge . In: Lecturas de Economía. RePEc:lde:journl:y:2018:i:88:p:155-182.

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2017Leading or lagging indicators of risk? The informational content of extra-financial performance scores. (2017). GILLET, Roland ; Coggins, Frank ; Champagne, Claudia ; Sodjahin, Amos. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-016-0039-y.

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2018More powerful threshold cointegration tests. (2018). Oh, Dong-Yop ; Meng, Ming ; Lee, Hyejin. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1243-4.

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Works by David NETO:


YearTitleTypeCited
2006Dépendance non-monotone : Une application à la relation rendement-volume In: Annals of Economics and Statistics.
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article0
2004Equity market interdependence: the relationship between European and US stock markets. In: Financial Stability Review.
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article4
2011Testing the ‘Inaction Corridor’ in a Three‐Regime Threshold Error Correction Model with an Application to a Buffer‐Stock Model for US Money Demand In: Economic Notes.
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article0
2012Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates In: Oxford Bulletin of Economics and Statistics.
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article8
2015Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy In: International Economics.
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article0
2015Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank׳s monetary policy strategy.(2015) In: International Economics.
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This paper has another version. Agregated cites: 0
article
2014The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break In: Economics Letters.
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article0
2012Testing and estimating time-varying elasticities of Swiss gasoline demand In: Energy Economics.
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article5
2016Extracting volatility signal using maximum a posteriori estimation In: Physica A: Statistical Mechanics and its Applications.
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article0
2006Partial Cointegration In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva.
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paper2
2009Estimation and Testing for the Cointegration Rank in a Threshold Cointegrated System In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva.
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paper10
2008Moments Structure of l1-Stochastic Volatility Models In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva.
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paper0
2009Testing the Inaction Corridor in a Three-Regime TVECM In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva.
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paper0
2009l1-Penalized Likelihood Smoothing of Volatility Processes allowing for Abrupt Changes In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva.
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paper0
2009Testing Uncovered Interest Rate Parity and Term Structure using Three-Regime Threshold Unit Root VECM In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva.
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paper2
2015Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship In: Empirical Economics.
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article0
2014Tocilizumab in the Treatment of Rheumatoid Arthritis: A Cost-Effectiveness Analysis in the UK In: PharmacoEconomics.
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article0
2012Moments structure of ℓ 1 -stochastic volatility models In: Quality & Quantity: International Journal of Methodology.
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article0

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